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 computationFri, 23 Nov 2007 09:23:51 -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/t1195834536xh5jyiuvmnnz1t7.htm/, Retrieved Mon, 29 Apr 2024 04:20:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6222, Retrieved Mon, 29 Apr 2024 04:20:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact215

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 redu matrix w...] [2007-11-23 16:23:51] [bd02e85be52eb1cb060a2c60779eb820] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
109
106
101
98
93
91
122
139
140
132
117
114
113
110
107
103
98
98
137
148
147
139
130
128
127
123
118
114
108
111
151
159
158
148
138
137
136
133
126
120
114
116
153
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116

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=6222&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=6222&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6222&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)331.345070422535Range71Trim Var.228.20942140297
V(Y[t],d=1,D=0)150.661569416499Range55Trim Var.63.0911418330773
V(Y[t],d=2,D=0)199.04016563147Range71Trim Var.81.9566367001586
V(Y[t],d=3,D=0)470.551150895141Range103Trim Var.179.579234972678
V(Y[t],d=0,D=1)58.6508474576271Range31Trim Var.39.4528301886792
V(Y[t],d=1,D=1)5.22793687901812Range14Trim Var.1.99547511312217
V(Y[t],d=2,D=1)9.89352692075015Range20Trim Var.3.17342995169082
V(Y[t],d=3,D=1)27.8721804511278Range38Trim Var.11.3396078431373
V(Y[t],d=0,D=2)39.1471631205674Range26Trim Var.23.3243902439024
V(Y[t],d=1,D=2)7.64662349676226Range11Trim Var.4.08048780487805
V(Y[t],d=2,D=2)14.7111111111111Range18Trim Var.7.69630156472262
V(Y[t],d=3,D=2)42.1545454545455Range30Trim Var.23.693657219973

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 331.345070422535 & Range & 71 & Trim Var. & 228.20942140297 \tabularnewline
V(Y[t],d=1,D=0) & 150.661569416499 & Range & 55 & Trim Var. & 63.0911418330773 \tabularnewline
V(Y[t],d=2,D=0) & 199.04016563147 & Range & 71 & Trim Var. & 81.9566367001586 \tabularnewline
V(Y[t],d=3,D=0) & 470.551150895141 & Range & 103 & Trim Var. & 179.579234972678 \tabularnewline
V(Y[t],d=0,D=1) & 58.6508474576271 & Range & 31 & Trim Var. & 39.4528301886792 \tabularnewline
V(Y[t],d=1,D=1) & 5.22793687901812 & Range & 14 & Trim Var. & 1.99547511312217 \tabularnewline
V(Y[t],d=2,D=1) & 9.89352692075015 & Range & 20 & Trim Var. & 3.17342995169082 \tabularnewline
V(Y[t],d=3,D=1) & 27.8721804511278 & Range & 38 & Trim Var. & 11.3396078431373 \tabularnewline
V(Y[t],d=0,D=2) & 39.1471631205674 & Range & 26 & Trim Var. & 23.3243902439024 \tabularnewline
V(Y[t],d=1,D=2) & 7.64662349676226 & Range & 11 & Trim Var. & 4.08048780487805 \tabularnewline
V(Y[t],d=2,D=2) & 14.7111111111111 & Range & 18 & Trim Var. & 7.69630156472262 \tabularnewline
V(Y[t],d=3,D=2) & 42.1545454545455 & Range & 30 & Trim Var. & 23.693657219973 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6222&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]331.345070422535[/C][C]Range[/C][C]71[/C][C]Trim Var.[/C][C]228.20942140297[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]150.661569416499[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]63.0911418330773[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]199.04016563147[/C][C]Range[/C][C]71[/C][C]Trim Var.[/C][C]81.9566367001586[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]470.551150895141[/C][C]Range[/C][C]103[/C][C]Trim Var.[/C][C]179.579234972678[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]58.6508474576271[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]39.4528301886792[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.22793687901812[/C][C]Range[/C][C]14[/C][C]Trim Var.[/C][C]1.99547511312217[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]9.89352692075015[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]3.17342995169082[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]27.8721804511278[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]11.3396078431373[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]39.1471631205674[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]23.3243902439024[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7.64662349676226[/C][C]Range[/C][C]11[/C][C]Trim Var.[/C][C]4.08048780487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]14.7111111111111[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]7.69630156472262[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]42.1545454545455[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]23.693657219973[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6222&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6222&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)331.345070422535Range71Trim Var.228.20942140297
V(Y[t],d=1,D=0)150.661569416499Range55Trim Var.63.0911418330773
V(Y[t],d=2,D=0)199.04016563147Range71Trim Var.81.9566367001586
V(Y[t],d=3,D=0)470.551150895141Range103Trim Var.179.579234972678
V(Y[t],d=0,D=1)58.6508474576271Range31Trim Var.39.4528301886792
V(Y[t],d=1,D=1)5.22793687901812Range14Trim Var.1.99547511312217
V(Y[t],d=2,D=1)9.89352692075015Range20Trim Var.3.17342995169082
V(Y[t],d=3,D=1)27.8721804511278Range38Trim Var.11.3396078431373
V(Y[t],d=0,D=2)39.1471631205674Range26Trim Var.23.3243902439024
V(Y[t],d=1,D=2)7.64662349676226Range11Trim Var.4.08048780487805
V(Y[t],d=2,D=2)14.7111111111111Range18Trim Var.7.69630156472262
V(Y[t],d=3,D=2)42.1545454545455Range30Trim Var.23.693657219973


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')