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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 computationThu, 11 Dec 2008 05:52:41 -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/11/t122900003033prw4d3ghnrcp0.htm/, Retrieved Sun, 19 May 2024 05:17:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32204, Retrieved Sun, 19 May 2024 05:17:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact202

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Spectral Analysis] [blok 20 Q2 SA] [2008-12-08 20:21:06] [6173c35e31b784a490c8cd5476f785d4]
F   P     [Spectral Analysis] [blok 20 Q2 SA d=1] [2008-12-08 20:23:49] [6173c35e31b784a490c8cd5476f785d4]
F   P       [Spectral Analysis] [blok 20 Q2 SA d=1...] [2008-12-08 20:25:33] [6173c35e31b784a490c8cd5476f785d4]
F RMP         [ARIMA Backward Selection] [blok 20 Q5 ] [2008-12-09 19:58:53] [6173c35e31b784a490c8cd5476f785d4]
- RMPD            [Variance Reduction Matrix] [paper VRM y(t)] [2008-12-11 12:52:41] [1237f4df7e9be807e4c0a07b90c45721] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
119,5
125
145
105,3
116,9
120,1
88,9
78,4
114,6
113,3
117
99,6
99,4
101,9
115,2
108,5
113,8
121
92,2
90,2
101,5
126,6
93,9
89,8
93,4
101,5
110,4
105,9
108,4
113,9
86,1
69,4
101,2
100,5
98
106,6
90,1
96,9
125,9
112
100
123,9
79,8
83,4
113,6
112,9
104
109,9
99
106,3
128,9
111,1
102,9
130
87
87,5
117,6
103,4
110,8
112,6
102,5
112,4
135,6
105,1
127,7
137
91
90,5
122,4
123,3
124,3
120
118,1
119
142,7
123,6
129,6
151,6
110,4
99,2
130,5
136,2
129,7
128

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=32204&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=32204&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32204&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)262.991921973609Range82.2Trim Var.158.248241392077
V(Y[t],d=1,D=0)363.72560387893Range82.2Trim Var.213.345418569254
V(Y[t],d=2,D=0)949.258367961457Range123.2Trim Var.621.636993348983
V(Y[t],d=3,D=0)2778.16685493827Range221.1Trim Var.1715.64978269618
V(Y[t],d=0,D=1)124.163560250391Range54.6Trim Var.67.9957514880952
V(Y[t],d=1,D=1)171.400410462777Range69.4Trim Var.86.199452124936
V(Y[t],d=2,D=1)548.173217391304Range118.8Trim Var.290.169161819143
V(Y[t],d=3,D=1)1902.89941176471Range226.6Trim Var.993.909792349727
V(Y[t],d=0,D=2)230.231141242938Range77.9Trim Var.129.455206149546
V(Y[t],d=1,D=2)473.660017533606Range118.8Trim Var.258.295166908563
V(Y[t],d=2,D=2)1512.84297943134Range216.4Trim Var.826.947613122172
V(Y[t],d=3,D=2)5274.23218671679Range402.4Trim Var.2816.03014117647

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 262.991921973609 & Range & 82.2 & Trim Var. & 158.248241392077 \tabularnewline
V(Y[t],d=1,D=0) & 363.72560387893 & Range & 82.2 & Trim Var. & 213.345418569254 \tabularnewline
V(Y[t],d=2,D=0) & 949.258367961457 & Range & 123.2 & Trim Var. & 621.636993348983 \tabularnewline
V(Y[t],d=3,D=0) & 2778.16685493827 & Range & 221.1 & Trim Var. & 1715.64978269618 \tabularnewline
V(Y[t],d=0,D=1) & 124.163560250391 & Range & 54.6 & Trim Var. & 67.9957514880952 \tabularnewline
V(Y[t],d=1,D=1) & 171.400410462777 & Range & 69.4 & Trim Var. & 86.199452124936 \tabularnewline
V(Y[t],d=2,D=1) & 548.173217391304 & Range & 118.8 & Trim Var. & 290.169161819143 \tabularnewline
V(Y[t],d=3,D=1) & 1902.89941176471 & Range & 226.6 & Trim Var. & 993.909792349727 \tabularnewline
V(Y[t],d=0,D=2) & 230.231141242938 & Range & 77.9 & Trim Var. & 129.455206149546 \tabularnewline
V(Y[t],d=1,D=2) & 473.660017533606 & Range & 118.8 & Trim Var. & 258.295166908563 \tabularnewline
V(Y[t],d=2,D=2) & 1512.84297943134 & Range & 216.4 & Trim Var. & 826.947613122172 \tabularnewline
V(Y[t],d=3,D=2) & 5274.23218671679 & Range & 402.4 & Trim Var. & 2816.03014117647 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32204&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]262.991921973609[/C][C]Range[/C][C]82.2[/C][C]Trim Var.[/C][C]158.248241392077[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]363.72560387893[/C][C]Range[/C][C]82.2[/C][C]Trim Var.[/C][C]213.345418569254[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]949.258367961457[/C][C]Range[/C][C]123.2[/C][C]Trim Var.[/C][C]621.636993348983[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2778.16685493827[/C][C]Range[/C][C]221.1[/C][C]Trim Var.[/C][C]1715.64978269618[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]124.163560250391[/C][C]Range[/C][C]54.6[/C][C]Trim Var.[/C][C]67.9957514880952[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]171.400410462777[/C][C]Range[/C][C]69.4[/C][C]Trim Var.[/C][C]86.199452124936[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]548.173217391304[/C][C]Range[/C][C]118.8[/C][C]Trim Var.[/C][C]290.169161819143[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1902.89941176471[/C][C]Range[/C][C]226.6[/C][C]Trim Var.[/C][C]993.909792349727[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]230.231141242938[/C][C]Range[/C][C]77.9[/C][C]Trim Var.[/C][C]129.455206149546[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]473.660017533606[/C][C]Range[/C][C]118.8[/C][C]Trim Var.[/C][C]258.295166908563[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1512.84297943134[/C][C]Range[/C][C]216.4[/C][C]Trim Var.[/C][C]826.947613122172[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5274.23218671679[/C][C]Range[/C][C]402.4[/C][C]Trim Var.[/C][C]2816.03014117647[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32204&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32204&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)262.991921973609Range82.2Trim Var.158.248241392077
V(Y[t],d=1,D=0)363.72560387893Range82.2Trim Var.213.345418569254
V(Y[t],d=2,D=0)949.258367961457Range123.2Trim Var.621.636993348983
V(Y[t],d=3,D=0)2778.16685493827Range221.1Trim Var.1715.64978269618
V(Y[t],d=0,D=1)124.163560250391Range54.6Trim Var.67.9957514880952
V(Y[t],d=1,D=1)171.400410462777Range69.4Trim Var.86.199452124936
V(Y[t],d=2,D=1)548.173217391304Range118.8Trim Var.290.169161819143
V(Y[t],d=3,D=1)1902.89941176471Range226.6Trim Var.993.909792349727
V(Y[t],d=0,D=2)230.231141242938Range77.9Trim Var.129.455206149546
V(Y[t],d=1,D=2)473.660017533606Range118.8Trim Var.258.295166908563
V(Y[t],d=2,D=2)1512.84297943134Range216.4Trim Var.826.947613122172
V(Y[t],d=3,D=2)5274.23218671679Range402.4Trim Var.2816.03014117647


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')