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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 computationSun, 29 Nov 2009 07:16:40 -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/29/t12595043157kdjz6ayqxr6ufq.htm/, Retrieved Thu, 25 Apr 2024 09:48:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61608, Retrieved Thu, 25 Apr 2024 09:48:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsETSHWP(14)
Estimated Impact122

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Paper statistiek:...] [2009-11-29 14:16:40] [af31b947d6acaef3c71f428c4bb503e9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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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=61608&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=61608&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61608&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)0.000228785310734464Range0.05Trim Var.0.000141666666666667
V(Y[t],d=1,D=0)2.36703682057277e-05Range0.02Trim Var.0
V(Y[t],d=2,D=0)5.61403508771931e-05Range0.04Trim Var.0
V(Y[t],d=3,D=0)0.000175000000000000Range0.07Trim Var.5.35615171137836e-05
V(Y[t],d=0,D=1)2.36703682057277e-05Range0.02Trim Var.0
V(Y[t],d=1,D=1)5.61403508771931e-05Range0.04Trim Var.0
V(Y[t],d=2,D=1)0.000175000000000000Range0.07Trim Var.5.35615171137836e-05
V(Y[t],d=3,D=1)0.000581818181818183Range0.14Trim Var.0.000152439024390244
V(Y[t],d=0,D=2)5.61403508771931e-05Range0.04Trim Var.0
V(Y[t],d=1,D=2)0.000175000000000000Range0.07Trim Var.5.35615171137836e-05
V(Y[t],d=2,D=2)0.000581818181818183Range0.14Trim Var.0.000152439024390244
V(Y[t],d=3,D=2)0.0019962962962963Range0.25Trim Var.0.000734299516908214

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.000228785310734464 & Range & 0.05 & Trim Var. & 0.000141666666666667 \tabularnewline
V(Y[t],d=1,D=0) & 2.36703682057277e-05 & Range & 0.02 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=0) & 5.61403508771931e-05 & Range & 0.04 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 0.000175000000000000 & Range & 0.07 & Trim Var. & 5.35615171137836e-05 \tabularnewline
V(Y[t],d=0,D=1) & 2.36703682057277e-05 & Range & 0.02 & Trim Var. & 0 \tabularnewline
V(Y[t],d=1,D=1) & 5.61403508771931e-05 & Range & 0.04 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 0.000175000000000000 & Range & 0.07 & Trim Var. & 5.35615171137836e-05 \tabularnewline
V(Y[t],d=3,D=1) & 0.000581818181818183 & Range & 0.14 & Trim Var. & 0.000152439024390244 \tabularnewline
V(Y[t],d=0,D=2) & 5.61403508771931e-05 & Range & 0.04 & Trim Var. & 0 \tabularnewline
V(Y[t],d=1,D=2) & 0.000175000000000000 & Range & 0.07 & Trim Var. & 5.35615171137836e-05 \tabularnewline
V(Y[t],d=2,D=2) & 0.000581818181818183 & Range & 0.14 & Trim Var. & 0.000152439024390244 \tabularnewline
V(Y[t],d=3,D=2) & 0.0019962962962963 & Range & 0.25 & Trim Var. & 0.000734299516908214 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61608&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.000228785310734464[/C][C]Range[/C][C]0.05[/C][C]Trim Var.[/C][C]0.000141666666666667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.36703682057277e-05[/C][C]Range[/C][C]0.02[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5.61403508771931e-05[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000175000000000000[/C][C]Range[/C][C]0.07[/C][C]Trim Var.[/C][C]5.35615171137836e-05[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.36703682057277e-05[/C][C]Range[/C][C]0.02[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.61403508771931e-05[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000175000000000000[/C][C]Range[/C][C]0.07[/C][C]Trim Var.[/C][C]5.35615171137836e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.000581818181818183[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000152439024390244[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.61403508771931e-05[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.000175000000000000[/C][C]Range[/C][C]0.07[/C][C]Trim Var.[/C][C]5.35615171137836e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.000581818181818183[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000152439024390244[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0019962962962963[/C][C]Range[/C][C]0.25[/C][C]Trim Var.[/C][C]0.000734299516908214[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61608&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61608&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)0.000228785310734464Range0.05Trim Var.0.000141666666666667
V(Y[t],d=1,D=0)2.36703682057277e-05Range0.02Trim Var.0
V(Y[t],d=2,D=0)5.61403508771931e-05Range0.04Trim Var.0
V(Y[t],d=3,D=0)0.000175000000000000Range0.07Trim Var.5.35615171137836e-05
V(Y[t],d=0,D=1)2.36703682057277e-05Range0.02Trim Var.0
V(Y[t],d=1,D=1)5.61403508771931e-05Range0.04Trim Var.0
V(Y[t],d=2,D=1)0.000175000000000000Range0.07Trim Var.5.35615171137836e-05
V(Y[t],d=3,D=1)0.000581818181818183Range0.14Trim Var.0.000152439024390244
V(Y[t],d=0,D=2)5.61403508771931e-05Range0.04Trim Var.0
V(Y[t],d=1,D=2)0.000175000000000000Range0.07Trim Var.5.35615171137836e-05
V(Y[t],d=2,D=2)0.000581818181818183Range0.14Trim Var.0.000152439024390244
V(Y[t],d=3,D=2)0.0019962962962963Range0.25Trim Var.0.000734299516908214


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')