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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 computationSun, 16 Dec 2007 07:35:02 -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/16/t1197814709rdcnia1f9qgre6q.htm/, Retrieved Thu, 02 May 2024 13:49:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4189, Retrieved Thu, 02 May 2024 13:49:30 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsregistratie nieuwe personenwagens
Estimated Impact219

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...] [2007-12-16 14:35:02] [0eafefa7b02d47065fceb6c46f54fbf9] [Current]
-    D    [Variance Reduction Matrix] [] [2008-12-23 15:01:37] [74be16979710d4c4e7c6647856088456]
-    D    [Variance Reduction Matrix] [] [2008-12-23 15:04:26] [74be16979710d4c4e7c6647856088456]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,2
0,8
1,2
4,5
0,4
5,9
6,5
12,8
4,2
-3,3
-12,5
-16,3
-10,5
-11,8
-11,4
-17,7
-17,3
-18,6
-17,9
-21,4
-19,4
-15,5
-7,7
-0,7
-1,6
1,4
0,7
9,5
1,4
4,1
6,6
18,4
16,9
9,2
-4,3
-5,9
-7,7
-5,4
-2,3
-4,8
2,3
-5,2
-10
-17,1
-14,4
-3,9
3,7
6,5
0,9
-4,1
-7
-12,2
-2,5
4,4
13,7
12,3
13,4
2,2
1,7
-7,2
-4,8
-2,9
-2,4
-2,5
-5,3
-7,1
-8
-8,9
-7,7
-1,1
4
9,6
10,9
13

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'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 & 1 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=4189&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4189&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4189&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)87.9355423917068Range39.8Trim Var.60.8265571095571
V(Y[t],d=1,D=0)29.7691057838661Range25.3Trim Var.19.3885
V(Y[t],d=2,D=0)47.3304049295775Range31.8Trim Var.29.4048586309524
V(Y[t],d=3,D=0)140.256084507042Range54.1Trim Var.90.3522171018945
V(Y[t],d=0,D=1)314.204740877842Range75.3Trim Var.200.254874213836
V(Y[t],d=1,D=1)102.788010928962Range42.8Trim Var.64.3249419448476
V(Y[t],d=2,D=1)148.814855932203Range51.9Trim Var.104.188176100629
V(Y[t],d=3,D=1)422.169205143191Range93.5Trim Var.287.014172714078
V(Y[t],d=0,D=2)1203.45233061224Range149.3Trim Var.764.243298097252
V(Y[t],d=1,D=2)397.271666666667Range82.3Trim Var.252.250708748616
V(Y[t],d=2,D=2)540.349428191489Range89.3Trim Var.372.989181184669
V(Y[t],d=3,D=2)1465.52930619796Range169.4Trim Var.917.31287804878

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 87.9355423917068 & Range & 39.8 & Trim Var. & 60.8265571095571 \tabularnewline
V(Y[t],d=1,D=0) & 29.7691057838661 & Range & 25.3 & Trim Var. & 19.3885 \tabularnewline
V(Y[t],d=2,D=0) & 47.3304049295775 & Range & 31.8 & Trim Var. & 29.4048586309524 \tabularnewline
V(Y[t],d=3,D=0) & 140.256084507042 & Range & 54.1 & Trim Var. & 90.3522171018945 \tabularnewline
V(Y[t],d=0,D=1) & 314.204740877842 & Range & 75.3 & Trim Var. & 200.254874213836 \tabularnewline
V(Y[t],d=1,D=1) & 102.788010928962 & Range & 42.8 & Trim Var. & 64.3249419448476 \tabularnewline
V(Y[t],d=2,D=1) & 148.814855932203 & Range & 51.9 & Trim Var. & 104.188176100629 \tabularnewline
V(Y[t],d=3,D=1) & 422.169205143191 & Range & 93.5 & Trim Var. & 287.014172714078 \tabularnewline
V(Y[t],d=0,D=2) & 1203.45233061224 & Range & 149.3 & Trim Var. & 764.243298097252 \tabularnewline
V(Y[t],d=1,D=2) & 397.271666666667 & Range & 82.3 & Trim Var. & 252.250708748616 \tabularnewline
V(Y[t],d=2,D=2) & 540.349428191489 & Range & 89.3 & Trim Var. & 372.989181184669 \tabularnewline
V(Y[t],d=3,D=2) & 1465.52930619796 & Range & 169.4 & Trim Var. & 917.31287804878 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4189&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]87.9355423917068[/C][C]Range[/C][C]39.8[/C][C]Trim Var.[/C][C]60.8265571095571[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]29.7691057838661[/C][C]Range[/C][C]25.3[/C][C]Trim Var.[/C][C]19.3885[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]47.3304049295775[/C][C]Range[/C][C]31.8[/C][C]Trim Var.[/C][C]29.4048586309524[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]140.256084507042[/C][C]Range[/C][C]54.1[/C][C]Trim Var.[/C][C]90.3522171018945[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]314.204740877842[/C][C]Range[/C][C]75.3[/C][C]Trim Var.[/C][C]200.254874213836[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]102.788010928962[/C][C]Range[/C][C]42.8[/C][C]Trim Var.[/C][C]64.3249419448476[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]148.814855932203[/C][C]Range[/C][C]51.9[/C][C]Trim Var.[/C][C]104.188176100629[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]422.169205143191[/C][C]Range[/C][C]93.5[/C][C]Trim Var.[/C][C]287.014172714078[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1203.45233061224[/C][C]Range[/C][C]149.3[/C][C]Trim Var.[/C][C]764.243298097252[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]397.271666666667[/C][C]Range[/C][C]82.3[/C][C]Trim Var.[/C][C]252.250708748616[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]540.349428191489[/C][C]Range[/C][C]89.3[/C][C]Trim Var.[/C][C]372.989181184669[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1465.52930619796[/C][C]Range[/C][C]169.4[/C][C]Trim Var.[/C][C]917.31287804878[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4189&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4189&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)87.9355423917068Range39.8Trim Var.60.8265571095571
V(Y[t],d=1,D=0)29.7691057838661Range25.3Trim Var.19.3885
V(Y[t],d=2,D=0)47.3304049295775Range31.8Trim Var.29.4048586309524
V(Y[t],d=3,D=0)140.256084507042Range54.1Trim Var.90.3522171018945
V(Y[t],d=0,D=1)314.204740877842Range75.3Trim Var.200.254874213836
V(Y[t],d=1,D=1)102.788010928962Range42.8Trim Var.64.3249419448476
V(Y[t],d=2,D=1)148.814855932203Range51.9Trim Var.104.188176100629
V(Y[t],d=3,D=1)422.169205143191Range93.5Trim Var.287.014172714078
V(Y[t],d=0,D=2)1203.45233061224Range149.3Trim Var.764.243298097252
V(Y[t],d=1,D=2)397.271666666667Range82.3Trim Var.252.250708748616
V(Y[t],d=2,D=2)540.349428191489Range89.3Trim Var.372.989181184669
V(Y[t],d=3,D=2)1465.52930619796Range169.4Trim Var.917.31287804878


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')