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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, 25 Nov 2009 09:47:33 -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/25/t1259167913l5m20ny5vo2hyv8.htm/, Retrieved Wed, 08 May 2024 23:43:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59462, Retrieved Wed, 08 May 2024 23:43:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119

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]
-   PD          [Variance Reduction Matrix] [VRM] [2009-11-25 16:47:33] [2ecea65fec1cd5f6b1ab182881aa2a91] [Current]
-   P             [Variance Reduction Matrix] [VRM] [2009-12-17 14:58:04] [3b0db66ac8145b1be856a517e2900332]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
21
19
25
21
23
23
19
18
19
19
22
23
20
14
14
14
15
11
17
16
20
24
23
20
21
19
23
23
23
23
27
26
17
24
26
24
27
27
26
24
23
23
24
17
21
19
22
22
18
16
14
12
14
16
8
3
0
5
1
1
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=59462&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=59462&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59462&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)46.9426229508197Range27Trim Var.19.9693877551020
V(Y[t],d=1,D=0)11.4Range16Trim Var.6.7900069881202
V(Y[t],d=2,D=0)27.9953243717124Range26Trim Var.16.6480406386067
V(Y[t],d=3,D=0)86.6557773744707Range45Trim Var.42.9081632653061
V(Y[t],d=0,D=1)11.4Range16Trim Var.6.7900069881202
V(Y[t],d=1,D=1)27.9953243717124Range26Trim Var.16.6480406386067
V(Y[t],d=2,D=1)86.6557773744707Range45Trim Var.42.9081632653061
V(Y[t],d=3,D=1)286.669799498747Range79Trim Var.175.811764705882
V(Y[t],d=0,D=2)27.9953243717124Range26Trim Var.16.6480406386067
V(Y[t],d=1,D=2)86.6557773744707Range45Trim Var.42.9081632653061
V(Y[t],d=2,D=2)286.669799498747Range79Trim Var.175.811764705882
V(Y[t],d=3,D=2)977.456818181818Range139Trim Var.587.935102040816

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 46.9426229508197 & Range & 27 & Trim Var. & 19.9693877551020 \tabularnewline
V(Y[t],d=1,D=0) & 11.4 & Range & 16 & Trim Var. & 6.7900069881202 \tabularnewline
V(Y[t],d=2,D=0) & 27.9953243717124 & Range & 26 & Trim Var. & 16.6480406386067 \tabularnewline
V(Y[t],d=3,D=0) & 86.6557773744707 & Range & 45 & Trim Var. & 42.9081632653061 \tabularnewline
V(Y[t],d=0,D=1) & 11.4 & Range & 16 & Trim Var. & 6.7900069881202 \tabularnewline
V(Y[t],d=1,D=1) & 27.9953243717124 & Range & 26 & Trim Var. & 16.6480406386067 \tabularnewline
V(Y[t],d=2,D=1) & 86.6557773744707 & Range & 45 & Trim Var. & 42.9081632653061 \tabularnewline
V(Y[t],d=3,D=1) & 286.669799498747 & Range & 79 & Trim Var. & 175.811764705882 \tabularnewline
V(Y[t],d=0,D=2) & 27.9953243717124 & Range & 26 & Trim Var. & 16.6480406386067 \tabularnewline
V(Y[t],d=1,D=2) & 86.6557773744707 & Range & 45 & Trim Var. & 42.9081632653061 \tabularnewline
V(Y[t],d=2,D=2) & 286.669799498747 & Range & 79 & Trim Var. & 175.811764705882 \tabularnewline
V(Y[t],d=3,D=2) & 977.456818181818 & Range & 139 & Trim Var. & 587.935102040816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59462&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]46.9426229508197[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]19.9693877551020[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11.4[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.7900069881202[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]27.9953243717124[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]16.6480406386067[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]86.6557773744707[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]42.9081632653061[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]11.4[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.7900069881202[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]27.9953243717124[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]16.6480406386067[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]86.6557773744707[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]42.9081632653061[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]286.669799498747[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]175.811764705882[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]27.9953243717124[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]16.6480406386067[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]86.6557773744707[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]42.9081632653061[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]286.669799498747[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]175.811764705882[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]977.456818181818[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]587.935102040816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59462&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59462&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)46.9426229508197Range27Trim Var.19.9693877551020
V(Y[t],d=1,D=0)11.4Range16Trim Var.6.7900069881202
V(Y[t],d=2,D=0)27.9953243717124Range26Trim Var.16.6480406386067
V(Y[t],d=3,D=0)86.6557773744707Range45Trim Var.42.9081632653061
V(Y[t],d=0,D=1)11.4Range16Trim Var.6.7900069881202
V(Y[t],d=1,D=1)27.9953243717124Range26Trim Var.16.6480406386067
V(Y[t],d=2,D=1)86.6557773744707Range45Trim Var.42.9081632653061
V(Y[t],d=3,D=1)286.669799498747Range79Trim Var.175.811764705882
V(Y[t],d=0,D=2)27.9953243717124Range26Trim Var.16.6480406386067
V(Y[t],d=1,D=2)86.6557773744707Range45Trim Var.42.9081632653061
V(Y[t],d=2,D=2)286.669799498747Range79Trim Var.175.811764705882
V(Y[t],d=3,D=2)977.456818181818Range139Trim Var.587.935102040816


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')