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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 computationTue, 20 Dec 2011 05:29:58 -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/20/t1324377365c3xc6o5lfg0r83c.htm/, Retrieved Mon, 06 May 2024 00:56:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=157902, Retrieved Mon, 06 May 2024 00:56:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact107

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] [] [2011-12-03 18:52:37] [06c08141d7d783218a8164fd2ea166f2]
- R  D    [Variance Reduction Matrix] [] [2011-12-20 10:29:58] [ce4468323d272130d499477f5e05a6d2] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
164
148
152
144
155
125
153
146
138
190
192
192
147
133
163
150
129
131
145
137
138
168
176
188
139
143
150
154
137
129
128
140
143
151
177
184
151
134
164
126
131
125
127
143
143
160
190
182
138
136
152
127
151
130
119
153

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=157902&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=157902&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=157902&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)384.287987012987Range73Trim Var.248.33843537415
V(Y[t],d=1,D=0)449.125925925926Range101Trim Var.228.829468599034
V(Y[t],d=2,D=0)1045.65478686233Range128Trim Var.739.955673758865
V(Y[t],d=3,D=0)3064.25399129173Range229Trim Var.1957.94542090657
V(Y[t],d=0,D=1)449.125925925926Range101Trim Var.228.829468599034
V(Y[t],d=1,D=1)1045.65478686233Range128Trim Var.739.955673758865
V(Y[t],d=2,D=1)3064.25399129173Range229Trim Var.1957.94542090657
V(Y[t],d=3,D=1)10023.5818250377Range418Trim Var.6730.57004830918
V(Y[t],d=0,D=2)1045.65478686233Range128Trim Var.739.955673758865
V(Y[t],d=1,D=2)3064.25399129173Range229Trim Var.1957.94542090657
V(Y[t],d=2,D=2)10023.5818250377Range418Trim Var.6730.57004830918
V(Y[t],d=3,D=2)34815.1984313725Range763Trim Var.22491.5282828283

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 384.287987012987 & Range & 73 & Trim Var. & 248.33843537415 \tabularnewline
V(Y[t],d=1,D=0) & 449.125925925926 & Range & 101 & Trim Var. & 228.829468599034 \tabularnewline
V(Y[t],d=2,D=0) & 1045.65478686233 & Range & 128 & Trim Var. & 739.955673758865 \tabularnewline
V(Y[t],d=3,D=0) & 3064.25399129173 & Range & 229 & Trim Var. & 1957.94542090657 \tabularnewline
V(Y[t],d=0,D=1) & 449.125925925926 & Range & 101 & Trim Var. & 228.829468599034 \tabularnewline
V(Y[t],d=1,D=1) & 1045.65478686233 & Range & 128 & Trim Var. & 739.955673758865 \tabularnewline
V(Y[t],d=2,D=1) & 3064.25399129173 & Range & 229 & Trim Var. & 1957.94542090657 \tabularnewline
V(Y[t],d=3,D=1) & 10023.5818250377 & Range & 418 & Trim Var. & 6730.57004830918 \tabularnewline
V(Y[t],d=0,D=2) & 1045.65478686233 & Range & 128 & Trim Var. & 739.955673758865 \tabularnewline
V(Y[t],d=1,D=2) & 3064.25399129173 & Range & 229 & Trim Var. & 1957.94542090657 \tabularnewline
V(Y[t],d=2,D=2) & 10023.5818250377 & Range & 418 & Trim Var. & 6730.57004830918 \tabularnewline
V(Y[t],d=3,D=2) & 34815.1984313725 & Range & 763 & Trim Var. & 22491.5282828283 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=157902&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]384.287987012987[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]248.33843537415[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]449.125925925926[/C][C]Range[/C][C]101[/C][C]Trim Var.[/C][C]228.829468599034[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1045.65478686233[/C][C]Range[/C][C]128[/C][C]Trim Var.[/C][C]739.955673758865[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3064.25399129173[/C][C]Range[/C][C]229[/C][C]Trim Var.[/C][C]1957.94542090657[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]449.125925925926[/C][C]Range[/C][C]101[/C][C]Trim Var.[/C][C]228.829468599034[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1045.65478686233[/C][C]Range[/C][C]128[/C][C]Trim Var.[/C][C]739.955673758865[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3064.25399129173[/C][C]Range[/C][C]229[/C][C]Trim Var.[/C][C]1957.94542090657[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10023.5818250377[/C][C]Range[/C][C]418[/C][C]Trim Var.[/C][C]6730.57004830918[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1045.65478686233[/C][C]Range[/C][C]128[/C][C]Trim Var.[/C][C]739.955673758865[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3064.25399129173[/C][C]Range[/C][C]229[/C][C]Trim Var.[/C][C]1957.94542090657[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10023.5818250377[/C][C]Range[/C][C]418[/C][C]Trim Var.[/C][C]6730.57004830918[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]34815.1984313725[/C][C]Range[/C][C]763[/C][C]Trim Var.[/C][C]22491.5282828283[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=157902&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=157902&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)384.287987012987Range73Trim Var.248.33843537415
V(Y[t],d=1,D=0)449.125925925926Range101Trim Var.228.829468599034
V(Y[t],d=2,D=0)1045.65478686233Range128Trim Var.739.955673758865
V(Y[t],d=3,D=0)3064.25399129173Range229Trim Var.1957.94542090657
V(Y[t],d=0,D=1)449.125925925926Range101Trim Var.228.829468599034
V(Y[t],d=1,D=1)1045.65478686233Range128Trim Var.739.955673758865
V(Y[t],d=2,D=1)3064.25399129173Range229Trim Var.1957.94542090657
V(Y[t],d=3,D=1)10023.5818250377Range418Trim Var.6730.57004830918
V(Y[t],d=0,D=2)1045.65478686233Range128Trim Var.739.955673758865
V(Y[t],d=1,D=2)3064.25399129173Range229Trim Var.1957.94542090657
V(Y[t],d=2,D=2)10023.5818250377Range418Trim Var.6730.57004830918
V(Y[t],d=3,D=2)34815.1984313725Range763Trim Var.22491.5282828283


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(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()