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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Module--
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 04 Dec 2012 11:46:00 -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/2012/Dec/04/t1354639574p0tynp6htpxc17y.htm/, Retrieved Thu, 25 Apr 2024 16:09:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=196383, Retrieved Thu, 25 Apr 2024 16:09:53 +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)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMPD        [Variance Reduction Matrix] [] [2011-12-05 19:11:28] [bdca8f3e7c3554be8c1291e54f61d441]
- RM              [Variance Reduction Matrix] [WS9, 1] [2012-12-04 16:46:00] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9007
8106
8928
9137
10017
10826
11317
10744
9713
9938
9161
8927
7750
6981
8038
8422
8714
9512
10120
9823
8743
9129
8710
8680
8162
7306
8124
7870
9387
9556
10093
9620
8285
8433
8160
8034
7717
7461
7776
7925
8634
8945
10078
9179
8037
8488
7874
8647
7792
6957
7726
8106
8890
9299
10625
9302
8314
8850
8265
8796
7836
6892
7791
8129
9115
9434
10484
9827
9110
9070
8633
9240

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=196383&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=196383&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196383&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)918411.746283255Range4425Trim Var.555864.624751984
V(Y[t],d=1,D=0)541522.062374245Range2852Trim Var.406842.930875576
V(Y[t],d=2,D=0)1056826.62857143Range4492Trim Var.710115.780274987
V(Y[t],d=3,D=0)3130755.63597613Range6550Trim Var.2411568.62076503
V(Y[t],d=0,D=1)288714.508474576Range2110Trim Var.207432.832983927
V(Y[t],d=1,D=1)155301.867329047Range2033Trim Var.92889.8976777939
V(Y[t],d=2,D=1)428291.647912886Range3717Trim Var.222873.841628959
V(Y[t],d=3,D=1)1390976.60213033Range6129Trim Var.735652.690196078
V(Y[t],d=0,D=2)463535.147163121Range3402Trim Var.255476.478513357
V(Y[t],d=1,D=2)475129.357076781Range3846Trim Var.237241.104878049
V(Y[t],d=2,D=2)1361694.75797101Range5878Trim Var.604991.012820513
V(Y[t],d=3,D=2)4520789.58282828Range10935Trim Var.2384533.41295547

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 918411.746283255 & Range & 4425 & Trim Var. & 555864.624751984 \tabularnewline
V(Y[t],d=1,D=0) & 541522.062374245 & Range & 2852 & Trim Var. & 406842.930875576 \tabularnewline
V(Y[t],d=2,D=0) & 1056826.62857143 & Range & 4492 & Trim Var. & 710115.780274987 \tabularnewline
V(Y[t],d=3,D=0) & 3130755.63597613 & Range & 6550 & Trim Var. & 2411568.62076503 \tabularnewline
V(Y[t],d=0,D=1) & 288714.508474576 & Range & 2110 & Trim Var. & 207432.832983927 \tabularnewline
V(Y[t],d=1,D=1) & 155301.867329047 & Range & 2033 & Trim Var. & 92889.8976777939 \tabularnewline
V(Y[t],d=2,D=1) & 428291.647912886 & Range & 3717 & Trim Var. & 222873.841628959 \tabularnewline
V(Y[t],d=3,D=1) & 1390976.60213033 & Range & 6129 & Trim Var. & 735652.690196078 \tabularnewline
V(Y[t],d=0,D=2) & 463535.147163121 & Range & 3402 & Trim Var. & 255476.478513357 \tabularnewline
V(Y[t],d=1,D=2) & 475129.357076781 & Range & 3846 & Trim Var. & 237241.104878049 \tabularnewline
V(Y[t],d=2,D=2) & 1361694.75797101 & Range & 5878 & Trim Var. & 604991.012820513 \tabularnewline
V(Y[t],d=3,D=2) & 4520789.58282828 & Range & 10935 & Trim Var. & 2384533.41295547 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=196383&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]918411.746283255[/C][C]Range[/C][C]4425[/C][C]Trim Var.[/C][C]555864.624751984[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]541522.062374245[/C][C]Range[/C][C]2852[/C][C]Trim Var.[/C][C]406842.930875576[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1056826.62857143[/C][C]Range[/C][C]4492[/C][C]Trim Var.[/C][C]710115.780274987[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3130755.63597613[/C][C]Range[/C][C]6550[/C][C]Trim Var.[/C][C]2411568.62076503[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]288714.508474576[/C][C]Range[/C][C]2110[/C][C]Trim Var.[/C][C]207432.832983927[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]155301.867329047[/C][C]Range[/C][C]2033[/C][C]Trim Var.[/C][C]92889.8976777939[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]428291.647912886[/C][C]Range[/C][C]3717[/C][C]Trim Var.[/C][C]222873.841628959[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1390976.60213033[/C][C]Range[/C][C]6129[/C][C]Trim Var.[/C][C]735652.690196078[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]463535.147163121[/C][C]Range[/C][C]3402[/C][C]Trim Var.[/C][C]255476.478513357[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]475129.357076781[/C][C]Range[/C][C]3846[/C][C]Trim Var.[/C][C]237241.104878049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1361694.75797101[/C][C]Range[/C][C]5878[/C][C]Trim Var.[/C][C]604991.012820513[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4520789.58282828[/C][C]Range[/C][C]10935[/C][C]Trim Var.[/C][C]2384533.41295547[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=196383&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196383&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)918411.746283255Range4425Trim Var.555864.624751984
V(Y[t],d=1,D=0)541522.062374245Range2852Trim Var.406842.930875576
V(Y[t],d=2,D=0)1056826.62857143Range4492Trim Var.710115.780274987
V(Y[t],d=3,D=0)3130755.63597613Range6550Trim Var.2411568.62076503
V(Y[t],d=0,D=1)288714.508474576Range2110Trim Var.207432.832983927
V(Y[t],d=1,D=1)155301.867329047Range2033Trim Var.92889.8976777939
V(Y[t],d=2,D=1)428291.647912886Range3717Trim Var.222873.841628959
V(Y[t],d=3,D=1)1390976.60213033Range6129Trim Var.735652.690196078
V(Y[t],d=0,D=2)463535.147163121Range3402Trim Var.255476.478513357
V(Y[t],d=1,D=2)475129.357076781Range3846Trim Var.237241.104878049
V(Y[t],d=2,D=2)1361694.75797101Range5878Trim Var.604991.012820513
V(Y[t],d=3,D=2)4520789.58282828Range10935Trim Var.2384533.41295547


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ; par2 = ; par3 = ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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()