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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 computationSat, 24 Nov 2007 12:06:57 -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/24/t1195930684oq6yj24mvfp0kdu.htm/, Retrieved Fri, 03 May 2024 07:55:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6360, Retrieved Fri, 03 May 2024 07:55:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact185

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] [WS9EQ2FS] [2007-11-24 19:06:57] [142ab5472309a9ae9a3b52678758dc4a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
22
27
24
24
22
23
25
23
21
21
22
20
22
22
20
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20
17
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19

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=6360&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=6360&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6360&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)4.19887005649718Range11Trim Var.1.89224489795918
V(Y[t],d=1,D=0)3.25599064874342Range8Trim Var.1.83710407239819
V(Y[t],d=2,D=0)8.66182698124622Range16Trim Var.4.43632653061225
V(Y[t],d=3,D=0)26.8370927318296Range27Trim Var.14.9506802721088
V(Y[t],d=0,D=1)5.37189716312057Range12Trim Var.2.62804878048780
V(Y[t],d=1,D=1)5.91304347826087Range10Trim Var.2.91730769230769
V(Y[t],d=2,D=1)16.9603864734300Range19Trim Var.7.63086770981508
V(Y[t],d=3,D=1)55.6919191919192Range33Trim Var.29.3805120910384
V(Y[t],d=0,D=2)19.6468253968254Range19Trim Var.11.6129032258065
V(Y[t],d=1,D=2)20.5579831932773Range20Trim Var.8.56650246305419
V(Y[t],d=2,D=2)56.7139037433155Range35Trim Var.31.615763546798
V(Y[t],d=3,D=2)182.507575757576Range60Trim Var.111.179802955665

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4.19887005649718 & Range & 11 & Trim Var. & 1.89224489795918 \tabularnewline
V(Y[t],d=1,D=0) & 3.25599064874342 & Range & 8 & Trim Var. & 1.83710407239819 \tabularnewline
V(Y[t],d=2,D=0) & 8.66182698124622 & Range & 16 & Trim Var. & 4.43632653061225 \tabularnewline
V(Y[t],d=3,D=0) & 26.8370927318296 & Range & 27 & Trim Var. & 14.9506802721088 \tabularnewline
V(Y[t],d=0,D=1) & 5.37189716312057 & Range & 12 & Trim Var. & 2.62804878048780 \tabularnewline
V(Y[t],d=1,D=1) & 5.91304347826087 & Range & 10 & Trim Var. & 2.91730769230769 \tabularnewline
V(Y[t],d=2,D=1) & 16.9603864734300 & Range & 19 & Trim Var. & 7.63086770981508 \tabularnewline
V(Y[t],d=3,D=1) & 55.6919191919192 & Range & 33 & Trim Var. & 29.3805120910384 \tabularnewline
V(Y[t],d=0,D=2) & 19.6468253968254 & Range & 19 & Trim Var. & 11.6129032258065 \tabularnewline
V(Y[t],d=1,D=2) & 20.5579831932773 & Range & 20 & Trim Var. & 8.56650246305419 \tabularnewline
V(Y[t],d=2,D=2) & 56.7139037433155 & Range & 35 & Trim Var. & 31.615763546798 \tabularnewline
V(Y[t],d=3,D=2) & 182.507575757576 & Range & 60 & Trim Var. & 111.179802955665 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6360&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4.19887005649718[/C][C]Range[/C][C]11[/C][C]Trim Var.[/C][C]1.89224489795918[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3.25599064874342[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]1.83710407239819[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]8.66182698124622[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]4.43632653061225[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]26.8370927318296[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]14.9506802721088[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5.37189716312057[/C][C]Range[/C][C]12[/C][C]Trim Var.[/C][C]2.62804878048780[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.91304347826087[/C][C]Range[/C][C]10[/C][C]Trim Var.[/C][C]2.91730769230769[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]16.9603864734300[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]7.63086770981508[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]55.6919191919192[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]29.3805120910384[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]19.6468253968254[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]11.6129032258065[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]20.5579831932773[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]8.56650246305419[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]56.7139037433155[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]31.615763546798[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]182.507575757576[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]111.179802955665[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6360&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6360&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)4.19887005649718Range11Trim Var.1.89224489795918
V(Y[t],d=1,D=0)3.25599064874342Range8Trim Var.1.83710407239819
V(Y[t],d=2,D=0)8.66182698124622Range16Trim Var.4.43632653061225
V(Y[t],d=3,D=0)26.8370927318296Range27Trim Var.14.9506802721088
V(Y[t],d=0,D=1)5.37189716312057Range12Trim Var.2.62804878048780
V(Y[t],d=1,D=1)5.91304347826087Range10Trim Var.2.91730769230769
V(Y[t],d=2,D=1)16.9603864734300Range19Trim Var.7.63086770981508
V(Y[t],d=3,D=1)55.6919191919192Range33Trim Var.29.3805120910384
V(Y[t],d=0,D=2)19.6468253968254Range19Trim Var.11.6129032258065
V(Y[t],d=1,D=2)20.5579831932773Range20Trim Var.8.56650246305419
V(Y[t],d=2,D=2)56.7139037433155Range35Trim Var.31.615763546798
V(Y[t],d=3,D=2)182.507575757576Range60Trim Var.111.179802955665


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')