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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, 22 Nov 2007 06:14:57 -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/22/t1195736807a0lukjtu01gpixl.htm/, Retrieved Thu, 02 May 2024 23:25:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5975, Retrieved Thu, 02 May 2024 23:25:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS10 G29 Q2
Estimated Impact172

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...] [2007-11-22 13:14:57] [7a600ca82a81f1b71fd92dcbb183f5b4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
145.3
143.6
142.8
155.9
156.2
149.8
152.7
155.5
159.3
143
141.4
142.8
146.4
152.3
164.3
168
171.3
162.7
150.2
142.5
138.2
138
145.1
138.4
131.8
130.8
126.3
123
124
120.8
122.1
106.5
104.3
108.7
113.8
112.5
106.1
98.4
96
99.3
97.5
95.3
88
94.7
99.4
98.9
96.4
95.3
99.5
101.6
103.9
106.6
108.3
102
93.8
91.6
97.7
94.8
98
103.8
97.8
91.2
89.3
87.5
90.4
94.2
102.2
101.3
96
90.8
93.2
90.9
91.1
90.2
94.3
96
99
103.3
113.1
112.8
112.1
107.4
111
110.5
110.8
112.4
111.5
116.2
122.5
121.3
113.9
110.7
120.8
141.1
147.4
148
158.1
165
187
190.3
182.4
168.8
151.2
120.1
112.5
106.2
107.1
108.5
106.5
108.3
125.6
124
127.2
136.9
135.8
124.3
115.4
113.6
114.4
118.4
117
116.5
115.4
113.6
117.4
116.9
116.4
111.1
110.2
118.9
131.8
130.6
138.3
148.4
148.7
144.3
152.5
162.9
167.2
166.5
185.6

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 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=5975&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]2 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=5975&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5975&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)622.602952380952Range102.8Trim Var.430.816963870968
V(Y[t],d=1,D=0)50.7616500513875Range53.1Trim Var.22.0153041269841
V(Y[t],d=2,D=0)59.7262861015535Range43.6Trim Var.34.2117651612903
V(Y[t],d=3,D=0)142.487894319264Range71.4Trim Var.72.6310044584316
V(Y[t],d=0,D=1)773.639808624031Range141.8Trim Var.427.796999237223
V(Y[t],d=1,D=1)89.3311903297244Range52.9Trim Var.45.687961496662
V(Y[t],d=2,D=1)103.012295963005Range55.2Trim Var.60.3012357774968
V(Y[t],d=3,D=1)258.005714285714Range86.8Trim Var.144.902862773488
V(Y[t],d=0,D=2)1738.66998821102Range221Trim Var.871.190573260073
V(Y[t],d=1,D=2)239.782125187406Range99.1Trim Var.129.453831217326
V(Y[t],d=2,D=2)287.695118230358Range91.5Trim Var.182.863000190367
V(Y[t],d=3,D=2)760.417565595403Range148.6Trim Var.467.263479906814

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 622.602952380952 & Range & 102.8 & Trim Var. & 430.816963870968 \tabularnewline
V(Y[t],d=1,D=0) & 50.7616500513875 & Range & 53.1 & Trim Var. & 22.0153041269841 \tabularnewline
V(Y[t],d=2,D=0) & 59.7262861015535 & Range & 43.6 & Trim Var. & 34.2117651612903 \tabularnewline
V(Y[t],d=3,D=0) & 142.487894319264 & Range & 71.4 & Trim Var. & 72.6310044584316 \tabularnewline
V(Y[t],d=0,D=1) & 773.639808624031 & Range & 141.8 & Trim Var. & 427.796999237223 \tabularnewline
V(Y[t],d=1,D=1) & 89.3311903297244 & Range & 52.9 & Trim Var. & 45.687961496662 \tabularnewline
V(Y[t],d=2,D=1) & 103.012295963005 & Range & 55.2 & Trim Var. & 60.3012357774968 \tabularnewline
V(Y[t],d=3,D=1) & 258.005714285714 & Range & 86.8 & Trim Var. & 144.902862773488 \tabularnewline
V(Y[t],d=0,D=2) & 1738.66998821102 & Range & 221 & Trim Var. & 871.190573260073 \tabularnewline
V(Y[t],d=1,D=2) & 239.782125187406 & Range & 99.1 & Trim Var. & 129.453831217326 \tabularnewline
V(Y[t],d=2,D=2) & 287.695118230358 & Range & 91.5 & Trim Var. & 182.863000190367 \tabularnewline
V(Y[t],d=3,D=2) & 760.417565595403 & Range & 148.6 & Trim Var. & 467.263479906814 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5975&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]622.602952380952[/C][C]Range[/C][C]102.8[/C][C]Trim Var.[/C][C]430.816963870968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]50.7616500513875[/C][C]Range[/C][C]53.1[/C][C]Trim Var.[/C][C]22.0153041269841[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]59.7262861015535[/C][C]Range[/C][C]43.6[/C][C]Trim Var.[/C][C]34.2117651612903[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]142.487894319264[/C][C]Range[/C][C]71.4[/C][C]Trim Var.[/C][C]72.6310044584316[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]773.639808624031[/C][C]Range[/C][C]141.8[/C][C]Trim Var.[/C][C]427.796999237223[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]89.3311903297244[/C][C]Range[/C][C]52.9[/C][C]Trim Var.[/C][C]45.687961496662[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]103.012295963005[/C][C]Range[/C][C]55.2[/C][C]Trim Var.[/C][C]60.3012357774968[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]258.005714285714[/C][C]Range[/C][C]86.8[/C][C]Trim Var.[/C][C]144.902862773488[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1738.66998821102[/C][C]Range[/C][C]221[/C][C]Trim Var.[/C][C]871.190573260073[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]239.782125187406[/C][C]Range[/C][C]99.1[/C][C]Trim Var.[/C][C]129.453831217326[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]287.695118230358[/C][C]Range[/C][C]91.5[/C][C]Trim Var.[/C][C]182.863000190367[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]760.417565595403[/C][C]Range[/C][C]148.6[/C][C]Trim Var.[/C][C]467.263479906814[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5975&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5975&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)622.602952380952Range102.8Trim Var.430.816963870968
V(Y[t],d=1,D=0)50.7616500513875Range53.1Trim Var.22.0153041269841
V(Y[t],d=2,D=0)59.7262861015535Range43.6Trim Var.34.2117651612903
V(Y[t],d=3,D=0)142.487894319264Range71.4Trim Var.72.6310044584316
V(Y[t],d=0,D=1)773.639808624031Range141.8Trim Var.427.796999237223
V(Y[t],d=1,D=1)89.3311903297244Range52.9Trim Var.45.687961496662
V(Y[t],d=2,D=1)103.012295963005Range55.2Trim Var.60.3012357774968
V(Y[t],d=3,D=1)258.005714285714Range86.8Trim Var.144.902862773488
V(Y[t],d=0,D=2)1738.66998821102Range221Trim Var.871.190573260073
V(Y[t],d=1,D=2)239.782125187406Range99.1Trim Var.129.453831217326
V(Y[t],d=2,D=2)287.695118230358Range91.5Trim Var.182.863000190367
V(Y[t],d=3,D=2)760.417565595403Range148.6Trim Var.467.263479906814


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')