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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 22 Dec 2011 14:04:56 -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/t1324580721hu37l6hhuys2id3.htm/, Retrieved Fri, 03 May 2024 06:12:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159867, Retrieved Fri, 03 May 2024 06:12:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact123

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [] [2010-12-21 11:05:04] [a9671b130b33f9fcb98554992ce4582f]
-   P   [(Partial) Autocorrelation Function] [] [2010-12-21 11:06:04] [a9671b130b33f9fcb98554992ce4582f]
- RMP     [Variance Reduction Matrix] [] [2010-12-21 11:09:41] [a9671b130b33f9fcb98554992ce4582f]
- R  D        [Variance Reduction Matrix] [] [2011-12-22 19:04:56] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
41
39
50
40
43
38
44
35
39
35
29
49
50
59
63
32
39
47
53
60
57
52
70
90
74
62
55
84
94
70
108
139
120
97
126
149
158
124
140
109
114
77
120
133
110
92
97
78
99
107
112
90
98
125
155
190
236
189
174
178
136
161
171
149
184
155
276
224
213
279
268
287
238
213
257
293
212
246
353
339
308
247
257
322
298
273
312
249
286
279
309
401
309
328
353
354
327
324
285
243
241
287
355
460
364
487
452
391
500
451
375
372
302
316
398
394
431
431

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=159867&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=159867&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159867&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)16395.164131537Range471Trim Var.11982.7079763944
V(Y[t],d=1,D=0)1698.63793103448Range219Trim Var.831.182600732601
V(Y[t],d=2,D=0)4314.88665667166Range420Trim Var.1867.79088872293
V(Y[t],d=3,D=0)13463.7566742944Range797Trim Var.5650.45497810775
V(Y[t],d=0,D=1)2507.37978436658Range244Trim Var.1453.10028050491
V(Y[t],d=1,D=1)2686.6804029304Range263Trim Var.1308.91584852735
V(Y[t],d=2,D=1)7640.24607916355Range498Trim Var.3648.1591017678
V(Y[t],d=3,D=1)24019.5691985532Range863Trim Var.11591.2810744811
V(Y[t],d=0,D=2)6455.14310226493Range386Trim Var.4294.88238668962
V(Y[t],d=1,D=2)7000.42589995325Range474Trim Var.3774.93887746106
V(Y[t],d=2,D=2)19436.7437888199Range755Trim Var.11012.6202950918
V(Y[t],d=3,D=2)61329.5264957265Range1263Trim Var.33606.2611111111

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 16395.164131537 & Range & 471 & Trim Var. & 11982.7079763944 \tabularnewline
V(Y[t],d=1,D=0) & 1698.63793103448 & Range & 219 & Trim Var. & 831.182600732601 \tabularnewline
V(Y[t],d=2,D=0) & 4314.88665667166 & Range & 420 & Trim Var. & 1867.79088872293 \tabularnewline
V(Y[t],d=3,D=0) & 13463.7566742944 & Range & 797 & Trim Var. & 5650.45497810775 \tabularnewline
V(Y[t],d=0,D=1) & 2507.37978436658 & Range & 244 & Trim Var. & 1453.10028050491 \tabularnewline
V(Y[t],d=1,D=1) & 2686.6804029304 & Range & 263 & Trim Var. & 1308.91584852735 \tabularnewline
V(Y[t],d=2,D=1) & 7640.24607916355 & Range & 498 & Trim Var. & 3648.1591017678 \tabularnewline
V(Y[t],d=3,D=1) & 24019.5691985532 & Range & 863 & Trim Var. & 11591.2810744811 \tabularnewline
V(Y[t],d=0,D=2) & 6455.14310226493 & Range & 386 & Trim Var. & 4294.88238668962 \tabularnewline
V(Y[t],d=1,D=2) & 7000.42589995325 & Range & 474 & Trim Var. & 3774.93887746106 \tabularnewline
V(Y[t],d=2,D=2) & 19436.7437888199 & Range & 755 & Trim Var. & 11012.6202950918 \tabularnewline
V(Y[t],d=3,D=2) & 61329.5264957265 & Range & 1263 & Trim Var. & 33606.2611111111 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159867&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]16395.164131537[/C][C]Range[/C][C]471[/C][C]Trim Var.[/C][C]11982.7079763944[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1698.63793103448[/C][C]Range[/C][C]219[/C][C]Trim Var.[/C][C]831.182600732601[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]4314.88665667166[/C][C]Range[/C][C]420[/C][C]Trim Var.[/C][C]1867.79088872293[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]13463.7566742944[/C][C]Range[/C][C]797[/C][C]Trim Var.[/C][C]5650.45497810775[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2507.37978436658[/C][C]Range[/C][C]244[/C][C]Trim Var.[/C][C]1453.10028050491[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2686.6804029304[/C][C]Range[/C][C]263[/C][C]Trim Var.[/C][C]1308.91584852735[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7640.24607916355[/C][C]Range[/C][C]498[/C][C]Trim Var.[/C][C]3648.1591017678[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]24019.5691985532[/C][C]Range[/C][C]863[/C][C]Trim Var.[/C][C]11591.2810744811[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6455.14310226493[/C][C]Range[/C][C]386[/C][C]Trim Var.[/C][C]4294.88238668962[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7000.42589995325[/C][C]Range[/C][C]474[/C][C]Trim Var.[/C][C]3774.93887746106[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]19436.7437888199[/C][C]Range[/C][C]755[/C][C]Trim Var.[/C][C]11012.6202950918[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]61329.5264957265[/C][C]Range[/C][C]1263[/C][C]Trim Var.[/C][C]33606.2611111111[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159867&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159867&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)16395.164131537Range471Trim Var.11982.7079763944
V(Y[t],d=1,D=0)1698.63793103448Range219Trim Var.831.182600732601
V(Y[t],d=2,D=0)4314.88665667166Range420Trim Var.1867.79088872293
V(Y[t],d=3,D=0)13463.7566742944Range797Trim Var.5650.45497810775
V(Y[t],d=0,D=1)2507.37978436658Range244Trim Var.1453.10028050491
V(Y[t],d=1,D=1)2686.6804029304Range263Trim Var.1308.91584852735
V(Y[t],d=2,D=1)7640.24607916355Range498Trim Var.3648.1591017678
V(Y[t],d=3,D=1)24019.5691985532Range863Trim Var.11591.2810744811
V(Y[t],d=0,D=2)6455.14310226493Range386Trim Var.4294.88238668962
V(Y[t],d=1,D=2)7000.42589995325Range474Trim Var.3774.93887746106
V(Y[t],d=2,D=2)19436.7437888199Range755Trim Var.11012.6202950918
V(Y[t],d=3,D=2)61329.5264957265Range1263Trim Var.33606.2611111111


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()