FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 06:17:50 -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/t1195736998nh3rusni6jg4ihg.htm/, Retrieved Thu, 02 May 2024 16:31:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5978, Retrieved Thu, 02 May 2024 16:31:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsW10Q2G7
Estimated Impact158

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 13:17:50] [65108f21b143a71c6470aac06bd65b08] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
87
75
74
91
101
103
106
102
105
105
100
95
96
98
99
92
84
81
72
89
96
91
88
90
98
87
100
100
104
107
105
102
98
106
97
101
100
93
94
96
96
98
102
95
85
84
82
87
77
90
90
94
97
96
93
93
93
97
100
95
97
103
102
93
99
100
97
104
102
103
100
90
90

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=5978&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=5978&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5978&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)62.3732876712329Range35Trim Var.33.9907834101382
V(Y[t],d=1,D=0)38.2376760563380Range29Trim Var.19.8991295442908
V(Y[t],d=2,D=0)83.3995975855131Range45Trim Var.41.3432046536224
V(Y[t],d=3,D=0)249.840372670807Range80Trim Var.118.351136964569
V(Y[t],d=0,D=1)173.501092896175Range67Trim Var.93.1240928882438
V(Y[t],d=1,D=1)84.8429378531073Range45Trim Var.50.4056603773585
V(Y[t],d=2,D=1)174.166569257744Range60Trim Var.109.406386066763
V(Y[t],d=3,D=1)524.4407138536Range95Trim Var.350.58371040724
V(Y[t],d=0,D=2)566.403911564626Range104Trim Var.353.0642303433
V(Y[t],d=1,D=2)237.992907801418Range72Trim Var.140.288617886179
V(Y[t],d=2,D=2)463.030527289547Range97Trim Var.229.015384615385
V(Y[t],d=3,D=2)1331.24057971014Range166Trim Var.680.199358974359

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 62.3732876712329 & Range & 35 & Trim Var. & 33.9907834101382 \tabularnewline
V(Y[t],d=1,D=0) & 38.2376760563380 & Range & 29 & Trim Var. & 19.8991295442908 \tabularnewline
V(Y[t],d=2,D=0) & 83.3995975855131 & Range & 45 & Trim Var. & 41.3432046536224 \tabularnewline
V(Y[t],d=3,D=0) & 249.840372670807 & Range & 80 & Trim Var. & 118.351136964569 \tabularnewline
V(Y[t],d=0,D=1) & 173.501092896175 & Range & 67 & Trim Var. & 93.1240928882438 \tabularnewline
V(Y[t],d=1,D=1) & 84.8429378531073 & Range & 45 & Trim Var. & 50.4056603773585 \tabularnewline
V(Y[t],d=2,D=1) & 174.166569257744 & Range & 60 & Trim Var. & 109.406386066763 \tabularnewline
V(Y[t],d=3,D=1) & 524.4407138536 & Range & 95 & Trim Var. & 350.58371040724 \tabularnewline
V(Y[t],d=0,D=2) & 566.403911564626 & Range & 104 & Trim Var. & 353.0642303433 \tabularnewline
V(Y[t],d=1,D=2) & 237.992907801418 & Range & 72 & Trim Var. & 140.288617886179 \tabularnewline
V(Y[t],d=2,D=2) & 463.030527289547 & Range & 97 & Trim Var. & 229.015384615385 \tabularnewline
V(Y[t],d=3,D=2) & 1331.24057971014 & Range & 166 & Trim Var. & 680.199358974359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5978&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]62.3732876712329[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]33.9907834101382[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]38.2376760563380[/C][C]Range[/C][C]29[/C][C]Trim Var.[/C][C]19.8991295442908[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]83.3995975855131[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]41.3432046536224[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]249.840372670807[/C][C]Range[/C][C]80[/C][C]Trim Var.[/C][C]118.351136964569[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]173.501092896175[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]93.1240928882438[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]84.8429378531073[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]50.4056603773585[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]174.166569257744[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]109.406386066763[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]524.4407138536[/C][C]Range[/C][C]95[/C][C]Trim Var.[/C][C]350.58371040724[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]566.403911564626[/C][C]Range[/C][C]104[/C][C]Trim Var.[/C][C]353.0642303433[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]237.992907801418[/C][C]Range[/C][C]72[/C][C]Trim Var.[/C][C]140.288617886179[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]463.030527289547[/C][C]Range[/C][C]97[/C][C]Trim Var.[/C][C]229.015384615385[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1331.24057971014[/C][C]Range[/C][C]166[/C][C]Trim Var.[/C][C]680.199358974359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5978&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5978&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)62.3732876712329Range35Trim Var.33.9907834101382
V(Y[t],d=1,D=0)38.2376760563380Range29Trim Var.19.8991295442908
V(Y[t],d=2,D=0)83.3995975855131Range45Trim Var.41.3432046536224
V(Y[t],d=3,D=0)249.840372670807Range80Trim Var.118.351136964569
V(Y[t],d=0,D=1)173.501092896175Range67Trim Var.93.1240928882438
V(Y[t],d=1,D=1)84.8429378531073Range45Trim Var.50.4056603773585
V(Y[t],d=2,D=1)174.166569257744Range60Trim Var.109.406386066763
V(Y[t],d=3,D=1)524.4407138536Range95Trim Var.350.58371040724
V(Y[t],d=0,D=2)566.403911564626Range104Trim Var.353.0642303433
V(Y[t],d=1,D=2)237.992907801418Range72Trim Var.140.288617886179
V(Y[t],d=2,D=2)463.030527289547Range97Trim Var.229.015384615385
V(Y[t],d=3,D=2)1331.24057971014Range166Trim Var.680.199358974359


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')