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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 computationMon, 17 Dec 2007 02:38:15 -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/17/t11978833042lkh14bf9qovs46.htm/, Retrieved Sat, 04 May 2024 01:02:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4290, Retrieved Sat, 04 May 2024 01:02:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact239

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] [] [2007-12-17 09:38:15] [6552dbdb87730106b738e8affc0d90fa] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.96
1
1.05
1.03
1.07
1.12
1.1
1.06
1.11
1.08
1.07
1.02
1
1.04
1.02
1.07
1.12
1.08
1.02
1.01
1.04
0.98
0.95
0.94
0.94
0.96
0.97
1.03
1.01
0.99
1
1
1.02
1.01
0.99
0.98
1.01
1.03
1.03
1
0.96
0.97
0.98
1.02
1.04
1.01
1.01
1
1.01
1.02
1.03
1.06
1.12
1.12
1.13
1.13
1.13
1.17
1.14
1.08
1.07
1.12
1.14
1.21
1.2
1.23
1.29
1.31
1.37
1.35
1.26
1.26

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=4290&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=4290&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4290&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)0.0095295579029734Range0.43Trim Var.0.00514489687995769
V(Y[t],d=1,D=0)0.00117903420523139Range0.16Trim Var.0.000729666842940244
V(Y[t],d=2,D=0)0.00205474120082816Range0.18Trim Var.0.00119446460980036
V(Y[t],d=3,D=0)0.0054721653878943Range0.33Trim Var.0.00346429378531074
V(Y[t],d=0,D=1)0.0074825988700565Range0.36Trim Var.0.00554986023759609
V(Y[t],d=1,D=1)0.0017666861484512Range0.19Trim Var.0.000943510204081634
V(Y[t],d=2,D=1)0.00356031457955233Range0.26Trim Var.0.00236018099547512
V(Y[t],d=3,D=1)0.00910476190476192Range0.41Trim Var.0.00582517647058825
V(Y[t],d=0,D=2)0.00766023936170214Range0.37Trim Var.0.00515725900116145
V(Y[t],d=1,D=2)0.00469454209065681Range0.32Trim Var.0.00255378205128205
V(Y[t],d=2,D=2)0.00911850241545895Range0.42Trim Var.0.00544608974358975
V(Y[t],d=3,D=2)0.0226225252525253Range0.64Trim Var.0.0131127311522049

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0095295579029734 & Range & 0.43 & Trim Var. & 0.00514489687995769 \tabularnewline
V(Y[t],d=1,D=0) & 0.00117903420523139 & Range & 0.16 & Trim Var. & 0.000729666842940244 \tabularnewline
V(Y[t],d=2,D=0) & 0.00205474120082816 & Range & 0.18 & Trim Var. & 0.00119446460980036 \tabularnewline
V(Y[t],d=3,D=0) & 0.0054721653878943 & Range & 0.33 & Trim Var. & 0.00346429378531074 \tabularnewline
V(Y[t],d=0,D=1) & 0.0074825988700565 & Range & 0.36 & Trim Var. & 0.00554986023759609 \tabularnewline
V(Y[t],d=1,D=1) & 0.0017666861484512 & Range & 0.19 & Trim Var. & 0.000943510204081634 \tabularnewline
V(Y[t],d=2,D=1) & 0.00356031457955233 & Range & 0.26 & Trim Var. & 0.00236018099547512 \tabularnewline
V(Y[t],d=3,D=1) & 0.00910476190476192 & Range & 0.41 & Trim Var. & 0.00582517647058825 \tabularnewline
V(Y[t],d=0,D=2) & 0.00766023936170214 & Range & 0.37 & Trim Var. & 0.00515725900116145 \tabularnewline
V(Y[t],d=1,D=2) & 0.00469454209065681 & Range & 0.32 & Trim Var. & 0.00255378205128205 \tabularnewline
V(Y[t],d=2,D=2) & 0.00911850241545895 & Range & 0.42 & Trim Var. & 0.00544608974358975 \tabularnewline
V(Y[t],d=3,D=2) & 0.0226225252525253 & Range & 0.64 & Trim Var. & 0.0131127311522049 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4290&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0095295579029734[/C][C]Range[/C][C]0.43[/C][C]Trim Var.[/C][C]0.00514489687995769[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00117903420523139[/C][C]Range[/C][C]0.16[/C][C]Trim Var.[/C][C]0.000729666842940244[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00205474120082816[/C][C]Range[/C][C]0.18[/C][C]Trim Var.[/C][C]0.00119446460980036[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0054721653878943[/C][C]Range[/C][C]0.33[/C][C]Trim Var.[/C][C]0.00346429378531074[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0074825988700565[/C][C]Range[/C][C]0.36[/C][C]Trim Var.[/C][C]0.00554986023759609[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0017666861484512[/C][C]Range[/C][C]0.19[/C][C]Trim Var.[/C][C]0.000943510204081634[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00356031457955233[/C][C]Range[/C][C]0.26[/C][C]Trim Var.[/C][C]0.00236018099547512[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00910476190476192[/C][C]Range[/C][C]0.41[/C][C]Trim Var.[/C][C]0.00582517647058825[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00766023936170214[/C][C]Range[/C][C]0.37[/C][C]Trim Var.[/C][C]0.00515725900116145[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00469454209065681[/C][C]Range[/C][C]0.32[/C][C]Trim Var.[/C][C]0.00255378205128205[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00911850241545895[/C][C]Range[/C][C]0.42[/C][C]Trim Var.[/C][C]0.00544608974358975[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0226225252525253[/C][C]Range[/C][C]0.64[/C][C]Trim Var.[/C][C]0.0131127311522049[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4290&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4290&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)0.0095295579029734Range0.43Trim Var.0.00514489687995769
V(Y[t],d=1,D=0)0.00117903420523139Range0.16Trim Var.0.000729666842940244
V(Y[t],d=2,D=0)0.00205474120082816Range0.18Trim Var.0.00119446460980036
V(Y[t],d=3,D=0)0.0054721653878943Range0.33Trim Var.0.00346429378531074
V(Y[t],d=0,D=1)0.0074825988700565Range0.36Trim Var.0.00554986023759609
V(Y[t],d=1,D=1)0.0017666861484512Range0.19Trim Var.0.000943510204081634
V(Y[t],d=2,D=1)0.00356031457955233Range0.26Trim Var.0.00236018099547512
V(Y[t],d=3,D=1)0.00910476190476192Range0.41Trim Var.0.00582517647058825
V(Y[t],d=0,D=2)0.00766023936170214Range0.37Trim Var.0.00515725900116145
V(Y[t],d=1,D=2)0.00469454209065681Range0.32Trim Var.0.00255378205128205
V(Y[t],d=2,D=2)0.00911850241545895Range0.42Trim Var.0.00544608974358975
V(Y[t],d=3,D=2)0.0226225252525253Range0.64Trim Var.0.0131127311522049


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')