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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, 04 Dec 2008 05:49:06 -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/04/t1228395007m3s3x8l9gyr5n8o.htm/, Retrieved Sun, 19 May 2024 07:11:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28920, Retrieved Sun, 19 May 2024 07:11:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact211

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Cross Correlation Function] [] [2008-12-02 16:29:33] [b53e8d20687f12ca59f39c9b7c3a629a]
- RMPD    [Variance Reduction Matrix] [] [2008-12-04 12:49:06] [86e877ba38171644c8ca01af8044e645] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7.5
7.2
6.9
6.7
6.4
6.3
6.8
7.3
7.1
7.1
6.8
6.5
6.3
6.1
6.1
6.3
6.3
6
6.2
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8.0
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8.0
8.0
7.9
8.0
7.7
7.2
7.5
7.3
7.0
7.0
7.0
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9
6.8

Tables (Output of Computation)





Summary of computational 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 computational 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=28920&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]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=28920&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28920&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.666919413919414Range3.3Trim Var.0.484460028050491
V(Y[t],d=1,D=0)0.0903426064227035Range2.1Trim Var.0.039678690874343
V(Y[t],d=2,D=0)0.113329525985151Range1.8Trim Var.0.0565449438202247
V(Y[t],d=3,D=0)0.254253543001359Range2.8Trim Var.0.119426966292135
V(Y[t],d=0,D=1)0.515486208508649Range2.8Trim Var.0.382976785189539
V(Y[t],d=1,D=1)0.084495938843765Range1.40000000000000Trim Var.0.0443987341772152
V(Y[t],d=2,D=1)0.0892210012210013Range1.5Trim Var.0.0535864197530865
V(Y[t],d=3,D=1)0.176280898876405Range2.00000000000000Trim Var.0.107681962025317
V(Y[t],d=0,D=2)0.699277777777778Range4.1Trim Var.0.320961770623742
V(Y[t],d=1,D=2)0.211240506329114Range2.50000000000000Trim Var.0.112559356136821
V(Y[t],d=2,D=2)0.224300551768906Range2Trim Var.0.14212215320911
V(Y[t],d=3,D=2)0.435557775557776Range3Trim Var.0.272720496894410

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.666919413919414 & Range & 3.3 & Trim Var. & 0.484460028050491 \tabularnewline
V(Y[t],d=1,D=0) & 0.0903426064227035 & Range & 2.1 & Trim Var. & 0.039678690874343 \tabularnewline
V(Y[t],d=2,D=0) & 0.113329525985151 & Range & 1.8 & Trim Var. & 0.0565449438202247 \tabularnewline
V(Y[t],d=3,D=0) & 0.254253543001359 & Range & 2.8 & Trim Var. & 0.119426966292135 \tabularnewline
V(Y[t],d=0,D=1) & 0.515486208508649 & Range & 2.8 & Trim Var. & 0.382976785189539 \tabularnewline
V(Y[t],d=1,D=1) & 0.084495938843765 & Range & 1.40000000000000 & Trim Var. & 0.0443987341772152 \tabularnewline
V(Y[t],d=2,D=1) & 0.0892210012210013 & Range & 1.5 & Trim Var. & 0.0535864197530865 \tabularnewline
V(Y[t],d=3,D=1) & 0.176280898876405 & Range & 2.00000000000000 & Trim Var. & 0.107681962025317 \tabularnewline
V(Y[t],d=0,D=2) & 0.699277777777778 & Range & 4.1 & Trim Var. & 0.320961770623742 \tabularnewline
V(Y[t],d=1,D=2) & 0.211240506329114 & Range & 2.50000000000000 & Trim Var. & 0.112559356136821 \tabularnewline
V(Y[t],d=2,D=2) & 0.224300551768906 & Range & 2 & Trim Var. & 0.14212215320911 \tabularnewline
V(Y[t],d=3,D=2) & 0.435557775557776 & Range & 3 & Trim Var. & 0.272720496894410 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28920&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.666919413919414[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.484460028050491[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0903426064227035[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.039678690874343[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.113329525985151[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0565449438202247[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.254253543001359[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.119426966292135[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.515486208508649[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.382976785189539[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.084495938843765[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0443987341772152[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0892210012210013[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0535864197530865[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.176280898876405[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.107681962025317[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.699277777777778[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.320961770623742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.211240506329114[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.112559356136821[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.224300551768906[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.14212215320911[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.435557775557776[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.272720496894410[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28920&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28920&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)0.666919413919414Range3.3Trim Var.0.484460028050491
V(Y[t],d=1,D=0)0.0903426064227035Range2.1Trim Var.0.039678690874343
V(Y[t],d=2,D=0)0.113329525985151Range1.8Trim Var.0.0565449438202247
V(Y[t],d=3,D=0)0.254253543001359Range2.8Trim Var.0.119426966292135
V(Y[t],d=0,D=1)0.515486208508649Range2.8Trim Var.0.382976785189539
V(Y[t],d=1,D=1)0.084495938843765Range1.40000000000000Trim Var.0.0443987341772152
V(Y[t],d=2,D=1)0.0892210012210013Range1.5Trim Var.0.0535864197530865
V(Y[t],d=3,D=1)0.176280898876405Range2.00000000000000Trim Var.0.107681962025317
V(Y[t],d=0,D=2)0.699277777777778Range4.1Trim Var.0.320961770623742
V(Y[t],d=1,D=2)0.211240506329114Range2.50000000000000Trim Var.0.112559356136821
V(Y[t],d=2,D=2)0.224300551768906Range2Trim Var.0.14212215320911
V(Y[t],d=3,D=2)0.435557775557776Range3Trim Var.0.272720496894410


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')