FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 06:44:58 -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/t12290032096za1lesu4upjou9.htm/, Retrieved Sun, 19 May 2024 05:56:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32229, Retrieved Sun, 19 May 2024 05:56:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper vrouw
Estimated Impact179

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 17:50:19] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Law of Averages] [2008-11-30 14:45:18] [415d0222c17b651a9576eaac006f530d]
- RMPD      [Variance Reduction Matrix] [Variance reductio...] [2008-12-11 13:44:58] [bb7e3816cefc365f4d7adcd50784b783] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9.9
9.8
9.4
8.3
8
8.5
10.4
11.1
10.9
9.9
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.9
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.8
7.9
7.9
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'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 & 1 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=32229&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32229&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32229&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.577003546099291Range3.3Trim Var.0.338025551684088
V(Y[t],d=1,D=0)0.244634597594820Range3Trim Var.0.0741219512195122
V(Y[t],d=2,D=0)0.282647342995169Range2.6Trim Var.0.142199730094467
V(Y[t],d=3,D=0)0.52810101010101Range4.1Trim Var.0.173535762483131
V(Y[t],d=0,D=1)0.404785714285714Range3Trim Var.0.187379032258065
V(Y[t],d=1,D=1)0.120873949579832Range1.5Trim Var.0.0667311827956989
V(Y[t],d=2,D=1)0.113021390374331Range1.60000000000000Trim Var.0.0588620689655175
V(Y[t],d=3,D=1)0.195852272727272Range2.00000000000000Trim Var.0.0968965517241374
V(Y[t],d=0,D=2)0.377101449275363Range2.3Trim Var.0.200921052631579
V(Y[t],d=1,D=2)0.136205533596838Range1.30000000000000Trim Var.0.083529411764706
V(Y[t],d=2,D=2)0.137077922077922Range1.60000000000000Trim Var.0.0508823529411768
V(Y[t],d=3,D=2)0.296476190476189Range2.29999999999999Trim Var.0.143455882352941

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.577003546099291 & Range & 3.3 & Trim Var. & 0.338025551684088 \tabularnewline
V(Y[t],d=1,D=0) & 0.244634597594820 & Range & 3 & Trim Var. & 0.0741219512195122 \tabularnewline
V(Y[t],d=2,D=0) & 0.282647342995169 & Range & 2.6 & Trim Var. & 0.142199730094467 \tabularnewline
V(Y[t],d=3,D=0) & 0.52810101010101 & Range & 4.1 & Trim Var. & 0.173535762483131 \tabularnewline
V(Y[t],d=0,D=1) & 0.404785714285714 & Range & 3 & Trim Var. & 0.187379032258065 \tabularnewline
V(Y[t],d=1,D=1) & 0.120873949579832 & Range & 1.5 & Trim Var. & 0.0667311827956989 \tabularnewline
V(Y[t],d=2,D=1) & 0.113021390374331 & Range & 1.60000000000000 & Trim Var. & 0.0588620689655175 \tabularnewline
V(Y[t],d=3,D=1) & 0.195852272727272 & Range & 2.00000000000000 & Trim Var. & 0.0968965517241374 \tabularnewline
V(Y[t],d=0,D=2) & 0.377101449275363 & Range & 2.3 & Trim Var. & 0.200921052631579 \tabularnewline
V(Y[t],d=1,D=2) & 0.136205533596838 & Range & 1.30000000000000 & Trim Var. & 0.083529411764706 \tabularnewline
V(Y[t],d=2,D=2) & 0.137077922077922 & Range & 1.60000000000000 & Trim Var. & 0.0508823529411768 \tabularnewline
V(Y[t],d=3,D=2) & 0.296476190476189 & Range & 2.29999999999999 & Trim Var. & 0.143455882352941 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32229&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.577003546099291[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.338025551684088[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.244634597594820[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.0741219512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.282647342995169[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.142199730094467[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.52810101010101[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.173535762483131[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.404785714285714[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.187379032258065[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.120873949579832[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0667311827956989[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.113021390374331[/C][C]Range[/C][C]1.60000000000000[/C][C]Trim Var.[/C][C]0.0588620689655175[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.195852272727272[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.0968965517241374[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.377101449275363[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.200921052631579[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.136205533596838[/C][C]Range[/C][C]1.30000000000000[/C][C]Trim Var.[/C][C]0.083529411764706[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.137077922077922[/C][C]Range[/C][C]1.60000000000000[/C][C]Trim Var.[/C][C]0.0508823529411768[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.296476190476189[/C][C]Range[/C][C]2.29999999999999[/C][C]Trim Var.[/C][C]0.143455882352941[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32229&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32229&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)0.577003546099291Range3.3Trim Var.0.338025551684088
V(Y[t],d=1,D=0)0.244634597594820Range3Trim Var.0.0741219512195122
V(Y[t],d=2,D=0)0.282647342995169Range2.6Trim Var.0.142199730094467
V(Y[t],d=3,D=0)0.52810101010101Range4.1Trim Var.0.173535762483131
V(Y[t],d=0,D=1)0.404785714285714Range3Trim Var.0.187379032258065
V(Y[t],d=1,D=1)0.120873949579832Range1.5Trim Var.0.0667311827956989
V(Y[t],d=2,D=1)0.113021390374331Range1.60000000000000Trim Var.0.0588620689655175
V(Y[t],d=3,D=1)0.195852272727272Range2.00000000000000Trim Var.0.0968965517241374
V(Y[t],d=0,D=2)0.377101449275363Range2.3Trim Var.0.200921052631579
V(Y[t],d=1,D=2)0.136205533596838Range1.30000000000000Trim Var.0.083529411764706
V(Y[t],d=2,D=2)0.137077922077922Range1.60000000000000Trim Var.0.0508823529411768
V(Y[t],d=3,D=2)0.296476190476189Range2.29999999999999Trim Var.0.143455882352941


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 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')