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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 06:22:07 -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/t11987605338vw2jyw0azh332r.htm/, Retrieved Sat, 27 Apr 2024 13:17:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4898, Retrieved Sat, 27 Apr 2024 13:17:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordss 0650692
Estimated Impact304

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 13:22:07] [011cc8cdd02d5893b5258ac3f5e21d83] [Current]
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Dataset

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

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4898&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]0 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=4898&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4898&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.552814945226917Range3.7Trim Var.0.33265873015873
V(Y[t],d=1,D=0)0.256885311871227Range3.1Trim Var.0.101123744050767
V(Y[t],d=2,D=0)0.529360248447205Range5Trim Var.0.234225277630883
V(Y[t],d=3,D=0)1.55872122762148Range9.4Trim Var.0.63420218579235
V(Y[t],d=0,D=1)0.97535593220339Range4.6Trim Var.0.631296296296296
V(Y[t],d=1,D=1)0.615721800116891Range3.4Trim Var.0.382177068214804
V(Y[t],d=2,D=1)1.27763157894737Range5.4Trim Var.0.696156462585034
V(Y[t],d=3,D=1)3.76135338345865Range9.2Trim Var.2.31212549019608
V(Y[t],d=0,D=2)1.77595744680851Range5.7Trim Var.1.08430313588850
V(Y[t],d=1,D=2)1.66004625346901Range5.5Trim Var.1.00669512195122
V(Y[t],d=2,D=2)3.73671980676328Range8.1Trim Var.2.18789102564103
V(Y[t],d=3,D=2)11.3708585858586Range13.7Trim Var.7.22611336032389

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.552814945226917 & Range & 3.7 & Trim Var. & 0.33265873015873 \tabularnewline
V(Y[t],d=1,D=0) & 0.256885311871227 & Range & 3.1 & Trim Var. & 0.101123744050767 \tabularnewline
V(Y[t],d=2,D=0) & 0.529360248447205 & Range & 5 & Trim Var. & 0.234225277630883 \tabularnewline
V(Y[t],d=3,D=0) & 1.55872122762148 & Range & 9.4 & Trim Var. & 0.63420218579235 \tabularnewline
V(Y[t],d=0,D=1) & 0.97535593220339 & Range & 4.6 & Trim Var. & 0.631296296296296 \tabularnewline
V(Y[t],d=1,D=1) & 0.615721800116891 & Range & 3.4 & Trim Var. & 0.382177068214804 \tabularnewline
V(Y[t],d=2,D=1) & 1.27763157894737 & Range & 5.4 & Trim Var. & 0.696156462585034 \tabularnewline
V(Y[t],d=3,D=1) & 3.76135338345865 & Range & 9.2 & Trim Var. & 2.31212549019608 \tabularnewline
V(Y[t],d=0,D=2) & 1.77595744680851 & Range & 5.7 & Trim Var. & 1.08430313588850 \tabularnewline
V(Y[t],d=1,D=2) & 1.66004625346901 & Range & 5.5 & Trim Var. & 1.00669512195122 \tabularnewline
V(Y[t],d=2,D=2) & 3.73671980676328 & Range & 8.1 & Trim Var. & 2.18789102564103 \tabularnewline
V(Y[t],d=3,D=2) & 11.3708585858586 & Range & 13.7 & Trim Var. & 7.22611336032389 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4898&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.552814945226917[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.33265873015873[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.256885311871227[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.101123744050767[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.529360248447205[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.234225277630883[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.55872122762148[/C][C]Range[/C][C]9.4[/C][C]Trim Var.[/C][C]0.63420218579235[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.97535593220339[/C][C]Range[/C][C]4.6[/C][C]Trim Var.[/C][C]0.631296296296296[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.615721800116891[/C][C]Range[/C][C]3.4[/C][C]Trim Var.[/C][C]0.382177068214804[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.27763157894737[/C][C]Range[/C][C]5.4[/C][C]Trim Var.[/C][C]0.696156462585034[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.76135338345865[/C][C]Range[/C][C]9.2[/C][C]Trim Var.[/C][C]2.31212549019608[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.77595744680851[/C][C]Range[/C][C]5.7[/C][C]Trim Var.[/C][C]1.08430313588850[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.66004625346901[/C][C]Range[/C][C]5.5[/C][C]Trim Var.[/C][C]1.00669512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.73671980676328[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]2.18789102564103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]11.3708585858586[/C][C]Range[/C][C]13.7[/C][C]Trim Var.[/C][C]7.22611336032389[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4898&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4898&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)0.552814945226917Range3.7Trim Var.0.33265873015873
V(Y[t],d=1,D=0)0.256885311871227Range3.1Trim Var.0.101123744050767
V(Y[t],d=2,D=0)0.529360248447205Range5Trim Var.0.234225277630883
V(Y[t],d=3,D=0)1.55872122762148Range9.4Trim Var.0.63420218579235
V(Y[t],d=0,D=1)0.97535593220339Range4.6Trim Var.0.631296296296296
V(Y[t],d=1,D=1)0.615721800116891Range3.4Trim Var.0.382177068214804
V(Y[t],d=2,D=1)1.27763157894737Range5.4Trim Var.0.696156462585034
V(Y[t],d=3,D=1)3.76135338345865Range9.2Trim Var.2.31212549019608
V(Y[t],d=0,D=2)1.77595744680851Range5.7Trim Var.1.08430313588850
V(Y[t],d=1,D=2)1.66004625346901Range5.5Trim Var.1.00669512195122
V(Y[t],d=2,D=2)3.73671980676328Range8.1Trim Var.2.18789102564103
V(Y[t],d=3,D=2)11.3708585858586Range13.7Trim Var.7.22611336032389


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')