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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 computationThu, 22 Dec 2016 23:04:19 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/22/t14824442854b3ewimkaeras0u.htm/, Retrieved Fri, 01 Nov 2024 03:31:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302708, Retrieved Fri, 01 Nov 2024 03:31:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact106

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] [Variance reductio...] [2016-12-22 22:04:19] [d4ebbcc95b180bc93fc42d05f31a3dde] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5500
3860
4880
4420
4900
4230
3970
4690
4190
4960
5590
5000
6030
4690
4090
5070
5050
4520
5070
4290
4400
5080
4180
5230
5200
3800
5010
4420
4810
4690
5390
4730
4770
4690
4450
5400
5590
4360
5370
4660
4450
4980
4590
4580
4290
4840
5100
6170
5990
4950
5310

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302708&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=302708&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302708&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)289929Range2370Trim Var.162812
V(Y[t],d=1,D=0)546461Range2850Trim Var.386135
V(Y[t],d=2,D=0)1603200Range5030Trim Var.1102650
V(Y[t],d=3,D=0)5110320Range8390Trim Var.3561290
V(Y[t],d=0,D=1)483913Range2960Trim Var.337926
V(Y[t],d=1,D=1)789025Range4090Trim Var.456053
V(Y[t],d=2,D=1)2062920Range6430Trim Var.1206270
V(Y[t],d=3,D=1)6552860Range11210Trim Var.3667570
V(Y[t],d=0,D=2)1325870Range5310Trim Var.818164
V(Y[t],d=1,D=2)1962850Range6130Trim Var.1187850
V(Y[t],d=2,D=2)4901030Range9020Trim Var.3028750
V(Y[t],d=3,D=2)16358900Range17050Trim Var.8998330

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 289929 & Range & 2370 & Trim Var. & 162812 \tabularnewline
V(Y[t],d=1,D=0) & 546461 & Range & 2850 & Trim Var. & 386135 \tabularnewline
V(Y[t],d=2,D=0) & 1603200 & Range & 5030 & Trim Var. & 1102650 \tabularnewline
V(Y[t],d=3,D=0) & 5110320 & Range & 8390 & Trim Var. & 3561290 \tabularnewline
V(Y[t],d=0,D=1) & 483913 & Range & 2960 & Trim Var. & 337926 \tabularnewline
V(Y[t],d=1,D=1) & 789025 & Range & 4090 & Trim Var. & 456053 \tabularnewline
V(Y[t],d=2,D=1) & 2062920 & Range & 6430 & Trim Var. & 1206270 \tabularnewline
V(Y[t],d=3,D=1) & 6552860 & Range & 11210 & Trim Var. & 3667570 \tabularnewline
V(Y[t],d=0,D=2) & 1325870 & Range & 5310 & Trim Var. & 818164 \tabularnewline
V(Y[t],d=1,D=2) & 1962850 & Range & 6130 & Trim Var. & 1187850 \tabularnewline
V(Y[t],d=2,D=2) & 4901030 & Range & 9020 & Trim Var. & 3028750 \tabularnewline
V(Y[t],d=3,D=2) & 16358900 & Range & 17050 & Trim Var. & 8998330 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302708&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]289929[/C][C]Range[/C][C]2370[/C][C]Trim Var.[/C][C]162812[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]546461[/C][C]Range[/C][C]2850[/C][C]Trim Var.[/C][C]386135[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1603200[/C][C]Range[/C][C]5030[/C][C]Trim Var.[/C][C]1102650[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5110320[/C][C]Range[/C][C]8390[/C][C]Trim Var.[/C][C]3561290[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]483913[/C][C]Range[/C][C]2960[/C][C]Trim Var.[/C][C]337926[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]789025[/C][C]Range[/C][C]4090[/C][C]Trim Var.[/C][C]456053[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2062920[/C][C]Range[/C][C]6430[/C][C]Trim Var.[/C][C]1206270[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6552860[/C][C]Range[/C][C]11210[/C][C]Trim Var.[/C][C]3667570[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1325870[/C][C]Range[/C][C]5310[/C][C]Trim Var.[/C][C]818164[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1962850[/C][C]Range[/C][C]6130[/C][C]Trim Var.[/C][C]1187850[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4901030[/C][C]Range[/C][C]9020[/C][C]Trim Var.[/C][C]3028750[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]16358900[/C][C]Range[/C][C]17050[/C][C]Trim Var.[/C][C]8998330[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302708&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302708&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)289929Range2370Trim Var.162812
V(Y[t],d=1,D=0)546461Range2850Trim Var.386135
V(Y[t],d=2,D=0)1603200Range5030Trim Var.1102650
V(Y[t],d=3,D=0)5110320Range8390Trim Var.3561290
V(Y[t],d=0,D=1)483913Range2960Trim Var.337926
V(Y[t],d=1,D=1)789025Range4090Trim Var.456053
V(Y[t],d=2,D=1)2062920Range6430Trim Var.1206270
V(Y[t],d=3,D=1)6552860Range11210Trim Var.3667570
V(Y[t],d=0,D=2)1325870Range5310Trim Var.818164
V(Y[t],d=1,D=2)1962850Range6130Trim Var.1187850
V(Y[t],d=2,D=2)4901030Range9020Trim Var.3028750
V(Y[t],d=3,D=2)16358900Range17050Trim Var.8998330


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 3 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n.orig <- length(x)
x <- na.omit(x)
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)
if(n.orig!=n) {
a<-table.row.start(a)
a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F)
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()