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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 11:13:39 -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/t1196100256562g3mjo3fqfgj5.htm/, Retrieved Fri, 03 May 2024 02:30:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6607, Retrieved Fri, 03 May 2024 02:30:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact214

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 18:13:39] [cb172450b25aceeff04d58e88e905157] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.0
0.2
0.5
0.4
0.2
0.0
-0.1
0.1
0.3
0.3
-0.1
0.4
-0.2
0.4
0.6
0.1
-0.1
0.1
-0.1
0.2
0.4
0.1
0.1
0.3
-0.2
0.2
0.6
0.4
0.3
0.0
-0.2
0.2
0.2
0.3
-0.1
0.4
-0.6
0.3
0.6
0.4
0.3
0.1
-0.1
0.3
0.5
0.2
-0.2
0.3
-0.5
0.3
0.5
0.7
0.3
0.1
-0.1
0.1
0.0
0.1
0.1
0.4

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6607&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]0 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=6607&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6607&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.0685056497175141Range1.3Trim Var.0.0324122448979592
V(Y[t],d=1,D=0)0.136504967855056Range1.9Trim Var.0.0789477503628447
V(Y[t],d=2,D=0)0.391400483968542Range3.4Trim Var.0.187070135746606
V(Y[t],d=3,D=0)1.31677318295739Range5.9Trim Var.0.546404081632653
V(Y[t],d=0,D=1)0.0353014184397163Range0.9Trim Var.0.0181951219512195
V(Y[t],d=1,D=1)0.07104532839963Range1Trim Var.0.0349206349206349
V(Y[t],d=2,D=1)0.202937198067633Range1.8Trim Var.0.127624831309042
V(Y[t],d=3,D=1)0.66249494949495Range3.4Trim Var.0.390220483641536
V(Y[t],d=0,D=2)0.110253968253968Range1.5Trim Var.0.0642413793103448
V(Y[t],d=1,D=2)0.235294117647059Range1.7Trim Var.0.153103448275862
V(Y[t],d=2,D=2)0.701069518716578Range2.9Trim Var.0.494211822660098
V(Y[t],d=3,D=2)2.36068181818182Range5.5Trim Var.1.72519704433498

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0685056497175141 & Range & 1.3 & Trim Var. & 0.0324122448979592 \tabularnewline
V(Y[t],d=1,D=0) & 0.136504967855056 & Range & 1.9 & Trim Var. & 0.0789477503628447 \tabularnewline
V(Y[t],d=2,D=0) & 0.391400483968542 & Range & 3.4 & Trim Var. & 0.187070135746606 \tabularnewline
V(Y[t],d=3,D=0) & 1.31677318295739 & Range & 5.9 & Trim Var. & 0.546404081632653 \tabularnewline
V(Y[t],d=0,D=1) & 0.0353014184397163 & Range & 0.9 & Trim Var. & 0.0181951219512195 \tabularnewline
V(Y[t],d=1,D=1) & 0.07104532839963 & Range & 1 & Trim Var. & 0.0349206349206349 \tabularnewline
V(Y[t],d=2,D=1) & 0.202937198067633 & Range & 1.8 & Trim Var. & 0.127624831309042 \tabularnewline
V(Y[t],d=3,D=1) & 0.66249494949495 & Range & 3.4 & Trim Var. & 0.390220483641536 \tabularnewline
V(Y[t],d=0,D=2) & 0.110253968253968 & Range & 1.5 & Trim Var. & 0.0642413793103448 \tabularnewline
V(Y[t],d=1,D=2) & 0.235294117647059 & Range & 1.7 & Trim Var. & 0.153103448275862 \tabularnewline
V(Y[t],d=2,D=2) & 0.701069518716578 & Range & 2.9 & Trim Var. & 0.494211822660098 \tabularnewline
V(Y[t],d=3,D=2) & 2.36068181818182 & Range & 5.5 & Trim Var. & 1.72519704433498 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6607&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0685056497175141[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0324122448979592[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.136504967855056[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0789477503628447[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.391400483968542[/C][C]Range[/C][C]3.4[/C][C]Trim Var.[/C][C]0.187070135746606[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.31677318295739[/C][C]Range[/C][C]5.9[/C][C]Trim Var.[/C][C]0.546404081632653[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0353014184397163[/C][C]Range[/C][C]0.9[/C][C]Trim Var.[/C][C]0.0181951219512195[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.07104532839963[/C][C]Range[/C][C]1[/C][C]Trim Var.[/C][C]0.0349206349206349[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.202937198067633[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.127624831309042[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.66249494949495[/C][C]Range[/C][C]3.4[/C][C]Trim Var.[/C][C]0.390220483641536[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.110253968253968[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0642413793103448[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.235294117647059[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.153103448275862[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.701069518716578[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.494211822660098[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.36068181818182[/C][C]Range[/C][C]5.5[/C][C]Trim Var.[/C][C]1.72519704433498[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6607&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6607&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)0.0685056497175141Range1.3Trim Var.0.0324122448979592
V(Y[t],d=1,D=0)0.136504967855056Range1.9Trim Var.0.0789477503628447
V(Y[t],d=2,D=0)0.391400483968542Range3.4Trim Var.0.187070135746606
V(Y[t],d=3,D=0)1.31677318295739Range5.9Trim Var.0.546404081632653
V(Y[t],d=0,D=1)0.0353014184397163Range0.9Trim Var.0.0181951219512195
V(Y[t],d=1,D=1)0.07104532839963Range1Trim Var.0.0349206349206349
V(Y[t],d=2,D=1)0.202937198067633Range1.8Trim Var.0.127624831309042
V(Y[t],d=3,D=1)0.66249494949495Range3.4Trim Var.0.390220483641536
V(Y[t],d=0,D=2)0.110253968253968Range1.5Trim Var.0.0642413793103448
V(Y[t],d=1,D=2)0.235294117647059Range1.7Trim Var.0.153103448275862
V(Y[t],d=2,D=2)0.701069518716578Range2.9Trim Var.0.494211822660098
V(Y[t],d=3,D=2)2.36068181818182Range5.5Trim Var.1.72519704433498


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')