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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 computationWed, 30 Dec 2009 05:31:26 -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/30/t1262176433d10kmajjzddplyb.htm/, Retrieved Mon, 29 Apr 2024 07:44:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71260, Retrieved Mon, 29 Apr 2024 07:44:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [De Belgische uitv...] [2009-10-13 01:35:54] [df6326eec97a6ca984a853b142930499]
- RMPD  [Univariate Data Series] [ws8] [2009-11-27 12:04:12] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   PD    [Univariate Data Series] [consumptiekrediet] [2009-12-04 10:09:44] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   PD      [Univariate Data Series] [Verkoopprijs per ...] [2009-12-20 19:05:51] [acdebb2ecda2ddb208f4e14f4a68b9e7]
- RMPD          [Variance Reduction Matrix] [Variance reductio...] [2009-12-30 12:31:26] [b243db81ea3e1f02fb3382887fb0f701] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
228
136
174
69
108
149
134
131
180
127
59
59
202
173
296
154
117
86
38
17
52
12
61
65
70
91
111
90
110
100
99
137
139
124
103
75
55
75
65
17
27
17
20
131
26
66
59
35
57
6
24
57
42
55
30
35
22
18
22
82
90
66
64
50
56
99
97
41
59
92
91
47

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71260&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]1 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=71260&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71260&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)3024.31905320814Range290Trim Var.1610.69790066564
V(Y[t],d=1,D=0)2184.13682092555Range285Trim Var.817.635944700461
V(Y[t],d=2,D=0)5684.88530020704Range417Trim Var.2278.22421998942
V(Y[t],d=3,D=0)18547.2242114237Range787Trim Var.5898.21420765027
V(Y[t],d=0,D=1)4628.2813559322Range307Trim Var.3103.9178895877
V(Y[t],d=1,D=1)3317.23495032145Range259Trim Var.2189.90928882438
V(Y[t],d=2,D=1)7515.23079249849Range404Trim Var.4439.17797888386
V(Y[t],d=3,D=1)23594.5382205514Range718Trim Var.12838.7364705882
V(Y[t],d=0,D=2)13496.5208333333Range541Trim Var.7737.96515679442
V(Y[t],d=1,D=2)8659.90749306198Range387Trim Var.5255.68780487805
V(Y[t],d=2,D=2)19463.6719806763Range676Trim Var.10339.9583333333
V(Y[t],d=3,D=2)59909.7Range1201Trim Var.32106.0809716599

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3024.31905320814 & Range & 290 & Trim Var. & 1610.69790066564 \tabularnewline
V(Y[t],d=1,D=0) & 2184.13682092555 & Range & 285 & Trim Var. & 817.635944700461 \tabularnewline
V(Y[t],d=2,D=0) & 5684.88530020704 & Range & 417 & Trim Var. & 2278.22421998942 \tabularnewline
V(Y[t],d=3,D=0) & 18547.2242114237 & Range & 787 & Trim Var. & 5898.21420765027 \tabularnewline
V(Y[t],d=0,D=1) & 4628.2813559322 & Range & 307 & Trim Var. & 3103.9178895877 \tabularnewline
V(Y[t],d=1,D=1) & 3317.23495032145 & Range & 259 & Trim Var. & 2189.90928882438 \tabularnewline
V(Y[t],d=2,D=1) & 7515.23079249849 & Range & 404 & Trim Var. & 4439.17797888386 \tabularnewline
V(Y[t],d=3,D=1) & 23594.5382205514 & Range & 718 & Trim Var. & 12838.7364705882 \tabularnewline
V(Y[t],d=0,D=2) & 13496.5208333333 & Range & 541 & Trim Var. & 7737.96515679442 \tabularnewline
V(Y[t],d=1,D=2) & 8659.90749306198 & Range & 387 & Trim Var. & 5255.68780487805 \tabularnewline
V(Y[t],d=2,D=2) & 19463.6719806763 & Range & 676 & Trim Var. & 10339.9583333333 \tabularnewline
V(Y[t],d=3,D=2) & 59909.7 & Range & 1201 & Trim Var. & 32106.0809716599 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71260&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3024.31905320814[/C][C]Range[/C][C]290[/C][C]Trim Var.[/C][C]1610.69790066564[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2184.13682092555[/C][C]Range[/C][C]285[/C][C]Trim Var.[/C][C]817.635944700461[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5684.88530020704[/C][C]Range[/C][C]417[/C][C]Trim Var.[/C][C]2278.22421998942[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]18547.2242114237[/C][C]Range[/C][C]787[/C][C]Trim Var.[/C][C]5898.21420765027[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4628.2813559322[/C][C]Range[/C][C]307[/C][C]Trim Var.[/C][C]3103.9178895877[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3317.23495032145[/C][C]Range[/C][C]259[/C][C]Trim Var.[/C][C]2189.90928882438[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7515.23079249849[/C][C]Range[/C][C]404[/C][C]Trim Var.[/C][C]4439.17797888386[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]23594.5382205514[/C][C]Range[/C][C]718[/C][C]Trim Var.[/C][C]12838.7364705882[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]13496.5208333333[/C][C]Range[/C][C]541[/C][C]Trim Var.[/C][C]7737.96515679442[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]8659.90749306198[/C][C]Range[/C][C]387[/C][C]Trim Var.[/C][C]5255.68780487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]19463.6719806763[/C][C]Range[/C][C]676[/C][C]Trim Var.[/C][C]10339.9583333333[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]59909.7[/C][C]Range[/C][C]1201[/C][C]Trim Var.[/C][C]32106.0809716599[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71260&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71260&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)3024.31905320814Range290Trim Var.1610.69790066564
V(Y[t],d=1,D=0)2184.13682092555Range285Trim Var.817.635944700461
V(Y[t],d=2,D=0)5684.88530020704Range417Trim Var.2278.22421998942
V(Y[t],d=3,D=0)18547.2242114237Range787Trim Var.5898.21420765027
V(Y[t],d=0,D=1)4628.2813559322Range307Trim Var.3103.9178895877
V(Y[t],d=1,D=1)3317.23495032145Range259Trim Var.2189.90928882438
V(Y[t],d=2,D=1)7515.23079249849Range404Trim Var.4439.17797888386
V(Y[t],d=3,D=1)23594.5382205514Range718Trim Var.12838.7364705882
V(Y[t],d=0,D=2)13496.5208333333Range541Trim Var.7737.96515679442
V(Y[t],d=1,D=2)8659.90749306198Range387Trim Var.5255.68780487805
V(Y[t],d=2,D=2)19463.6719806763Range676Trim Var.10339.9583333333
V(Y[t],d=3,D=2)59909.7Range1201Trim Var.32106.0809716599


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')