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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, 22 Dec 2011 13:20:30 -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/22/t1324578036xol9pcoajdru7sg.htm/, Retrieved Fri, 03 May 2024 13:15:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159815, Retrieved Fri, 03 May 2024 13:15:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact75

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] [] [2011-12-22 18:20:30] [aedc5b8e4f26bdca34b1a0cf88d6dfa2] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,2613
1,2646
1,2262
1,1985
1,2007
1,2138
1,2266
1,2176
1,2218
1,249
1,2991
1,3408
1,3119
1,3014
1,3201
1,2938
1,2694
1,2165
1,2037
1,2292
1,2256
1,2015
1,1786
1,1856
1,2103
1,1938
1,202
1,2271
1,277
1,265
1,2684
1,2811
1,2727
1,2611
1,2881
1,3213
1,2999
1,3074
1,3242
1,3516
1,3511
1,3419
1,3716
1,3622
1,3896
1,4227
1,4684
1,457
1,4718
1,4748
1,5527
1,575
1,5557
1,5553
1,577
1,4975
1,437
1,3322
1,2732
1,3449
1,3239
1,2785
1,305
1,319
1,365
1,4016
1,4088
1,4268
1,4562
1,4816
1,4914
1,4614
1,4272
1,3686
1,3569
1,3406
1,2565
1,2208
1,277
1,2894
1,3067
1,3898
1,3661
1,322
1,336
1,3649
1,3999
1,4442
1,4349
1,4388
1,4264
1,4343
1,377
1,3706
1,3556

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'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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159815&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159815&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159815&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'Herman Ole Andreas Wold' @ wold.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.00985780850615901Range0.3984Trim Var.0.00669592590196078
V(Y[t],d=1,D=0)0.00117699837680165Range0.1879Trim Var.0.000650730338496844
V(Y[t],d=2,D=0)0.00167796401122019Range0.2375Trim Var.0.000901393435204228
V(Y[t],d=3,D=0)0.00431973232083133Range0.343599999999999Trim Var.0.0025060019768142
V(Y[t],d=0,D=1)0.0163034969497502Range0.4845Trim Var.0.0118013989041096
V(Y[t],d=1,D=1)0.00294680892652815Range0.2681Trim Var.0.00175175041471048
V(Y[t],d=2,D=1)0.00368327999999998Range0.358299999999999Trim Var.0.00202106138028168
V(Y[t],d=3,D=1)0.00905204954272147Range0.565699999999999Trim Var.0.00554817724569636
V(Y[t],d=0,D=2)0.0485032054044266Range0.8928Trim Var.0.0343265571479775
V(Y[t],d=1,D=2)0.00925734819875775Range0.4635Trim Var.0.00551606302749866
V(Y[t],d=2,D=2)0.0118517307331628Range0.609399999999999Trim Var.0.00627551750273221
V(Y[t],d=3,D=2)0.0295823665320455Range1.0165Trim Var.0.0156713539293784

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00985780850615901 & Range & 0.3984 & Trim Var. & 0.00669592590196078 \tabularnewline
V(Y[t],d=1,D=0) & 0.00117699837680165 & Range & 0.1879 & Trim Var. & 0.000650730338496844 \tabularnewline
V(Y[t],d=2,D=0) & 0.00167796401122019 & Range & 0.2375 & Trim Var. & 0.000901393435204228 \tabularnewline
V(Y[t],d=3,D=0) & 0.00431973232083133 & Range & 0.343599999999999 & Trim Var. & 0.0025060019768142 \tabularnewline
V(Y[t],d=0,D=1) & 0.0163034969497502 & Range & 0.4845 & Trim Var. & 0.0118013989041096 \tabularnewline
V(Y[t],d=1,D=1) & 0.00294680892652815 & Range & 0.2681 & Trim Var. & 0.00175175041471048 \tabularnewline
V(Y[t],d=2,D=1) & 0.00368327999999998 & Range & 0.358299999999999 & Trim Var. & 0.00202106138028168 \tabularnewline
V(Y[t],d=3,D=1) & 0.00905204954272147 & Range & 0.565699999999999 & Trim Var. & 0.00554817724569636 \tabularnewline
V(Y[t],d=0,D=2) & 0.0485032054044266 & Range & 0.8928 & Trim Var. & 0.0343265571479775 \tabularnewline
V(Y[t],d=1,D=2) & 0.00925734819875775 & Range & 0.4635 & Trim Var. & 0.00551606302749866 \tabularnewline
V(Y[t],d=2,D=2) & 0.0118517307331628 & Range & 0.609399999999999 & Trim Var. & 0.00627551750273221 \tabularnewline
V(Y[t],d=3,D=2) & 0.0295823665320455 & Range & 1.0165 & Trim Var. & 0.0156713539293784 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159815&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00985780850615901[/C][C]Range[/C][C]0.3984[/C][C]Trim Var.[/C][C]0.00669592590196078[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00117699837680165[/C][C]Range[/C][C]0.1879[/C][C]Trim Var.[/C][C]0.000650730338496844[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00167796401122019[/C][C]Range[/C][C]0.2375[/C][C]Trim Var.[/C][C]0.000901393435204228[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00431973232083133[/C][C]Range[/C][C]0.343599999999999[/C][C]Trim Var.[/C][C]0.0025060019768142[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0163034969497502[/C][C]Range[/C][C]0.4845[/C][C]Trim Var.[/C][C]0.0118013989041096[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00294680892652815[/C][C]Range[/C][C]0.2681[/C][C]Trim Var.[/C][C]0.00175175041471048[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00368327999999998[/C][C]Range[/C][C]0.358299999999999[/C][C]Trim Var.[/C][C]0.00202106138028168[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00905204954272147[/C][C]Range[/C][C]0.565699999999999[/C][C]Trim Var.[/C][C]0.00554817724569636[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0485032054044266[/C][C]Range[/C][C]0.8928[/C][C]Trim Var.[/C][C]0.0343265571479775[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00925734819875775[/C][C]Range[/C][C]0.4635[/C][C]Trim Var.[/C][C]0.00551606302749866[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0118517307331628[/C][C]Range[/C][C]0.609399999999999[/C][C]Trim Var.[/C][C]0.00627551750273221[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0295823665320455[/C][C]Range[/C][C]1.0165[/C][C]Trim Var.[/C][C]0.0156713539293784[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159815&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159815&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)0.00985780850615901Range0.3984Trim Var.0.00669592590196078
V(Y[t],d=1,D=0)0.00117699837680165Range0.1879Trim Var.0.000650730338496844
V(Y[t],d=2,D=0)0.00167796401122019Range0.2375Trim Var.0.000901393435204228
V(Y[t],d=3,D=0)0.00431973232083133Range0.343599999999999Trim Var.0.0025060019768142
V(Y[t],d=0,D=1)0.0163034969497502Range0.4845Trim Var.0.0118013989041096
V(Y[t],d=1,D=1)0.00294680892652815Range0.2681Trim Var.0.00175175041471048
V(Y[t],d=2,D=1)0.00368327999999998Range0.358299999999999Trim Var.0.00202106138028168
V(Y[t],d=3,D=1)0.00905204954272147Range0.565699999999999Trim Var.0.00554817724569636
V(Y[t],d=0,D=2)0.0485032054044266Range0.8928Trim Var.0.0343265571479775
V(Y[t],d=1,D=2)0.00925734819875775Range0.4635Trim Var.0.00551606302749866
V(Y[t],d=2,D=2)0.0118517307331628Range0.609399999999999Trim Var.0.00627551750273221
V(Y[t],d=3,D=2)0.0295823665320455Range1.0165Trim Var.0.0156713539293784


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()