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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 03:45:35 -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/t11962462368mrsl02c4i80jwg.htm/, Retrieved Thu, 02 May 2024 01:16:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7007, Retrieved Thu, 02 May 2024 01:16:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsbridome
Estimated Impact212

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] [workshop 3_varian...] [2007-11-28 10:45:35] [9cd804c1ac16035a4cb2da1c6dfdb61e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
540
522
526
527
516
503
489
479
475
524
552
532
511
492
492
493
481
462
457
442
439
488
521
501
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555

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=7007&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=7007&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7007&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)2751.47142857143Range198Trim Var.2009.29489819263
V(Y[t],d=1,D=0)379.739010989011Range94Trim Var.178.185379837554
V(Y[t],d=2,D=0)523.760642270351Range121Trim Var.215.602842809365
V(Y[t],d=3,D=0)1149.70055206549Range178Trim Var.468.199875156055
V(Y[t],d=0,D=1)1052.32223747426Range129Trim Var.786.53858290304
V(Y[t],d=1,D=1)49.5007012622721Range41Trim Var.26.1022627093741
V(Y[t],d=2,D=1)93.96607740086Range56Trim Var.54.3319783197832
V(Y[t],d=3,D=1)268.507448107448Range88Trim Var.146.27832278481
V(Y[t],d=0,D=2)889.205058717254Range123Trim Var.612.609546165884
V(Y[t],d=1,D=2)115.319753086420Range63Trim Var.51.2088531187123
V(Y[t],d=2,D=2)228.154272151899Range69Trim Var.146.424949698189
V(Y[t],d=3,D=2)632.157740993184Range118Trim Var.414.141247484909

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2751.47142857143 & Range & 198 & Trim Var. & 2009.29489819263 \tabularnewline
V(Y[t],d=1,D=0) & 379.739010989011 & Range & 94 & Trim Var. & 178.185379837554 \tabularnewline
V(Y[t],d=2,D=0) & 523.760642270351 & Range & 121 & Trim Var. & 215.602842809365 \tabularnewline
V(Y[t],d=3,D=0) & 1149.70055206549 & Range & 178 & Trim Var. & 468.199875156055 \tabularnewline
V(Y[t],d=0,D=1) & 1052.32223747426 & Range & 129 & Trim Var. & 786.53858290304 \tabularnewline
V(Y[t],d=1,D=1) & 49.5007012622721 & Range & 41 & Trim Var. & 26.1022627093741 \tabularnewline
V(Y[t],d=2,D=1) & 93.96607740086 & Range & 56 & Trim Var. & 54.3319783197832 \tabularnewline
V(Y[t],d=3,D=1) & 268.507448107448 & Range & 88 & Trim Var. & 146.27832278481 \tabularnewline
V(Y[t],d=0,D=2) & 889.205058717254 & Range & 123 & Trim Var. & 612.609546165884 \tabularnewline
V(Y[t],d=1,D=2) & 115.319753086420 & Range & 63 & Trim Var. & 51.2088531187123 \tabularnewline
V(Y[t],d=2,D=2) & 228.154272151899 & Range & 69 & Trim Var. & 146.424949698189 \tabularnewline
V(Y[t],d=3,D=2) & 632.157740993184 & Range & 118 & Trim Var. & 414.141247484909 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7007&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2751.47142857143[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]2009.29489819263[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]379.739010989011[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]178.185379837554[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]523.760642270351[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]215.602842809365[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1149.70055206549[/C][C]Range[/C][C]178[/C][C]Trim Var.[/C][C]468.199875156055[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1052.32223747426[/C][C]Range[/C][C]129[/C][C]Trim Var.[/C][C]786.53858290304[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]49.5007012622721[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]26.1022627093741[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]93.96607740086[/C][C]Range[/C][C]56[/C][C]Trim Var.[/C][C]54.3319783197832[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]268.507448107448[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]146.27832278481[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]889.205058717254[/C][C]Range[/C][C]123[/C][C]Trim Var.[/C][C]612.609546165884[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]115.319753086420[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]51.2088531187123[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]228.154272151899[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]146.424949698189[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]632.157740993184[/C][C]Range[/C][C]118[/C][C]Trim Var.[/C][C]414.141247484909[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7007&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7007&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)2751.47142857143Range198Trim Var.2009.29489819263
V(Y[t],d=1,D=0)379.739010989011Range94Trim Var.178.185379837554
V(Y[t],d=2,D=0)523.760642270351Range121Trim Var.215.602842809365
V(Y[t],d=3,D=0)1149.70055206549Range178Trim Var.468.199875156055
V(Y[t],d=0,D=1)1052.32223747426Range129Trim Var.786.53858290304
V(Y[t],d=1,D=1)49.5007012622721Range41Trim Var.26.1022627093741
V(Y[t],d=2,D=1)93.96607740086Range56Trim Var.54.3319783197832
V(Y[t],d=3,D=1)268.507448107448Range88Trim Var.146.27832278481
V(Y[t],d=0,D=2)889.205058717254Range123Trim Var.612.609546165884
V(Y[t],d=1,D=2)115.319753086420Range63Trim Var.51.2088531187123
V(Y[t],d=2,D=2)228.154272151899Range69Trim Var.146.424949698189
V(Y[t],d=3,D=2)632.157740993184Range118Trim Var.414.141247484909


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')