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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 computationWed, 12 Dec 2007 08:56:25 -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/12/t1197474249iirgdorw3lcyqdl.htm/, Retrieved Thu, 02 May 2024 21:16:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3231, Retrieved Thu, 02 May 2024 21:16:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsvariance reduction matrix
Estimated Impact199

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...] [2007-12-12 15:56:25] [e4c7d76df262b0a2d80dba01c6bb2cb8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
467.037
460.070
447.988
442.867
436.087
431.328
484.015
509.673
512.927
502.831
470.984
471.067
476.049
474.605
470.439
461.251
454.724
455.626
516.847
525.192
522.975
518.585
509.239
512.238
519.164
517.009
509.933
509.127
500.857
506.971
569.323
579.714
577.992
565.464
547.344
554.788
562.325
560.854
555.332
543.599
536.662
542.722
593.530
610.763
612.613
611.324
594.167
595.454
590.865
589.379
584.428
573.100
567.456
569.028
620.735
628.884
628.232
612.117
595.404
597.141
593.408
590.072
579.799
574.205
572.775
572.942
619.567
625.809
619.916
587.625
565.742
557.274

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=3231&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=3231&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3231&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)3053.10640740141Range197.556Trim Var.2318.84214447619
V(Y[t],d=1,D=0)351.195806739638Range94.643Trim Var.140.823025877624
V(Y[t],d=2,D=0)507.16716109089Range113.195Trim Var.218.591684449762
V(Y[t],d=3,D=0)1254.21336586871Range168.62Trim Var.549.003616562841
V(Y[t],d=0,D=1)465.923689988701Range94.884Trim Var.290.891820301887
V(Y[t],d=1,D=1)48.779173080070Range39.814Trim Var.25.9309480827285
V(Y[t],d=2,D=1)81.237924531155Range44.2329999999999Trim Var.50.4472118808442
V(Y[t],d=3,D=1)228.564731398494Range74.0689999999998Trim Var.142.077774927057
V(Y[t],d=0,D=2)551.791433137854Range90.555Trim Var.371.849544755517
V(Y[t],d=1,D=2)109.029498378353Range50.6519999999996Trim Var.53.1316476756098
V(Y[t],d=2,D=2)207.402616543476Range61.1729999999998Trim Var.130.711220164101
V(Y[t],d=3,D=2)591.485702249488Range95.4809999999997Trim Var.373.834431009441

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3053.10640740141 & Range & 197.556 & Trim Var. & 2318.84214447619 \tabularnewline
V(Y[t],d=1,D=0) & 351.195806739638 & Range & 94.643 & Trim Var. & 140.823025877624 \tabularnewline
V(Y[t],d=2,D=0) & 507.16716109089 & Range & 113.195 & Trim Var. & 218.591684449762 \tabularnewline
V(Y[t],d=3,D=0) & 1254.21336586871 & Range & 168.62 & Trim Var. & 549.003616562841 \tabularnewline
V(Y[t],d=0,D=1) & 465.923689988701 & Range & 94.884 & Trim Var. & 290.891820301887 \tabularnewline
V(Y[t],d=1,D=1) & 48.779173080070 & Range & 39.814 & Trim Var. & 25.9309480827285 \tabularnewline
V(Y[t],d=2,D=1) & 81.237924531155 & Range & 44.2329999999999 & Trim Var. & 50.4472118808442 \tabularnewline
V(Y[t],d=3,D=1) & 228.564731398494 & Range & 74.0689999999998 & Trim Var. & 142.077774927057 \tabularnewline
V(Y[t],d=0,D=2) & 551.791433137854 & Range & 90.555 & Trim Var. & 371.849544755517 \tabularnewline
V(Y[t],d=1,D=2) & 109.029498378353 & Range & 50.6519999999996 & Trim Var. & 53.1316476756098 \tabularnewline
V(Y[t],d=2,D=2) & 207.402616543476 & Range & 61.1729999999998 & Trim Var. & 130.711220164101 \tabularnewline
V(Y[t],d=3,D=2) & 591.485702249488 & Range & 95.4809999999997 & Trim Var. & 373.834431009441 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3231&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3053.10640740141[/C][C]Range[/C][C]197.556[/C][C]Trim Var.[/C][C]2318.84214447619[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]351.195806739638[/C][C]Range[/C][C]94.643[/C][C]Trim Var.[/C][C]140.823025877624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]507.16716109089[/C][C]Range[/C][C]113.195[/C][C]Trim Var.[/C][C]218.591684449762[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1254.21336586871[/C][C]Range[/C][C]168.62[/C][C]Trim Var.[/C][C]549.003616562841[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]465.923689988701[/C][C]Range[/C][C]94.884[/C][C]Trim Var.[/C][C]290.891820301887[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]48.779173080070[/C][C]Range[/C][C]39.814[/C][C]Trim Var.[/C][C]25.9309480827285[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]81.237924531155[/C][C]Range[/C][C]44.2329999999999[/C][C]Trim Var.[/C][C]50.4472118808442[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]228.564731398494[/C][C]Range[/C][C]74.0689999999998[/C][C]Trim Var.[/C][C]142.077774927057[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]551.791433137854[/C][C]Range[/C][C]90.555[/C][C]Trim Var.[/C][C]371.849544755517[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]109.029498378353[/C][C]Range[/C][C]50.6519999999996[/C][C]Trim Var.[/C][C]53.1316476756098[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]207.402616543476[/C][C]Range[/C][C]61.1729999999998[/C][C]Trim Var.[/C][C]130.711220164101[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]591.485702249488[/C][C]Range[/C][C]95.4809999999997[/C][C]Trim Var.[/C][C]373.834431009441[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3231&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3231&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)3053.10640740141Range197.556Trim Var.2318.84214447619
V(Y[t],d=1,D=0)351.195806739638Range94.643Trim Var.140.823025877624
V(Y[t],d=2,D=0)507.16716109089Range113.195Trim Var.218.591684449762
V(Y[t],d=3,D=0)1254.21336586871Range168.62Trim Var.549.003616562841
V(Y[t],d=0,D=1)465.923689988701Range94.884Trim Var.290.891820301887
V(Y[t],d=1,D=1)48.779173080070Range39.814Trim Var.25.9309480827285
V(Y[t],d=2,D=1)81.237924531155Range44.2329999999999Trim Var.50.4472118808442
V(Y[t],d=3,D=1)228.564731398494Range74.0689999999998Trim Var.142.077774927057
V(Y[t],d=0,D=2)551.791433137854Range90.555Trim Var.371.849544755517
V(Y[t],d=1,D=2)109.029498378353Range50.6519999999996Trim Var.53.1316476756098
V(Y[t],d=2,D=2)207.402616543476Range61.1729999999998Trim Var.130.711220164101
V(Y[t],d=3,D=2)591.485702249488Range95.4809999999997Trim Var.373.834431009441


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')