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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 computationWed, 21 Nov 2007 12:42:35 -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/Nov/21/t1195673813cg0hc4z8mq2v1tn.htm/, Retrieved Tue, 07 May 2024 23:23:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5875, Retrieved Tue, 07 May 2024 23:23:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact226

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] [inducing stationa...] [2007-11-21 19:42:35] [2127dfc39c0d0690439ab654f5655d7e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7.4
7.2
7
6.6
6.4
6.4
6.8
7.3
7
7
6.7
6.7
6.3
6.2
6
6.3
6.2
6.1
6.2
6.6
6.6
7.8
7.4
7.4
7.5
7.4
7.4
7
6.9
6.9
7.6
7.7
7.6
8.2
8
8.1
8.3
8.2
8.1
7.7
7.6
7.7
8.2
8.4
8.4
8.6
8.4
8.5
8.7
8.7
8.6
7.4
7.3
7.4
9
9.2
9.2
8.5
8.3
8.3
8.6
8.6
8.5
8.1
8.1
8
8.6
8.7
8.7
8.6
8.4
8.4
8.7
8.7
8.5
8.3
8.3
8.3
8.1
8.2
8.1
8.1
7.9
7.7
8.1
8
7.7
7.8
7.6
7.4
7.7
7.9
7.6

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=5875&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=5875&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5875&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)0.621872370266479Range3.2Trim Var.0.422940603700097
V(Y[t],d=1,D=0)0.119775441949355Range2.8Trim Var.0.0388456790123456
V(Y[t],d=2,D=0)0.22610989010989Range3.1Trim Var.0.0882136075949366
V(Y[t],d=3,D=0)0.658058676654182Range5.1Trim Var.0.283542721518987
V(Y[t],d=0,D=1)0.403327160493827Range2.5Trim Var.0.28312676056338
V(Y[t],d=1,D=1)0.127537974683544Range2.2Trim Var.0.045193661971831
V(Y[t],d=2,D=1)0.255241804608893Range2.4Trim Var.0.167855130784708
V(Y[t],d=3,D=1)0.74986346986347Range4Trim Var.0.467662525879917
V(Y[t],d=0,D=2)0.735170502983802Range3.7Trim Var.0.384885245901639
V(Y[t],d=1,D=2)0.338340649692713Range3.7Trim Var.0.0719661016949151
V(Y[t],d=2,D=2)0.686969696969697Range4Trim Var.0.364295733489187
V(Y[t],d=3,D=2)2.0268648018648Range7Trim Var.1.00998487598306

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.621872370266479 & Range & 3.2 & Trim Var. & 0.422940603700097 \tabularnewline
V(Y[t],d=1,D=0) & 0.119775441949355 & Range & 2.8 & Trim Var. & 0.0388456790123456 \tabularnewline
V(Y[t],d=2,D=0) & 0.22610989010989 & Range & 3.1 & Trim Var. & 0.0882136075949366 \tabularnewline
V(Y[t],d=3,D=0) & 0.658058676654182 & Range & 5.1 & Trim Var. & 0.283542721518987 \tabularnewline
V(Y[t],d=0,D=1) & 0.403327160493827 & Range & 2.5 & Trim Var. & 0.28312676056338 \tabularnewline
V(Y[t],d=1,D=1) & 0.127537974683544 & Range & 2.2 & Trim Var. & 0.045193661971831 \tabularnewline
V(Y[t],d=2,D=1) & 0.255241804608893 & Range & 2.4 & Trim Var. & 0.167855130784708 \tabularnewline
V(Y[t],d=3,D=1) & 0.74986346986347 & Range & 4 & Trim Var. & 0.467662525879917 \tabularnewline
V(Y[t],d=0,D=2) & 0.735170502983802 & Range & 3.7 & Trim Var. & 0.384885245901639 \tabularnewline
V(Y[t],d=1,D=2) & 0.338340649692713 & Range & 3.7 & Trim Var. & 0.0719661016949151 \tabularnewline
V(Y[t],d=2,D=2) & 0.686969696969697 & Range & 4 & Trim Var. & 0.364295733489187 \tabularnewline
V(Y[t],d=3,D=2) & 2.0268648018648 & Range & 7 & Trim Var. & 1.00998487598306 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5875&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.621872370266479[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.422940603700097[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.119775441949355[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.0388456790123456[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.22610989010989[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.0882136075949366[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.658058676654182[/C][C]Range[/C][C]5.1[/C][C]Trim Var.[/C][C]0.283542721518987[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.403327160493827[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.28312676056338[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.127537974683544[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.045193661971831[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.255241804608893[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.167855130784708[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.74986346986347[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.467662525879917[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.735170502983802[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.384885245901639[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.338340649692713[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.0719661016949151[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.686969696969697[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.364295733489187[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.0268648018648[/C][C]Range[/C][C]7[/C][C]Trim Var.[/C][C]1.00998487598306[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5875&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5875&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)0.621872370266479Range3.2Trim Var.0.422940603700097
V(Y[t],d=1,D=0)0.119775441949355Range2.8Trim Var.0.0388456790123456
V(Y[t],d=2,D=0)0.22610989010989Range3.1Trim Var.0.0882136075949366
V(Y[t],d=3,D=0)0.658058676654182Range5.1Trim Var.0.283542721518987
V(Y[t],d=0,D=1)0.403327160493827Range2.5Trim Var.0.28312676056338
V(Y[t],d=1,D=1)0.127537974683544Range2.2Trim Var.0.045193661971831
V(Y[t],d=2,D=1)0.255241804608893Range2.4Trim Var.0.167855130784708
V(Y[t],d=3,D=1)0.74986346986347Range4Trim Var.0.467662525879917
V(Y[t],d=0,D=2)0.735170502983802Range3.7Trim Var.0.384885245901639
V(Y[t],d=1,D=2)0.338340649692713Range3.7Trim Var.0.0719661016949151
V(Y[t],d=2,D=2)0.686969696969697Range4Trim Var.0.364295733489187
V(Y[t],d=3,D=2)2.0268648018648Range7Trim Var.1.00998487598306


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')