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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 computationFri, 07 Dec 2007 05:34:20 -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/07/t1197030051b0kmtfonhrqdejt.htm/, Retrieved Mon, 29 Apr 2024 00:29:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2777, Retrieved Mon, 29 Apr 2024 00:29:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact198

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] [Verbetering_w8] [2007-12-07 12:34:20] [129742d52914620af0bad7eb53591257] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
27
-36
23
23
23
0
0
36
0
-22
-22
-50
0
0
-23
0
-23
-23
-23
-23
-23
0
-36
23
-13
23
0
59
23
0
0
0
0
0
36
36
-36
0
0
-36
0
-36
-36
-35
-34
-26
-59
-28
0
0
0
0
0
0
0
0
0
0
-42
-43
-45
-33
-34
-36
0
0
0
-40
0
-15
25
-15
-15
0
-62
-25
0
0
0
0
0
-22
-22
-22
0
0
-26
-27
-27
-30
-27
-39
-40
7
5
3
-10
-45
-34
-35
-36
-37
-38
-42
-42
-42
-44
-74

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=2777&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=2777&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2777&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)563.989875389408Range133Trim Var.349.63673245614
V(Y[t],d=1,D=0)627.298712749074Range131Trim Var.323.432624113475
V(Y[t],d=2,D=0)1771.9688230009Range217Trim Var.887.357877512856
V(Y[t],d=3,D=0)5696.20879120879Range370Trim Var.2785.90744810745
V(Y[t],d=0,D=1)1155.73673245614Range168Trim Var.683.698495212038
V(Y[t],d=1,D=1)1337.29451287794Range195Trim Var.706.980392156863
V(Y[t],d=2,D=1)3832.37531457332Range340Trim Var.2026.76403173670
V(Y[t],d=3,D=1)12587.0413744741Range591Trim Var.6860.81927710843
V(Y[t],d=0,D=2)3612.34925415950Range298Trim Var.2212.72298325723
V(Y[t],d=1,D=2)3634.9985307082Range282Trim Var.1987.19292237443
V(Y[t],d=2,D=2)10114.7529358627Range485Trim Var.5601.33255086072
V(Y[t],d=3,D=2)33328.5160493827Range880Trim Var.18699.6555331992

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 563.989875389408 & Range & 133 & Trim Var. & 349.63673245614 \tabularnewline
V(Y[t],d=1,D=0) & 627.298712749074 & Range & 131 & Trim Var. & 323.432624113475 \tabularnewline
V(Y[t],d=2,D=0) & 1771.9688230009 & Range & 217 & Trim Var. & 887.357877512856 \tabularnewline
V(Y[t],d=3,D=0) & 5696.20879120879 & Range & 370 & Trim Var. & 2785.90744810745 \tabularnewline
V(Y[t],d=0,D=1) & 1155.73673245614 & Range & 168 & Trim Var. & 683.698495212038 \tabularnewline
V(Y[t],d=1,D=1) & 1337.29451287794 & Range & 195 & Trim Var. & 706.980392156863 \tabularnewline
V(Y[t],d=2,D=1) & 3832.37531457332 & Range & 340 & Trim Var. & 2026.76403173670 \tabularnewline
V(Y[t],d=3,D=1) & 12587.0413744741 & Range & 591 & Trim Var. & 6860.81927710843 \tabularnewline
V(Y[t],d=0,D=2) & 3612.34925415950 & Range & 298 & Trim Var. & 2212.72298325723 \tabularnewline
V(Y[t],d=1,D=2) & 3634.9985307082 & Range & 282 & Trim Var. & 1987.19292237443 \tabularnewline
V(Y[t],d=2,D=2) & 10114.7529358627 & Range & 485 & Trim Var. & 5601.33255086072 \tabularnewline
V(Y[t],d=3,D=2) & 33328.5160493827 & Range & 880 & Trim Var. & 18699.6555331992 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2777&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]563.989875389408[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]349.63673245614[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]627.298712749074[/C][C]Range[/C][C]131[/C][C]Trim Var.[/C][C]323.432624113475[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1771.9688230009[/C][C]Range[/C][C]217[/C][C]Trim Var.[/C][C]887.357877512856[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5696.20879120879[/C][C]Range[/C][C]370[/C][C]Trim Var.[/C][C]2785.90744810745[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1155.73673245614[/C][C]Range[/C][C]168[/C][C]Trim Var.[/C][C]683.698495212038[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1337.29451287794[/C][C]Range[/C][C]195[/C][C]Trim Var.[/C][C]706.980392156863[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3832.37531457332[/C][C]Range[/C][C]340[/C][C]Trim Var.[/C][C]2026.76403173670[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]12587.0413744741[/C][C]Range[/C][C]591[/C][C]Trim Var.[/C][C]6860.81927710843[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3612.34925415950[/C][C]Range[/C][C]298[/C][C]Trim Var.[/C][C]2212.72298325723[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3634.9985307082[/C][C]Range[/C][C]282[/C][C]Trim Var.[/C][C]1987.19292237443[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10114.7529358627[/C][C]Range[/C][C]485[/C][C]Trim Var.[/C][C]5601.33255086072[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]33328.5160493827[/C][C]Range[/C][C]880[/C][C]Trim Var.[/C][C]18699.6555331992[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2777&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2777&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)563.989875389408Range133Trim Var.349.63673245614
V(Y[t],d=1,D=0)627.298712749074Range131Trim Var.323.432624113475
V(Y[t],d=2,D=0)1771.9688230009Range217Trim Var.887.357877512856
V(Y[t],d=3,D=0)5696.20879120879Range370Trim Var.2785.90744810745
V(Y[t],d=0,D=1)1155.73673245614Range168Trim Var.683.698495212038
V(Y[t],d=1,D=1)1337.29451287794Range195Trim Var.706.980392156863
V(Y[t],d=2,D=1)3832.37531457332Range340Trim Var.2026.76403173670
V(Y[t],d=3,D=1)12587.0413744741Range591Trim Var.6860.81927710843
V(Y[t],d=0,D=2)3612.34925415950Range298Trim Var.2212.72298325723
V(Y[t],d=1,D=2)3634.9985307082Range282Trim Var.1987.19292237443
V(Y[t],d=2,D=2)10114.7529358627Range485Trim Var.5601.33255086072
V(Y[t],d=3,D=2)33328.5160493827Range880Trim Var.18699.6555331992


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;
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')