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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 06 Dec 2007 07:28:43 -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/06/t1196950556qhqe8a75gtx53ar.htm/, Retrieved Fri, 03 May 2024 08:09:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2623, Retrieved Fri, 03 May 2024 08:09:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact182

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] [WS4: Q2 Inflatie] [2007-12-06 14:28:43] [9b75aacdafaeee3fe66fbd4de075ccd6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,1
1,3
1,2
1,6
1,7
1,5
0,9
1,5
1,4
1,6
1,7
1,4
1,8
1,7
1,4
1,2
1
1,7
2,4
2
2,1
2
1,8
2,7
2,3
1,9
2
2,3
2,8
2,4
2,3
2,7
2,7
2,9
3
2,2
2,3
2,8
2,8
2,8
2,2
2,6
2,8
2,5
2,4
2,3
1,9
1,7
2
2,1
1,7
1,8
1,8
1,8
1,3
1,3
1,3
1,2
1,4
2,2

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2623&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2623&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2623&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.304225988700565Range2.1Trim Var.0.191840816326531
V(Y[t],d=1,D=0)0.129129164231444Range1.7Trim Var.0.0729411764705882
V(Y[t],d=2,D=0)0.283750756200847Range2.5Trim Var.0.159317647058824
V(Y[t],d=3,D=0)0.802067669172932Range4.2Trim Var.0.493567346938776
V(Y[t],d=0,D=1)0.6275Range3.3Trim Var.0.426457607433217
V(Y[t],d=1,D=1)0.436503237742831Range3Trim Var.0.265975609756098
V(Y[t],d=2,D=1)0.968294685990338Range4.5Trim Var.0.492814102564103
V(Y[t],d=3,D=1)2.71745454545455Range7.7Trim Var.1.48815114709852
V(Y[t],d=0,D=2)1.26421428571429Range4.9Trim Var.0.79383064516129
V(Y[t],d=1,D=2)1.58467226890756Range5.2Trim Var.1.06903225806452
V(Y[t],d=2,D=2)3.71076648841355Range7.7Trim Var.2.35558620689655
V(Y[t],d=3,D=2)10.4130871212121Range13.7Trim Var.6.54507389162562

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.304225988700565 & Range & 2.1 & Trim Var. & 0.191840816326531 \tabularnewline
V(Y[t],d=1,D=0) & 0.129129164231444 & Range & 1.7 & Trim Var. & 0.0729411764705882 \tabularnewline
V(Y[t],d=2,D=0) & 0.283750756200847 & Range & 2.5 & Trim Var. & 0.159317647058824 \tabularnewline
V(Y[t],d=3,D=0) & 0.802067669172932 & Range & 4.2 & Trim Var. & 0.493567346938776 \tabularnewline
V(Y[t],d=0,D=1) & 0.6275 & Range & 3.3 & Trim Var. & 0.426457607433217 \tabularnewline
V(Y[t],d=1,D=1) & 0.436503237742831 & Range & 3 & Trim Var. & 0.265975609756098 \tabularnewline
V(Y[t],d=2,D=1) & 0.968294685990338 & Range & 4.5 & Trim Var. & 0.492814102564103 \tabularnewline
V(Y[t],d=3,D=1) & 2.71745454545455 & Range & 7.7 & Trim Var. & 1.48815114709852 \tabularnewline
V(Y[t],d=0,D=2) & 1.26421428571429 & Range & 4.9 & Trim Var. & 0.79383064516129 \tabularnewline
V(Y[t],d=1,D=2) & 1.58467226890756 & Range & 5.2 & Trim Var. & 1.06903225806452 \tabularnewline
V(Y[t],d=2,D=2) & 3.71076648841355 & Range & 7.7 & Trim Var. & 2.35558620689655 \tabularnewline
V(Y[t],d=3,D=2) & 10.4130871212121 & Range & 13.7 & Trim Var. & 6.54507389162562 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2623&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.304225988700565[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.191840816326531[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.129129164231444[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0729411764705882[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.283750756200847[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.159317647058824[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.802067669172932[/C][C]Range[/C][C]4.2[/C][C]Trim Var.[/C][C]0.493567346938776[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.6275[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.426457607433217[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.436503237742831[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.265975609756098[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.968294685990338[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.492814102564103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.71745454545455[/C][C]Range[/C][C]7.7[/C][C]Trim Var.[/C][C]1.48815114709852[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.26421428571429[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.79383064516129[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.58467226890756[/C][C]Range[/C][C]5.2[/C][C]Trim Var.[/C][C]1.06903225806452[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.71076648841355[/C][C]Range[/C][C]7.7[/C][C]Trim Var.[/C][C]2.35558620689655[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10.4130871212121[/C][C]Range[/C][C]13.7[/C][C]Trim Var.[/C][C]6.54507389162562[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2623&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2623&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)0.304225988700565Range2.1Trim Var.0.191840816326531
V(Y[t],d=1,D=0)0.129129164231444Range1.7Trim Var.0.0729411764705882
V(Y[t],d=2,D=0)0.283750756200847Range2.5Trim Var.0.159317647058824
V(Y[t],d=3,D=0)0.802067669172932Range4.2Trim Var.0.493567346938776
V(Y[t],d=0,D=1)0.6275Range3.3Trim Var.0.426457607433217
V(Y[t],d=1,D=1)0.436503237742831Range3Trim Var.0.265975609756098
V(Y[t],d=2,D=1)0.968294685990338Range4.5Trim Var.0.492814102564103
V(Y[t],d=3,D=1)2.71745454545455Range7.7Trim Var.1.48815114709852
V(Y[t],d=0,D=2)1.26421428571429Range4.9Trim Var.0.79383064516129
V(Y[t],d=1,D=2)1.58467226890756Range5.2Trim Var.1.06903225806452
V(Y[t],d=2,D=2)3.71076648841355Range7.7Trim Var.2.35558620689655
V(Y[t],d=3,D=2)10.4130871212121Range13.7Trim Var.6.54507389162562


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')