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 computationTue, 24 Nov 2009 06:50:11 -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/Nov/24/t1259070644v5dv9qm4e28khhk.htm/, Retrieved Sat, 27 Apr 2024 00:15:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59058, Retrieved Sat, 27 Apr 2024 00:15:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact145

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
- R  D          [Variance Reduction Matrix] [] [2009-11-24 13:50:11] [4057bfb3a128b4e91b455d276991f7f0] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
11
8
6
10
11
10
9
8
11
10
12
13
13
13
13
13
12
13
12
13
12
14
11
12
13
13
12
10
9
10
10
9
7
11
11
12
13
13
12
12
10
12
12
12
10
13
13
11
13
12
11
12
12
11
10
9
10
9
6
7
5
8
5
5
5
1
3
5
7
2
3

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=59058&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=59058&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59058&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)9.3569416498994Range13Trim Var.5.22021116138763
V(Y[t],d=1,D=0)3.20414078674948Range9Trim Var.1.47808299240210
V(Y[t],d=2,D=0)8.34953111679454Range13Trim Var.4.55698421975453
V(Y[t],d=3,D=0)26.2183933274802Range24Trim Var.14.4984875983061
V(Y[t],d=0,D=1)12.9608416130918Range17Trim Var.6.16921768707483
V(Y[t],d=1,D=1)5.09770114942529Range9Trim Var.2.12181616832780
V(Y[t],d=2,D=1)13.4104010025063Range16Trim Var.8.24
V(Y[t],d=3,D=1)42.2464285714286Range30Trim Var.20.8920068027211
V(Y[t],d=0,D=2)20.6660499537465Range17Trim Var.11.2830725462304
V(Y[t],d=1,D=2)9.36038647342995Range13Trim Var.5.53589743589744
V(Y[t],d=2,D=2)22.3131313131313Range21Trim Var.11.7048364153627
V(Y[t],d=3,D=2)72.2764270613108Range41Trim Var.37.0561877667141

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 9.3569416498994 & Range & 13 & Trim Var. & 5.22021116138763 \tabularnewline
V(Y[t],d=1,D=0) & 3.20414078674948 & Range & 9 & Trim Var. & 1.47808299240210 \tabularnewline
V(Y[t],d=2,D=0) & 8.34953111679454 & Range & 13 & Trim Var. & 4.55698421975453 \tabularnewline
V(Y[t],d=3,D=0) & 26.2183933274802 & Range & 24 & Trim Var. & 14.4984875983061 \tabularnewline
V(Y[t],d=0,D=1) & 12.9608416130918 & Range & 17 & Trim Var. & 6.16921768707483 \tabularnewline
V(Y[t],d=1,D=1) & 5.09770114942529 & Range & 9 & Trim Var. & 2.12181616832780 \tabularnewline
V(Y[t],d=2,D=1) & 13.4104010025063 & Range & 16 & Trim Var. & 8.24 \tabularnewline
V(Y[t],d=3,D=1) & 42.2464285714286 & Range & 30 & Trim Var. & 20.8920068027211 \tabularnewline
V(Y[t],d=0,D=2) & 20.6660499537465 & Range & 17 & Trim Var. & 11.2830725462304 \tabularnewline
V(Y[t],d=1,D=2) & 9.36038647342995 & Range & 13 & Trim Var. & 5.53589743589744 \tabularnewline
V(Y[t],d=2,D=2) & 22.3131313131313 & Range & 21 & Trim Var. & 11.7048364153627 \tabularnewline
V(Y[t],d=3,D=2) & 72.2764270613108 & Range & 41 & Trim Var. & 37.0561877667141 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59058&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]9.3569416498994[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]5.22021116138763[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3.20414078674948[/C][C]Range[/C][C]9[/C][C]Trim Var.[/C][C]1.47808299240210[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]8.34953111679454[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]4.55698421975453[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]26.2183933274802[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]14.4984875983061[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12.9608416130918[/C][C]Range[/C][C]17[/C][C]Trim Var.[/C][C]6.16921768707483[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.09770114942529[/C][C]Range[/C][C]9[/C][C]Trim Var.[/C][C]2.12181616832780[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]13.4104010025063[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]8.24[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]42.2464285714286[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]20.8920068027211[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]20.6660499537465[/C][C]Range[/C][C]17[/C][C]Trim Var.[/C][C]11.2830725462304[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]9.36038647342995[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]5.53589743589744[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]22.3131313131313[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]11.7048364153627[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]72.2764270613108[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]37.0561877667141[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59058&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59058&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)9.3569416498994Range13Trim Var.5.22021116138763
V(Y[t],d=1,D=0)3.20414078674948Range9Trim Var.1.47808299240210
V(Y[t],d=2,D=0)8.34953111679454Range13Trim Var.4.55698421975453
V(Y[t],d=3,D=0)26.2183933274802Range24Trim Var.14.4984875983061
V(Y[t],d=0,D=1)12.9608416130918Range17Trim Var.6.16921768707483
V(Y[t],d=1,D=1)5.09770114942529Range9Trim Var.2.12181616832780
V(Y[t],d=2,D=1)13.4104010025063Range16Trim Var.8.24
V(Y[t],d=3,D=1)42.2464285714286Range30Trim Var.20.8920068027211
V(Y[t],d=0,D=2)20.6660499537465Range17Trim Var.11.2830725462304
V(Y[t],d=1,D=2)9.36038647342995Range13Trim Var.5.53589743589744
V(Y[t],d=2,D=2)22.3131313131313Range21Trim Var.11.7048364153627
V(Y[t],d=3,D=2)72.2764270613108Range41Trim Var.37.0561877667141


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')