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 computationFri, 27 Nov 2009 08:31:13 -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/t1259335899ppsevmau3t8qlk1.htm/, Retrieved Mon, 29 Apr 2024 19:35:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60902, Retrieved Mon, 29 Apr 2024 19:35:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact155

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] [VRM ] [2009-11-27 15:31:13] [154177ed6b2613a730375f7d341441cf] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
136
133
126
120
114
116
153
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124
115
106
105
105
101
95
93
84
87
116
120
117
109
105
107
109

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=60902&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=60902&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60902&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)359.743169398907Range78Trim Var.224.096516690856
V(Y[t],d=1,D=0)127.505932203390Range52Trim Var.60.2334032145353
V(Y[t],d=2,D=0)178.078901227352Range63Trim Var.87.3301886792453
V(Y[t],d=3,D=0)429.082879612825Range92Trim Var.199.134901960784
V(Y[t],d=0,D=1)39.5697278911565Range29Trim Var.23.2512195121951
V(Y[t],d=1,D=1)7.99822695035461Range13Trim Var.3.6
V(Y[t],d=2,D=1)16.9546716003700Range23Trim Var.6.7
V(Y[t],d=3,D=1)56.2400966183575Range38Trim Var.25.4455128205128
V(Y[t],d=0,D=2)99.8558558558559Range36Trim Var.68.039314516129
V(Y[t],d=1,D=2)22.1928571428571Range20Trim Var.13.8346774193548
V(Y[t],d=2,D=2)58.5848739495798Range32Trim Var.34.2494623655914
V(Y[t],d=3,D=2)201.365418894831Range58Trim Var.98.4900284900285

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 359.743169398907 & Range & 78 & Trim Var. & 224.096516690856 \tabularnewline
V(Y[t],d=1,D=0) & 127.505932203390 & Range & 52 & Trim Var. & 60.2334032145353 \tabularnewline
V(Y[t],d=2,D=0) & 178.078901227352 & Range & 63 & Trim Var. & 87.3301886792453 \tabularnewline
V(Y[t],d=3,D=0) & 429.082879612825 & Range & 92 & Trim Var. & 199.134901960784 \tabularnewline
V(Y[t],d=0,D=1) & 39.5697278911565 & Range & 29 & Trim Var. & 23.2512195121951 \tabularnewline
V(Y[t],d=1,D=1) & 7.99822695035461 & Range & 13 & Trim Var. & 3.6 \tabularnewline
V(Y[t],d=2,D=1) & 16.9546716003700 & Range & 23 & Trim Var. & 6.7 \tabularnewline
V(Y[t],d=3,D=1) & 56.2400966183575 & Range & 38 & Trim Var. & 25.4455128205128 \tabularnewline
V(Y[t],d=0,D=2) & 99.8558558558559 & Range & 36 & Trim Var. & 68.039314516129 \tabularnewline
V(Y[t],d=1,D=2) & 22.1928571428571 & Range & 20 & Trim Var. & 13.8346774193548 \tabularnewline
V(Y[t],d=2,D=2) & 58.5848739495798 & Range & 32 & Trim Var. & 34.2494623655914 \tabularnewline
V(Y[t],d=3,D=2) & 201.365418894831 & Range & 58 & Trim Var. & 98.4900284900285 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60902&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]359.743169398907[/C][C]Range[/C][C]78[/C][C]Trim Var.[/C][C]224.096516690856[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]127.505932203390[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]60.2334032145353[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]178.078901227352[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]87.3301886792453[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]429.082879612825[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]199.134901960784[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]39.5697278911565[/C][C]Range[/C][C]29[/C][C]Trim Var.[/C][C]23.2512195121951[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7.99822695035461[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]3.6[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]16.9546716003700[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]6.7[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]56.2400966183575[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]25.4455128205128[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]99.8558558558559[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]68.039314516129[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]22.1928571428571[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]13.8346774193548[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]58.5848739495798[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]34.2494623655914[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]201.365418894831[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]98.4900284900285[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60902&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60902&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)359.743169398907Range78Trim Var.224.096516690856
V(Y[t],d=1,D=0)127.505932203390Range52Trim Var.60.2334032145353
V(Y[t],d=2,D=0)178.078901227352Range63Trim Var.87.3301886792453
V(Y[t],d=3,D=0)429.082879612825Range92Trim Var.199.134901960784
V(Y[t],d=0,D=1)39.5697278911565Range29Trim Var.23.2512195121951
V(Y[t],d=1,D=1)7.99822695035461Range13Trim Var.3.6
V(Y[t],d=2,D=1)16.9546716003700Range23Trim Var.6.7
V(Y[t],d=3,D=1)56.2400966183575Range38Trim Var.25.4455128205128
V(Y[t],d=0,D=2)99.8558558558559Range36Trim Var.68.039314516129
V(Y[t],d=1,D=2)22.1928571428571Range20Trim Var.13.8346774193548
V(Y[t],d=2,D=2)58.5848739495798Range32Trim Var.34.2494623655914
V(Y[t],d=3,D=2)201.365418894831Range58Trim Var.98.4900284900285


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')