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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 computationWed, 21 Jan 2015 08:17:18 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Jan/21/t1421828252semw362at2r2ux2.htm/, Retrieved Tue, 14 May 2024 02:38:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=275702, Retrieved Tue, 14 May 2024 02:38:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact51

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] [] [2015-01-21 08:17:18] [d0ee3c98d5e00815b38c7c808f1992f4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
67
72
74
62
56
66
65
59
61
69
74
69
66
68
58
64
66
57
68
62
59
73
61
61
57
58
57
67
81
79
76
78
74
67
84
85
79
82
87
90
87
93
92
82
80
79
77
72
65
73
76
77
76
76
76
75
78
73
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77
83
84
85
81
84
83
83
88
92
92
89
82
73
81
91
80
81
82
84
87
85
74
81
82
86
85
82
86
88
86
83
81
81
81
82
86
85
87
89
90
90
92
86
86
82
80
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79
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77
72
75
79
81
86
88
97
94
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94
91
92
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93
87
84
80
78
75
73
81
76
77
71
71
78
67
76
68
82
64
71
81
69
63
70
77
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76
68

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=275702&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=275702&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=275702&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)89.5913Range41Trim Var.56.2694
V(Y[t],d=1,D=0)33.0132Range35Trim Var.17.0524
V(Y[t],d=2,D=0)82.9592Range57Trim Var.37.7323
V(Y[t],d=3,D=0)257.609Range111Trim Var.120.491
V(Y[t],d=0,D=1)134.38Range52Trim Var.88.8404
V(Y[t],d=1,D=1)67.7457Range50Trim Var.38.5641
V(Y[t],d=2,D=1)168.019Range81Trim Var.85.0901
V(Y[t],d=3,D=1)517.38Range148Trim Var.286.136
V(Y[t],d=0,D=2)427.934Range84Trim Var.286.57
V(Y[t],d=1,D=2)195.681Range94Trim Var.106.972
V(Y[t],d=2,D=2)465.329Range148Trim Var.226.154
V(Y[t],d=3,D=2)1415.44Range239Trim Var.737.992

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 89.5913 & Range & 41 & Trim Var. & 56.2694 \tabularnewline
V(Y[t],d=1,D=0) & 33.0132 & Range & 35 & Trim Var. & 17.0524 \tabularnewline
V(Y[t],d=2,D=0) & 82.9592 & Range & 57 & Trim Var. & 37.7323 \tabularnewline
V(Y[t],d=3,D=0) & 257.609 & Range & 111 & Trim Var. & 120.491 \tabularnewline
V(Y[t],d=0,D=1) & 134.38 & Range & 52 & Trim Var. & 88.8404 \tabularnewline
V(Y[t],d=1,D=1) & 67.7457 & Range & 50 & Trim Var. & 38.5641 \tabularnewline
V(Y[t],d=2,D=1) & 168.019 & Range & 81 & Trim Var. & 85.0901 \tabularnewline
V(Y[t],d=3,D=1) & 517.38 & Range & 148 & Trim Var. & 286.136 \tabularnewline
V(Y[t],d=0,D=2) & 427.934 & Range & 84 & Trim Var. & 286.57 \tabularnewline
V(Y[t],d=1,D=2) & 195.681 & Range & 94 & Trim Var. & 106.972 \tabularnewline
V(Y[t],d=2,D=2) & 465.329 & Range & 148 & Trim Var. & 226.154 \tabularnewline
V(Y[t],d=3,D=2) & 1415.44 & Range & 239 & Trim Var. & 737.992 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=275702&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]89.5913[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]56.2694[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]33.0132[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]17.0524[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]82.9592[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]37.7323[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]257.609[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]120.491[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]134.38[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]88.8404[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]67.7457[/C][C]Range[/C][C]50[/C][C]Trim Var.[/C][C]38.5641[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]168.019[/C][C]Range[/C][C]81[/C][C]Trim Var.[/C][C]85.0901[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]517.38[/C][C]Range[/C][C]148[/C][C]Trim Var.[/C][C]286.136[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]427.934[/C][C]Range[/C][C]84[/C][C]Trim Var.[/C][C]286.57[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]195.681[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]106.972[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]465.329[/C][C]Range[/C][C]148[/C][C]Trim Var.[/C][C]226.154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1415.44[/C][C]Range[/C][C]239[/C][C]Trim Var.[/C][C]737.992[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=275702&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=275702&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)89.5913Range41Trim Var.56.2694
V(Y[t],d=1,D=0)33.0132Range35Trim Var.17.0524
V(Y[t],d=2,D=0)82.9592Range57Trim Var.37.7323
V(Y[t],d=3,D=0)257.609Range111Trim Var.120.491
V(Y[t],d=0,D=1)134.38Range52Trim Var.88.8404
V(Y[t],d=1,D=1)67.7457Range50Trim Var.38.5641
V(Y[t],d=2,D=1)168.019Range81Trim Var.85.0901
V(Y[t],d=3,D=1)517.38Range148Trim Var.286.136
V(Y[t],d=0,D=2)427.934Range84Trim Var.286.57
V(Y[t],d=1,D=2)195.681Range94Trim Var.106.972
V(Y[t],d=2,D=2)465.329Range148Trim Var.226.154
V(Y[t],d=3,D=2)1415.44Range239Trim Var.737.992


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()