FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 23 Dec 2009 05:01:40 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/23/t1261569820ze58t16vxqdxkmm.htm/, Retrieved Mon, 29 Apr 2024 15:55:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70512, Retrieved Mon, 29 Apr 2024 15:55:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper, TRA, diensten2
Estimated Impact147

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [] [2009-12-22 10:45:15] [0750c128064677e728c9436fc3f45ae7]
- RMPD  [Standard Deviation-Mean Plot] [] [2009-12-23 11:52:37] [0750c128064677e728c9436fc3f45ae7]
- RM D      [Variance Reduction Matrix] [] [2009-12-23 12:01:40] [30f5b608e5a1bbbae86b1702c0071566] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.5
1.7
1.6
1.8
2.1
2.1
2.3
2.8
2.5
2.5
2.3
2.3
2.2
2.1
2.2
2
1.6
1.6
1.3
1.3
1.5
1.4
2
2.1
2.1
1.7
2.3
2.5
2.2
2.3
2.9
3.1
2.4
2
1.6
1.9
1.6
1.7
1.2
1.6
1.6
1.9
2.1
1.8
2.1
2.7
3.2
3
3.1
3.7
3.7
2.5
2.8
2.8
2.5
2.8
2.5
1.6
1.5
1.7
1.3

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70512&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70512&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70512&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.341508196721311Range2.5Trim Var.0.187220965309201
V(Y[t],d=1,D=0)0.13490395480226Range1.8Trim Var.0.072677793904209
V(Y[t],d=2,D=0)0.276446522501461Range2.7Trim Var.0.174368650217707
V(Y[t],d=3,D=0)0.78435874168179Range4.5Trim Var.0.461734693877551
V(Y[t],d=0,D=1)1.05540816326531Range4.3Trim Var.0.689114064230343
V(Y[t],d=1,D=1)0.382123226950355Range2.6Trim Var.0.225017421602787
V(Y[t],d=2,D=1)0.754329324699353Range4Trim Var.0.455475609756098
V(Y[t],d=3,D=1)2.23371980676328Range6.5Trim Var.1.36592307692308
V(Y[t],d=0,D=2)3.4133033033033Range6.9Trim Var.2.41234848484848
V(Y[t],d=1,D=2)1.26789682539683Range4.4Trim Var.0.819956989247312
V(Y[t],d=2,D=2)2.37961344537815Range6Trim Var.1.65195698924731
V(Y[t],d=3,D=2)7.17091800356506Range10.2Trim Var.5.20493103448276

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.341508196721311 & Range & 2.5 & Trim Var. & 0.187220965309201 \tabularnewline
V(Y[t],d=1,D=0) & 0.13490395480226 & Range & 1.8 & Trim Var. & 0.072677793904209 \tabularnewline
V(Y[t],d=2,D=0) & 0.276446522501461 & Range & 2.7 & Trim Var. & 0.174368650217707 \tabularnewline
V(Y[t],d=3,D=0) & 0.78435874168179 & Range & 4.5 & Trim Var. & 0.461734693877551 \tabularnewline
V(Y[t],d=0,D=1) & 1.05540816326531 & Range & 4.3 & Trim Var. & 0.689114064230343 \tabularnewline
V(Y[t],d=1,D=1) & 0.382123226950355 & Range & 2.6 & Trim Var. & 0.225017421602787 \tabularnewline
V(Y[t],d=2,D=1) & 0.754329324699353 & Range & 4 & Trim Var. & 0.455475609756098 \tabularnewline
V(Y[t],d=3,D=1) & 2.23371980676328 & Range & 6.5 & Trim Var. & 1.36592307692308 \tabularnewline
V(Y[t],d=0,D=2) & 3.4133033033033 & Range & 6.9 & Trim Var. & 2.41234848484848 \tabularnewline
V(Y[t],d=1,D=2) & 1.26789682539683 & Range & 4.4 & Trim Var. & 0.819956989247312 \tabularnewline
V(Y[t],d=2,D=2) & 2.37961344537815 & Range & 6 & Trim Var. & 1.65195698924731 \tabularnewline
V(Y[t],d=3,D=2) & 7.17091800356506 & Range & 10.2 & Trim Var. & 5.20493103448276 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70512&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.341508196721311[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.187220965309201[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.13490395480226[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.072677793904209[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.276446522501461[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.174368650217707[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.78435874168179[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.461734693877551[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.05540816326531[/C][C]Range[/C][C]4.3[/C][C]Trim Var.[/C][C]0.689114064230343[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.382123226950355[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.225017421602787[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.754329324699353[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.455475609756098[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.23371980676328[/C][C]Range[/C][C]6.5[/C][C]Trim Var.[/C][C]1.36592307692308[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3.4133033033033[/C][C]Range[/C][C]6.9[/C][C]Trim Var.[/C][C]2.41234848484848[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.26789682539683[/C][C]Range[/C][C]4.4[/C][C]Trim Var.[/C][C]0.819956989247312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.37961344537815[/C][C]Range[/C][C]6[/C][C]Trim Var.[/C][C]1.65195698924731[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]7.17091800356506[/C][C]Range[/C][C]10.2[/C][C]Trim Var.[/C][C]5.20493103448276[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70512&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70512&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)0.341508196721311Range2.5Trim Var.0.187220965309201
V(Y[t],d=1,D=0)0.13490395480226Range1.8Trim Var.0.072677793904209
V(Y[t],d=2,D=0)0.276446522501461Range2.7Trim Var.0.174368650217707
V(Y[t],d=3,D=0)0.78435874168179Range4.5Trim Var.0.461734693877551
V(Y[t],d=0,D=1)1.05540816326531Range4.3Trim Var.0.689114064230343
V(Y[t],d=1,D=1)0.382123226950355Range2.6Trim Var.0.225017421602787
V(Y[t],d=2,D=1)0.754329324699353Range4Trim Var.0.455475609756098
V(Y[t],d=3,D=1)2.23371980676328Range6.5Trim Var.1.36592307692308
V(Y[t],d=0,D=2)3.4133033033033Range6.9Trim Var.2.41234848484848
V(Y[t],d=1,D=2)1.26789682539683Range4.4Trim Var.0.819956989247312
V(Y[t],d=2,D=2)2.37961344537815Range6Trim Var.1.65195698924731
V(Y[t],d=3,D=2)7.17091800356506Range10.2Trim Var.5.20493103448276


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n <- length(x)
sx <- sort(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Reduction Matrix',6,TRUE)
a<-table.row.end(a)
for (bigd in 0:2) {
for (smalld in 0:3) {
mylabel <- 'V(Y[t],d='
mylabel <- paste(mylabel,as.character(smalld),sep='')
mylabel <- paste(mylabel,',D=',sep='')
mylabel <- paste(mylabel,as.character(bigd),sep='')
mylabel <- paste(mylabel,')',sep='')
a<-table.row.start(a)
a<-table.element(a,mylabel,header=TRUE)
myx <- x
if (smalld > 0) myx <- diff(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')