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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 05:38:28 -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/t1259325719s9n6vhj1kwq2e1a.htm/, Retrieved Mon, 29 Apr 2024 17:39:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60662, Retrieved Mon, 29 Apr 2024 17:39:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact117

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 12:38:28] [c588bf81b9040ce04d6292d0d83341a9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
31
26
18
26
26
27
22
24
31
23
31
37
42
43
48
46
45
52
46
53
47
43
44
48
48
51
57
50
38
31
31
37
26
36
41
44
50
49
48
50
52
53
59
53
59
61
62
54
62
63
63
71
65
65
61
59
53
55
39
36
29
31
30
23
19
14
3
6
13
3
6
0

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=60662&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=60662&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60662&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)291.367762128326Range71Trim Var.175.491538868324
V(Y[t],d=1,D=0)34.3066398390342Range26Trim Var.23.0896351136965
V(Y[t],d=2,D=0)77.2026915113872Range39Trim Var.49.0304071919619
V(Y[t],d=3,D=0)250.492327365729Range64Trim Var.169.084153005464
V(Y[t],d=0,D=1)607.196327683616Range91Trim Var.459.747030048917
V(Y[t],d=1,D=1)73.2682641729982Range36Trim Var.47.5927601809955
V(Y[t],d=2,D=1)181.431639443436Range56Trim Var.122.975867269985
V(Y[t],d=3,D=1)608.254385964912Range110Trim Var.394.250196078431
V(Y[t],d=0,D=2)962.06914893617Range123Trim Var.643.704994192799
V(Y[t],d=1,D=2)203.334875115634Range65Trim Var.124.637804878049
V(Y[t],d=2,D=2)496.792270531401Range93Trim Var.299.845512820513
V(Y[t],d=3,D=2)1673.93636363636Range177Trim Var.948.453441295547

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 291.367762128326 & Range & 71 & Trim Var. & 175.491538868324 \tabularnewline
V(Y[t],d=1,D=0) & 34.3066398390342 & Range & 26 & Trim Var. & 23.0896351136965 \tabularnewline
V(Y[t],d=2,D=0) & 77.2026915113872 & Range & 39 & Trim Var. & 49.0304071919619 \tabularnewline
V(Y[t],d=3,D=0) & 250.492327365729 & Range & 64 & Trim Var. & 169.084153005464 \tabularnewline
V(Y[t],d=0,D=1) & 607.196327683616 & Range & 91 & Trim Var. & 459.747030048917 \tabularnewline
V(Y[t],d=1,D=1) & 73.2682641729982 & Range & 36 & Trim Var. & 47.5927601809955 \tabularnewline
V(Y[t],d=2,D=1) & 181.431639443436 & Range & 56 & Trim Var. & 122.975867269985 \tabularnewline
V(Y[t],d=3,D=1) & 608.254385964912 & Range & 110 & Trim Var. & 394.250196078431 \tabularnewline
V(Y[t],d=0,D=2) & 962.06914893617 & Range & 123 & Trim Var. & 643.704994192799 \tabularnewline
V(Y[t],d=1,D=2) & 203.334875115634 & Range & 65 & Trim Var. & 124.637804878049 \tabularnewline
V(Y[t],d=2,D=2) & 496.792270531401 & Range & 93 & Trim Var. & 299.845512820513 \tabularnewline
V(Y[t],d=3,D=2) & 1673.93636363636 & Range & 177 & Trim Var. & 948.453441295547 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60662&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]291.367762128326[/C][C]Range[/C][C]71[/C][C]Trim Var.[/C][C]175.491538868324[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]34.3066398390342[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]23.0896351136965[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]77.2026915113872[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]49.0304071919619[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]250.492327365729[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]169.084153005464[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]607.196327683616[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]459.747030048917[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]73.2682641729982[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]47.5927601809955[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]181.431639443436[/C][C]Range[/C][C]56[/C][C]Trim Var.[/C][C]122.975867269985[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]608.254385964912[/C][C]Range[/C][C]110[/C][C]Trim Var.[/C][C]394.250196078431[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]962.06914893617[/C][C]Range[/C][C]123[/C][C]Trim Var.[/C][C]643.704994192799[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]203.334875115634[/C][C]Range[/C][C]65[/C][C]Trim Var.[/C][C]124.637804878049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]496.792270531401[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]299.845512820513[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1673.93636363636[/C][C]Range[/C][C]177[/C][C]Trim Var.[/C][C]948.453441295547[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60662&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60662&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)291.367762128326Range71Trim Var.175.491538868324
V(Y[t],d=1,D=0)34.3066398390342Range26Trim Var.23.0896351136965
V(Y[t],d=2,D=0)77.2026915113872Range39Trim Var.49.0304071919619
V(Y[t],d=3,D=0)250.492327365729Range64Trim Var.169.084153005464
V(Y[t],d=0,D=1)607.196327683616Range91Trim Var.459.747030048917
V(Y[t],d=1,D=1)73.2682641729982Range36Trim Var.47.5927601809955
V(Y[t],d=2,D=1)181.431639443436Range56Trim Var.122.975867269985
V(Y[t],d=3,D=1)608.254385964912Range110Trim Var.394.250196078431
V(Y[t],d=0,D=2)962.06914893617Range123Trim Var.643.704994192799
V(Y[t],d=1,D=2)203.334875115634Range65Trim Var.124.637804878049
V(Y[t],d=2,D=2)496.792270531401Range93Trim Var.299.845512820513
V(Y[t],d=3,D=2)1673.93636363636Range177Trim Var.948.453441295547


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')