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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, 21 Dec 2010 12:48:17 +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/2010/Dec/21/t1292935577ih4r35lftg7gnyk.htm/, Retrieved Sat, 18 May 2024 14:17:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113430, Retrieved Sat, 18 May 2024 14:17:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact158

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] [b-r0245787] [2010-12-19 16:05:46] [ebb35fb07def4d07c0eb7ec8d2fd3b0e]
-    D  [Univariate Explorative Data Analysis] [b-r0245095] [2010-12-19 16:19:41] [ec8d68d52c1e9c5e97bb689b42436a8c]
-    D    [Univariate Explorative Data Analysis] [b-r0245095] [2010-12-21 10:45:43] [ec8d68d52c1e9c5e97bb689b42436a8c]
- RMPD      [Variance Reduction Matrix] [b-r0245787] [2010-12-21 12:44:59] [ebb35fb07def4d07c0eb7ec8d2fd3b0e]
-               [Variance Reduction Matrix] [b-r0245095] [2010-12-21 12:48:17] [4bfaadb29d89ff24ebcdd4f425066435] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.86
0.88
0.93
0.98
0.97
1.03
1.06
1.06
1.08
1.09
1.04
1.00
1.01
1.02
1.04
1.06
1.06
1.06
1.06
1.06
1.02
0.98
0.99
0.99
0.94
0.96
0.98
1.01
1.01
1.02
1.04
1.03
1.05
1.08
1.17
1.11
1.11
1.11
1.11
1.21
1.31
1.37
1.37
1.26
1.23
1.17
1.06
0.95
0.92
0.92
0.90
0.93
0.93
0.97
0.96
0.99
0.98
0.96
1.00
0.99
1.03

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'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113430&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113430&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113430&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'RServer@AstonUniversity' @ vre.aston.ac.uk






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.011468087431694Range0.51Trim Var.0.00469653092006033
V(Y[t],d=1,D=0)0.0018511581920904Range0.21Trim Var.0.00083930817610063
V(Y[t],d=2,D=0)0.0021895382817066Range0.25Trim Var.0.00121613876319759
V(Y[t],d=3,D=0)0.00586654567453115Range0.419999999999999Trim Var.0.00331131221719457
V(Y[t],d=0,D=1)0.0330583333333333Range0.76Trim Var.0.0189398671096346
V(Y[t],d=1,D=1)0.00426737588652482Range0.35Trim Var.0.00195219512195122
V(Y[t],d=2,D=1)0.00453617021276595Range0.29Trim Var.0.0026390243902439
V(Y[t],d=3,D=1)0.0120999516908212Range0.529999999999999Trim Var.0.00652410256410256
V(Y[t],d=0,D=2)0.103584084084084Range1.14Trim Var.0.0727032258064516
V(Y[t],d=1,D=2)0.0143568253968254Range0.629999999999999Trim Var.0.006653125
V(Y[t],d=2,D=2)0.0141534453781512Range0.489999999999998Trim Var.0.00917806451612902
V(Y[t],d=3,D=2)0.0380634581105168Range0.829999999999997Trim Var.0.0221650574712643

