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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 computationFri, 27 Nov 2009 05:26:48 -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/27/t12593248808l81xojxl21xj1g.htm/, Retrieved Mon, 29 Apr 2024 20:36:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60638, Retrieved Mon, 29 Apr 2024 20:36:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact129

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] [] [2009-11-27 12:26:48] [fbab597368601c68e80be601720d8ff9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2
2.7
2.1
1.9
0.6
0.7
-0.2
-1
-1.7
-0.7
-1

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=60638&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=60638&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60638&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)2.13086956521739Range7.6Trim Var.0.88439344262295
V(Y[t],d=1,D=0)0.263511852502195Range2.6Trim Var.0.135523085914670
V(Y[t],d=2,D=0)0.440452284034374Range3Trim Var.0.267399181765050
V(Y[t],d=3,D=0)1.28499067599068Range5.5Trim Var.0.711179673321234
V(Y[t],d=0,D=1)6.80443609022556Range12.2Trim Var.3.55339607843137
V(Y[t],d=1,D=1)0.720178571428571Range3.8Trim Var.0.43345306122449
V(Y[t],d=2,D=1)1.21917171717172Range4.8Trim Var.0.760646258503401
V(Y[t],d=3,D=1)3.5624213836478Range9.1Trim Var.2.06031471631206
V(Y[t],d=0,D=2)19.1704545454545Range17.9Trim Var.9.47929587482219
V(Y[t],d=1,D=2)1.84207188160677Range5.7Trim Var.1.05650071123755
V(Y[t],d=2,D=2)3.15390919158361Range7.8Trim Var.1.7840990990991
V(Y[t],d=3,D=2)9.32599303135889Range13.9Trim Var.5.0563492063492

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2.13086956521739 & Range & 7.6 & Trim Var. & 0.88439344262295 \tabularnewline
V(Y[t],d=1,D=0) & 0.263511852502195 & Range & 2.6 & Trim Var. & 0.135523085914670 \tabularnewline
V(Y[t],d=2,D=0) & 0.440452284034374 & Range & 3 & Trim Var. & 0.267399181765050 \tabularnewline
V(Y[t],d=3,D=0) & 1.28499067599068 & Range & 5.5 & Trim Var. & 0.711179673321234 \tabularnewline
V(Y[t],d=0,D=1) & 6.80443609022556 & Range & 12.2 & Trim Var. & 3.55339607843137 \tabularnewline
V(Y[t],d=1,D=1) & 0.720178571428571 & Range & 3.8 & Trim Var. & 0.43345306122449 \tabularnewline
V(Y[t],d=2,D=1) & 1.21917171717172 & Range & 4.8 & Trim Var. & 0.760646258503401 \tabularnewline
V(Y[t],d=3,D=1) & 3.5624213836478 & Range & 9.1 & Trim Var. & 2.06031471631206 \tabularnewline
V(Y[t],d=0,D=2) & 19.1704545454545 & Range & 17.9 & Trim Var. & 9.47929587482219 \tabularnewline
V(Y[t],d=1,D=2) & 1.84207188160677 & Range & 5.7 & Trim Var. & 1.05650071123755 \tabularnewline
V(Y[t],d=2,D=2) & 3.15390919158361 & Range & 7.8 & Trim Var. & 1.7840990990991 \tabularnewline
V(Y[t],d=3,D=2) & 9.32599303135889 & Range & 13.9 & Trim Var. & 5.0563492063492 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60638&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2.13086956521739[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]0.88439344262295[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.263511852502195[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.135523085914670[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.440452284034374[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.267399181765050[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.28499067599068[/C][C]Range[/C][C]5.5[/C][C]Trim Var.[/C][C]0.711179673321234[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6.80443609022556[/C][C]Range[/C][C]12.2[/C][C]Trim Var.[/C][C]3.55339607843137[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.720178571428571[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.43345306122449[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.21917171717172[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.760646258503401[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.5624213836478[/C][C]Range[/C][C]9.1[/C][C]Trim Var.[/C][C]2.06031471631206[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]19.1704545454545[/C][C]Range[/C][C]17.9[/C][C]Trim Var.[/C][C]9.47929587482219[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.84207188160677[/C][C]Range[/C][C]5.7[/C][C]Trim Var.[/C][C]1.05650071123755[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.15390919158361[/C][C]Range[/C][C]7.8[/C][C]Trim Var.[/C][C]1.7840990990991[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9.32599303135889[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]5.0563492063492[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60638&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60638&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)2.13086956521739Range7.6Trim Var.0.88439344262295
V(Y[t],d=1,D=0)0.263511852502195Range2.6Trim Var.0.135523085914670
V(Y[t],d=2,D=0)0.440452284034374Range3Trim Var.0.267399181765050
V(Y[t],d=3,D=0)1.28499067599068Range5.5Trim Var.0.711179673321234
V(Y[t],d=0,D=1)6.80443609022556Range12.2Trim Var.3.55339607843137
V(Y[t],d=1,D=1)0.720178571428571Range3.8Trim Var.0.43345306122449
V(Y[t],d=2,D=1)1.21917171717172Range4.8Trim Var.0.760646258503401
V(Y[t],d=3,D=1)3.5624213836478Range9.1Trim Var.2.06031471631206
V(Y[t],d=0,D=2)19.1704545454545Range17.9Trim Var.9.47929587482219
V(Y[t],d=1,D=2)1.84207188160677Range5.7Trim Var.1.05650071123755
V(Y[t],d=2,D=2)3.15390919158361Range7.8Trim Var.1.7840990990991
V(Y[t],d=3,D=2)9.32599303135889Range13.9Trim Var.5.0563492063492


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')