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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 08:30:53 -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/t1197645384x1yx4pt3t4s1urs.htm/, Retrieved Thu, 02 May 2024 23:03:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3921, Retrieved Thu, 02 May 2024 23:03:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsChristel Stuer Steven Coomans Nele Rombaut Gregory De Meulenaer Gudrun Verhelst Mathias Bruneel
Estimated Impact192

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] [Paper: VRM] [2007-12-14 15:30:53] [7071e8240f1069aec69cdda95d3fa1f8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
527
516
503
489
479
475
524
552
532
511
492
492
493
481
462
457
442
439
488
521
501
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626

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=3921&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=3921&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3921&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)2984.88712374582Range198Trim Var.2275.07437518820
V(Y[t],d=1,D=0)371.458852258852Range94Trim Var.188.752777777778
V(Y[t],d=2,D=0)527.930212234707Range113Trim Var.239.428955696203
V(Y[t],d=3,D=0)1228.83988764045Range170Trim Var.563.296037296037
V(Y[t],d=0,D=1)752.639082278481Range96Trim Var.601.266823161189
V(Y[t],d=1,D=1)44.831223628692Range41Trim Var.20.2503105590062
V(Y[t],d=2,D=1)89.545288045288Range56Trim Var.49.7314578005115
V(Y[t],d=3,D=1)261.094326725906Range88Trim Var.143.739556692242
V(Y[t],d=0,D=2)649.884108867428Range91Trim Var.492.163559322034
V(Y[t],d=1,D=2)124.855269109000Range63Trim Var.54.3173582700175
V(Y[t],d=2,D=2)250.722843822844Range69Trim Var.151.681077694236
V(Y[t],d=3,D=2)705.460096153846Range118Trim Var.443.575187969925

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2984.88712374582 & Range & 198 & Trim Var. & 2275.07437518820 \tabularnewline
V(Y[t],d=1,D=0) & 371.458852258852 & Range & 94 & Trim Var. & 188.752777777778 \tabularnewline
V(Y[t],d=2,D=0) & 527.930212234707 & Range & 113 & Trim Var. & 239.428955696203 \tabularnewline
V(Y[t],d=3,D=0) & 1228.83988764045 & Range & 170 & Trim Var. & 563.296037296037 \tabularnewline
V(Y[t],d=0,D=1) & 752.639082278481 & Range & 96 & Trim Var. & 601.266823161189 \tabularnewline
V(Y[t],d=1,D=1) & 44.831223628692 & Range & 41 & Trim Var. & 20.2503105590062 \tabularnewline
V(Y[t],d=2,D=1) & 89.545288045288 & Range & 56 & Trim Var. & 49.7314578005115 \tabularnewline
V(Y[t],d=3,D=1) & 261.094326725906 & Range & 88 & Trim Var. & 143.739556692242 \tabularnewline
V(Y[t],d=0,D=2) & 649.884108867428 & Range & 91 & Trim Var. & 492.163559322034 \tabularnewline
V(Y[t],d=1,D=2) & 124.855269109000 & Range & 63 & Trim Var. & 54.3173582700175 \tabularnewline
V(Y[t],d=2,D=2) & 250.722843822844 & Range & 69 & Trim Var. & 151.681077694236 \tabularnewline
V(Y[t],d=3,D=2) & 705.460096153846 & Range & 118 & Trim Var. & 443.575187969925 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3921&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2984.88712374582[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]2275.07437518820[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]371.458852258852[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]188.752777777778[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]527.930212234707[/C][C]Range[/C][C]113[/C][C]Trim Var.[/C][C]239.428955696203[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1228.83988764045[/C][C]Range[/C][C]170[/C][C]Trim Var.[/C][C]563.296037296037[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]752.639082278481[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]601.266823161189[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]44.831223628692[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]20.2503105590062[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]89.545288045288[/C][C]Range[/C][C]56[/C][C]Trim Var.[/C][C]49.7314578005115[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]261.094326725906[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]143.739556692242[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]649.884108867428[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]492.163559322034[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]124.855269109000[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]54.3173582700175[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]250.722843822844[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]151.681077694236[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]705.460096153846[/C][C]Range[/C][C]118[/C][C]Trim Var.[/C][C]443.575187969925[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3921&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3921&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)2984.88712374582Range198Trim Var.2275.07437518820
V(Y[t],d=1,D=0)371.458852258852Range94Trim Var.188.752777777778
V(Y[t],d=2,D=0)527.930212234707Range113Trim Var.239.428955696203
V(Y[t],d=3,D=0)1228.83988764045Range170Trim Var.563.296037296037
V(Y[t],d=0,D=1)752.639082278481Range96Trim Var.601.266823161189
V(Y[t],d=1,D=1)44.831223628692Range41Trim Var.20.2503105590062
V(Y[t],d=2,D=1)89.545288045288Range56Trim Var.49.7314578005115
V(Y[t],d=3,D=1)261.094326725906Range88Trim Var.143.739556692242
V(Y[t],d=0,D=2)649.884108867428Range91Trim Var.492.163559322034
V(Y[t],d=1,D=2)124.855269109000Range63Trim Var.54.3173582700175
V(Y[t],d=2,D=2)250.722843822844Range69Trim Var.151.681077694236
V(Y[t],d=3,D=2)705.460096153846Range118Trim Var.443.575187969925


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')