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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 computationFri, 23 Dec 2011 07:35:18 -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/23/t1324643826egw7c3da6lbe22v.htm/, Retrieved Mon, 29 Apr 2024 21:25:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160352, Retrieved Mon, 29 Apr 2024 21:25:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact69

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] [2011-12-23 12:35:18] [63b8a9573feb7e5c5af439dd6e45c15a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
13328
12873
14000
13477
14237
13674
13529
14058
12975
14326
14008
16193
14483
14011
15057
14884
15414
14440
14900
15074
14442
15307
14938
17193
15528
14765
15838
15723
16150
15486
15986
15983
15692
16490
15686
18897
16316
15636
17163
16534
16518
16375
16290
16352
15943
16362
16393
19051
16747
16320
17910
16961
17480
17049
16879
17473
16998
17307
17418
20169
17871
17226
19062
17804
19100
18522
18060
18869
18127
18871
18890
21263
19547
18450
20254
19240
20216
19420
19415
20018
18652
19978
19509
21971

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'Gwilym Jenkins' @ jenkins.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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160352&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160352&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160352&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'Gwilym Jenkins' @ jenkins.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)4335325.74870912Range9098Trim Var.2932322.27341725
V(Y[t],d=1,D=0)1397617.1651484Range5792Trim Var.767898.384322679
V(Y[t],d=2,D=0)4251824.5192713Range9807Trim Var.2528986.75352113
V(Y[t],d=3,D=0)14230536.7540123Range17500Trim Var.8946313.11066398
V(Y[t],d=0,D=1)134536.381846635Range1832Trim Var.77757.2537202381
V(Y[t],d=1,D=1)147458.668410463Range1872Trim Var.94410.5622119816
V(Y[t],d=2,D=1)472315.093995859Range3263Trim Var.307239.654415653
V(Y[t],d=3,D=1)1599289.94416027Range6134Trim Var.1040298.51803279
V(Y[t],d=0,D=2)312777.141242938Range2623Trim Var.200100.534241789
V(Y[t],d=1,D=2)305549.360023378Range2779Trim Var.179347.797532656
V(Y[t],d=2,D=2)954688.001512402Range5481Trim Var.554730.112745098
V(Y[t],d=3,D=2)3226216.28634085Range9842Trim Var.1766214.49411765

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4335325.74870912 & Range & 9098 & Trim Var. & 2932322.27341725 \tabularnewline
V(Y[t],d=1,D=0) & 1397617.1651484 & Range & 5792 & Trim Var. & 767898.384322679 \tabularnewline
V(Y[t],d=2,D=0) & 4251824.5192713 & Range & 9807 & Trim Var. & 2528986.75352113 \tabularnewline
V(Y[t],d=3,D=0) & 14230536.7540123 & Range & 17500 & Trim Var. & 8946313.11066398 \tabularnewline
V(Y[t],d=0,D=1) & 134536.381846635 & Range & 1832 & Trim Var. & 77757.2537202381 \tabularnewline
V(Y[t],d=1,D=1) & 147458.668410463 & Range & 1872 & Trim Var. & 94410.5622119816 \tabularnewline
V(Y[t],d=2,D=1) & 472315.093995859 & Range & 3263 & Trim Var. & 307239.654415653 \tabularnewline
V(Y[t],d=3,D=1) & 1599289.94416027 & Range & 6134 & Trim Var. & 1040298.51803279 \tabularnewline
V(Y[t],d=0,D=2) & 312777.141242938 & Range & 2623 & Trim Var. & 200100.534241789 \tabularnewline
V(Y[t],d=1,D=2) & 305549.360023378 & Range & 2779 & Trim Var. & 179347.797532656 \tabularnewline
V(Y[t],d=2,D=2) & 954688.001512402 & Range & 5481 & Trim Var. & 554730.112745098 \tabularnewline
V(Y[t],d=3,D=2) & 3226216.28634085 & Range & 9842 & Trim Var. & 1766214.49411765 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160352&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4335325.74870912[/C][C]Range[/C][C]9098[/C][C]Trim Var.[/C][C]2932322.27341725[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1397617.1651484[/C][C]Range[/C][C]5792[/C][C]Trim Var.[/C][C]767898.384322679[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]4251824.5192713[/C][C]Range[/C][C]9807[/C][C]Trim Var.[/C][C]2528986.75352113[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]14230536.7540123[/C][C]Range[/C][C]17500[/C][C]Trim Var.[/C][C]8946313.11066398[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]134536.381846635[/C][C]Range[/C][C]1832[/C][C]Trim Var.[/C][C]77757.2537202381[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]147458.668410463[/C][C]Range[/C][C]1872[/C][C]Trim Var.[/C][C]94410.5622119816[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]472315.093995859[/C][C]Range[/C][C]3263[/C][C]Trim Var.[/C][C]307239.654415653[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1599289.94416027[/C][C]Range[/C][C]6134[/C][C]Trim Var.[/C][C]1040298.51803279[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]312777.141242938[/C][C]Range[/C][C]2623[/C][C]Trim Var.[/C][C]200100.534241789[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]305549.360023378[/C][C]Range[/C][C]2779[/C][C]Trim Var.[/C][C]179347.797532656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]954688.001512402[/C][C]Range[/C][C]5481[/C][C]Trim Var.[/C][C]554730.112745098[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3226216.28634085[/C][C]Range[/C][C]9842[/C][C]Trim Var.[/C][C]1766214.49411765[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160352&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160352&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)4335325.74870912Range9098Trim Var.2932322.27341725
V(Y[t],d=1,D=0)1397617.1651484Range5792Trim Var.767898.384322679
V(Y[t],d=2,D=0)4251824.5192713Range9807Trim Var.2528986.75352113
V(Y[t],d=3,D=0)14230536.7540123Range17500Trim Var.8946313.11066398
V(Y[t],d=0,D=1)134536.381846635Range1832Trim Var.77757.2537202381
V(Y[t],d=1,D=1)147458.668410463Range1872Trim Var.94410.5622119816
V(Y[t],d=2,D=1)472315.093995859Range3263Trim Var.307239.654415653
V(Y[t],d=3,D=1)1599289.94416027Range6134Trim Var.1040298.51803279
V(Y[t],d=0,D=2)312777.141242938Range2623Trim Var.200100.534241789
V(Y[t],d=1,D=2)305549.360023378Range2779Trim Var.179347.797532656
V(Y[t],d=2,D=2)954688.001512402Range5481Trim Var.554730.112745098
V(Y[t],d=3,D=2)3226216.28634085Range9842Trim Var.1766214.49411765


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()