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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 12:25:02 -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/t1196363659dsh8g44y9ps0nqd.htm/, Retrieved Fri, 03 May 2024 08:45:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7578, Retrieved Fri, 03 May 2024 08:45:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact208

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] [inflatie] [2007-11-29 19:25:02] [5a8e7c1f041681f87e3014e302618e0c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,6
1,6
1,4
1,7
1,8
1,9
2,2
2,1
2,4
2,6
2,8
2,7
2,6
2,9
2,8
2,2
2,2
2,2
2
2
1,7
1,4
1,3
1,4
1,3
1,3
1,4
2
1,7
1,8
1,7
1,6
1,7
1,9
1,8
1,7
1,6
1,8
1,6
1,5
1,5
1,3
1,4
1,4
1,3
1,3
1,2
1,1
1,4
1,2
1,5
1,1
1,3
1,5
1,1
1,4
1,3
1,5
1,6
1,7

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=7578&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=7578&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7578&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)0.209209039548023Range1.8Trim Var.0.139874213836478
V(Y[t],d=1,D=0)0.046031560490941Range1.2Trim Var.0.0266666666666667
V(Y[t],d=2,D=0)0.113856624319419Range1.6Trim Var.0.070920060331825
V(Y[t],d=3,D=0)0.375344611528822Range2.7Trim Var.0.2268
V(Y[t],d=0,D=1)0.441684397163121Range3Trim Var.0.230150987224158
V(Y[t],d=1,D=1)0.137317298797410Range2.1Trim Var.0.0679024390243902
V(Y[t],d=2,D=1)0.305106280193237Range2.5Trim Var.0.175794871794872
V(Y[t],d=3,D=1)0.963161616161616Range4.4Trim Var.0.55080971659919
V(Y[t],d=0,D=2)1.48135714285714Range5Trim Var.0.87539314516129
V(Y[t],d=1,D=2)0.451764705882353Range4Trim Var.0.181160919540230
V(Y[t],d=2,D=2)0.972762923351158Range4.8Trim Var.0.504137931034483
V(Y[t],d=3,D=2)2.93234848484848Range8.2Trim Var.1.45004926108374

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.209209039548023 & Range & 1.8 & Trim Var. & 0.139874213836478 \tabularnewline
V(Y[t],d=1,D=0) & 0.046031560490941 & Range & 1.2 & Trim Var. & 0.0266666666666667 \tabularnewline
V(Y[t],d=2,D=0) & 0.113856624319419 & Range & 1.6 & Trim Var. & 0.070920060331825 \tabularnewline
V(Y[t],d=3,D=0) & 0.375344611528822 & Range & 2.7 & Trim Var. & 0.2268 \tabularnewline
V(Y[t],d=0,D=1) & 0.441684397163121 & Range & 3 & Trim Var. & 0.230150987224158 \tabularnewline
V(Y[t],d=1,D=1) & 0.137317298797410 & Range & 2.1 & Trim Var. & 0.0679024390243902 \tabularnewline
V(Y[t],d=2,D=1) & 0.305106280193237 & Range & 2.5 & Trim Var. & 0.175794871794872 \tabularnewline
V(Y[t],d=3,D=1) & 0.963161616161616 & Range & 4.4 & Trim Var. & 0.55080971659919 \tabularnewline
V(Y[t],d=0,D=2) & 1.48135714285714 & Range & 5 & Trim Var. & 0.87539314516129 \tabularnewline
V(Y[t],d=1,D=2) & 0.451764705882353 & Range & 4 & Trim Var. & 0.181160919540230 \tabularnewline
V(Y[t],d=2,D=2) & 0.972762923351158 & Range & 4.8 & Trim Var. & 0.504137931034483 \tabularnewline
V(Y[t],d=3,D=2) & 2.93234848484848 & Range & 8.2 & Trim Var. & 1.45004926108374 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7578&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.209209039548023[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.139874213836478[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.046031560490941[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0266666666666667[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.113856624319419[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.070920060331825[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.375344611528822[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.2268[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.441684397163121[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.230150987224158[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.137317298797410[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0679024390243902[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.305106280193237[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.175794871794872[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.963161616161616[/C][C]Range[/C][C]4.4[/C][C]Trim Var.[/C][C]0.55080971659919[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.48135714285714[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.87539314516129[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.451764705882353[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.181160919540230[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.972762923351158[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.504137931034483[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.93234848484848[/C][C]Range[/C][C]8.2[/C][C]Trim Var.[/C][C]1.45004926108374[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7578&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7578&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)0.209209039548023Range1.8Trim Var.0.139874213836478
V(Y[t],d=1,D=0)0.046031560490941Range1.2Trim Var.0.0266666666666667
V(Y[t],d=2,D=0)0.113856624319419Range1.6Trim Var.0.070920060331825
V(Y[t],d=3,D=0)0.375344611528822Range2.7Trim Var.0.2268
V(Y[t],d=0,D=1)0.441684397163121Range3Trim Var.0.230150987224158
V(Y[t],d=1,D=1)0.137317298797410Range2.1Trim Var.0.0679024390243902
V(Y[t],d=2,D=1)0.305106280193237Range2.5Trim Var.0.175794871794872
V(Y[t],d=3,D=1)0.963161616161616Range4.4Trim Var.0.55080971659919
V(Y[t],d=0,D=2)1.48135714285714Range5Trim Var.0.87539314516129
V(Y[t],d=1,D=2)0.451764705882353Range4Trim Var.0.181160919540230
V(Y[t],d=2,D=2)0.972762923351158Range4.8Trim Var.0.504137931034483
V(Y[t],d=3,D=2)2.93234848484848Range8.2Trim Var.1.45004926108374


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')