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 04:51:07 -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/t11965093045sx5a2a0ok31xt8.htm/, Retrieved Sun, 19 May 2024 20:28:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2217, Retrieved Sun, 19 May 2024 20:28:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact229

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 11:51:07] [bd02e85be52eb1cb060a2c60779eb820] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9,1
11,2
7,7
7,9
-2,4
-2,8
-4,9
2,3
7,9
6,7
6
3,8
4,7
6,4
9,3
11
8,5
8,8
10
16,8
11,6
11,5
6
2,9
2,1
2,7
11,2
7,3
11,6
4,6
6
-0,5
1,8
3,7
8,3
8,3
12
7,8
5,3
1
-0,3
2,4
2,7
5,7
3,5
0,6
5,2
2,9
1
-5,5
-7,1
-7,9
-8,8
-7
-5,5
-7,3
-7,5
-3,5
2,2
3,1
4,1
4,2
6
5,5
5,1
5,5
1
1,5
1,2
1,7
-8,6
-11,2
-12,7
-3,1
-1
0,3
-2,9
-2,2
3,2
5,9
13,3
7,3
6,9
8,3
11,8
9,2
5,8
8,8
14,6
28,1
19,7
16,5
-5,3
-2,4
1,9
1,6
-0,1
-1,9
3,4
3,3
3,3
-9,8
-4,6
-6,1
10,6
8,8
10,7
11,7

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=2217&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=2217&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2217&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)47.3706715126341Range40.8Trim Var.26.8989078947368
V(Y[t],d=1,D=0)24.0060077587727Range38.5Trim Var.8.85933258678612
V(Y[t],d=2,D=0)51.0902722371968Range46.6Trim Var.22.6614104323953
V(Y[t],d=3,D=0)162.502688644689Range80Trim Var.80.414672744273
V(Y[t],d=0,D=1)127.177824561404Range68.2Trim Var.75.6016908344733
V(Y[t],d=1,D=1)67.4474132138858Range67.7Trim Var.24.4041135972461
V(Y[t],d=2,D=1)143.562142530313Range83.4Trim Var.52.7484724612737
V(Y[t],d=3,D=1)458.098985507246Range141.4Trim Var.197.765477519835
V(Y[t],d=0,D=2)395.683247274814Range109.5Trim Var.232.872915586820
V(Y[t],d=1,D=2)197.783526300323Range107.1Trim Var.71.1314764079148
V(Y[t],d=2,D=2)418.448185787413Range148.1Trim Var.146.825845070423
V(Y[t],d=3,D=2)1343.99269444444Range232.8Trim Var.530.919633802817

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 47.3706715126341 & Range & 40.8 & Trim Var. & 26.8989078947368 \tabularnewline
V(Y[t],d=1,D=0) & 24.0060077587727 & Range & 38.5 & Trim Var. & 8.85933258678612 \tabularnewline
V(Y[t],d=2,D=0) & 51.0902722371968 & Range & 46.6 & Trim Var. & 22.6614104323953 \tabularnewline
V(Y[t],d=3,D=0) & 162.502688644689 & Range & 80 & Trim Var. & 80.414672744273 \tabularnewline
V(Y[t],d=0,D=1) & 127.177824561404 & Range & 68.2 & Trim Var. & 75.6016908344733 \tabularnewline
V(Y[t],d=1,D=1) & 67.4474132138858 & Range & 67.7 & Trim Var. & 24.4041135972461 \tabularnewline
V(Y[t],d=2,D=1) & 143.562142530313 & Range & 83.4 & Trim Var. & 52.7484724612737 \tabularnewline
V(Y[t],d=3,D=1) & 458.098985507246 & Range & 141.4 & Trim Var. & 197.765477519835 \tabularnewline
V(Y[t],d=0,D=2) & 395.683247274814 & Range & 109.5 & Trim Var. & 232.872915586820 \tabularnewline
V(Y[t],d=1,D=2) & 197.783526300323 & Range & 107.1 & Trim Var. & 71.1314764079148 \tabularnewline
V(Y[t],d=2,D=2) & 418.448185787413 & Range & 148.1 & Trim Var. & 146.825845070423 \tabularnewline
V(Y[t],d=3,D=2) & 1343.99269444444 & Range & 232.8 & Trim Var. & 530.919633802817 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2217&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]47.3706715126341[/C][C]Range[/C][C]40.8[/C][C]Trim Var.[/C][C]26.8989078947368[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]24.0060077587727[/C][C]Range[/C][C]38.5[/C][C]Trim Var.[/C][C]8.85933258678612[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]51.0902722371968[/C][C]Range[/C][C]46.6[/C][C]Trim Var.[/C][C]22.6614104323953[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]162.502688644689[/C][C]Range[/C][C]80[/C][C]Trim Var.[/C][C]80.414672744273[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]127.177824561404[/C][C]Range[/C][C]68.2[/C][C]Trim Var.[/C][C]75.6016908344733[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]67.4474132138858[/C][C]Range[/C][C]67.7[/C][C]Trim Var.[/C][C]24.4041135972461[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]143.562142530313[/C][C]Range[/C][C]83.4[/C][C]Trim Var.[/C][C]52.7484724612737[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]458.098985507246[/C][C]Range[/C][C]141.4[/C][C]Trim Var.[/C][C]197.765477519835[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]395.683247274814[/C][C]Range[/C][C]109.5[/C][C]Trim Var.[/C][C]232.872915586820[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]197.783526300323[/C][C]Range[/C][C]107.1[/C][C]Trim Var.[/C][C]71.1314764079148[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]418.448185787413[/C][C]Range[/C][C]148.1[/C][C]Trim Var.[/C][C]146.825845070423[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1343.99269444444[/C][C]Range[/C][C]232.8[/C][C]Trim Var.[/C][C]530.919633802817[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2217&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2217&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)47.3706715126341Range40.8Trim Var.26.8989078947368
V(Y[t],d=1,D=0)24.0060077587727Range38.5Trim Var.8.85933258678612
V(Y[t],d=2,D=0)51.0902722371968Range46.6Trim Var.22.6614104323953
V(Y[t],d=3,D=0)162.502688644689Range80Trim Var.80.414672744273
V(Y[t],d=0,D=1)127.177824561404Range68.2Trim Var.75.6016908344733
V(Y[t],d=1,D=1)67.4474132138858Range67.7Trim Var.24.4041135972461
V(Y[t],d=2,D=1)143.562142530313Range83.4Trim Var.52.7484724612737
V(Y[t],d=3,D=1)458.098985507246Range141.4Trim Var.197.765477519835
V(Y[t],d=0,D=2)395.683247274814Range109.5Trim Var.232.872915586820
V(Y[t],d=1,D=2)197.783526300323Range107.1Trim Var.71.1314764079148
V(Y[t],d=2,D=2)418.448185787413Range148.1Trim Var.146.825845070423
V(Y[t],d=3,D=2)1343.99269444444Range232.8Trim Var.530.919633802817


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')