FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 01 Dec 2007 04:31:01 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/01/t1196508315viwe8dp2iaiifs2.htm/, Retrieved Sun, 19 May 2024 18:49:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2210, Retrieved Sun, 19 May 2024 18:49:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact234

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...] [2007-12-01 11:31:01] [bd02e85be52eb1cb060a2c60779eb820] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
134066
130104
123090
116598
109627
105428
137272
159836
155283
141514
131852
130691
128461
123066
117599
111599
105395
102334
131305
149033
144954
132404
122104
118755
116222
110924
103753
99983
93302
91496
119321
139261
133739
123913
113438
109416
109406
105645
101328
97686
93093
91382
122257
139183
139887
131822
116805
113706
113012
110452
107005
102841
98173
98181
137277
147579
146571
138920
130340
128140
127059
122860
117702
113537
108366
111078
150739
159129
157928
147768
137507
136919
136151
133001
125554
119647
114158
116193
152803
161761
160942
149470
139208
134588
130322
126611
122401
117352
112135
112879
148729
157230
157221
146681
136524
132111
125326
122716
116615
113719
110737
112093
143565
149946
149147
134339
122683
115614

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2210&T=0

[TABLE]
[ROW][C]Summary of compuational 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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2210&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2210&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)314282804.961838Range70379Trim Var.218619691.702522
V(Y[t],d=1,D=0)147269487.174220Range54678Trim Var.69937842.3713326
V(Y[t],d=2,D=0)183863479.092633Range70359Trim Var.74131613.63132
V(Y[t],d=3,D=0)400928097.861172Range102632Trim Var.145391025.686068
V(Y[t],d=0,D=1)66016971.7183114Range31517Trim Var.50726752.3168263
V(Y[t],d=1,D=1)5353191.33549832Range14845Trim Var.2493943.81372549
V(Y[t],d=2,D=1)10869195.1289179Range24085Trim Var.5255744.99985657
V(Y[t],d=3,D=1)32256244.7307153Range41104Trim Var.14414287.3964149
V(Y[t],d=0,D=2)65366553.9104991Range33894Trim Var.45944738.0186968
V(Y[t],d=1,D=2)11306902.792536Range19097Trim Var.5467617.48592085
V(Y[t],d=2,D=2)24104111.8526046Range23898Trim Var.12801039.2627152
V(Y[t],d=3,D=2)71748068.4277778Range45646Trim Var.37173165.8209256

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 314282804.961838 & Range & 70379 & Trim Var. & 218619691.702522 \tabularnewline
V(Y[t],d=1,D=0) & 147269487.174220 & Range & 54678 & Trim Var. & 69937842.3713326 \tabularnewline
V(Y[t],d=2,D=0) & 183863479.092633 & Range & 70359 & Trim Var. & 74131613.63132 \tabularnewline
V(Y[t],d=3,D=0) & 400928097.861172 & Range & 102632 & Trim Var. & 145391025.686068 \tabularnewline
V(Y[t],d=0,D=1) & 66016971.7183114 & Range & 31517 & Trim Var. & 50726752.3168263 \tabularnewline
V(Y[t],d=1,D=1) & 5353191.33549832 & Range & 14845 & Trim Var. & 2493943.81372549 \tabularnewline
V(Y[t],d=2,D=1) & 10869195.1289179 & Range & 24085 & Trim Var. & 5255744.99985657 \tabularnewline
V(Y[t],d=3,D=1) & 32256244.7307153 & Range & 41104 & Trim Var. & 14414287.3964149 \tabularnewline
V(Y[t],d=0,D=2) & 65366553.9104991 & Range & 33894 & Trim Var. & 45944738.0186968 \tabularnewline
V(Y[t],d=1,D=2) & 11306902.792536 & Range & 19097 & Trim Var. & 5467617.48592085 \tabularnewline
V(Y[t],d=2,D=2) & 24104111.8526046 & Range & 23898 & Trim Var. & 12801039.2627152 \tabularnewline
V(Y[t],d=3,D=2) & 71748068.4277778 & Range & 45646 & Trim Var. & 37173165.8209256 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2210&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]314282804.961838[/C][C]Range[/C][C]70379[/C][C]Trim Var.[/C][C]218619691.702522[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]147269487.174220[/C][C]Range[/C][C]54678[/C][C]Trim Var.[/C][C]69937842.3713326[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]183863479.092633[/C][C]Range[/C][C]70359[/C][C]Trim Var.[/C][C]74131613.63132[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]400928097.861172[/C][C]Range[/C][C]102632[/C][C]Trim Var.[/C][C]145391025.686068[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]66016971.7183114[/C][C]Range[/C][C]31517[/C][C]Trim Var.[/C][C]50726752.3168263[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5353191.33549832[/C][C]Range[/C][C]14845[/C][C]Trim Var.[/C][C]2493943.81372549[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]10869195.1289179[/C][C]Range[/C][C]24085[/C][C]Trim Var.[/C][C]5255744.99985657[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]32256244.7307153[/C][C]Range[/C][C]41104[/C][C]Trim Var.[/C][C]14414287.3964149[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]65366553.9104991[/C][C]Range[/C][C]33894[/C][C]Trim Var.[/C][C]45944738.0186968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]11306902.792536[/C][C]Range[/C][C]19097[/C][C]Trim Var.[/C][C]5467617.48592085[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]24104111.8526046[/C][C]Range[/C][C]23898[/C][C]Trim Var.[/C][C]12801039.2627152[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]71748068.4277778[/C][C]Range[/C][C]45646[/C][C]Trim Var.[/C][C]37173165.8209256[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2210&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2210&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)314282804.961838Range70379Trim Var.218619691.702522
V(Y[t],d=1,D=0)147269487.174220Range54678Trim Var.69937842.3713326
V(Y[t],d=2,D=0)183863479.092633Range70359Trim Var.74131613.63132
V(Y[t],d=3,D=0)400928097.861172Range102632Trim Var.145391025.686068
V(Y[t],d=0,D=1)66016971.7183114Range31517Trim Var.50726752.3168263
V(Y[t],d=1,D=1)5353191.33549832Range14845Trim Var.2493943.81372549
V(Y[t],d=2,D=1)10869195.1289179Range24085Trim Var.5255744.99985657
V(Y[t],d=3,D=1)32256244.7307153Range41104Trim Var.14414287.3964149
V(Y[t],d=0,D=2)65366553.9104991Range33894Trim Var.45944738.0186968
V(Y[t],d=1,D=2)11306902.792536Range19097Trim Var.5467617.48592085
V(Y[t],d=2,D=2)24104111.8526046Range23898Trim Var.12801039.2627152
V(Y[t],d=3,D=2)71748068.4277778Range45646Trim Var.37173165.8209256


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(x,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')