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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 computationFri, 25 Dec 2009 06:07:55 -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/25/t1261746733v94nl479dnk8lcv.htm/, Retrieved Sat, 04 May 2024 16:44:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70707, Retrieved Sat, 04 May 2024 16:44:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsP8 VRM
Estimated Impact183

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Paper] [2009-12-21 20:59:37] [0df1a6455bedfaf424729b1e006090d0]
-   PD    [Variance Reduction Matrix] [Paper(8) - Varian...] [2009-12-25 13:07:55] [a53416c107f5e7e1e12bb9940270d09d] [Current]
-   PD      [Variance Reduction Matrix] [Paper(8) - Varian...] [2009-12-26 21:12:27] [aba88da643e3763d32ff92bd8f92a385]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,9
2,6
2,3
2,4
2,2
2
2,9
2,6
2,3
2,3
2,6
3,1
2,8
2,5
2,9
3,1
3,1
3,2
2,5
2,6
2,9
2,6
2,4
1,7
2
2,2
1,9
1,6
1,6
1,2
1,2
1,5
1,6
1,7
1,8
1,8
1,8
1,3
1,3
1,4
1,1
1,5
2,2
2,9
3,1
3,5
3,6
4,4
4,2
5,2
5,8
5,9
5,4
5,5
4,7
3,1
2,6
2,3
1,9
0,6
0,6
-0,4
-1,1
-1,7
-0,8
-1,2
-1
-0,1

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=70707&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=70707&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70707&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)2.49316944688323Range7.6Trim Var.1.20944632768362
V(Y[t],d=1,D=0)0.260610583446404Range2.6Trim Var.0.136604324956166
V(Y[t],d=2,D=0)0.398144522144522Range2.8Trim Var.0.230545112781955
V(Y[t],d=3,D=0)1.15227403846154Range5Trim Var.0.633239348370927
V(Y[t],d=0,D=1)0.260610583446404Range2.6Trim Var.0.136604324956166
V(Y[t],d=1,D=1)0.398144522144522Range2.8Trim Var.0.230545112781955
V(Y[t],d=2,D=1)1.15227403846154Range5Trim Var.0.633239348370927
V(Y[t],d=3,D=1)3.79466021825397Range9.2Trim Var.2.04851623376623
V(Y[t],d=0,D=2)0.398144522144522Range2.8Trim Var.0.230545112781955
V(Y[t],d=1,D=2)1.15227403846154Range5Trim Var.0.633239348370927
V(Y[t],d=2,D=2)3.79466021825397Range9.2Trim Var.2.04851623376623
V(Y[t],d=3,D=2)13.2217511520737Range16.6Trim Var.7.26291582491582

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2.49316944688323 & Range & 7.6 & Trim Var. & 1.20944632768362 \tabularnewline
V(Y[t],d=1,D=0) & 0.260610583446404 & Range & 2.6 & Trim Var. & 0.136604324956166 \tabularnewline
V(Y[t],d=2,D=0) & 0.398144522144522 & Range & 2.8 & Trim Var. & 0.230545112781955 \tabularnewline
V(Y[t],d=3,D=0) & 1.15227403846154 & Range & 5 & Trim Var. & 0.633239348370927 \tabularnewline
V(Y[t],d=0,D=1) & 0.260610583446404 & Range & 2.6 & Trim Var. & 0.136604324956166 \tabularnewline
V(Y[t],d=1,D=1) & 0.398144522144522 & Range & 2.8 & Trim Var. & 0.230545112781955 \tabularnewline
V(Y[t],d=2,D=1) & 1.15227403846154 & Range & 5 & Trim Var. & 0.633239348370927 \tabularnewline
V(Y[t],d=3,D=1) & 3.79466021825397 & Range & 9.2 & Trim Var. & 2.04851623376623 \tabularnewline
V(Y[t],d=0,D=2) & 0.398144522144522 & Range & 2.8 & Trim Var. & 0.230545112781955 \tabularnewline
V(Y[t],d=1,D=2) & 1.15227403846154 & Range & 5 & Trim Var. & 0.633239348370927 \tabularnewline
V(Y[t],d=2,D=2) & 3.79466021825397 & Range & 9.2 & Trim Var. & 2.04851623376623 \tabularnewline
V(Y[t],d=3,D=2) & 13.2217511520737 & Range & 16.6 & Trim Var. & 7.26291582491582 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70707&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2.49316944688323[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]1.20944632768362[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.260610583446404[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.136604324956166[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.398144522144522[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.230545112781955[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.15227403846154[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.633239348370927[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.260610583446404[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.136604324956166[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.398144522144522[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.230545112781955[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.15227403846154[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.633239348370927[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.79466021825397[/C][C]Range[/C][C]9.2[/C][C]Trim Var.[/C][C]2.04851623376623[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.398144522144522[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.230545112781955[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.15227403846154[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.633239348370927[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.79466021825397[/C][C]Range[/C][C]9.2[/C][C]Trim Var.[/C][C]2.04851623376623[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]13.2217511520737[/C][C]Range[/C][C]16.6[/C][C]Trim Var.[/C][C]7.26291582491582[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70707&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70707&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)2.49316944688323Range7.6Trim Var.1.20944632768362
V(Y[t],d=1,D=0)0.260610583446404Range2.6Trim Var.0.136604324956166
V(Y[t],d=2,D=0)0.398144522144522Range2.8Trim Var.0.230545112781955
V(Y[t],d=3,D=0)1.15227403846154Range5Trim Var.0.633239348370927
V(Y[t],d=0,D=1)0.260610583446404Range2.6Trim Var.0.136604324956166
V(Y[t],d=1,D=1)0.398144522144522Range2.8Trim Var.0.230545112781955
V(Y[t],d=2,D=1)1.15227403846154Range5Trim Var.0.633239348370927
V(Y[t],d=3,D=1)3.79466021825397Range9.2Trim Var.2.04851623376623
V(Y[t],d=0,D=2)0.398144522144522Range2.8Trim Var.0.230545112781955
V(Y[t],d=1,D=2)1.15227403846154Range5Trim Var.0.633239348370927
V(Y[t],d=2,D=2)3.79466021825397Range9.2Trim Var.2.04851623376623
V(Y[t],d=3,D=2)13.2217511520737Range16.6Trim Var.7.26291582491582


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')