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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 computationThu, 29 Nov 2007 02:58:14 -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/29/t1196329681tcihmq2hu4xkcan.htm/, Retrieved Fri, 03 May 2024 08:59:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7336, Retrieved Fri, 03 May 2024 08:59:11 +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] [Q2_T4] [2007-11-29 09:58:14] [031886dbad66702fa31ca1c4d15fdd0f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,81
1,59
1,65
1,47
1,3
1,27
1,33
1,24
1,21
1,33
1,38
1,42
1,3
1,36
1,37
1,48
1,53
1,39
1,37
1,39
1,32
1,32
1,18
1,18
0,99
1
0,9
0,76
0,78
0,73
0,61
0,52
0,82
0,95
1,52
1,46
1,48
1,32
1,39
1,33
1,24
1,45
1,55
1,51
1,76
1,85
1,56
1,45
1,49
1,45
1,44
1,28
1,46
1,3
1,25
1,25
1,18
1,31
1,35
1,49
1,56
1,44
1,48
1,57
1,59
1,77
1,92
1,83
1,92
1,92
1,61
1,67
1,71
1,65
1,68
1,7
1,63
1,65
1,62
1,75
1,86
1,81
1,6
1,65
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=7336&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=7336&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7336&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)0.0874067787114846Range1.4Trim Var.0.0460489009009009
V(Y[t],d=1,D=0)0.0173490963855422Range0.88Trim Var.0.00748702435312024
V(Y[t],d=2,D=0)0.0340920952101087Range1.07Trim Var.0.017414534428795
V(Y[t],d=3,D=0)0.102872086720867Range1.78Trim Var.0.0570139084507042
V(Y[t],d=0,D=1)0.178462861491629Range1.86Trim Var.0.108100384615385
V(Y[t],d=1,D=1)0.0447010954616588Range1.57Trim Var.0.0191170386904762
V(Y[t],d=2,D=1)0.083819597585513Range1.63Trim Var.0.0411813108038914
V(Y[t],d=3,D=1)0.253759523809524Range2.98Trim Var.0.133178847170809
V(Y[t],d=0,D=2)0.667818087431694Range3.38Trim Var.0.42808824383164
V(Y[t],d=1,D=2)0.167550395480226Range2.76Trim Var.0.0723004891684137
V(Y[t],d=2,D=2)0.305083869082408Range2.98Trim Var.0.170009651669086
V(Y[t],d=3,D=2)0.922825287356322Range4.98Trim Var.0.558984464555052

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0874067787114846 & Range & 1.4 & Trim Var. & 0.0460489009009009 \tabularnewline
V(Y[t],d=1,D=0) & 0.0173490963855422 & Range & 0.88 & Trim Var. & 0.00748702435312024 \tabularnewline
V(Y[t],d=2,D=0) & 0.0340920952101087 & Range & 1.07 & Trim Var. & 0.017414534428795 \tabularnewline
V(Y[t],d=3,D=0) & 0.102872086720867 & Range & 1.78 & Trim Var. & 0.0570139084507042 \tabularnewline
V(Y[t],d=0,D=1) & 0.178462861491629 & Range & 1.86 & Trim Var. & 0.108100384615385 \tabularnewline
V(Y[t],d=1,D=1) & 0.0447010954616588 & Range & 1.57 & Trim Var. & 0.0191170386904762 \tabularnewline
V(Y[t],d=2,D=1) & 0.083819597585513 & Range & 1.63 & Trim Var. & 0.0411813108038914 \tabularnewline
V(Y[t],d=3,D=1) & 0.253759523809524 & Range & 2.98 & Trim Var. & 0.133178847170809 \tabularnewline
V(Y[t],d=0,D=2) & 0.667818087431694 & Range & 3.38 & Trim Var. & 0.42808824383164 \tabularnewline
V(Y[t],d=1,D=2) & 0.167550395480226 & Range & 2.76 & Trim Var. & 0.0723004891684137 \tabularnewline
V(Y[t],d=2,D=2) & 0.305083869082408 & Range & 2.98 & Trim Var. & 0.170009651669086 \tabularnewline
V(Y[t],d=3,D=2) & 0.922825287356322 & Range & 4.98 & Trim Var. & 0.558984464555052 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7336&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0874067787114846[/C][C]Range[/C][C]1.4[/C][C]Trim Var.[/C][C]0.0460489009009009[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0173490963855422[/C][C]Range[/C][C]0.88[/C][C]Trim Var.[/C][C]0.00748702435312024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0340920952101087[/C][C]Range[/C][C]1.07[/C][C]Trim Var.[/C][C]0.017414534428795[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.102872086720867[/C][C]Range[/C][C]1.78[/C][C]Trim Var.[/C][C]0.0570139084507042[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.178462861491629[/C][C]Range[/C][C]1.86[/C][C]Trim Var.[/C][C]0.108100384615385[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0447010954616588[/C][C]Range[/C][C]1.57[/C][C]Trim Var.[/C][C]0.0191170386904762[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.083819597585513[/C][C]Range[/C][C]1.63[/C][C]Trim Var.[/C][C]0.0411813108038914[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.253759523809524[/C][C]Range[/C][C]2.98[/C][C]Trim Var.[/C][C]0.133178847170809[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.667818087431694[/C][C]Range[/C][C]3.38[/C][C]Trim Var.[/C][C]0.42808824383164[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.167550395480226[/C][C]Range[/C][C]2.76[/C][C]Trim Var.[/C][C]0.0723004891684137[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.305083869082408[/C][C]Range[/C][C]2.98[/C][C]Trim Var.[/C][C]0.170009651669086[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.922825287356322[/C][C]Range[/C][C]4.98[/C][C]Trim Var.[/C][C]0.558984464555052[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7336&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7336&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)0.0874067787114846Range1.4Trim Var.0.0460489009009009
V(Y[t],d=1,D=0)0.0173490963855422Range0.88Trim Var.0.00748702435312024
V(Y[t],d=2,D=0)0.0340920952101087Range1.07Trim Var.0.017414534428795
V(Y[t],d=3,D=0)0.102872086720867Range1.78Trim Var.0.0570139084507042
V(Y[t],d=0,D=1)0.178462861491629Range1.86Trim Var.0.108100384615385
V(Y[t],d=1,D=1)0.0447010954616588Range1.57Trim Var.0.0191170386904762
V(Y[t],d=2,D=1)0.083819597585513Range1.63Trim Var.0.0411813108038914
V(Y[t],d=3,D=1)0.253759523809524Range2.98Trim Var.0.133178847170809
V(Y[t],d=0,D=2)0.667818087431694Range3.38Trim Var.0.42808824383164
V(Y[t],d=1,D=2)0.167550395480226Range2.76Trim Var.0.0723004891684137
V(Y[t],d=2,D=2)0.305083869082408Range2.98Trim Var.0.170009651669086
V(Y[t],d=3,D=2)0.922825287356322Range4.98Trim Var.0.558984464555052


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')