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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, 14 Dec 2007 03:24:33 -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/14/t1197626989av65ks5huozag2s.htm/, Retrieved Thu, 02 May 2024 20:45:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3803, Retrieved Thu, 02 May 2024 20:45:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact233

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] [VRM - Serie 2 - p...] [2007-12-14 10:24:33] [921757a21ec3444367392306fe4aab7f] [Current]
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Dataset

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

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=3803&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=3803&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3803&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)0.716056497175141Range3.2Trim Var.0.440886123680241
V(Y[t],d=1,D=0)0.153711279953244Range2.8Trim Var.0.0434803921568627
V(Y[t],d=2,D=0)0.298418027828191Range3.1Trim Var.0.125037707390648
V(Y[t],d=3,D=0)0.888007518796992Range5.1Trim Var.0.395466666666666
V(Y[t],d=0,D=1)0.252180851063830Range1.9Trim Var.0.160060975609756
V(Y[t],d=1,D=1)0.138788159111933Range2.1Trim Var.0.0432560975609756
V(Y[t],d=2,D=1)0.284Range2.20000000000000Trim Var.0.182564102564102
V(Y[t],d=3,D=1)0.85179797979798Range4Trim Var.0.51944669365722
V(Y[t],d=0,D=2)0.345928571428571Range2.4Trim Var.0.208225806451613
V(Y[t],d=1,D=2)0.395764705882353Range3.7Trim Var.0.120064516129032
V(Y[t],d=2,D=2)0.813021390374332Range3.9Trim Var.0.431871921182266
V(Y[t],d=3,D=2)2.45734848484849Range7Trim Var.1.45741379310345

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.716056497175141 & Range & 3.2 & Trim Var. & 0.440886123680241 \tabularnewline
V(Y[t],d=1,D=0) & 0.153711279953244 & Range & 2.8 & Trim Var. & 0.0434803921568627 \tabularnewline
V(Y[t],d=2,D=0) & 0.298418027828191 & Range & 3.1 & Trim Var. & 0.125037707390648 \tabularnewline
V(Y[t],d=3,D=0) & 0.888007518796992 & Range & 5.1 & Trim Var. & 0.395466666666666 \tabularnewline
V(Y[t],d=0,D=1) & 0.252180851063830 & Range & 1.9 & Trim Var. & 0.160060975609756 \tabularnewline
V(Y[t],d=1,D=1) & 0.138788159111933 & Range & 2.1 & Trim Var. & 0.0432560975609756 \tabularnewline
V(Y[t],d=2,D=1) & 0.284 & Range & 2.20000000000000 & Trim Var. & 0.182564102564102 \tabularnewline
V(Y[t],d=3,D=1) & 0.85179797979798 & Range & 4 & Trim Var. & 0.51944669365722 \tabularnewline
V(Y[t],d=0,D=2) & 0.345928571428571 & Range & 2.4 & Trim Var. & 0.208225806451613 \tabularnewline
V(Y[t],d=1,D=2) & 0.395764705882353 & Range & 3.7 & Trim Var. & 0.120064516129032 \tabularnewline
V(Y[t],d=2,D=2) & 0.813021390374332 & Range & 3.9 & Trim Var. & 0.431871921182266 \tabularnewline
V(Y[t],d=3,D=2) & 2.45734848484849 & Range & 7 & Trim Var. & 1.45741379310345 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3803&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.716056497175141[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.440886123680241[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.153711279953244[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.0434803921568627[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.298418027828191[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.125037707390648[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.888007518796992[/C][C]Range[/C][C]5.1[/C][C]Trim Var.[/C][C]0.395466666666666[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.252180851063830[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.160060975609756[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.138788159111933[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0432560975609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.284[/C][C]Range[/C][C]2.20000000000000[/C][C]Trim Var.[/C][C]0.182564102564102[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.85179797979798[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.51944669365722[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.345928571428571[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.208225806451613[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.395764705882353[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.120064516129032[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.813021390374332[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.431871921182266[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.45734848484849[/C][C]Range[/C][C]7[/C][C]Trim Var.[/C][C]1.45741379310345[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3803&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3803&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)0.716056497175141Range3.2Trim Var.0.440886123680241
V(Y[t],d=1,D=0)0.153711279953244Range2.8Trim Var.0.0434803921568627
V(Y[t],d=2,D=0)0.298418027828191Range3.1Trim Var.0.125037707390648
V(Y[t],d=3,D=0)0.888007518796992Range5.1Trim Var.0.395466666666666
V(Y[t],d=0,D=1)0.252180851063830Range1.9Trim Var.0.160060975609756
V(Y[t],d=1,D=1)0.138788159111933Range2.1Trim Var.0.0432560975609756
V(Y[t],d=2,D=1)0.284Range2.20000000000000Trim Var.0.182564102564102
V(Y[t],d=3,D=1)0.85179797979798Range4Trim Var.0.51944669365722
V(Y[t],d=0,D=2)0.345928571428571Range2.4Trim Var.0.208225806451613
V(Y[t],d=1,D=2)0.395764705882353Range3.7Trim Var.0.120064516129032
V(Y[t],d=2,D=2)0.813021390374332Range3.9Trim Var.0.431871921182266
V(Y[t],d=3,D=2)2.45734848484849Range7Trim Var.1.45741379310345


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')