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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 02 Dec 2008 14:03:48 -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/2008/Dec/02/t1228251964zzxps5uprz3w1eh.htm/, Retrieved Sun, 19 May 2024 12:37:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28456, Retrieved Sun, 19 May 2024 12:37:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Spectral Analysis] [Q6 - 3e methode -...] [2008-12-02 20:05:14] [7a664918911e34206ce9d0436dd7c1c8]
- RMPD    [Variance Reduction Matrix] [Q8 - eerste reeks...] [2008-12-02 21:03:48] [98255691c21504803b38711776845ae0] [Current]
- RM        [Standard Deviation-Mean Plot] [Q8 - eerste reeks...] [2008-12-02 21:11:58] [7a664918911e34206ce9d0436dd7c1c8]
-    D      [Variance Reduction Matrix] [Q8 - tweede reeks...] [2008-12-02 21:19:04] [7a664918911e34206ce9d0436dd7c1c8]
F RM D      [Standard Deviation-Mean Plot] [Q8 - tweede reeks...] [2008-12-02 21:23:44] [7a664918911e34206ce9d0436dd7c1c8]
F RMPD      [Cross Correlation Function] [Q9 - cross correl...] [2008-12-02 21:34:04] [7a664918911e34206ce9d0436dd7c1c8]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-1
4
9
18
13
9
5
9
9
17
7
4
8
1
4
2
1
5
15
11
4
11
2
3
7
6
4
5
3
2
1
1
0
9
3
4
-3

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational 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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28456&T=0

[TABLE]
[ROW][C]Summary of computational 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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28456&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28456&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 computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)23.9249249249249Range21Trim Var.14.3825757575758
V(Y[t],d=1,D=0)27.5396825396825Range20Trim Var.17.2365591397849
V(Y[t],d=2,D=0)68.6436974789916Range32Trim Var.44.4753694581281
V(Y[t],d=3,D=0)221.336898395722Range56Trim Var.152.713793103448
V(Y[t],d=0,D=1)41.7933333333333Range26Trim Var.20.0142857142857
V(Y[t],d=1,D=1)46.2590579710145Range26Trim Var.18.3006535947712
V(Y[t],d=2,D=1)76.0434782608696Range37Trim Var.28.5
V(Y[t],d=3,D=1)194.997835497835Range52Trim Var.108.264705882353
V(Y[t],d=0,D=2)133.589743589744Range43Trim Var.65.8909090909091
V(Y[t],d=1,D=2)164.628787878788Range43Trim Var.95.0666666666667
V(Y[t],d=2,D=2)277.854545454545Range58Trim Var.102.5
V(Y[t],d=3,D=2)753.6Range85Trim Var.268.904761904762

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 23.9249249249249 & Range & 21 & Trim Var. & 14.3825757575758 \tabularnewline
V(Y[t],d=1,D=0) & 27.5396825396825 & Range & 20 & Trim Var. & 17.2365591397849 \tabularnewline
V(Y[t],d=2,D=0) & 68.6436974789916 & Range & 32 & Trim Var. & 44.4753694581281 \tabularnewline
V(Y[t],d=3,D=0) & 221.336898395722 & Range & 56 & Trim Var. & 152.713793103448 \tabularnewline
V(Y[t],d=0,D=1) & 41.7933333333333 & Range & 26 & Trim Var. & 20.0142857142857 \tabularnewline
V(Y[t],d=1,D=1) & 46.2590579710145 & Range & 26 & Trim Var. & 18.3006535947712 \tabularnewline
V(Y[t],d=2,D=1) & 76.0434782608696 & Range & 37 & Trim Var. & 28.5 \tabularnewline
V(Y[t],d=3,D=1) & 194.997835497835 & Range & 52 & Trim Var. & 108.264705882353 \tabularnewline
V(Y[t],d=0,D=2) & 133.589743589744 & Range & 43 & Trim Var. & 65.8909090909091 \tabularnewline
V(Y[t],d=1,D=2) & 164.628787878788 & Range & 43 & Trim Var. & 95.0666666666667 \tabularnewline
V(Y[t],d=2,D=2) & 277.854545454545 & Range & 58 & Trim Var. & 102.5 \tabularnewline
V(Y[t],d=3,D=2) & 753.6 & Range & 85 & Trim Var. & 268.904761904762 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28456&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]23.9249249249249[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]14.3825757575758[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]27.5396825396825[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]17.2365591397849[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]68.6436974789916[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]44.4753694581281[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]221.336898395722[/C][C]Range[/C][C]56[/C][C]Trim Var.[/C][C]152.713793103448[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]41.7933333333333[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]20.0142857142857[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]46.2590579710145[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]18.3006535947712[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]76.0434782608696[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]28.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]194.997835497835[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]108.264705882353[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]133.589743589744[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]65.8909090909091[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]164.628787878788[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]95.0666666666667[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]277.854545454545[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]102.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]753.6[/C][C]Range[/C][C]85[/C][C]Trim Var.[/C][C]268.904761904762[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28456&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28456&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)23.9249249249249Range21Trim Var.14.3825757575758
V(Y[t],d=1,D=0)27.5396825396825Range20Trim Var.17.2365591397849
V(Y[t],d=2,D=0)68.6436974789916Range32Trim Var.44.4753694581281
V(Y[t],d=3,D=0)221.336898395722Range56Trim Var.152.713793103448
V(Y[t],d=0,D=1)41.7933333333333Range26Trim Var.20.0142857142857
V(Y[t],d=1,D=1)46.2590579710145Range26Trim Var.18.3006535947712
V(Y[t],d=2,D=1)76.0434782608696Range37Trim Var.28.5
V(Y[t],d=3,D=1)194.997835497835Range52Trim Var.108.264705882353
V(Y[t],d=0,D=2)133.589743589744Range43Trim Var.65.8909090909091
V(Y[t],d=1,D=2)164.628787878788Range43Trim Var.95.0666666666667
V(Y[t],d=2,D=2)277.854545454545Range58Trim Var.102.5
V(Y[t],d=3,D=2)753.6Range85Trim Var.268.904761904762


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')