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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 09:50:08 -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/t1262191866xmpqqez5p5qy3yx.htm/, Retrieved Sun, 28 Apr 2024 21:20:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71327, Retrieved Sun, 28 Apr 2024 21:20:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact100

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] [VRM Werkloosheid] [2009-12-30 16:50:08] [d17577076e7e93abbeb88e2adc301f5b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3

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=71327&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=71327&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71327&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)0.469296610169491Range3.2Trim Var.0.298925490196078
V(Y[t],d=1,D=0)0.112121566335476Range1.8Trim Var.0.0429019607843137
V(Y[t],d=2,D=0)0.143666061705989Range1.9Trim Var.0.0859841628959276
V(Y[t],d=3,D=0)0.295958646616541Range2.8Trim Var.0.140031372549019
V(Y[t],d=0,D=1)0.486524822695036Range2.9Trim Var.0.290360046457607
V(Y[t],d=1,D=1)0.102580943570768Range1.5Trim Var.0.0442439024390244
V(Y[t],d=2,D=1)0.093256038647343Range1.40000000000000Trim Var.0.0515320512820512
V(Y[t],d=3,D=1)0.150555555555556Range1.7Trim Var.0.0830499325236167
V(Y[t],d=0,D=2)1.21473015873016Range4Trim Var.0.807096774193549
V(Y[t],d=1,D=2)0.276436974789916Range2.5Trim Var.0.138064516129032
V(Y[t],d=2,D=2)0.239688057040998Range2.10000000000000Trim Var.0.134126436781609
V(Y[t],d=3,D=2)0.399791666666666Range2.60000000000000Trim Var.0.233152709359605

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.469296610169491 & Range & 3.2 & Trim Var. & 0.298925490196078 \tabularnewline
V(Y[t],d=1,D=0) & 0.112121566335476 & Range & 1.8 & Trim Var. & 0.0429019607843137 \tabularnewline
V(Y[t],d=2,D=0) & 0.143666061705989 & Range & 1.9 & Trim Var. & 0.0859841628959276 \tabularnewline
V(Y[t],d=3,D=0) & 0.295958646616541 & Range & 2.8 & Trim Var. & 0.140031372549019 \tabularnewline
V(Y[t],d=0,D=1) & 0.486524822695036 & Range & 2.9 & Trim Var. & 0.290360046457607 \tabularnewline
V(Y[t],d=1,D=1) & 0.102580943570768 & Range & 1.5 & Trim Var. & 0.0442439024390244 \tabularnewline
V(Y[t],d=2,D=1) & 0.093256038647343 & Range & 1.40000000000000 & Trim Var. & 0.0515320512820512 \tabularnewline
V(Y[t],d=3,D=1) & 0.150555555555556 & Range & 1.7 & Trim Var. & 0.0830499325236167 \tabularnewline
V(Y[t],d=0,D=2) & 1.21473015873016 & Range & 4 & Trim Var. & 0.807096774193549 \tabularnewline
V(Y[t],d=1,D=2) & 0.276436974789916 & Range & 2.5 & Trim Var. & 0.138064516129032 \tabularnewline
V(Y[t],d=2,D=2) & 0.239688057040998 & Range & 2.10000000000000 & Trim Var. & 0.134126436781609 \tabularnewline
V(Y[t],d=3,D=2) & 0.399791666666666 & Range & 2.60000000000000 & Trim Var. & 0.233152709359605 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71327&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.469296610169491[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.298925490196078[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.112121566335476[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0429019607843137[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.143666061705989[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0859841628959276[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.295958646616541[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.140031372549019[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.486524822695036[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.290360046457607[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.102580943570768[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0442439024390244[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.093256038647343[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0515320512820512[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.150555555555556[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0830499325236167[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.21473015873016[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.807096774193549[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.276436974789916[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.138064516129032[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.239688057040998[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.134126436781609[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.399791666666666[/C][C]Range[/C][C]2.60000000000000[/C][C]Trim Var.[/C][C]0.233152709359605[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71327&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71327&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)0.469296610169491Range3.2Trim Var.0.298925490196078
V(Y[t],d=1,D=0)0.112121566335476Range1.8Trim Var.0.0429019607843137
V(Y[t],d=2,D=0)0.143666061705989Range1.9Trim Var.0.0859841628959276
V(Y[t],d=3,D=0)0.295958646616541Range2.8Trim Var.0.140031372549019
V(Y[t],d=0,D=1)0.486524822695036Range2.9Trim Var.0.290360046457607
V(Y[t],d=1,D=1)0.102580943570768Range1.5Trim Var.0.0442439024390244
V(Y[t],d=2,D=1)0.093256038647343Range1.40000000000000Trim Var.0.0515320512820512
V(Y[t],d=3,D=1)0.150555555555556Range1.7Trim Var.0.0830499325236167
V(Y[t],d=0,D=2)1.21473015873016Range4Trim Var.0.807096774193549
V(Y[t],d=1,D=2)0.276436974789916Range2.5Trim Var.0.138064516129032
V(Y[t],d=2,D=2)0.239688057040998Range2.10000000000000Trim Var.0.134126436781609
V(Y[t],d=3,D=2)0.399791666666666Range2.60000000000000Trim Var.0.233152709359605


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')