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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 computationThu, 27 Dec 2007 06:17:54 -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/27/t1198760313s6qmm27z4exup10.htm/, Retrieved Sat, 27 Apr 2024 19:36:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4897, Retrieved Sat, 27 Apr 2024 19:36:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact277

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 ba II] [2007-12-27 13:17:54] [011cc8cdd02d5893b5258ac3f5e21d83] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,36
0,35
0,35
0,35
0,33
0,78
0,71
0,62
0,52
0,46
0,43
0,43
0,42
0,42
0,42
0,42
0,43
0,99
1,03
0,83
0,64
0,6
0,58
0,58
0,58
0,57
0,57
0,56
0,56
0,88
0,84
0,69
0,59
0,54
0,52
0,52
0,51
0,52
0,51
0,51
0,53
0,95
0,98
0,88
0,81
0,77
0,76
0,75
0,73
0,74
0,73
0,75
0,77
1,09
1,03
0,9
0,76
0,66
0,63
0,61
0,61
0,61
0,61
0,61
0,62
0,76
0,83
0,81
0,77
0,75
0,76
0,76

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=4897&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=4897&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4897&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)0.033189651799687Range0.76Trim Var.0.0219835069444444
V(Y[t],d=1,D=0)0.016262092555332Range0.76Trim Var.0.00355442908346134
V(Y[t],d=2,D=0)0.0291927329192547Range1.07Trim Var.0.00641142252776309
V(Y[t],d=3,D=0)0.078464620630861Range1.61Trim Var.0.0192672131147541
V(Y[t],d=0,D=1)0.0214864124293785Range0.65Trim Var.0.0158099419448476
V(Y[t],d=1,D=1)0.00430970192869667Range0.37Trim Var.0.00184917043740573
V(Y[t],d=2,D=1)0.00590698729582577Range0.54Trim Var.0.00133103318250377
V(Y[t],d=3,D=1)0.0148910401002506Range0.81Trim Var.0.00362666666666666
V(Y[t],d=0,D=2)0.071291445035461Range0.84Trim Var.0.0594222996515679
V(Y[t],d=1,D=2)0.0126724329324699Range0.69Trim Var.0.00469548780487805
V(Y[t],d=2,D=2)0.0138765700483092Range0.66Trim Var.0.00355384615384615
V(Y[t],d=3,D=2)0.0311646464646465Range0.97Trim Var.0.0110576248313090

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.033189651799687 & Range & 0.76 & Trim Var. & 0.0219835069444444 \tabularnewline
V(Y[t],d=1,D=0) & 0.016262092555332 & Range & 0.76 & Trim Var. & 0.00355442908346134 \tabularnewline
V(Y[t],d=2,D=0) & 0.0291927329192547 & Range & 1.07 & Trim Var. & 0.00641142252776309 \tabularnewline
V(Y[t],d=3,D=0) & 0.078464620630861 & Range & 1.61 & Trim Var. & 0.0192672131147541 \tabularnewline
V(Y[t],d=0,D=1) & 0.0214864124293785 & Range & 0.65 & Trim Var. & 0.0158099419448476 \tabularnewline
V(Y[t],d=1,D=1) & 0.00430970192869667 & Range & 0.37 & Trim Var. & 0.00184917043740573 \tabularnewline
V(Y[t],d=2,D=1) & 0.00590698729582577 & Range & 0.54 & Trim Var. & 0.00133103318250377 \tabularnewline
V(Y[t],d=3,D=1) & 0.0148910401002506 & Range & 0.81 & Trim Var. & 0.00362666666666666 \tabularnewline
V(Y[t],d=0,D=2) & 0.071291445035461 & Range & 0.84 & Trim Var. & 0.0594222996515679 \tabularnewline
V(Y[t],d=1,D=2) & 0.0126724329324699 & Range & 0.69 & Trim Var. & 0.00469548780487805 \tabularnewline
V(Y[t],d=2,D=2) & 0.0138765700483092 & Range & 0.66 & Trim Var. & 0.00355384615384615 \tabularnewline
V(Y[t],d=3,D=2) & 0.0311646464646465 & Range & 0.97 & Trim Var. & 0.0110576248313090 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4897&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.033189651799687[/C][C]Range[/C][C]0.76[/C][C]Trim Var.[/C][C]0.0219835069444444[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.016262092555332[/C][C]Range[/C][C]0.76[/C][C]Trim Var.[/C][C]0.00355442908346134[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0291927329192547[/C][C]Range[/C][C]1.07[/C][C]Trim Var.[/C][C]0.00641142252776309[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.078464620630861[/C][C]Range[/C][C]1.61[/C][C]Trim Var.[/C][C]0.0192672131147541[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0214864124293785[/C][C]Range[/C][C]0.65[/C][C]Trim Var.[/C][C]0.0158099419448476[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00430970192869667[/C][C]Range[/C][C]0.37[/C][C]Trim Var.[/C][C]0.00184917043740573[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00590698729582577[/C][C]Range[/C][C]0.54[/C][C]Trim Var.[/C][C]0.00133103318250377[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0148910401002506[/C][C]Range[/C][C]0.81[/C][C]Trim Var.[/C][C]0.00362666666666666[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.071291445035461[/C][C]Range[/C][C]0.84[/C][C]Trim Var.[/C][C]0.0594222996515679[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0126724329324699[/C][C]Range[/C][C]0.69[/C][C]Trim Var.[/C][C]0.00469548780487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0138765700483092[/C][C]Range[/C][C]0.66[/C][C]Trim Var.[/C][C]0.00355384615384615[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0311646464646465[/C][C]Range[/C][C]0.97[/C][C]Trim Var.[/C][C]0.0110576248313090[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4897&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4897&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)0.033189651799687Range0.76Trim Var.0.0219835069444444
V(Y[t],d=1,D=0)0.016262092555332Range0.76Trim Var.0.00355442908346134
V(Y[t],d=2,D=0)0.0291927329192547Range1.07Trim Var.0.00641142252776309
V(Y[t],d=3,D=0)0.078464620630861Range1.61Trim Var.0.0192672131147541
V(Y[t],d=0,D=1)0.0214864124293785Range0.65Trim Var.0.0158099419448476
V(Y[t],d=1,D=1)0.00430970192869667Range0.37Trim Var.0.00184917043740573
V(Y[t],d=2,D=1)0.00590698729582577Range0.54Trim Var.0.00133103318250377
V(Y[t],d=3,D=1)0.0148910401002506Range0.81Trim Var.0.00362666666666666
V(Y[t],d=0,D=2)0.071291445035461Range0.84Trim Var.0.0594222996515679
V(Y[t],d=1,D=2)0.0126724329324699Range0.69Trim Var.0.00469548780487805
V(Y[t],d=2,D=2)0.0138765700483092Range0.66Trim Var.0.00355384615384615
V(Y[t],d=3,D=2)0.0311646464646465Range0.97Trim Var.0.0110576248313090


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')