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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 04:21:07 -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/t1196334675ef16lazcxn15bm7.htm/, Retrieved Fri, 03 May 2024 07:20:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7421, Retrieved Fri, 03 May 2024 07:20:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact165

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 11:21:07] [dd38921fafddee0dfc20da83e9650a2a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8.798
8.841
8.896
8.951
9.027
9.079
9.129
9.178
9.190
9.251
9.328
9.428
9.499
9.556
9.606
9.632
9.660
9.651
9.695
9.727
9.757
9.788
9.813
9.823
9.837
9.842
9.855
9.863
9.855
9.858
9.853
9.858
9.859
9.865
9.876
9.928
9.948
9.987
10.022
10.068
10.101
10.131
10.143
10.170
10.192
10.214
10.239
10.263
10.310
10.355
10.396
10.446
10.511
10.585

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=7421&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=7421&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7421&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)0.199389726415094Range1.787Trim Var.0.134383276595745
V(Y[t],d=1,D=0)0.000587437590711182Range0.109000000000002Trim Var.0.000378488436632753
V(Y[t],d=2,D=0)0.00034608861236804Range0.0900000000000034Trim Var.0.000155893719806764
V(Y[t],d=3,D=0)0.000952376470588283Range0.163000000000006Trim Var.0.000391555555555559
V(Y[t],d=0,D=1)0.0351758861788618Range0.652000000000001Trim Var.0.0238914857142857
V(Y[t],d=1,D=1)0.00113377439024392Range0.134000000000004Trim Var.0.000752961344537809
V(Y[t],d=2,D=1)0.00079126923076928Range0.117000000000004Trim Var.0.000460299159663886
V(Y[t],d=3,D=1)0.00226816734143067Range0.206000000000008Trim Var.0.00145572773109254
V(Y[t],d=0,D=2)0.0855272195402299Range0.765000000000002Trim Var.0.0767521738461538
V(Y[t],d=1,D=2)0.00241376108374390Range0.202000000000007Trim Var.0.00146567666666671
V(Y[t],d=2,D=2)0.00261233201058221Range0.210000000000010Trim Var.0.00130779710144933
V(Y[t],d=3,D=2)0.00801152421652493Range0.366000000000019Trim Var.0.00420365612648249

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.199389726415094 & Range & 1.787 & Trim Var. & 0.134383276595745 \tabularnewline
V(Y[t],d=1,D=0) & 0.000587437590711182 & Range & 0.109000000000002 & Trim Var. & 0.000378488436632753 \tabularnewline
V(Y[t],d=2,D=0) & 0.00034608861236804 & Range & 0.0900000000000034 & Trim Var. & 0.000155893719806764 \tabularnewline
V(Y[t],d=3,D=0) & 0.000952376470588283 & Range & 0.163000000000006 & Trim Var. & 0.000391555555555559 \tabularnewline
V(Y[t],d=0,D=1) & 0.0351758861788618 & Range & 0.652000000000001 & Trim Var. & 0.0238914857142857 \tabularnewline
V(Y[t],d=1,D=1) & 0.00113377439024392 & Range & 0.134000000000004 & Trim Var. & 0.000752961344537809 \tabularnewline
V(Y[t],d=2,D=1) & 0.00079126923076928 & Range & 0.117000000000004 & Trim Var. & 0.000460299159663886 \tabularnewline
V(Y[t],d=3,D=1) & 0.00226816734143067 & Range & 0.206000000000008 & Trim Var. & 0.00145572773109254 \tabularnewline
V(Y[t],d=0,D=2) & 0.0855272195402299 & Range & 0.765000000000002 & Trim Var. & 0.0767521738461538 \tabularnewline
V(Y[t],d=1,D=2) & 0.00241376108374390 & Range & 0.202000000000007 & Trim Var. & 0.00146567666666671 \tabularnewline
V(Y[t],d=2,D=2) & 0.00261233201058221 & Range & 0.210000000000010 & Trim Var. & 0.00130779710144933 \tabularnewline
V(Y[t],d=3,D=2) & 0.00801152421652493 & Range & 0.366000000000019 & Trim Var. & 0.00420365612648249 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7421&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.199389726415094[/C][C]Range[/C][C]1.787[/C][C]Trim Var.[/C][C]0.134383276595745[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000587437590711182[/C][C]Range[/C][C]0.109000000000002[/C][C]Trim Var.[/C][C]0.000378488436632753[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00034608861236804[/C][C]Range[/C][C]0.0900000000000034[/C][C]Trim Var.[/C][C]0.000155893719806764[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000952376470588283[/C][C]Range[/C][C]0.163000000000006[/C][C]Trim Var.[/C][C]0.000391555555555559[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0351758861788618[/C][C]Range[/C][C]0.652000000000001[/C][C]Trim Var.[/C][C]0.0238914857142857[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00113377439024392[/C][C]Range[/C][C]0.134000000000004[/C][C]Trim Var.[/C][C]0.000752961344537809[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00079126923076928[/C][C]Range[/C][C]0.117000000000004[/C][C]Trim Var.[/C][C]0.000460299159663886[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00226816734143067[/C][C]Range[/C][C]0.206000000000008[/C][C]Trim Var.[/C][C]0.00145572773109254[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0855272195402299[/C][C]Range[/C][C]0.765000000000002[/C][C]Trim Var.[/C][C]0.0767521738461538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00241376108374390[/C][C]Range[/C][C]0.202000000000007[/C][C]Trim Var.[/C][C]0.00146567666666671[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00261233201058221[/C][C]Range[/C][C]0.210000000000010[/C][C]Trim Var.[/C][C]0.00130779710144933[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00801152421652493[/C][C]Range[/C][C]0.366000000000019[/C][C]Trim Var.[/C][C]0.00420365612648249[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7421&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7421&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)0.199389726415094Range1.787Trim Var.0.134383276595745
V(Y[t],d=1,D=0)0.000587437590711182Range0.109000000000002Trim Var.0.000378488436632753
V(Y[t],d=2,D=0)0.00034608861236804Range0.0900000000000034Trim Var.0.000155893719806764
V(Y[t],d=3,D=0)0.000952376470588283Range0.163000000000006Trim Var.0.000391555555555559
V(Y[t],d=0,D=1)0.0351758861788618Range0.652000000000001Trim Var.0.0238914857142857
V(Y[t],d=1,D=1)0.00113377439024392Range0.134000000000004Trim Var.0.000752961344537809
V(Y[t],d=2,D=1)0.00079126923076928Range0.117000000000004Trim Var.0.000460299159663886
V(Y[t],d=3,D=1)0.00226816734143067Range0.206000000000008Trim Var.0.00145572773109254
V(Y[t],d=0,D=2)0.0855272195402299Range0.765000000000002Trim Var.0.0767521738461538
V(Y[t],d=1,D=2)0.00241376108374390Range0.202000000000007Trim Var.0.00146567666666671
V(Y[t],d=2,D=2)0.00261233201058221Range0.210000000000010Trim Var.0.00130779710144933
V(Y[t],d=3,D=2)0.00801152421652493Range0.366000000000019Trim Var.0.00420365612648249


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')