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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 04:12:29 -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/t1196334280fpy0cg5yd2napw4.htm/, Retrieved Fri, 03 May 2024 07:31:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7417, Retrieved Fri, 03 May 2024 07:31:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact220

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] [var. reductie tot...] [2007-11-29 11:12:29] [dd38921fafddee0dfc20da83e9650a2a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
7,8
7,5
7,2

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=7417&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=7417&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7417&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)0.21219209039548Range2Trim Var.0.119950980392157
V(Y[t],d=1,D=0)0.118778492109877Range2.8Trim Var.0.0310159651669085
V(Y[t],d=2,D=0)0.202407743496672Range2.9Trim Var.0.0769645550527902
V(Y[t],d=3,D=0)0.548032581453633Range5.1Trim Var.0.233137254901960
V(Y[t],d=0,D=1)0.244889184397163Range1.7Trim Var.0.161304878048780
V(Y[t],d=1,D=1)0.131609620721554Range2.1Trim Var.0.0350121951219512
V(Y[t],d=2,D=1)0.262845410628019Range2.20000000000000Trim Var.0.158147435897436
V(Y[t],d=3,D=1)0.779767676767677Range4Trim Var.0.440944669365722
V(Y[t],d=0,D=2)0.36865873015873Range2.4Trim Var.0.232741935483871
V(Y[t],d=1,D=2)0.357932773109243Range3.7Trim Var.0.086236559139785
V(Y[t],d=2,D=2)0.695374331550802Range3.9Trim Var.0.294482758620689
V(Y[t],d=3,D=2)2.03132575757576Range7Trim Var.1.01071428571429

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.21219209039548 & Range & 2 & Trim Var. & 0.119950980392157 \tabularnewline
V(Y[t],d=1,D=0) & 0.118778492109877 & Range & 2.8 & Trim Var. & 0.0310159651669085 \tabularnewline
V(Y[t],d=2,D=0) & 0.202407743496672 & Range & 2.9 & Trim Var. & 0.0769645550527902 \tabularnewline
V(Y[t],d=3,D=0) & 0.548032581453633 & Range & 5.1 & Trim Var. & 0.233137254901960 \tabularnewline
V(Y[t],d=0,D=1) & 0.244889184397163 & Range & 1.7 & Trim Var. & 0.161304878048780 \tabularnewline
V(Y[t],d=1,D=1) & 0.131609620721554 & Range & 2.1 & Trim Var. & 0.0350121951219512 \tabularnewline
V(Y[t],d=2,D=1) & 0.262845410628019 & Range & 2.20000000000000 & Trim Var. & 0.158147435897436 \tabularnewline
V(Y[t],d=3,D=1) & 0.779767676767677 & Range & 4 & Trim Var. & 0.440944669365722 \tabularnewline
V(Y[t],d=0,D=2) & 0.36865873015873 & Range & 2.4 & Trim Var. & 0.232741935483871 \tabularnewline
V(Y[t],d=1,D=2) & 0.357932773109243 & Range & 3.7 & Trim Var. & 0.086236559139785 \tabularnewline
V(Y[t],d=2,D=2) & 0.695374331550802 & Range & 3.9 & Trim Var. & 0.294482758620689 \tabularnewline
V(Y[t],d=3,D=2) & 2.03132575757576 & Range & 7 & Trim Var. & 1.01071428571429 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7417&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.21219209039548[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.119950980392157[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.118778492109877[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.0310159651669085[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.202407743496672[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.0769645550527902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.548032581453633[/C][C]Range[/C][C]5.1[/C][C]Trim Var.[/C][C]0.233137254901960[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.244889184397163[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.161304878048780[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.131609620721554[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0350121951219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.262845410628019[/C][C]Range[/C][C]2.20000000000000[/C][C]Trim Var.[/C][C]0.158147435897436[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.779767676767677[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.440944669365722[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.36865873015873[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.232741935483871[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.357932773109243[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.086236559139785[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.695374331550802[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.294482758620689[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.03132575757576[/C][C]Range[/C][C]7[/C][C]Trim Var.[/C][C]1.01071428571429[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7417&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7417&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)0.21219209039548Range2Trim Var.0.119950980392157
V(Y[t],d=1,D=0)0.118778492109877Range2.8Trim Var.0.0310159651669085
V(Y[t],d=2,D=0)0.202407743496672Range2.9Trim Var.0.0769645550527902
V(Y[t],d=3,D=0)0.548032581453633Range5.1Trim Var.0.233137254901960
V(Y[t],d=0,D=1)0.244889184397163Range1.7Trim Var.0.161304878048780
V(Y[t],d=1,D=1)0.131609620721554Range2.1Trim Var.0.0350121951219512
V(Y[t],d=2,D=1)0.262845410628019Range2.20000000000000Trim Var.0.158147435897436
V(Y[t],d=3,D=1)0.779767676767677Range4Trim Var.0.440944669365722
V(Y[t],d=0,D=2)0.36865873015873Range2.4Trim Var.0.232741935483871
V(Y[t],d=1,D=2)0.357932773109243Range3.7Trim Var.0.086236559139785
V(Y[t],d=2,D=2)0.695374331550802Range3.9Trim Var.0.294482758620689
V(Y[t],d=3,D=2)2.03132575757576Range7Trim Var.1.01071428571429


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')