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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 computationTue, 29 Dec 2009 13:28:34 -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/29/t1262118562ng7u5cq9r2fbaub.htm/, Retrieved Fri, 03 May 2024 13:15:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71188, Retrieved Fri, 03 May 2024 13:15:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact110

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] [] [2009-12-29 20:28:34] [abbb6febea381ea822009ab8520873eb] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-2
-2
-6
-7
-6
-6
-3
-2
-5
-11
-11
-11
-10
-14
-8
-9
-5
-1
-2
-5
-4
-6
-2
-2
-2
-2
2
1
-8
-1
1
-1
2
2
1
-1
-2
-2
-1
-8
-4
-6
-3
-3
-7
-9
-11
-13
-11
-9
-17
-22
-25
-20
-24
-24
-22
-19
-18
-17
-11
-11
-12
-10

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71188&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]0 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=71188&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71188&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)50.2418154761905Range27Trim Var.26.9383164005806
V(Y[t],d=1,D=0)10.7900665642601Range16Trim Var.5.44309764309764
V(Y[t],d=2,D=0)24.5235325224749Range26Trim Var.12.1663172606569
V(Y[t],d=3,D=0)74.8699453551913Range45Trim Var.33.0297888386124
V(Y[t],d=0,D=1)76.7582956259427Range33Trim Var.48.9828282828283
V(Y[t],d=1,D=1)25.1231372549020Range26Trim Var.12.2823920265781
V(Y[t],d=2,D=1)61.3995918367347Range41Trim Var.27.4473975636766
V(Y[t],d=3,D=1)198.333333333333Range73Trim Var.97.343300110742
V(Y[t],d=0,D=2)153.689743589744Range51Trim Var.95.4509803921569
V(Y[t],d=1,D=2)79.195681511471Range46Trim Var.35.2655971479501
V(Y[t],d=2,D=2)212.020625889047Range74Trim Var.99.8868092691622
V(Y[t],d=3,D=2)710.466966966967Range134Trim Var.333.028409090909

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 50.2418154761905 & Range & 27 & Trim Var. & 26.9383164005806 \tabularnewline
V(Y[t],d=1,D=0) & 10.7900665642601 & Range & 16 & Trim Var. & 5.44309764309764 \tabularnewline
V(Y[t],d=2,D=0) & 24.5235325224749 & Range & 26 & Trim Var. & 12.1663172606569 \tabularnewline
V(Y[t],d=3,D=0) & 74.8699453551913 & Range & 45 & Trim Var. & 33.0297888386124 \tabularnewline
V(Y[t],d=0,D=1) & 76.7582956259427 & Range & 33 & Trim Var. & 48.9828282828283 \tabularnewline
V(Y[t],d=1,D=1) & 25.1231372549020 & Range & 26 & Trim Var. & 12.2823920265781 \tabularnewline
V(Y[t],d=2,D=1) & 61.3995918367347 & Range & 41 & Trim Var. & 27.4473975636766 \tabularnewline
V(Y[t],d=3,D=1) & 198.333333333333 & Range & 73 & Trim Var. & 97.343300110742 \tabularnewline
V(Y[t],d=0,D=2) & 153.689743589744 & Range & 51 & Trim Var. & 95.4509803921569 \tabularnewline
V(Y[t],d=1,D=2) & 79.195681511471 & Range & 46 & Trim Var. & 35.2655971479501 \tabularnewline
V(Y[t],d=2,D=2) & 212.020625889047 & Range & 74 & Trim Var. & 99.8868092691622 \tabularnewline
V(Y[t],d=3,D=2) & 710.466966966967 & Range & 134 & Trim Var. & 333.028409090909 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71188&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]50.2418154761905[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]26.9383164005806[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]10.7900665642601[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]5.44309764309764[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]24.5235325224749[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]12.1663172606569[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]74.8699453551913[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]33.0297888386124[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]76.7582956259427[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]48.9828282828283[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]25.1231372549020[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]12.2823920265781[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]61.3995918367347[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]27.4473975636766[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]198.333333333333[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]97.343300110742[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]153.689743589744[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]95.4509803921569[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]79.195681511471[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]35.2655971479501[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]212.020625889047[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]99.8868092691622[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]710.466966966967[/C][C]Range[/C][C]134[/C][C]Trim Var.[/C][C]333.028409090909[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71188&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71188&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)50.2418154761905Range27Trim Var.26.9383164005806
V(Y[t],d=1,D=0)10.7900665642601Range16Trim Var.5.44309764309764
V(Y[t],d=2,D=0)24.5235325224749Range26Trim Var.12.1663172606569
V(Y[t],d=3,D=0)74.8699453551913Range45Trim Var.33.0297888386124
V(Y[t],d=0,D=1)76.7582956259427Range33Trim Var.48.9828282828283
V(Y[t],d=1,D=1)25.1231372549020Range26Trim Var.12.2823920265781
V(Y[t],d=2,D=1)61.3995918367347Range41Trim Var.27.4473975636766
V(Y[t],d=3,D=1)198.333333333333Range73Trim Var.97.343300110742
V(Y[t],d=0,D=2)153.689743589744Range51Trim Var.95.4509803921569
V(Y[t],d=1,D=2)79.195681511471Range46Trim Var.35.2655971479501
V(Y[t],d=2,D=2)212.020625889047Range74Trim Var.99.8868092691622
V(Y[t],d=3,D=2)710.466966966967Range134Trim Var.333.028409090909


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')