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.011468087431694 & Range & 0.51 & Trim Var. & 0.00469653092006033 \tabularnewline
V(Y[t],d=1,D=0) & 0.0018511581920904 & Range & 0.21 & Trim Var. & 0.00083930817610063 \tabularnewline
V(Y[t],d=2,D=0) & 0.0021895382817066 & Range & 0.25 & Trim Var. & 0.00121613876319759 \tabularnewline
V(Y[t],d=3,D=0) & 0.00586654567453115 & Range & 0.419999999999999 & Trim Var. & 0.00331131221719457 \tabularnewline
V(Y[t],d=0,D=1) & 0.0330583333333333 & Range & 0.76 & Trim Var. & 0.0189398671096346 \tabularnewline
V(Y[t],d=1,D=1) & 0.00426737588652482 & Range & 0.35 & Trim Var. & 0.00195219512195122 \tabularnewline
V(Y[t],d=2,D=1) & 0.00453617021276595 & Range & 0.29 & Trim Var. & 0.0026390243902439 \tabularnewline
V(Y[t],d=3,D=1) & 0.0120999516908212 & Range & 0.529999999999999 & Trim Var. & 0.00652410256410256 \tabularnewline
V(Y[t],d=0,D=2) & 0.103584084084084 & Range & 1.14 & Trim Var. & 0.0727032258064516 \tabularnewline
V(Y[t],d=1,D=2) & 0.0143568253968254 & Range & 0.629999999999999 & Trim Var. & 0.006653125 \tabularnewline
V(Y[t],d=2,D=2) & 0.0141534453781512 & Range & 0.489999999999998 & Trim Var. & 0.00917806451612902 \tabularnewline
V(Y[t],d=3,D=2) & 0.0380634581105168 & Range & 0.829999999999997 & Trim Var. & 0.0221650574712643 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113430&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.011468087431694[/C][C]Range[/C][C]0.51[/C][C]Trim Var.[/C][C]0.00469653092006033[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0018511581920904[/C][C]Range[/C][C]0.21[/C][C]Trim Var.[/C][C]0.00083930817610063[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0021895382817066[/C][C]Range[/C][C]0.25[/C][C]Trim Var.[/C][C]0.00121613876319759[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00586654567453115[/C][C]Range[/C][C]0.419999999999999[/C][C]Trim Var.[/C][C]0.00331131221719457[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0330583333333333[/C][C]Range[/C][C]0.76[/C][C]Trim Var.[/C][C]0.0189398671096346[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00426737588652482[/C][C]Range[/C][C]0.35[/C][C]Trim Var.[/C][C]0.00195219512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00453617021276595[/C][C]Range[/C][C]0.29[/C][C]Trim Var.[/C][C]0.0026390243902439[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0120999516908212[/C][C]Range[/C][C]0.529999999999999[/C][C]Trim Var.[/C][C]0.00652410256410256[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.103584084084084[/C][C]Range[/C][C]1.14[/C][C]Trim Var.[/C][C]0.0727032258064516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0143568253968254[/C][C]Range[/C][C]0.629999999999999[/C][C]Trim Var.[/C][C]0.006653125[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0141534453781512[/C][C]Range[/C][C]0.489999999999998[/C][C]Trim Var.[/C][C]0.00917806451612902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0380634581105168[/C][C]Range[/C][C]0.829999999999997[/C][C]Trim Var.[/C][C]0.0221650574712643[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113430&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113430&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)0.011468087431694Range0.51Trim Var.0.00469653092006033
V(Y[t],d=1,D=0)0.0018511581920904Range0.21Trim Var.0.00083930817610063
V(Y[t],d=2,D=0)0.0021895382817066Range0.25Trim Var.0.00121613876319759
V(Y[t],d=3,D=0)0.00586654567453115Range0.419999999999999Trim Var.0.00331131221719457
V(Y[t],d=0,D=1)0.0330583333333333Range0.76Trim Var.0.0189398671096346
V(Y[t],d=1,D=1)0.00426737588652482Range0.35Trim Var.0.00195219512195122
V(Y[t],d=2,D=1)0.00453617021276595Range0.29Trim Var.0.0026390243902439
V(Y[t],d=3,D=1)0.0120999516908212Range0.529999999999999Trim Var.0.00652410256410256
V(Y[t],d=0,D=2)0.103584084084084Range1.14Trim Var.0.0727032258064516
V(Y[t],d=1,D=2)0.0143568253968254Range0.629999999999999Trim Var.0.006653125
V(Y[t],d=2,D=2)0.0141534453781512Range0.489999999999998Trim Var.0.00917806451612902
V(Y[t],d=3,D=2)0.0380634581105168Range0.829999999999997Trim Var.0.0221650574712643


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()