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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, 24 Nov 2009 13:34:29 -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/t1259094973k0xzir5a3r8rrr0.htm/, Retrieved Sat, 20 Apr 2024 08:12:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59269, Retrieved Sat, 20 Apr 2024 08:12:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsvrm
Estimated Impact135

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]
-    D          [Variance Reduction Matrix] [vrm_WS8] [2009-11-24 20:34:29] [f0f26816ac6124f58333f11f6c174000] [Current]
-    D            [Variance Reduction Matrix] [SHw WS8] [2009-11-25 19:38:24] [af2352cd9a951bedd08ebe247d0de1a2]
-                 [Variance Reduction Matrix] [] [2009-11-27 09:55:28] [08fc5c07292c885b941f0cb515ce13f3]
-    D            [Variance Reduction Matrix] [WS8(4)] [2009-11-27 10:54:03] [7d268329e554b8694908ba13e6e6f258]
-    D              [Variance Reduction Matrix] [VRM] [2009-12-16 18:48:51] [7d268329e554b8694908ba13e6e6f258]
-   PD            [Variance Reduction Matrix] [paper timeserie VRM] [2010-12-07 09:54:07] [814f53995537cd15c528d8efbf1cf544]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
153.3
154.5
155.2
156.9
157
157.4
157.2
157.5
158
158.5
159
159.3
160
160.8
161.9
162.5
162.7
162.8
162.9
163
164
164.7
164.8
164.9
165
165.8
166.1
167.2
167.7
168.3
168.6
168.9
169.1
169.5
169.6
169.7
169.8
170.4
170.9
171.9
171.9
172
172
172.4
173
173.7
173.8
173.8
173.9
174.6
175
175.9
176
175.1
175.6
175.9
176.7
176.1
176.1
176.2
176.3
177.8
178.5
179.4
179.5
179.6
179.7
179.7
179.8
179.9
180.2
180.4
180.4
181.3
181.9
182.5
182.7
183.1
183.6
183.7
183.8
183.9
184.1
184.4
184.5
185.9
186.6
187.6
187.8
187.9
188
188.3
188.4
188.5
188.5
188.6
188.6
189.4
190
191.9
192.5
193
193.5
193.9
194.2
194.9
194.9
194.9
194.9
195.5
196
196.2
196.2
196.2
196.2
197
197.7
198
198.2
198.5
198.6
199.5
200
201.3
202.2
202.9
203.5
203.5
204
204.1
204.3
204.5
204.8
205.1
205.7
206.5
206.9
207.1
207.8
208
208.5
208.6
209
209.1
209.7
209.8
209.9
210
210.8
211.4
211.7
212
212.2
212.4
212.9
213.4
213.7
214
214.3
214.8
215
215.9
216.4
216.9
217.2
217.5
217.9
218.1
218.6
218.9
219.3
220.4
220.9
221
221.8
222
222.2
222.5
222.9
223.1
223.4
224
225.1
225.5
225.9
226.3
226.5
227
227.3
227.8
228.1
228.4
228.5
228.8
229
229.1
229.3
229.6
229.9
230
230.2
230.8
231
231.7
231.9
233
235.1
236
236.9
237.1
237.5
238.2
238.9
239.1
240
240.2
240.5
240.7
241.1
241.4
242.2
242.9
243.2
243.9

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=59269&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=59269&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59269&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)619.191855981742Range90.6Trim Var.479.504240201005
V(Y[t],d=1,D=0)0.137798246677171Range3Trim Var.0.0635330310880834
V(Y[t],d=2,D=0)0.213252822958708Range3.00000000000003Trim Var.0.0933873724694214
V(Y[t],d=3,D=0)0.621665158371053Range5.00000000000006Trim Var.0.325008805552688
V(Y[t],d=0,D=1)1.55203143163731Range6.70000000000002Trim Var.0.80471128683582
V(Y[t],d=1,D=1)0.205215526969083Range3.60000000000002Trim Var.0.0936863895118177
V(Y[t],d=2,D=1)0.327556163135116Range3.10000000000002Trim Var.0.174067621183375
V(Y[t],d=3,D=1)0.968786805299985Range5.10000000000005Trim Var.0.53067015402501
V(Y[t],d=0,D=2)3.31406407035177Range9.4Trim Var.1.84039106145252
V(Y[t],d=1,D=2)0.630185777371712Range6.40000000000003Trim Var.0.293301593347302
V(Y[t],d=2,D=2)0.965862687791635Range5.79999999999993Trim Var.0.551782200215839
V(Y[t],d=3,D=2)2.79608515487418Range9.40000000000003Trim Var.1.61409347714435

