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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 10:55:55 -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/t1196272330jlyv2pc46rs8kd8.htm/, Retrieved Thu, 02 May 2024 07:13:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7183, Retrieved Thu, 02 May 2024 07:13:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact209

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] [werkloosheidsgraad] [2007-11-28 17:55:55] [89d26cd0a44959d9c8b169f34617598a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7.6
7.7
7.6
8.2
8
8.1
8.3
8.2
8.1
7.7
7.6
7.7
8.2
8.4
8.4
8.6
8.4
8.5
8.7
8.7
8.6
7.4
7.3
7.4
9
9.2
9.2
8.5
8.3
8.3
8.6
8.6
8.5
8.1
8.1
8
8.6
8.7
8.7
8.6
8.4
8.4
8.7
8.7
8.5
8.3
8.3
8.3
8.1
8.2
8.1
8.1
7.9
7.7
8.1
8
7.7
7.8
7.6
7.4
7.7

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=7183&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=7183&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7183&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)0.197322404371585Range1.9Trim Var.0.103399822695035
V(Y[t],d=1,D=0)0.120844632768361Range2.8Trim Var.0.0331516422082459
V(Y[t],d=2,D=0)0.217229690239626Range2.9Trim Var.0.0930624092888242
V(Y[t],d=3,D=0)0.601781609195401Range5.1Trim Var.0.278250377073906
V(Y[t],d=0,D=1)0.256768707482993Range1.7Trim Var.0.201528239202658
V(Y[t],d=1,D=1)0.130195035460993Range2.1Trim Var.0.0357259001161440
V(Y[t],d=2,D=1)0.259491211840888Range2.20000000000000Trim Var.0.156902439024390
V(Y[t],d=3,D=1)0.755096618357488Range4Trim Var.0.421435897435898
V(Y[t],d=0,D=2)0.366381381381381Range2.4Trim Var.0.235018939393939
V(Y[t],d=1,D=2)0.350563492063492Range3.7Trim Var.0.0865221774193549
V(Y[t],d=2,D=2)0.633058823529411Range3.9Trim Var.0.229896551724137
V(Y[t],d=3,D=2)1.71105169340463Range7Trim Var.0.678724137931034

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.197322404371585 & Range & 1.9 & Trim Var. & 0.103399822695035 \tabularnewline
V(Y[t],d=1,D=0) & 0.120844632768361 & Range & 2.8 & Trim Var. & 0.0331516422082459 \tabularnewline
V(Y[t],d=2,D=0) & 0.217229690239626 & Range & 2.9 & Trim Var. & 0.0930624092888242 \tabularnewline
V(Y[t],d=3,D=0) & 0.601781609195401 & Range & 5.1 & Trim Var. & 0.278250377073906 \tabularnewline
V(Y[t],d=0,D=1) & 0.256768707482993 & Range & 1.7 & Trim Var. & 0.201528239202658 \tabularnewline
V(Y[t],d=1,D=1) & 0.130195035460993 & Range & 2.1 & Trim Var. & 0.0357259001161440 \tabularnewline
V(Y[t],d=2,D=1) & 0.259491211840888 & Range & 2.20000000000000 & Trim Var. & 0.156902439024390 \tabularnewline
V(Y[t],d=3,D=1) & 0.755096618357488 & Range & 4 & Trim Var. & 0.421435897435898 \tabularnewline
V(Y[t],d=0,D=2) & 0.366381381381381 & Range & 2.4 & Trim Var. & 0.235018939393939 \tabularnewline
V(Y[t],d=1,D=2) & 0.350563492063492 & Range & 3.7 & Trim Var. & 0.0865221774193549 \tabularnewline
V(Y[t],d=2,D=2) & 0.633058823529411 & Range & 3.9 & Trim Var. & 0.229896551724137 \tabularnewline
V(Y[t],d=3,D=2) & 1.71105169340463 & Range & 7 & Trim Var. & 0.678724137931034 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7183&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.197322404371585[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.103399822695035[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.120844632768361[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.0331516422082459[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.217229690239626[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.0930624092888242[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.601781609195401[/C][C]Range[/C][C]5.1[/C][C]Trim Var.[/C][C]0.278250377073906[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.256768707482993[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.201528239202658[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.130195035460993[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0357259001161440[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.259491211840888[/C][C]Range[/C][C]2.20000000000000[/C][C]Trim Var.[/C][C]0.156902439024390[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.755096618357488[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.421435897435898[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.366381381381381[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.235018939393939[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.350563492063492[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.0865221774193549[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.633058823529411[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.229896551724137[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.71105169340463[/C][C]Range[/C][C]7[/C][C]Trim Var.[/C][C]0.678724137931034[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7183&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7183&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)0.197322404371585Range1.9Trim Var.0.103399822695035
V(Y[t],d=1,D=0)0.120844632768361Range2.8Trim Var.0.0331516422082459
V(Y[t],d=2,D=0)0.217229690239626Range2.9Trim Var.0.0930624092888242
V(Y[t],d=3,D=0)0.601781609195401Range5.1Trim Var.0.278250377073906
V(Y[t],d=0,D=1)0.256768707482993Range1.7Trim Var.0.201528239202658
V(Y[t],d=1,D=1)0.130195035460993Range2.1Trim Var.0.0357259001161440
V(Y[t],d=2,D=1)0.259491211840888Range2.20000000000000Trim Var.0.156902439024390
V(Y[t],d=3,D=1)0.755096618357488Range4Trim Var.0.421435897435898
V(Y[t],d=0,D=2)0.366381381381381Range2.4Trim Var.0.235018939393939
V(Y[t],d=1,D=2)0.350563492063492Range3.7Trim Var.0.0865221774193549
V(Y[t],d=2,D=2)0.633058823529411Range3.9Trim Var.0.229896551724137
V(Y[t],d=3,D=2)1.71105169340463Range7Trim Var.0.678724137931034


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')