FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 06 Dec 2011 09:41:36 -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/06/t1323182514gwr7vwxob0mq2ao.htm/, Retrieved Sun, 28 Apr 2024 19:37:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151632, Retrieved Sun, 28 Apr 2024 19:37:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact115

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Variance Reduction Matrix] [WS9] [2010-12-08 16:35:44] [ebb35fb07def4d07c0eb7ec8d2fd3b0e]
- R  D  [Variance Reduction Matrix] [] [2011-12-06 13:54:40] [74be16979710d4c4e7c6647856088456]
-   PD      [Variance Reduction Matrix] [] [2011-12-06 14:41:36] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
19 819,6
17 512,40
18 831,10
20 175,50
21 470,90
19 929,70
22 465,90
19 618,40
18 600,20
17 271,00
18 524,10
18 830,40
19 293,30
15 802,20
17 283,00
19 534,60
16 787,00
17 144,00
18 587,40
15 434,00
14 922,40
15 794,30
16 032,10
16 065,00
16 236,80
12 521,00
14 762,10
15 446,90
13 635,00
14 212,60
15 021,70
14 134,30
13 721,40
14 384,50
15 638,60
19 711,60
20 359,80
16 141,40
20 056,90
20 605,50
19 325,80
20 547,70
19 211,20
19 009,50
18 746,80
16 471,50
18 957,20
20 515,20
18 374,40

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'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 & 1 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151632&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151632&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151632&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'Gertrude Mary Cox' @ cox.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)5643755.32728742Range9944.9Trim Var.3965487.88615725
V(Y[t],d=1,D=0)3675207.66333333Range8291.4Trim Var.2210453.26813008
V(Y[t],d=2,D=0)9440510.47072155Range13517.6Trim Var.5747872.57354878
V(Y[t],d=3,D=0)27784274.9431353Range24501.3Trim Var.16020794.0672756
V(Y[t],d=0,D=1)12053159.6546396Range11019Trim Var.10018335.1077273
V(Y[t],d=1,D=1)2572139.9513254Range8083.1Trim Var.1407342.92447581
V(Y[t],d=2,D=1)5973328.17011765Range10891.4Trim Var.3721480.31965591
V(Y[t],d=3,D=1)19653570.9662032Range19823.6Trim Var.11537722.8558161
V(Y[t],d=0,D=2)19945847.0691667Range15374.9Trim Var.13775623.2933333
V(Y[t],d=1,D=2)6078415.5581884Range11533.8Trim Var.2255054.42260526
V(Y[t],d=2,D=2)11562471.2308696Range14223.1Trim Var.4964143.70210526
V(Y[t],d=3,D=2)37481606.3015801Range24633.9Trim Var.16450125.1065359

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5643755.32728742 & Range & 9944.9 & Trim Var. & 3965487.88615725 \tabularnewline
V(Y[t],d=1,D=0) & 3675207.66333333 & Range & 8291.4 & Trim Var. & 2210453.26813008 \tabularnewline
V(Y[t],d=2,D=0) & 9440510.47072155 & Range & 13517.6 & Trim Var. & 5747872.57354878 \tabularnewline
V(Y[t],d=3,D=0) & 27784274.9431353 & Range & 24501.3 & Trim Var. & 16020794.0672756 \tabularnewline
V(Y[t],d=0,D=1) & 12053159.6546396 & Range & 11019 & Trim Var. & 10018335.1077273 \tabularnewline
V(Y[t],d=1,D=1) & 2572139.9513254 & Range & 8083.1 & Trim Var. & 1407342.92447581 \tabularnewline
V(Y[t],d=2,D=1) & 5973328.17011765 & Range & 10891.4 & Trim Var. & 3721480.31965591 \tabularnewline
V(Y[t],d=3,D=1) & 19653570.9662032 & Range & 19823.6 & Trim Var. & 11537722.8558161 \tabularnewline
V(Y[t],d=0,D=2) & 19945847.0691667 & Range & 15374.9 & Trim Var. & 13775623.2933333 \tabularnewline
V(Y[t],d=1,D=2) & 6078415.5581884 & Range & 11533.8 & Trim Var. & 2255054.42260526 \tabularnewline
V(Y[t],d=2,D=2) & 11562471.2308696 & Range & 14223.1 & Trim Var. & 4964143.70210526 \tabularnewline
V(Y[t],d=3,D=2) & 37481606.3015801 & Range & 24633.9 & Trim Var. & 16450125.1065359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151632&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5643755.32728742[/C][C]Range[/C][C]9944.9[/C][C]Trim Var.[/C][C]3965487.88615725[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3675207.66333333[/C][C]Range[/C][C]8291.4[/C][C]Trim Var.[/C][C]2210453.26813008[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9440510.47072155[/C][C]Range[/C][C]13517.6[/C][C]Trim Var.[/C][C]5747872.57354878[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]27784274.9431353[/C][C]Range[/C][C]24501.3[/C][C]Trim Var.[/C][C]16020794.0672756[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12053159.6546396[/C][C]Range[/C][C]11019[/C][C]Trim Var.[/C][C]10018335.1077273[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2572139.9513254[/C][C]Range[/C][C]8083.1[/C][C]Trim Var.[/C][C]1407342.92447581[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5973328.17011765[/C][C]Range[/C][C]10891.4[/C][C]Trim Var.[/C][C]3721480.31965591[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]19653570.9662032[/C][C]Range[/C][C]19823.6[/C][C]Trim Var.[/C][C]11537722.8558161[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]19945847.0691667[/C][C]Range[/C][C]15374.9[/C][C]Trim Var.[/C][C]13775623.2933333[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6078415.5581884[/C][C]Range[/C][C]11533.8[/C][C]Trim Var.[/C][C]2255054.42260526[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]11562471.2308696[/C][C]Range[/C][C]14223.1[/C][C]Trim Var.[/C][C]4964143.70210526[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]37481606.3015801[/C][C]Range[/C][C]24633.9[/C][C]Trim Var.[/C][C]16450125.1065359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151632&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151632&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)5643755.32728742Range9944.9Trim Var.3965487.88615725
V(Y[t],d=1,D=0)3675207.66333333Range8291.4Trim Var.2210453.26813008
V(Y[t],d=2,D=0)9440510.47072155Range13517.6Trim Var.5747872.57354878
V(Y[t],d=3,D=0)27784274.9431353Range24501.3Trim Var.16020794.0672756
V(Y[t],d=0,D=1)12053159.6546396Range11019Trim Var.10018335.1077273
V(Y[t],d=1,D=1)2572139.9513254Range8083.1Trim Var.1407342.92447581
V(Y[t],d=2,D=1)5973328.17011765Range10891.4Trim Var.3721480.31965591
V(Y[t],d=3,D=1)19653570.9662032Range19823.6Trim Var.11537722.8558161
V(Y[t],d=0,D=2)19945847.0691667Range15374.9Trim Var.13775623.2933333
V(Y[t],d=1,D=2)6078415.5581884Range11533.8Trim Var.2255054.42260526
V(Y[t],d=2,D=2)11562471.2308696Range14223.1Trim Var.4964143.70210526
V(Y[t],d=3,D=2)37481606.3015801Range24633.9Trim Var.16450125.1065359


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
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')