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 619.191855981742 & Range & 90.6 & Trim Var. & 479.504240201005 \tabularnewline
V(Y[t],d=1,D=0) & 0.137798246677171 & Range & 3 & Trim Var. & 0.0635330310880834 \tabularnewline
V(Y[t],d=2,D=0) & 0.213252822958708 & Range & 3.00000000000003 & Trim Var. & 0.0933873724694214 \tabularnewline
V(Y[t],d=3,D=0) & 0.621665158371053 & Range & 5.00000000000006 & Trim Var. & 0.325008805552688 \tabularnewline
V(Y[t],d=0,D=1) & 1.55203143163731 & Range & 6.70000000000002 & Trim Var. & 0.80471128683582 \tabularnewline
V(Y[t],d=1,D=1) & 0.205215526969083 & Range & 3.60000000000002 & Trim Var. & 0.0936863895118177 \tabularnewline
V(Y[t],d=2,D=1) & 0.327556163135116 & Range & 3.10000000000002 & Trim Var. & 0.174067621183375 \tabularnewline
V(Y[t],d=3,D=1) & 0.968786805299985 & Range & 5.10000000000005 & Trim Var. & 0.53067015402501 \tabularnewline
V(Y[t],d=0,D=2) & 3.31406407035177 & Range & 9.4 & Trim Var. & 1.84039106145252 \tabularnewline
V(Y[t],d=1,D=2) & 0.630185777371712 & Range & 6.40000000000003 & Trim Var. & 0.293301593347302 \tabularnewline
V(Y[t],d=2,D=2) & 0.965862687791635 & Range & 5.79999999999993 & Trim Var. & 0.551782200215839 \tabularnewline
V(Y[t],d=3,D=2) & 2.79608515487418 & Range & 9.40000000000003 & Trim Var. & 1.61409347714435 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59269&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]619.191855981742[/C][C]Range[/C][C]90.6[/C][C]Trim Var.[/C][C]479.504240201005[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.137798246677171[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.0635330310880834[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.213252822958708[/C][C]Range[/C][C]3.00000000000003[/C][C]Trim Var.[/C][C]0.0933873724694214[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.621665158371053[/C][C]Range[/C][C]5.00000000000006[/C][C]Trim Var.[/C][C]0.325008805552688[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.55203143163731[/C][C]Range[/C][C]6.70000000000002[/C][C]Trim Var.[/C][C]0.80471128683582[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.205215526969083[/C][C]Range[/C][C]3.60000000000002[/C][C]Trim Var.[/C][C]0.0936863895118177[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.327556163135116[/C][C]Range[/C][C]3.10000000000002[/C][C]Trim Var.[/C][C]0.174067621183375[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.968786805299985[/C][C]Range[/C][C]5.10000000000005[/C][C]Trim Var.[/C][C]0.53067015402501[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3.31406407035177[/C][C]Range[/C][C]9.4[/C][C]Trim Var.[/C][C]1.84039106145252[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.630185777371712[/C][C]Range[/C][C]6.40000000000003[/C][C]Trim Var.[/C][C]0.293301593347302[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.965862687791635[/C][C]Range[/C][C]5.79999999999993[/C][C]Trim Var.[/C][C]0.551782200215839[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.79608515487418[/C][C]Range[/C][C]9.40000000000003[/C][C]Trim Var.[/C][C]1.61409347714435[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59269&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59269&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)619.191855981742Range90.6Trim Var.479.504240201005
V(Y[t],d=1,D=0)0.137798246677171Range3Trim Var.0.0635330310880834
V(Y[t],d=2,D=0)0.213252822958708Range3.00000000000003Trim Var.0.0933873724694214
V(Y[t],d=3,D=0)0.621665158371053Range5.00000000000006Trim Var.0.325008805552688
V(Y[t],d=0,D=1)1.55203143163731Range6.70000000000002Trim Var.0.80471128683582
V(Y[t],d=1,D=1)0.205215526969083Range3.60000000000002Trim Var.0.0936863895118177
V(Y[t],d=2,D=1)0.327556163135116Range3.10000000000002Trim Var.0.174067621183375
V(Y[t],d=3,D=1)0.968786805299985Range5.10000000000005Trim Var.0.53067015402501
V(Y[t],d=0,D=2)3.31406407035177Range9.4Trim Var.1.84039106145252
V(Y[t],d=1,D=2)0.630185777371712Range6.40000000000003Trim Var.0.293301593347302
V(Y[t],d=2,D=2)0.965862687791635Range5.79999999999993Trim Var.0.551782200215839
V(Y[t],d=3,D=2)2.79608515487418Range9.40000000000003Trim Var.1.61409347714435


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')