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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 computationMon, 26 Nov 2007 11:10:04 -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/26/t1196100078zdiv1nzkxs8mm61.htm/, Retrieved Thu, 02 May 2024 13:57:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6604, Retrieved Thu, 02 May 2024 13:57:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact204

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] [Opdracht 4 Questi...] [2007-11-26 18:10:04] [cb172450b25aceeff04d58e88e905157] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2,9
2,6
2,7
1,8
1,3
0,9
1,3
1,3
1,3
1,3
1,1
1,4
1,2
1,7
1,8
1,5
1
1,6
1,5
1,8
1,8
1,6
1,9
1,7
1,6
1,3
1,1
1,9
2,6
2,3
2,4
2,2
2
2,9
2,6
2,3
2,3
2,6
3,1
2,8
2,5
2,9
3,1
3,1
3,2
2,5
2,6
2,9
2,6
2,4
1,7
2
2,2
1,9
1,6
1,6
1,2
1,2
1,5
1,6

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=6604&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=6604&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6604&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)0.406471751412429Range2.3Trim Var.0.295245098039216
V(Y[t],d=1,D=0)0.134506136762127Range1.8Trim Var.0.0781349782293179
V(Y[t],d=2,D=0)0.28346037507562Range2.3Trim Var.0.165858823529412
V(Y[t],d=3,D=0)0.821315789473684Range3.9Trim Var.0.574737254901961
V(Y[t],d=0,D=1)0.884822695035461Range4Trim Var.0.542951219512195
V(Y[t],d=1,D=1)0.428621646623497Range2.8Trim Var.0.265756097560976
V(Y[t],d=2,D=1)0.981294685990338Range4.1Trim Var.0.584044871794872
V(Y[t],d=3,D=1)2.86491919191919Range6.9Trim Var.1.94130904183536
V(Y[t],d=0,D=2)2.02751587301587Range6.1Trim Var.1.23192540322581
V(Y[t],d=1,D=2)1.63361344537815Range5Trim Var.1.06286206896552
V(Y[t],d=2,D=2)3.87033868092692Range7Trim Var.2.72851724137931
V(Y[t],d=3,D=2)11.1768939393939Range12.5Trim Var.7.7021921182266

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.406471751412429 & Range & 2.3 & Trim Var. & 0.295245098039216 \tabularnewline
V(Y[t],d=1,D=0) & 0.134506136762127 & Range & 1.8 & Trim Var. & 0.0781349782293179 \tabularnewline
V(Y[t],d=2,D=0) & 0.28346037507562 & Range & 2.3 & Trim Var. & 0.165858823529412 \tabularnewline
V(Y[t],d=3,D=0) & 0.821315789473684 & Range & 3.9 & Trim Var. & 0.574737254901961 \tabularnewline
V(Y[t],d=0,D=1) & 0.884822695035461 & Range & 4 & Trim Var. & 0.542951219512195 \tabularnewline
V(Y[t],d=1,D=1) & 0.428621646623497 & Range & 2.8 & Trim Var. & 0.265756097560976 \tabularnewline
V(Y[t],d=2,D=1) & 0.981294685990338 & Range & 4.1 & Trim Var. & 0.584044871794872 \tabularnewline
V(Y[t],d=3,D=1) & 2.86491919191919 & Range & 6.9 & Trim Var. & 1.94130904183536 \tabularnewline
V(Y[t],d=0,D=2) & 2.02751587301587 & Range & 6.1 & Trim Var. & 1.23192540322581 \tabularnewline
V(Y[t],d=1,D=2) & 1.63361344537815 & Range & 5 & Trim Var. & 1.06286206896552 \tabularnewline
V(Y[t],d=2,D=2) & 3.87033868092692 & Range & 7 & Trim Var. & 2.72851724137931 \tabularnewline
V(Y[t],d=3,D=2) & 11.1768939393939 & Range & 12.5 & Trim Var. & 7.7021921182266 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6604&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.406471751412429[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.295245098039216[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.134506136762127[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0781349782293179[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.28346037507562[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.165858823529412[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.821315789473684[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.574737254901961[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.884822695035461[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.542951219512195[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.428621646623497[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.265756097560976[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.981294685990338[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.584044871794872[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.86491919191919[/C][C]Range[/C][C]6.9[/C][C]Trim Var.[/C][C]1.94130904183536[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.02751587301587[/C][C]Range[/C][C]6.1[/C][C]Trim Var.[/C][C]1.23192540322581[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.63361344537815[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]1.06286206896552[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.87033868092692[/C][C]Range[/C][C]7[/C][C]Trim Var.[/C][C]2.72851724137931[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]11.1768939393939[/C][C]Range[/C][C]12.5[/C][C]Trim Var.[/C][C]7.7021921182266[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6604&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6604&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)0.406471751412429Range2.3Trim Var.0.295245098039216
V(Y[t],d=1,D=0)0.134506136762127Range1.8Trim Var.0.0781349782293179
V(Y[t],d=2,D=0)0.28346037507562Range2.3Trim Var.0.165858823529412
V(Y[t],d=3,D=0)0.821315789473684Range3.9Trim Var.0.574737254901961
V(Y[t],d=0,D=1)0.884822695035461Range4Trim Var.0.542951219512195
V(Y[t],d=1,D=1)0.428621646623497Range2.8Trim Var.0.265756097560976
V(Y[t],d=2,D=1)0.981294685990338Range4.1Trim Var.0.584044871794872
V(Y[t],d=3,D=1)2.86491919191919Range6.9Trim Var.1.94130904183536
V(Y[t],d=0,D=2)2.02751587301587Range6.1Trim Var.1.23192540322581
V(Y[t],d=1,D=2)1.63361344537815Range5Trim Var.1.06286206896552
V(Y[t],d=2,D=2)3.87033868092692Range7Trim Var.2.72851724137931
V(Y[t],d=3,D=2)11.1768939393939Range12.5Trim Var.7.7021921182266


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')