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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 computationFri, 23 Nov 2007 09:16:15 -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/23/t1195834192wdbx71sbrjf17af.htm/, Retrieved Sun, 28 Apr 2024 23:50:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6219, Retrieved Sun, 28 Apr 2024 23:50:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact178

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] [var red matrix sp...] [2007-11-23 16:16:15] [bd02e85be52eb1cb060a2c60779eb820] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
13
17
17
13
14
13
17
17
15
9
10
9
14
18
18
12
16
12
19
13
12
13
11
10
16
12
6
8
6
8
8
9
13
8
11
8
10
15
12
13
12
15
13
13
16
14
12
15
14
19
16
16
11
13
12
11
6
9
6
15
17
13
12
13
10
14
13
10
11
12
7
11

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=6219&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=6219&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6219&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)10.5602503912363Range13Trim Var.6.91964285714286
V(Y[t],d=1,D=0)11.7420523138833Range15Trim Var.7.22185792349727
V(Y[t],d=2,D=0)32.1159420289855Range25Trim Var.20.7581920903955
V(Y[t],d=3,D=0)104.831628303495Range43Trim Var.71.2846994535519
V(Y[t],d=0,D=1)20.5364406779661Range19Trim Var.10.9207843137255
V(Y[t],d=1,D=1)18.3892460549386Range18Trim Var.12.013197586727
V(Y[t],d=2,D=1)51.5538415003025Range28Trim Var.33.8431372549020
V(Y[t],d=3,D=1)171.657894736842Range55Trim Var.117.385882352941
V(Y[t],d=0,D=2)71.8577127659574Range31Trim Var.49.4262485481998
V(Y[t],d=1,D=2)55.2275670675301Range30Trim Var.35.8044871794872
V(Y[t],d=2,D=2)152.151207729469Range44Trim Var.101.761133603239
V(Y[t],d=3,D=2)507.654545454545Range79Trim Var.335.553342816501

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 10.5602503912363 & Range & 13 & Trim Var. & 6.91964285714286 \tabularnewline
V(Y[t],d=1,D=0) & 11.7420523138833 & Range & 15 & Trim Var. & 7.22185792349727 \tabularnewline
V(Y[t],d=2,D=0) & 32.1159420289855 & Range & 25 & Trim Var. & 20.7581920903955 \tabularnewline
V(Y[t],d=3,D=0) & 104.831628303495 & Range & 43 & Trim Var. & 71.2846994535519 \tabularnewline
V(Y[t],d=0,D=1) & 20.5364406779661 & Range & 19 & Trim Var. & 10.9207843137255 \tabularnewline
V(Y[t],d=1,D=1) & 18.3892460549386 & Range & 18 & Trim Var. & 12.013197586727 \tabularnewline
V(Y[t],d=2,D=1) & 51.5538415003025 & Range & 28 & Trim Var. & 33.8431372549020 \tabularnewline
V(Y[t],d=3,D=1) & 171.657894736842 & Range & 55 & Trim Var. & 117.385882352941 \tabularnewline
V(Y[t],d=0,D=2) & 71.8577127659574 & Range & 31 & Trim Var. & 49.4262485481998 \tabularnewline
V(Y[t],d=1,D=2) & 55.2275670675301 & Range & 30 & Trim Var. & 35.8044871794872 \tabularnewline
V(Y[t],d=2,D=2) & 152.151207729469 & Range & 44 & Trim Var. & 101.761133603239 \tabularnewline
V(Y[t],d=3,D=2) & 507.654545454545 & Range & 79 & Trim Var. & 335.553342816501 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6219&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]10.5602503912363[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]6.91964285714286[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11.7420523138833[/C][C]Range[/C][C]15[/C][C]Trim Var.[/C][C]7.22185792349727[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]32.1159420289855[/C][C]Range[/C][C]25[/C][C]Trim Var.[/C][C]20.7581920903955[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]104.831628303495[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]71.2846994535519[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]20.5364406779661[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]10.9207843137255[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]18.3892460549386[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]12.013197586727[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]51.5538415003025[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]33.8431372549020[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]171.657894736842[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]117.385882352941[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]71.8577127659574[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]49.4262485481998[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]55.2275670675301[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]35.8044871794872[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]152.151207729469[/C][C]Range[/C][C]44[/C][C]Trim Var.[/C][C]101.761133603239[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]507.654545454545[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]335.553342816501[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6219&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6219&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)10.5602503912363Range13Trim Var.6.91964285714286
V(Y[t],d=1,D=0)11.7420523138833Range15Trim Var.7.22185792349727
V(Y[t],d=2,D=0)32.1159420289855Range25Trim Var.20.7581920903955
V(Y[t],d=3,D=0)104.831628303495Range43Trim Var.71.2846994535519
V(Y[t],d=0,D=1)20.5364406779661Range19Trim Var.10.9207843137255
V(Y[t],d=1,D=1)18.3892460549386Range18Trim Var.12.013197586727
V(Y[t],d=2,D=1)51.5538415003025Range28Trim Var.33.8431372549020
V(Y[t],d=3,D=1)171.657894736842Range55Trim Var.117.385882352941
V(Y[t],d=0,D=2)71.8577127659574Range31Trim Var.49.4262485481998
V(Y[t],d=1,D=2)55.2275670675301Range30Trim Var.35.8044871794872
V(Y[t],d=2,D=2)152.151207729469Range44Trim Var.101.761133603239
V(Y[t],d=3,D=2)507.654545454545Range79Trim Var.335.553342816501


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')