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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 computationTue, 03 Dec 2013 14:19:21 -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/2013/Dec/03/t1386098478u5lns4mjwnegrsc.htm/, Retrieved Thu, 25 Apr 2024 07:18:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=230385, Retrieved Thu, 25 Apr 2024 07:18:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact61

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] [var matrix] [2013-12-03 19:19:21] [b86744663ec671173a5f381479557f00] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4
5
7
5
6
5
3
7
7
11
13
13
9
7
6
3
5
1
5
2
9
4
4
10
8
6
7
0
7
4
5
11
2
4
5
12
10
6
6
8
3
10
2
5
4
3
8
5
7
1
7
4
8
7
10
2
6
6
11
8
8
6
11
15
9
5
10
4
9
3
7
7
9
15
11
10
6
5
6
6
14
11
1
9
13
10
11
7
6
4
6
8
6
7
12
20
10
14
11
13
7
9
8
7
9
10
12
13
11
11
14
10
9
12
8
13
14
15
14
14
15
14
21
10
8
12
13
6
12
12

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=230385&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=230385&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=230385&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)15.3751Range21Trim Var.8.06422
V(Y[t],d=1,D=0)17.1367Range19Trim Var.10.0518
V(Y[t],d=2,D=0)50.3858Range36Trim Var.30.1799
V(Y[t],d=3,D=0)170.005Range59Trim Var.104.934
V(Y[t],d=0,D=1)17.6683Range20Trim Var.9.5968
V(Y[t],d=1,D=1)34.4436Range31Trim Var.21.6288
V(Y[t],d=2,D=1)106.991Range48Trim Var.63.3525
V(Y[t],d=3,D=1)369.225Range89Trim Var.242.804
V(Y[t],d=0,D=2)49.9001Range35Trim Var.29.4126
V(Y[t],d=1,D=2)103.288Range52Trim Var.53.6809
V(Y[t],d=2,D=2)326.484Range78Trim Var.203.736
V(Y[t],d=3,D=2)1129.9Range152Trim Var.712.502

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 15.3751 & Range & 21 & Trim Var. & 8.06422 \tabularnewline
V(Y[t],d=1,D=0) & 17.1367 & Range & 19 & Trim Var. & 10.0518 \tabularnewline
V(Y[t],d=2,D=0) & 50.3858 & Range & 36 & Trim Var. & 30.1799 \tabularnewline
V(Y[t],d=3,D=0) & 170.005 & Range & 59 & Trim Var. & 104.934 \tabularnewline
V(Y[t],d=0,D=1) & 17.6683 & Range & 20 & Trim Var. & 9.5968 \tabularnewline
V(Y[t],d=1,D=1) & 34.4436 & Range & 31 & Trim Var. & 21.6288 \tabularnewline
V(Y[t],d=2,D=1) & 106.991 & Range & 48 & Trim Var. & 63.3525 \tabularnewline
V(Y[t],d=3,D=1) & 369.225 & Range & 89 & Trim Var. & 242.804 \tabularnewline
V(Y[t],d=0,D=2) & 49.9001 & Range & 35 & Trim Var. & 29.4126 \tabularnewline
V(Y[t],d=1,D=2) & 103.288 & Range & 52 & Trim Var. & 53.6809 \tabularnewline
V(Y[t],d=2,D=2) & 326.484 & Range & 78 & Trim Var. & 203.736 \tabularnewline
V(Y[t],d=3,D=2) & 1129.9 & Range & 152 & Trim Var. & 712.502 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=230385&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]15.3751[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]8.06422[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]17.1367[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]10.0518[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]50.3858[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]30.1799[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]170.005[/C][C]Range[/C][C]59[/C][C]Trim Var.[/C][C]104.934[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]17.6683[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]9.5968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]34.4436[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]21.6288[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]106.991[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]63.3525[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]369.225[/C][C]Range[/C][C]89[/C][C]Trim Var.[/C][C]242.804[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]49.9001[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]29.4126[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]103.288[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]53.6809[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]326.484[/C][C]Range[/C][C]78[/C][C]Trim Var.[/C][C]203.736[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1129.9[/C][C]Range[/C][C]152[/C][C]Trim Var.[/C][C]712.502[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=230385&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=230385&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)15.3751Range21Trim Var.8.06422
V(Y[t],d=1,D=0)17.1367Range19Trim Var.10.0518
V(Y[t],d=2,D=0)50.3858Range36Trim Var.30.1799
V(Y[t],d=3,D=0)170.005Range59Trim Var.104.934
V(Y[t],d=0,D=1)17.6683Range20Trim Var.9.5968
V(Y[t],d=1,D=1)34.4436Range31Trim Var.21.6288
V(Y[t],d=2,D=1)106.991Range48Trim Var.63.3525
V(Y[t],d=3,D=1)369.225Range89Trim Var.242.804
V(Y[t],d=0,D=2)49.9001Range35Trim Var.29.4126
V(Y[t],d=1,D=2)103.288Range52Trim Var.53.6809
V(Y[t],d=2,D=2)326.484Range78Trim Var.203.736
V(Y[t],d=3,D=2)1129.9Range152Trim Var.712.502


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,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(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()