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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 computationWed, 10 Dec 2008 15:34:55 -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/10/t12289485139zdmaqqsmwxhnfm.htm/, Retrieved Sun, 19 May 2024 07:22:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32141, Retrieved Sun, 19 May 2024 07:22:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact197

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] [Stefan Temmerman] [2008-12-10 22:34:55] [30f7cb12a8cb61e43b87da59ece37a2f] [Current]
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Dataset

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

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'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32141&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32141&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32141&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.652079037800687Range3.3Trim Var.0.447708683473389
V(Y[t],d=1,D=0)0.0892456140350878Range2.1Trim Var.0.0349159663865546
V(Y[t],d=2,D=0)0.112862262038074Range1.8Trim Var.0.0594593006171025
V(Y[t],d=3,D=0)0.254029970258522Range2.8Trim Var.0.128100975329891
V(Y[t],d=0,D=1)0.515378151260504Range2.8Trim Var.0.374425225225225
V(Y[t],d=1,D=1)0.0853858290304074Range1.40000000000000Trim Var.0.0409370109546166
V(Y[t],d=2,D=1)0.0840111666176904Range1.30000000000000Trim Var.0.0497633020344289
V(Y[t],d=3,D=1)0.170986148750377Range2.00000000000000Trim Var.0.100555555555556
V(Y[t],d=0,D=2)0.38468797564688Range3.7Trim Var.0.165225961538461
V(Y[t],d=1,D=2)0.20464593114241Range2.50000000000000Trim Var.0.093184843830005
V(Y[t],d=2,D=2)0.211424547283703Range1.90000000000000Trim Var.0.136164874551971
V(Y[t],d=3,D=2)0.447289855072465Range3Trim Var.0.264624537281862

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.652079037800687 & Range & 3.3 & Trim Var. & 0.447708683473389 \tabularnewline
V(Y[t],d=1,D=0) & 0.0892456140350878 & Range & 2.1 & Trim Var. & 0.0349159663865546 \tabularnewline
V(Y[t],d=2,D=0) & 0.112862262038074 & Range & 1.8 & Trim Var. & 0.0594593006171025 \tabularnewline
V(Y[t],d=3,D=0) & 0.254029970258522 & Range & 2.8 & Trim Var. & 0.128100975329891 \tabularnewline
V(Y[t],d=0,D=1) & 0.515378151260504 & Range & 2.8 & Trim Var. & 0.374425225225225 \tabularnewline
V(Y[t],d=1,D=1) & 0.0853858290304074 & Range & 1.40000000000000 & Trim Var. & 0.0409370109546166 \tabularnewline
V(Y[t],d=2,D=1) & 0.0840111666176904 & Range & 1.30000000000000 & Trim Var. & 0.0497633020344289 \tabularnewline
V(Y[t],d=3,D=1) & 0.170986148750377 & Range & 2.00000000000000 & Trim Var. & 0.100555555555556 \tabularnewline
V(Y[t],d=0,D=2) & 0.38468797564688 & Range & 3.7 & Trim Var. & 0.165225961538461 \tabularnewline
V(Y[t],d=1,D=2) & 0.20464593114241 & Range & 2.50000000000000 & Trim Var. & 0.093184843830005 \tabularnewline
V(Y[t],d=2,D=2) & 0.211424547283703 & Range & 1.90000000000000 & Trim Var. & 0.136164874551971 \tabularnewline
V(Y[t],d=3,D=2) & 0.447289855072465 & Range & 3 & Trim Var. & 0.264624537281862 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32141&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.652079037800687[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.447708683473389[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0892456140350878[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0349159663865546[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.112862262038074[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0594593006171025[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.254029970258522[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.128100975329891[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.515378151260504[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.374425225225225[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0853858290304074[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0409370109546166[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0840111666176904[/C][C]Range[/C][C]1.30000000000000[/C][C]Trim Var.[/C][C]0.0497633020344289[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.170986148750377[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.100555555555556[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.38468797564688[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.165225961538461[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.20464593114241[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.093184843830005[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.211424547283703[/C][C]Range[/C][C]1.90000000000000[/C][C]Trim Var.[/C][C]0.136164874551971[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.447289855072465[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.264624537281862[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32141&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32141&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)0.652079037800687Range3.3Trim Var.0.447708683473389
V(Y[t],d=1,D=0)0.0892456140350878Range2.1Trim Var.0.0349159663865546
V(Y[t],d=2,D=0)0.112862262038074Range1.8Trim Var.0.0594593006171025
V(Y[t],d=3,D=0)0.254029970258522Range2.8Trim Var.0.128100975329891
V(Y[t],d=0,D=1)0.515378151260504Range2.8Trim Var.0.374425225225225
V(Y[t],d=1,D=1)0.0853858290304074Range1.40000000000000Trim Var.0.0409370109546166
V(Y[t],d=2,D=1)0.0840111666176904Range1.30000000000000Trim Var.0.0497633020344289
V(Y[t],d=3,D=1)0.170986148750377Range2.00000000000000Trim Var.0.100555555555556
V(Y[t],d=0,D=2)0.38468797564688Range3.7Trim Var.0.165225961538461
V(Y[t],d=1,D=2)0.20464593114241Range2.50000000000000Trim Var.0.093184843830005
V(Y[t],d=2,D=2)0.211424547283703Range1.90000000000000Trim Var.0.136164874551971
V(Y[t],d=3,D=2)0.447289855072465Range3Trim Var.0.264624537281862


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')