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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 computationSun, 25 Nov 2007 07:14:59 -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/25/t11959995767zouflcfejsdb79.htm/, Retrieved Sat, 04 May 2024 17:27:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6458, Retrieved Sat, 04 May 2024 17:27:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact177

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] [WS10Q2-a] [2007-11-25 14:14:59] [f15e5fe6fe718a2cea2c195ef11f432f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7.3
7
6.6
6.4
6.3
6.4
6.3
6
5.3
5.2
5.1
5.4
5.8
5.6
5.6
5.4
5.4
5.5
5.5
5.3
5.7
5.6
5.5
5.6
5.9
6
7
6.6
6.6
6.3
6.3
6.3
6.3
6.2
6.2
6.3
6.4
6.4
7.8
7.7
7.7
7.7
7.7
7.6
7.5
7.4
7.4
7.5
7.6
7.6
8.1
7.8
8
7.9
7.9
7.8
6.7
6.6
6.6
7.7
7.9
8
7.7
7.5
7.6
7.8
7.8
7.7
7.4
7.5
7.2
7.5
7.6
7.6
7.8
7.7
7.7
8.2
8.2
8.1
7.8
7.8
7.7
6.7
6.7
6.7
7.2
6.9
6.8
7.2
7.1
6.9
6.9
6.7
6.5
6.6
6.6
6.5
6.3

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=6458&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=6458&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6458&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)0.739035250463822Range3.1Trim Var.0.538212038303694
V(Y[t],d=1,D=0)0.106698926993478Range2.5Trim Var.0.0302181295715778
V(Y[t],d=2,D=0)0.210103092783505Range2.9Trim Var.0.0855600106923283
V(Y[t],d=3,D=0)0.642105263157895Range4.9Trim Var.0.285274965800274
V(Y[t],d=0,D=1)0.622191927292168Range2.9Trim Var.0.430848554033485
V(Y[t],d=1,D=1)0.148186046511628Range2.4Trim Var.0.0367719298245614
V(Y[t],d=2,D=1)0.283719887955182Range2.7Trim Var.0.146605405405405
V(Y[t],d=3,D=1)0.822172977624785Range5Trim Var.0.397778600518327
V(Y[t],d=0,D=2)1.13125405405405Range4.4Trim Var.0.764957033016734
V(Y[t],d=1,D=2)0.350975564605702Range4.2Trim Var.0.0874032634032634
V(Y[t],d=2,D=2)0.683614916286149Range5Trim Var.0.331096153846154
V(Y[t],d=3,D=2)1.98685250391236Range8.1Trim Var.0.962001488095238

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.739035250463822 & Range & 3.1 & Trim Var. & 0.538212038303694 \tabularnewline
V(Y[t],d=1,D=0) & 0.106698926993478 & Range & 2.5 & Trim Var. & 0.0302181295715778 \tabularnewline
V(Y[t],d=2,D=0) & 0.210103092783505 & Range & 2.9 & Trim Var. & 0.0855600106923283 \tabularnewline
V(Y[t],d=3,D=0) & 0.642105263157895 & Range & 4.9 & Trim Var. & 0.285274965800274 \tabularnewline
V(Y[t],d=0,D=1) & 0.622191927292168 & Range & 2.9 & Trim Var. & 0.430848554033485 \tabularnewline
V(Y[t],d=1,D=1) & 0.148186046511628 & Range & 2.4 & Trim Var. & 0.0367719298245614 \tabularnewline
V(Y[t],d=2,D=1) & 0.283719887955182 & Range & 2.7 & Trim Var. & 0.146605405405405 \tabularnewline
V(Y[t],d=3,D=1) & 0.822172977624785 & Range & 5 & Trim Var. & 0.397778600518327 \tabularnewline
V(Y[t],d=0,D=2) & 1.13125405405405 & Range & 4.4 & Trim Var. & 0.764957033016734 \tabularnewline
V(Y[t],d=1,D=2) & 0.350975564605702 & Range & 4.2 & Trim Var. & 0.0874032634032634 \tabularnewline
V(Y[t],d=2,D=2) & 0.683614916286149 & Range & 5 & Trim Var. & 0.331096153846154 \tabularnewline
V(Y[t],d=3,D=2) & 1.98685250391236 & Range & 8.1 & Trim Var. & 0.962001488095238 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6458&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.739035250463822[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.538212038303694[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.106698926993478[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.0302181295715778[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.210103092783505[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.0855600106923283[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.642105263157895[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.285274965800274[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.622191927292168[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.430848554033485[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.148186046511628[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.0367719298245614[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.283719887955182[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.146605405405405[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.822172977624785[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.397778600518327[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.13125405405405[/C][C]Range[/C][C]4.4[/C][C]Trim Var.[/C][C]0.764957033016734[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.350975564605702[/C][C]Range[/C][C]4.2[/C][C]Trim Var.[/C][C]0.0874032634032634[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.683614916286149[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.331096153846154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.98685250391236[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]0.962001488095238[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6458&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6458&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)0.739035250463822Range3.1Trim Var.0.538212038303694
V(Y[t],d=1,D=0)0.106698926993478Range2.5Trim Var.0.0302181295715778
V(Y[t],d=2,D=0)0.210103092783505Range2.9Trim Var.0.0855600106923283
V(Y[t],d=3,D=0)0.642105263157895Range4.9Trim Var.0.285274965800274
V(Y[t],d=0,D=1)0.622191927292168Range2.9Trim Var.0.430848554033485
V(Y[t],d=1,D=1)0.148186046511628Range2.4Trim Var.0.0367719298245614
V(Y[t],d=2,D=1)0.283719887955182Range2.7Trim Var.0.146605405405405
V(Y[t],d=3,D=1)0.822172977624785Range5Trim Var.0.397778600518327
V(Y[t],d=0,D=2)1.13125405405405Range4.4Trim Var.0.764957033016734
V(Y[t],d=1,D=2)0.350975564605702Range4.2Trim Var.0.0874032634032634
V(Y[t],d=2,D=2)0.683614916286149Range5Trim Var.0.331096153846154
V(Y[t],d=3,D=2)1.98685250391236Range8.1Trim Var.0.962001488095238


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')