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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 computationTue, 09 Dec 2008 04:23:57 -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/09/t1228821893lvnfes3pwopo6qy.htm/, Retrieved Sun, 19 May 2024 08:47:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31302, Retrieved Sun, 19 May 2024 08:47:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact153

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Variance Reduction Matrix] [Stefan Temmerman] [2008-12-09 11:23:57] [30f7cb12a8cb61e43b87da59ece37a2f] [Current]
Feedback Forum
2008-12-15 17:08:21 [Gert-Jan Geudens] [reply] 
Goede conclusie maar tracht ook de getrimde variantie niet uit het oog te verliezen. Bij de getrimde variantie is een logaritme gebruikt om de 5% hoogste en laagste gegevens te verwijderen. Hierdoor is het effect van outliers verwijderd.

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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10709
10662
10570
10297
10635
10872
10296
10383
10431
10574
10653
10805
10872
10625
10407
10463
10556
10646
10702
11353
11346
11451
11964
12574
13031
13812
14544
14931
14886
16005
17064
15168
16050
15839
15137
14954
15648
15305
15579
16348
15928
16171
15937
15713
15594
15683
16438
17032
17696
17745
19394
20148
20108
18584
18441
18391
19178
18079
18483
19644

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=31302&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=31302&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31302&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)10265554.9050847Range9852Trim Var.8705683.79874214
V(Y[t],d=1,D=0)367090.319696084Range3545Trim Var.163232.322206096
V(Y[t],d=2,D=0)759295.408348457Range5733Trim Var.318136.180995475
V(Y[t],d=3,D=0)2266054.70927318Range9604Trim Var.870254.35372549
V(Y[t],d=0,D=1)3011758.63120567Range7489Trim Var.2032936.33217189
V(Y[t],d=1,D=1)737441.87974098Range4219Trim Var.391295.137804878
V(Y[t],d=2,D=1)1642086.53574879Range6986Trim Var.653356.1
V(Y[t],d=3,D=1)5057930.05252525Range12624Trim Var.2004756.87044534
V(Y[t],d=0,D=2)11485509.45Range13445Trim Var.7980523.61290323
V(Y[t],d=1,D=2)2546889.94621849Range7330Trim Var.1549529.36559140
V(Y[t],d=2,D=2)5828056.75935829Range12624Trim Var.2891707.15057471
V(Y[t],d=3,D=2)18754141.5928030Range21239Trim Var.9383060.43349754

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 10265554.9050847 & Range & 9852 & Trim Var. & 8705683.79874214 \tabularnewline
V(Y[t],d=1,D=0) & 367090.319696084 & Range & 3545 & Trim Var. & 163232.322206096 \tabularnewline
V(Y[t],d=2,D=0) & 759295.408348457 & Range & 5733 & Trim Var. & 318136.180995475 \tabularnewline
V(Y[t],d=3,D=0) & 2266054.70927318 & Range & 9604 & Trim Var. & 870254.35372549 \tabularnewline
V(Y[t],d=0,D=1) & 3011758.63120567 & Range & 7489 & Trim Var. & 2032936.33217189 \tabularnewline
V(Y[t],d=1,D=1) & 737441.87974098 & Range & 4219 & Trim Var. & 391295.137804878 \tabularnewline
V(Y[t],d=2,D=1) & 1642086.53574879 & Range & 6986 & Trim Var. & 653356.1 \tabularnewline
V(Y[t],d=3,D=1) & 5057930.05252525 & Range & 12624 & Trim Var. & 2004756.87044534 \tabularnewline
V(Y[t],d=0,D=2) & 11485509.45 & Range & 13445 & Trim Var. & 7980523.61290323 \tabularnewline
V(Y[t],d=1,D=2) & 2546889.94621849 & Range & 7330 & Trim Var. & 1549529.36559140 \tabularnewline
V(Y[t],d=2,D=2) & 5828056.75935829 & Range & 12624 & Trim Var. & 2891707.15057471 \tabularnewline
V(Y[t],d=3,D=2) & 18754141.5928030 & Range & 21239 & Trim Var. & 9383060.43349754 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31302&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]10265554.9050847[/C][C]Range[/C][C]9852[/C][C]Trim Var.[/C][C]8705683.79874214[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]367090.319696084[/C][C]Range[/C][C]3545[/C][C]Trim Var.[/C][C]163232.322206096[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]759295.408348457[/C][C]Range[/C][C]5733[/C][C]Trim Var.[/C][C]318136.180995475[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2266054.70927318[/C][C]Range[/C][C]9604[/C][C]Trim Var.[/C][C]870254.35372549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3011758.63120567[/C][C]Range[/C][C]7489[/C][C]Trim Var.[/C][C]2032936.33217189[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]737441.87974098[/C][C]Range[/C][C]4219[/C][C]Trim Var.[/C][C]391295.137804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1642086.53574879[/C][C]Range[/C][C]6986[/C][C]Trim Var.[/C][C]653356.1[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5057930.05252525[/C][C]Range[/C][C]12624[/C][C]Trim Var.[/C][C]2004756.87044534[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11485509.45[/C][C]Range[/C][C]13445[/C][C]Trim Var.[/C][C]7980523.61290323[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2546889.94621849[/C][C]Range[/C][C]7330[/C][C]Trim Var.[/C][C]1549529.36559140[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5828056.75935829[/C][C]Range[/C][C]12624[/C][C]Trim Var.[/C][C]2891707.15057471[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]18754141.5928030[/C][C]Range[/C][C]21239[/C][C]Trim Var.[/C][C]9383060.43349754[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31302&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31302&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)10265554.9050847Range9852Trim Var.8705683.79874214
V(Y[t],d=1,D=0)367090.319696084Range3545Trim Var.163232.322206096
V(Y[t],d=2,D=0)759295.408348457Range5733Trim Var.318136.180995475
V(Y[t],d=3,D=0)2266054.70927318Range9604Trim Var.870254.35372549
V(Y[t],d=0,D=1)3011758.63120567Range7489Trim Var.2032936.33217189
V(Y[t],d=1,D=1)737441.87974098Range4219Trim Var.391295.137804878
V(Y[t],d=2,D=1)1642086.53574879Range6986Trim Var.653356.1
V(Y[t],d=3,D=1)5057930.05252525Range12624Trim Var.2004756.87044534
V(Y[t],d=0,D=2)11485509.45Range13445Trim Var.7980523.61290323
V(Y[t],d=1,D=2)2546889.94621849Range7330Trim Var.1549529.36559140
V(Y[t],d=2,D=2)5828056.75935829Range12624Trim Var.2891707.15057471
V(Y[t],d=3,D=2)18754141.5928030Range21239Trim Var.9383060.43349754


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')