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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 03:28:00 -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/t1197627156p3mso0u2r54ed0k.htm/, Retrieved Fri, 03 May 2024 03:03:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3807, Retrieved Fri, 03 May 2024 03:03:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact201

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 3 - p...] [2007-12-14 10:28:00] [921757a21ec3444367392306fe4aab7f] [Current]
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Dataset

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

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=3807&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=3807&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3807&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)0.411649717514124Range2.3Trim Var.0.289058823529412
V(Y[t],d=1,D=0)0.139684395090590Range1.8Trim Var.0.0690816326530612
V(Y[t],d=2,D=0)0.300338777979431Range2.3Trim Var.0.201161387631976
V(Y[t],d=3,D=0)0.884743107769423Range3.9Trim Var.0.612587755102041
V(Y[t],d=0,D=1)0.86950354609929Range4Trim Var.0.521609756097561
V(Y[t],d=1,D=1)0.451517113783534Range2.8Trim Var.0.264109756097561
V(Y[t],d=2,D=1)1.04085024154589Range4.1Trim Var.0.651121794871795
V(Y[t],d=3,D=1)3.1760101010101Range6.9Trim Var.2.21879892037787
V(Y[t],d=0,D=2)1.52027777777778Range5.1Trim Var.0.976129032258065
V(Y[t],d=1,D=2)1.43339495798319Range4.9Trim Var.0.80851724137931
V(Y[t],d=2,D=2)3.56977718360071Range7Trim Var.2.38326436781609
V(Y[t],d=3,D=2)11.3542613636364Range12.4Trim Var.8.37327586206897

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.411649717514124 & Range & 2.3 & Trim Var. & 0.289058823529412 \tabularnewline
V(Y[t],d=1,D=0) & 0.139684395090590 & Range & 1.8 & Trim Var. & 0.0690816326530612 \tabularnewline
V(Y[t],d=2,D=0) & 0.300338777979431 & Range & 2.3 & Trim Var. & 0.201161387631976 \tabularnewline
V(Y[t],d=3,D=0) & 0.884743107769423 & Range & 3.9 & Trim Var. & 0.612587755102041 \tabularnewline
V(Y[t],d=0,D=1) & 0.86950354609929 & Range & 4 & Trim Var. & 0.521609756097561 \tabularnewline
V(Y[t],d=1,D=1) & 0.451517113783534 & Range & 2.8 & Trim Var. & 0.264109756097561 \tabularnewline
V(Y[t],d=2,D=1) & 1.04085024154589 & Range & 4.1 & Trim Var. & 0.651121794871795 \tabularnewline
V(Y[t],d=3,D=1) & 3.1760101010101 & Range & 6.9 & Trim Var. & 2.21879892037787 \tabularnewline
V(Y[t],d=0,D=2) & 1.52027777777778 & Range & 5.1 & Trim Var. & 0.976129032258065 \tabularnewline
V(Y[t],d=1,D=2) & 1.43339495798319 & Range & 4.9 & Trim Var. & 0.80851724137931 \tabularnewline
V(Y[t],d=2,D=2) & 3.56977718360071 & Range & 7 & Trim Var. & 2.38326436781609 \tabularnewline
V(Y[t],d=3,D=2) & 11.3542613636364 & Range & 12.4 & Trim Var. & 8.37327586206897 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3807&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.411649717514124[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.289058823529412[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.139684395090590[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0690816326530612[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.300338777979431[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.201161387631976[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.884743107769423[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.612587755102041[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.86950354609929[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.521609756097561[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.451517113783534[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.264109756097561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.04085024154589[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.651121794871795[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.1760101010101[/C][C]Range[/C][C]6.9[/C][C]Trim Var.[/C][C]2.21879892037787[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.52027777777778[/C][C]Range[/C][C]5.1[/C][C]Trim Var.[/C][C]0.976129032258065[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.43339495798319[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.80851724137931[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.56977718360071[/C][C]Range[/C][C]7[/C][C]Trim Var.[/C][C]2.38326436781609[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]11.3542613636364[/C][C]Range[/C][C]12.4[/C][C]Trim Var.[/C][C]8.37327586206897[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3807&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3807&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)0.411649717514124Range2.3Trim Var.0.289058823529412
V(Y[t],d=1,D=0)0.139684395090590Range1.8Trim Var.0.0690816326530612
V(Y[t],d=2,D=0)0.300338777979431Range2.3Trim Var.0.201161387631976
V(Y[t],d=3,D=0)0.884743107769423Range3.9Trim Var.0.612587755102041
V(Y[t],d=0,D=1)0.86950354609929Range4Trim Var.0.521609756097561
V(Y[t],d=1,D=1)0.451517113783534Range2.8Trim Var.0.264109756097561
V(Y[t],d=2,D=1)1.04085024154589Range4.1Trim Var.0.651121794871795
V(Y[t],d=3,D=1)3.1760101010101Range6.9Trim Var.2.21879892037787
V(Y[t],d=0,D=2)1.52027777777778Range5.1Trim Var.0.976129032258065
V(Y[t],d=1,D=2)1.43339495798319Range4.9Trim Var.0.80851724137931
V(Y[t],d=2,D=2)3.56977718360071Range7Trim Var.2.38326436781609
V(Y[t],d=3,D=2)11.3542613636364Range12.4Trim Var.8.37327586206897


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')