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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 computationWed, 28 Nov 2007 03:37:25 -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/28/t119624563079g6kc7ifpho0bx.htm/, Retrieved Thu, 02 May 2024 04:00:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6997, Retrieved Thu, 02 May 2024 04:00:42 +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] [] [2007-11-28 10:37:25] [00ef4a509c2a49a63e98610ffa741e39] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
96
75
96
102
130
127
111
108
108
122
113
111
97
124
99
118
111
121
102
102
115
123
127
117
106
88
95
105
117
128
136
128
124
119
128
104
91
99
92
117
103
117
125
94
126
105
107
87
95
63
91
90
102
104
121
107
94
96
98
75
97
81
89
85
95
97
103
99
82
90
82
94

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=6997&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=6997&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6997&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)237.069640062598Range73Trim Var.153.511520737327
V(Y[t],d=1,D=0)223.627766599598Range64Trim Var.147.52585765489
V(Y[t],d=2,D=0)644.107867494824Range116Trim Var.379.037704918033
V(Y[t],d=3,D=0)2239.92625745951Range218Trim Var.1333.45519125683
V(Y[t],d=0,D=1)252.518361581921Range85Trim Var.128.619147449336
V(Y[t],d=1,D=1)439.594973699591Range94Trim Var.260.509803921569
V(Y[t],d=2,D=1)1353.61554748941Range171Trim Var.816.385882352941
V(Y[t],d=3,D=1)4579.42919799499Range289Trim Var.3061.98666666667
V(Y[t],d=0,D=2)766.357712765957Range139Trim Var.384.950638792102
V(Y[t],d=1,D=2)1472.82053654024Range171Trim Var.846.298780487805
V(Y[t],d=2,D=2)4542.17632850242Range292Trim Var.2746.59230769231
V(Y[t],d=3,D=2)15266.9272727273Range512Trim Var.10098.669365722

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 237.069640062598 & Range & 73 & Trim Var. & 153.511520737327 \tabularnewline
V(Y[t],d=1,D=0) & 223.627766599598 & Range & 64 & Trim Var. & 147.52585765489 \tabularnewline
V(Y[t],d=2,D=0) & 644.107867494824 & Range & 116 & Trim Var. & 379.037704918033 \tabularnewline
V(Y[t],d=3,D=0) & 2239.92625745951 & Range & 218 & Trim Var. & 1333.45519125683 \tabularnewline
V(Y[t],d=0,D=1) & 252.518361581921 & Range & 85 & Trim Var. & 128.619147449336 \tabularnewline
V(Y[t],d=1,D=1) & 439.594973699591 & Range & 94 & Trim Var. & 260.509803921569 \tabularnewline
V(Y[t],d=2,D=1) & 1353.61554748941 & Range & 171 & Trim Var. & 816.385882352941 \tabularnewline
V(Y[t],d=3,D=1) & 4579.42919799499 & Range & 289 & Trim Var. & 3061.98666666667 \tabularnewline
V(Y[t],d=0,D=2) & 766.357712765957 & Range & 139 & Trim Var. & 384.950638792102 \tabularnewline
V(Y[t],d=1,D=2) & 1472.82053654024 & Range & 171 & Trim Var. & 846.298780487805 \tabularnewline
V(Y[t],d=2,D=2) & 4542.17632850242 & Range & 292 & Trim Var. & 2746.59230769231 \tabularnewline
V(Y[t],d=3,D=2) & 15266.9272727273 & Range & 512 & Trim Var. & 10098.669365722 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6997&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]237.069640062598[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]153.511520737327[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]223.627766599598[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]147.52585765489[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]644.107867494824[/C][C]Range[/C][C]116[/C][C]Trim Var.[/C][C]379.037704918033[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2239.92625745951[/C][C]Range[/C][C]218[/C][C]Trim Var.[/C][C]1333.45519125683[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]252.518361581921[/C][C]Range[/C][C]85[/C][C]Trim Var.[/C][C]128.619147449336[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]439.594973699591[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]260.509803921569[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1353.61554748941[/C][C]Range[/C][C]171[/C][C]Trim Var.[/C][C]816.385882352941[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4579.42919799499[/C][C]Range[/C][C]289[/C][C]Trim Var.[/C][C]3061.98666666667[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]766.357712765957[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]384.950638792102[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1472.82053654024[/C][C]Range[/C][C]171[/C][C]Trim Var.[/C][C]846.298780487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4542.17632850242[/C][C]Range[/C][C]292[/C][C]Trim Var.[/C][C]2746.59230769231[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]15266.9272727273[/C][C]Range[/C][C]512[/C][C]Trim Var.[/C][C]10098.669365722[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6997&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6997&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)237.069640062598Range73Trim Var.153.511520737327
V(Y[t],d=1,D=0)223.627766599598Range64Trim Var.147.52585765489
V(Y[t],d=2,D=0)644.107867494824Range116Trim Var.379.037704918033
V(Y[t],d=3,D=0)2239.92625745951Range218Trim Var.1333.45519125683
V(Y[t],d=0,D=1)252.518361581921Range85Trim Var.128.619147449336
V(Y[t],d=1,D=1)439.594973699591Range94Trim Var.260.509803921569
V(Y[t],d=2,D=1)1353.61554748941Range171Trim Var.816.385882352941
V(Y[t],d=3,D=1)4579.42919799499Range289Trim Var.3061.98666666667
V(Y[t],d=0,D=2)766.357712765957Range139Trim Var.384.950638792102
V(Y[t],d=1,D=2)1472.82053654024Range171Trim Var.846.298780487805
V(Y[t],d=2,D=2)4542.17632850242Range292Trim Var.2746.59230769231
V(Y[t],d=3,D=2)15266.9272727273Range512Trim Var.10098.669365722


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')