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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, 02 Dec 2011 08:03:36 -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/02/t13228348579938s94yrh9ta42.htm/, Retrieved Sun, 28 Apr 2024 19:14:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150217, Retrieved Sun, 28 Apr 2024 19:14:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact125

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD    [Variance Reduction Matrix] [WS9 Wine Sales Au...] [2011-12-02 13:03:36] [2a6d487209befbc7c5ce02a41ecac161] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2564
2820
3508
3088
3299
2939
3320
3418
3604
3495
4163
4882
2211
3260
2992
2425
2707
3244
3965
3315
3333
3583
4021
4904
2252
2952
3573
3048
3059
2731
3563
3092
3478
3478
4308
5029
2075
3264
3308
3688
3136
2824
3644
4694
2914
3686
4358
5587
2265
3685
3754
3708
3210
3517
3905
3670
4221
4404
5086
5725

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'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150217&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150217&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150217&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'Gertrude Mary Cox' @ cox.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)626807.338700565Range3650Trim Var.376864.694968553
V(Y[t],d=1,D=0)972895.593220339Range4742Trim Var.451351.229317852
V(Y[t],d=2,D=0)2817876.73472474Range9293Trim Var.1184599.05995475
V(Y[t],d=3,D=0)9251710.33333333Range15386Trim Var.4551334.47372549
V(Y[t],d=0,D=1)243473.785460993Range2626Trim Var.122888.06271777
V(Y[t],d=1,D=1)518395.165587419Range4497Trim Var.200701.952439024
V(Y[t],d=2,D=1)1564246.37342995Range7303Trim Var.542689.31025641
V(Y[t],d=3,D=1)5219346.70909091Range13161Trim Var.1799628.82186235
V(Y[t],d=0,D=2)704070.8Range4497Trim Var.314055.515120968
V(Y[t],d=1,D=2)1732701.13781513Range7303Trim Var.696752.051612903
V(Y[t],d=2,D=2)5402275.85026738Range13161Trim Var.2169576.65402299
V(Y[t],d=3,D=2)18484710.4848485Range22850Trim Var.8604460.10591133

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 626807.338700565 & Range & 3650 & Trim Var. & 376864.694968553 \tabularnewline
V(Y[t],d=1,D=0) & 972895.593220339 & Range & 4742 & Trim Var. & 451351.229317852 \tabularnewline
V(Y[t],d=2,D=0) & 2817876.73472474 & Range & 9293 & Trim Var. & 1184599.05995475 \tabularnewline
V(Y[t],d=3,D=0) & 9251710.33333333 & Range & 15386 & Trim Var. & 4551334.47372549 \tabularnewline
V(Y[t],d=0,D=1) & 243473.785460993 & Range & 2626 & Trim Var. & 122888.06271777 \tabularnewline
V(Y[t],d=1,D=1) & 518395.165587419 & Range & 4497 & Trim Var. & 200701.952439024 \tabularnewline
V(Y[t],d=2,D=1) & 1564246.37342995 & Range & 7303 & Trim Var. & 542689.31025641 \tabularnewline
V(Y[t],d=3,D=1) & 5219346.70909091 & Range & 13161 & Trim Var. & 1799628.82186235 \tabularnewline
V(Y[t],d=0,D=2) & 704070.8 & Range & 4497 & Trim Var. & 314055.515120968 \tabularnewline
V(Y[t],d=1,D=2) & 1732701.13781513 & Range & 7303 & Trim Var. & 696752.051612903 \tabularnewline
V(Y[t],d=2,D=2) & 5402275.85026738 & Range & 13161 & Trim Var. & 2169576.65402299 \tabularnewline
V(Y[t],d=3,D=2) & 18484710.4848485 & Range & 22850 & Trim Var. & 8604460.10591133 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150217&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]626807.338700565[/C][C]Range[/C][C]3650[/C][C]Trim Var.[/C][C]376864.694968553[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]972895.593220339[/C][C]Range[/C][C]4742[/C][C]Trim Var.[/C][C]451351.229317852[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2817876.73472474[/C][C]Range[/C][C]9293[/C][C]Trim Var.[/C][C]1184599.05995475[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]9251710.33333333[/C][C]Range[/C][C]15386[/C][C]Trim Var.[/C][C]4551334.47372549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]243473.785460993[/C][C]Range[/C][C]2626[/C][C]Trim Var.[/C][C]122888.06271777[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]518395.165587419[/C][C]Range[/C][C]4497[/C][C]Trim Var.[/C][C]200701.952439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1564246.37342995[/C][C]Range[/C][C]7303[/C][C]Trim Var.[/C][C]542689.31025641[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5219346.70909091[/C][C]Range[/C][C]13161[/C][C]Trim Var.[/C][C]1799628.82186235[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]704070.8[/C][C]Range[/C][C]4497[/C][C]Trim Var.[/C][C]314055.515120968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1732701.13781513[/C][C]Range[/C][C]7303[/C][C]Trim Var.[/C][C]696752.051612903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5402275.85026738[/C][C]Range[/C][C]13161[/C][C]Trim Var.[/C][C]2169576.65402299[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]18484710.4848485[/C][C]Range[/C][C]22850[/C][C]Trim Var.[/C][C]8604460.10591133[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150217&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150217&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)626807.338700565Range3650Trim Var.376864.694968553
V(Y[t],d=1,D=0)972895.593220339Range4742Trim Var.451351.229317852
V(Y[t],d=2,D=0)2817876.73472474Range9293Trim Var.1184599.05995475
V(Y[t],d=3,D=0)9251710.33333333Range15386Trim Var.4551334.47372549
V(Y[t],d=0,D=1)243473.785460993Range2626Trim Var.122888.06271777
V(Y[t],d=1,D=1)518395.165587419Range4497Trim Var.200701.952439024
V(Y[t],d=2,D=1)1564246.37342995Range7303Trim Var.542689.31025641
V(Y[t],d=3,D=1)5219346.70909091Range13161Trim Var.1799628.82186235
V(Y[t],d=0,D=2)704070.8Range4497Trim Var.314055.515120968
V(Y[t],d=1,D=2)1732701.13781513Range7303Trim Var.696752.051612903
V(Y[t],d=2,D=2)5402275.85026738Range13161Trim Var.2169576.65402299
V(Y[t],d=3,D=2)18484710.4848485Range22850Trim Var.8604460.10591133


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()