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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 computationWed, 07 Dec 2011 15:36:52 -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/07/t1323290298b63lbpqcwbmkgti.htm/, Retrieved Thu, 02 May 2024 22:21:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=152703, Retrieved Thu, 02 May 2024 22:21:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact72

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] [VRM] [2011-12-07 20:36:52] [614dd89c388120cee0dd25886939832b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
548
563
581
572
519
521
531
540
548
556
551
549
564
586
604
601
545
537
552
563
575
580
575
558
564
581
597
587
536
524
537
536
533
528
516
502
506
518
534
528
478
469
490
493
508
517
514
510
527
542
565
555
499
511
526
532
549
561
557
566
588
620
626
620
573
573
574
580
590
593
597
595
612
628
629
621
569
567
573
584
589
591
595
594
611
613
611
594
543
537
544
555
561
562
555
547
565
578
580
569
507
501
509
510
517
519
512
509
519

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'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152703&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152703&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152703&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'Herman Ole Andreas Wold' @ wold.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)1322.56744818213Range160Trim Var.903.590420962199
V(Y[t],d=1,D=0)351.730962270682Range94Trim Var.136.27512856475
V(Y[t],d=2,D=0)519.799682595662Range121Trim Var.254.72071668533
V(Y[t],d=3,D=0)1192.92434860737Range179Trim Var.525.508693662777
V(Y[t],d=0,D=1)1331.26890034364Range141Trim Var.937.53081232493
V(Y[t],d=1,D=1)59.8100877192982Range38Trim Var.32.4525243832473
V(Y[t],d=2,D=1)95.7301231802912Range61Trim Var.45.715251248898
V(Y[t],d=3,D=1)290.899107755662Range109Trim Var.150.794886864531
V(Y[t],d=0,D=2)2170.63109243697Range180Trim Var.1507.95567567568
V(Y[t],d=1,D=2)154.878944348824Range66Trim Var.81.472602739726
V(Y[t],d=2,D=2)258.498677637379Range93Trim Var.134.326103500761
V(Y[t],d=3,D=2)788.682475158085Range136Trim Var.394.660211267606

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1322.56744818213 & Range & 160 & Trim Var. & 903.590420962199 \tabularnewline
V(Y[t],d=1,D=0) & 351.730962270682 & Range & 94 & Trim Var. & 136.27512856475 \tabularnewline
V(Y[t],d=2,D=0) & 519.799682595662 & Range & 121 & Trim Var. & 254.72071668533 \tabularnewline
V(Y[t],d=3,D=0) & 1192.92434860737 & Range & 179 & Trim Var. & 525.508693662777 \tabularnewline
V(Y[t],d=0,D=1) & 1331.26890034364 & Range & 141 & Trim Var. & 937.53081232493 \tabularnewline
V(Y[t],d=1,D=1) & 59.8100877192982 & Range & 38 & Trim Var. & 32.4525243832473 \tabularnewline
V(Y[t],d=2,D=1) & 95.7301231802912 & Range & 61 & Trim Var. & 45.715251248898 \tabularnewline
V(Y[t],d=3,D=1) & 290.899107755662 & Range & 109 & Trim Var. & 150.794886864531 \tabularnewline
V(Y[t],d=0,D=2) & 2170.63109243697 & Range & 180 & Trim Var. & 1507.95567567568 \tabularnewline
V(Y[t],d=1,D=2) & 154.878944348824 & Range & 66 & Trim Var. & 81.472602739726 \tabularnewline
V(Y[t],d=2,D=2) & 258.498677637379 & Range & 93 & Trim Var. & 134.326103500761 \tabularnewline
V(Y[t],d=3,D=2) & 788.682475158085 & Range & 136 & Trim Var. & 394.660211267606 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152703&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1322.56744818213[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]903.590420962199[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]351.730962270682[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]136.27512856475[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]519.799682595662[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]254.72071668533[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1192.92434860737[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]525.508693662777[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1331.26890034364[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]937.53081232493[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]59.8100877192982[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]32.4525243832473[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]95.7301231802912[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]45.715251248898[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]290.899107755662[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]150.794886864531[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2170.63109243697[/C][C]Range[/C][C]180[/C][C]Trim Var.[/C][C]1507.95567567568[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]154.878944348824[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]81.472602739726[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]258.498677637379[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]134.326103500761[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]788.682475158085[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]394.660211267606[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152703&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152703&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)1322.56744818213Range160Trim Var.903.590420962199
V(Y[t],d=1,D=0)351.730962270682Range94Trim Var.136.27512856475
V(Y[t],d=2,D=0)519.799682595662Range121Trim Var.254.72071668533
V(Y[t],d=3,D=0)1192.92434860737Range179Trim Var.525.508693662777
V(Y[t],d=0,D=1)1331.26890034364Range141Trim Var.937.53081232493
V(Y[t],d=1,D=1)59.8100877192982Range38Trim Var.32.4525243832473
V(Y[t],d=2,D=1)95.7301231802912Range61Trim Var.45.715251248898
V(Y[t],d=3,D=1)290.899107755662Range109Trim Var.150.794886864531
V(Y[t],d=0,D=2)2170.63109243697Range180Trim Var.1507.95567567568
V(Y[t],d=1,D=2)154.878944348824Range66Trim Var.81.472602739726
V(Y[t],d=2,D=2)258.498677637379Range93Trim Var.134.326103500761
V(Y[t],d=3,D=2)788.682475158085Range136Trim Var.394.660211267606


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()