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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 07:47:18 -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/t1195742364kipknabmospsx9u.htm/, Retrieved Fri, 03 May 2024 03:07:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6028, Retrieved Fri, 03 May 2024 03:07:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsW10Q2G7
Estimated Impact192

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 14:47:18] [65108f21b143a71c6470aac06bd65b08] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
96
86
82
92
99
101
102
100
101
100
99
97
97
97
96
92
91
87
82
89
91
90
87
89
95
85
94
94
97
99
97
96
94
100
96
98
98
94
93
94
94
97
98
95
89
89
89
90
86
92
91
95
99
98
95
96
94
98
98
98
98
102
101
92
99
101
99
102
102
101
99
98
98

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=6028&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=6028&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6028&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)24.0924657534247Range20Trim Var.14.6664186507937
V(Y[t],d=1,D=0)14.9569640062598Range20Trim Var.6.72350230414747
V(Y[t],d=2,D=0)33.2084507042253Range35Trim Var.13.9836149513569
V(Y[t],d=3,D=0)100.29917184265Range63Trim Var.44.081438392385
V(Y[t],d=0,D=1)60.9344262295082Range35Trim Var.36.9351432880845
V(Y[t],d=1,D=1)29.1353107344633Range24Trim Var.16.3301886792453
V(Y[t],d=2,D=1)60.4190531852718Range37Trim Var.35.0246734397678
V(Y[t],d=3,D=1)181.208711433757Range64Trim Var.106.417797888386
V(Y[t],d=0,D=2)189.302721088435Range58Trim Var.129.166112956811
V(Y[t],d=1,D=2)79.6875Range38Trim Var.44.6890243902439
V(Y[t],d=2,D=2)152.012025901943Range64Trim Var.69.3439024390244
V(Y[t],d=3,D=2)426.002415458937Range117Trim Var.203.638461538462

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 24.0924657534247 & Range & 20 & Trim Var. & 14.6664186507937 \tabularnewline
V(Y[t],d=1,D=0) & 14.9569640062598 & Range & 20 & Trim Var. & 6.72350230414747 \tabularnewline
V(Y[t],d=2,D=0) & 33.2084507042253 & Range & 35 & Trim Var. & 13.9836149513569 \tabularnewline
V(Y[t],d=3,D=0) & 100.29917184265 & Range & 63 & Trim Var. & 44.081438392385 \tabularnewline
V(Y[t],d=0,D=1) & 60.9344262295082 & Range & 35 & Trim Var. & 36.9351432880845 \tabularnewline
V(Y[t],d=1,D=1) & 29.1353107344633 & Range & 24 & Trim Var. & 16.3301886792453 \tabularnewline
V(Y[t],d=2,D=1) & 60.4190531852718 & Range & 37 & Trim Var. & 35.0246734397678 \tabularnewline
V(Y[t],d=3,D=1) & 181.208711433757 & Range & 64 & Trim Var. & 106.417797888386 \tabularnewline
V(Y[t],d=0,D=2) & 189.302721088435 & Range & 58 & Trim Var. & 129.166112956811 \tabularnewline
V(Y[t],d=1,D=2) & 79.6875 & Range & 38 & Trim Var. & 44.6890243902439 \tabularnewline
V(Y[t],d=2,D=2) & 152.012025901943 & Range & 64 & Trim Var. & 69.3439024390244 \tabularnewline
V(Y[t],d=3,D=2) & 426.002415458937 & Range & 117 & Trim Var. & 203.638461538462 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6028&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]24.0924657534247[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]14.6664186507937[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14.9569640062598[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]6.72350230414747[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]33.2084507042253[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]13.9836149513569[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]100.29917184265[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]44.081438392385[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]60.9344262295082[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]36.9351432880845[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]29.1353107344633[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]16.3301886792453[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]60.4190531852718[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]35.0246734397678[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]181.208711433757[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]106.417797888386[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]189.302721088435[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]129.166112956811[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]79.6875[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]44.6890243902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]152.012025901943[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]69.3439024390244[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]426.002415458937[/C][C]Range[/C][C]117[/C][C]Trim Var.[/C][C]203.638461538462[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6028&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6028&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)24.0924657534247Range20Trim Var.14.6664186507937
V(Y[t],d=1,D=0)14.9569640062598Range20Trim Var.6.72350230414747
V(Y[t],d=2,D=0)33.2084507042253Range35Trim Var.13.9836149513569
V(Y[t],d=3,D=0)100.29917184265Range63Trim Var.44.081438392385
V(Y[t],d=0,D=1)60.9344262295082Range35Trim Var.36.9351432880845
V(Y[t],d=1,D=1)29.1353107344633Range24Trim Var.16.3301886792453
V(Y[t],d=2,D=1)60.4190531852718Range37Trim Var.35.0246734397678
V(Y[t],d=3,D=1)181.208711433757Range64Trim Var.106.417797888386
V(Y[t],d=0,D=2)189.302721088435Range58Trim Var.129.166112956811
V(Y[t],d=1,D=2)79.6875Range38Trim Var.44.6890243902439
V(Y[t],d=2,D=2)152.012025901943Range64Trim Var.69.3439024390244
V(Y[t],d=3,D=2)426.002415458937Range117Trim Var.203.638461538462


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')