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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 computationThu, 01 Dec 2011 08:12:21 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/01/t1322745183q9iizar78neq9h3.htm/, Retrieved Fri, 19 Apr 2024 00:53:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=149486, Retrieved Fri, 19 Apr 2024 00:53:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact65

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       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
- RMPD            [Variance Reduction Matrix] [] [2011-12-01 13:12:21] [e232377fd09030116200e3da7df6eeaf] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9 676
8 642
9 402
9 610
9 294
9 448
10 319
9 548
9 801
9 596
8 923
9 746
9 829
9 125
9 782
9 441
9 162
9 915
10 444
10 209
9 985
9 842
9 429
10 132
9 849
9 172
10 313
9 819
9 955
10 048
10 082
10 541
10 208
10 233
9 439
9 963
10 158
9 225
10 474
9 757
10 490
10 281
10 444
10 640
10 695
10 786
9 832
9 747
10 411
9 511
10 402
9 701
10 540
10 112
10 915
11 183
10 384
10 834
9 886
10 216
10 943
9 867
10 203
10 837
10 573
10 647
11 502
10 656
10 866
10 835
9 945
10 331

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' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149486&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149486&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149486&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' @ jenkins.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)316684.633607199Range2860Trim Var.200757.138888889
V(Y[t],d=1,D=0)367962.491348089Range2325Trim Var.279178.243215566
V(Y[t],d=2,D=0)1131640.78674948Range4148Trim Var.834420.661290323
V(Y[t],d=3,D=0)3742580.93009378Range7564Trim Var.2697148.77213115
V(Y[t],d=0,D=1)93820.813559322Range1663Trim Var.56505.2313067785
V(Y[t],d=1,D=1)221213.922852133Range2449Trim Var.122337.856313498
V(Y[t],d=2,D=1)688816.273442226Range4561Trim Var.373976.897435897
V(Y[t],d=3,D=1)2338453.25062657Range8371Trim Var.1252463.08078431
V(Y[t],d=0,D=2)209706.106382979Range2262Trim Var.118322.009872242
V(Y[t],d=1,D=2)424750.561517114Range3122Trim Var.216964.856097561
V(Y[t],d=2,D=2)1240730.17391304Range5752Trim Var.617344.048717949
V(Y[t],d=3,D=2)4104971.99191919Range10210Trim Var.1963878.7462888

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 316684.633607199 & Range & 2860 & Trim Var. & 200757.138888889 \tabularnewline
V(Y[t],d=1,D=0) & 367962.491348089 & Range & 2325 & Trim Var. & 279178.243215566 \tabularnewline
V(Y[t],d=2,D=0) & 1131640.78674948 & Range & 4148 & Trim Var. & 834420.661290323 \tabularnewline
V(Y[t],d=3,D=0) & 3742580.93009378 & Range & 7564 & Trim Var. & 2697148.77213115 \tabularnewline
V(Y[t],d=0,D=1) & 93820.813559322 & Range & 1663 & Trim Var. & 56505.2313067785 \tabularnewline
V(Y[t],d=1,D=1) & 221213.922852133 & Range & 2449 & Trim Var. & 122337.856313498 \tabularnewline
V(Y[t],d=2,D=1) & 688816.273442226 & Range & 4561 & Trim Var. & 373976.897435897 \tabularnewline
V(Y[t],d=3,D=1) & 2338453.25062657 & Range & 8371 & Trim Var. & 1252463.08078431 \tabularnewline
V(Y[t],d=0,D=2) & 209706.106382979 & Range & 2262 & Trim Var. & 118322.009872242 \tabularnewline
V(Y[t],d=1,D=2) & 424750.561517114 & Range & 3122 & Trim Var. & 216964.856097561 \tabularnewline
V(Y[t],d=2,D=2) & 1240730.17391304 & Range & 5752 & Trim Var. & 617344.048717949 \tabularnewline
V(Y[t],d=3,D=2) & 4104971.99191919 & Range & 10210 & Trim Var. & 1963878.7462888 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149486&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]316684.633607199[/C][C]Range[/C][C]2860[/C][C]Trim Var.[/C][C]200757.138888889[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]367962.491348089[/C][C]Range[/C][C]2325[/C][C]Trim Var.[/C][C]279178.243215566[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1131640.78674948[/C][C]Range[/C][C]4148[/C][C]Trim Var.[/C][C]834420.661290323[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3742580.93009378[/C][C]Range[/C][C]7564[/C][C]Trim Var.[/C][C]2697148.77213115[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]93820.813559322[/C][C]Range[/C][C]1663[/C][C]Trim Var.[/C][C]56505.2313067785[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]221213.922852133[/C][C]Range[/C][C]2449[/C][C]Trim Var.[/C][C]122337.856313498[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]688816.273442226[/C][C]Range[/C][C]4561[/C][C]Trim Var.[/C][C]373976.897435897[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2338453.25062657[/C][C]Range[/C][C]8371[/C][C]Trim Var.[/C][C]1252463.08078431[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]209706.106382979[/C][C]Range[/C][C]2262[/C][C]Trim Var.[/C][C]118322.009872242[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]424750.561517114[/C][C]Range[/C][C]3122[/C][C]Trim Var.[/C][C]216964.856097561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1240730.17391304[/C][C]Range[/C][C]5752[/C][C]Trim Var.[/C][C]617344.048717949[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4104971.99191919[/C][C]Range[/C][C]10210[/C][C]Trim Var.[/C][C]1963878.7462888[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149486&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149486&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)316684.633607199Range2860Trim Var.200757.138888889
V(Y[t],d=1,D=0)367962.491348089Range2325Trim Var.279178.243215566
V(Y[t],d=2,D=0)1131640.78674948Range4148Trim Var.834420.661290323
V(Y[t],d=3,D=0)3742580.93009378Range7564Trim Var.2697148.77213115
V(Y[t],d=0,D=1)93820.813559322Range1663Trim Var.56505.2313067785
V(Y[t],d=1,D=1)221213.922852133Range2449Trim Var.122337.856313498
V(Y[t],d=2,D=1)688816.273442226Range4561Trim Var.373976.897435897
V(Y[t],d=3,D=1)2338453.25062657Range8371Trim Var.1252463.08078431
V(Y[t],d=0,D=2)209706.106382979Range2262Trim Var.118322.009872242
V(Y[t],d=1,D=2)424750.561517114Range3122Trim Var.216964.856097561
V(Y[t],d=2,D=2)1240730.17391304Range5752Trim Var.617344.048717949
V(Y[t],d=3,D=2)4104971.99191919Range10210Trim Var.1963878.7462888


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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()