FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 13:39:40 -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/t1324665590ln9g2gb1tfncidw.htm/, Retrieved Mon, 29 Apr 2024 18:33:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160634, Retrieved Mon, 29 Apr 2024 18:33:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact70

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] [] [2011-12-23 18:39:40] [393d554610c677f923bed472882d0fdb] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
302
262
218
175
100
77
43
47
49
69
152
205
246
294
242
181
107
56
49
47
47
71
151
244
280
230
185
148
98
61
46
45
55
48
115
185
276
220
181
151
83
55
49
42
46
74
103
200
237
247
215
182
80
46
65
40
44
63
85
185
247
231
167
117
79
45
40
38
41
69
152
232
282
255
161
107
53
40
39
34
35
56
97
210
260
257
210
125
80
42
35
31
32
50
92
189
256
250
198
136
73
39
32
30
31
45

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'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 & 1 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160634&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160634&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160634&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'Gertrude Mary Cox' @ cox.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)7081.63746630728Range272Trim Var.5799.15179592771
V(Y[t],d=1,D=0)2291.88424908425Range215Trim Var.1488.70430107527
V(Y[t],d=2,D=0)1611.74719940254Range225Trim Var.871.750597228858
V(Y[t],d=3,D=0)2998.68817818389Range332Trim Var.1407.57582417582
V(Y[t],d=0,D=1)572.403111416152Range132Trim Var.283.328743545611
V(Y[t],d=1,D=1)691.728611500701Range186Trim Var.290.701439905965
V(Y[t],d=2,D=1)1609.86813186813Range216Trim Var.810.40108401084
V(Y[t],d=3,D=1)4839.21098901099Range380Trim Var.2493.72777777778
V(Y[t],d=0,D=2)1761.04004817826Range212Trim Var.891.525553319919
V(Y[t],d=1,D=2)2150.39012345679Range284Trim Var.924.301408450704
V(Y[t],d=2,D=2)4918.69857594937Range372Trim Var.2763.57062374245
V(Y[t],d=3,D=2)14727.0191496267Range614Trim Var.9300.09255533199

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7081.63746630728 & Range & 272 & Trim Var. & 5799.15179592771 \tabularnewline
V(Y[t],d=1,D=0) & 2291.88424908425 & Range & 215 & Trim Var. & 1488.70430107527 \tabularnewline
V(Y[t],d=2,D=0) & 1611.74719940254 & Range & 225 & Trim Var. & 871.750597228858 \tabularnewline
V(Y[t],d=3,D=0) & 2998.68817818389 & Range & 332 & Trim Var. & 1407.57582417582 \tabularnewline
V(Y[t],d=0,D=1) & 572.403111416152 & Range & 132 & Trim Var. & 283.328743545611 \tabularnewline
V(Y[t],d=1,D=1) & 691.728611500701 & Range & 186 & Trim Var. & 290.701439905965 \tabularnewline
V(Y[t],d=2,D=1) & 1609.86813186813 & Range & 216 & Trim Var. & 810.40108401084 \tabularnewline
V(Y[t],d=3,D=1) & 4839.21098901099 & Range & 380 & Trim Var. & 2493.72777777778 \tabularnewline
V(Y[t],d=0,D=2) & 1761.04004817826 & Range & 212 & Trim Var. & 891.525553319919 \tabularnewline
V(Y[t],d=1,D=2) & 2150.39012345679 & Range & 284 & Trim Var. & 924.301408450704 \tabularnewline
V(Y[t],d=2,D=2) & 4918.69857594937 & Range & 372 & Trim Var. & 2763.57062374245 \tabularnewline
V(Y[t],d=3,D=2) & 14727.0191496267 & Range & 614 & Trim Var. & 9300.09255533199 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160634&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7081.63746630728[/C][C]Range[/C][C]272[/C][C]Trim Var.[/C][C]5799.15179592771[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2291.88424908425[/C][C]Range[/C][C]215[/C][C]Trim Var.[/C][C]1488.70430107527[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1611.74719940254[/C][C]Range[/C][C]225[/C][C]Trim Var.[/C][C]871.750597228858[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2998.68817818389[/C][C]Range[/C][C]332[/C][C]Trim Var.[/C][C]1407.57582417582[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]572.403111416152[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]283.328743545611[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]691.728611500701[/C][C]Range[/C][C]186[/C][C]Trim Var.[/C][C]290.701439905965[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1609.86813186813[/C][C]Range[/C][C]216[/C][C]Trim Var.[/C][C]810.40108401084[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4839.21098901099[/C][C]Range[/C][C]380[/C][C]Trim Var.[/C][C]2493.72777777778[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1761.04004817826[/C][C]Range[/C][C]212[/C][C]Trim Var.[/C][C]891.525553319919[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2150.39012345679[/C][C]Range[/C][C]284[/C][C]Trim Var.[/C][C]924.301408450704[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4918.69857594937[/C][C]Range[/C][C]372[/C][C]Trim Var.[/C][C]2763.57062374245[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]14727.0191496267[/C][C]Range[/C][C]614[/C][C]Trim Var.[/C][C]9300.09255533199[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160634&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160634&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)7081.63746630728Range272Trim Var.5799.15179592771
V(Y[t],d=1,D=0)2291.88424908425Range215Trim Var.1488.70430107527
V(Y[t],d=2,D=0)1611.74719940254Range225Trim Var.871.750597228858
V(Y[t],d=3,D=0)2998.68817818389Range332Trim Var.1407.57582417582
V(Y[t],d=0,D=1)572.403111416152Range132Trim Var.283.328743545611
V(Y[t],d=1,D=1)691.728611500701Range186Trim Var.290.701439905965
V(Y[t],d=2,D=1)1609.86813186813Range216Trim Var.810.40108401084
V(Y[t],d=3,D=1)4839.21098901099Range380Trim Var.2493.72777777778
V(Y[t],d=0,D=2)1761.04004817826Range212Trim Var.891.525553319919
V(Y[t],d=1,D=2)2150.39012345679Range284Trim Var.924.301408450704
V(Y[t],d=2,D=2)4918.69857594937Range372Trim Var.2763.57062374245
V(Y[t],d=3,D=2)14727.0191496267Range614Trim Var.9300.09255533199


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()