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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 computationWed, 17 Dec 2008 11:36:33 -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/17/t122953908866m6dgpi9aq8aak.htm/, Retrieved Mon, 27 May 2024 01:47:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34480, Retrieved Mon, 27 May 2024 01:47:30 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact130

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] [VRM ruwe invester...] [2008-12-17 18:36:33] [e515c0250d6233b5d2604259ab52cebe] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
101,3
91,5
152,6
86,6
86,6
98,5
86,7
89,1
111
92,6
85,1
116,1
98,3
97,7
177,9
94,2
83,8
109,5
102,3
102,5
162,7
85,3
88,2
104,7
99,4
113,8
166,6
89,2
93,2
115
97,2
112,5
121,8
100,2
93,8
113,6
110,7
127,6
185,9
105,9
108
125,2
106,2
123,3
145,2
114,3
108,4
120,9
126,3
141,3
208,2
131,6
119,8
122,5
137,6
141
154,1
127
106,1
129,9

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'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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34480&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34480&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34480&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)709.182539548023Range124.4Trim Var.402.218801537386
V(Y[t],d=1,D=0)1230.54062536528Range163.9Trim Var.607.571112368024
V(Y[t],d=2,D=0)3523.89149425287Range246Trim Var.2222.39021116139
V(Y[t],d=3,D=0)11046.0560213033Range481.9Trim Var.6561.37998431372
V(Y[t],d=0,D=1)181.162442375886Range92.6Trim Var.63.0067886178862
V(Y[t],d=1,D=1)361.322960222017Range114.8Trim Var.101.178780487805
V(Y[t],d=2,D=1)1137.64564734299Range204Trim Var.373.558948717949
V(Y[t],d=3,D=1)3946.09643434343Range344.5Trim Var.1373.28920377868
V(Y[t],d=0,D=2)541.599301587302Range156.9Trim Var.122.811118951613
V(Y[t],d=1,D=2)1163.08457142857Range204Trim Var.337.220580645161
V(Y[t],d=2,D=2)3805.94367201426Range338.5Trim Var.1498.54171264368
V(Y[t],d=3,D=2)13453.7734090909Range649Trim Var.4845.95167487685

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 709.182539548023 & Range & 124.4 & Trim Var. & 402.218801537386 \tabularnewline
V(Y[t],d=1,D=0) & 1230.54062536528 & Range & 163.9 & Trim Var. & 607.571112368024 \tabularnewline
V(Y[t],d=2,D=0) & 3523.89149425287 & Range & 246 & Trim Var. & 2222.39021116139 \tabularnewline
V(Y[t],d=3,D=0) & 11046.0560213033 & Range & 481.9 & Trim Var. & 6561.37998431372 \tabularnewline
V(Y[t],d=0,D=1) & 181.162442375886 & Range & 92.6 & Trim Var. & 63.0067886178862 \tabularnewline
V(Y[t],d=1,D=1) & 361.322960222017 & Range & 114.8 & Trim Var. & 101.178780487805 \tabularnewline
V(Y[t],d=2,D=1) & 1137.64564734299 & Range & 204 & Trim Var. & 373.558948717949 \tabularnewline
V(Y[t],d=3,D=1) & 3946.09643434343 & Range & 344.5 & Trim Var. & 1373.28920377868 \tabularnewline
V(Y[t],d=0,D=2) & 541.599301587302 & Range & 156.9 & Trim Var. & 122.811118951613 \tabularnewline
V(Y[t],d=1,D=2) & 1163.08457142857 & Range & 204 & Trim Var. & 337.220580645161 \tabularnewline
V(Y[t],d=2,D=2) & 3805.94367201426 & Range & 338.5 & Trim Var. & 1498.54171264368 \tabularnewline
V(Y[t],d=3,D=2) & 13453.7734090909 & Range & 649 & Trim Var. & 4845.95167487685 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34480&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]709.182539548023[/C][C]Range[/C][C]124.4[/C][C]Trim Var.[/C][C]402.218801537386[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1230.54062536528[/C][C]Range[/C][C]163.9[/C][C]Trim Var.[/C][C]607.571112368024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3523.89149425287[/C][C]Range[/C][C]246[/C][C]Trim Var.[/C][C]2222.39021116139[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]11046.0560213033[/C][C]Range[/C][C]481.9[/C][C]Trim Var.[/C][C]6561.37998431372[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]181.162442375886[/C][C]Range[/C][C]92.6[/C][C]Trim Var.[/C][C]63.0067886178862[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]361.322960222017[/C][C]Range[/C][C]114.8[/C][C]Trim Var.[/C][C]101.178780487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1137.64564734299[/C][C]Range[/C][C]204[/C][C]Trim Var.[/C][C]373.558948717949[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3946.09643434343[/C][C]Range[/C][C]344.5[/C][C]Trim Var.[/C][C]1373.28920377868[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]541.599301587302[/C][C]Range[/C][C]156.9[/C][C]Trim Var.[/C][C]122.811118951613[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1163.08457142857[/C][C]Range[/C][C]204[/C][C]Trim Var.[/C][C]337.220580645161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3805.94367201426[/C][C]Range[/C][C]338.5[/C][C]Trim Var.[/C][C]1498.54171264368[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]13453.7734090909[/C][C]Range[/C][C]649[/C][C]Trim Var.[/C][C]4845.95167487685[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34480&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34480&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)709.182539548023Range124.4Trim Var.402.218801537386
V(Y[t],d=1,D=0)1230.54062536528Range163.9Trim Var.607.571112368024
V(Y[t],d=2,D=0)3523.89149425287Range246Trim Var.2222.39021116139
V(Y[t],d=3,D=0)11046.0560213033Range481.9Trim Var.6561.37998431372
V(Y[t],d=0,D=1)181.162442375886Range92.6Trim Var.63.0067886178862
V(Y[t],d=1,D=1)361.322960222017Range114.8Trim Var.101.178780487805
V(Y[t],d=2,D=1)1137.64564734299Range204Trim Var.373.558948717949
V(Y[t],d=3,D=1)3946.09643434343Range344.5Trim Var.1373.28920377868
V(Y[t],d=0,D=2)541.599301587302Range156.9Trim Var.122.811118951613
V(Y[t],d=1,D=2)1163.08457142857Range204Trim Var.337.220580645161
V(Y[t],d=2,D=2)3805.94367201426Range338.5Trim Var.1498.54171264368
V(Y[t],d=3,D=2)13453.7734090909Range649Trim Var.4845.95167487685


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 1 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 1 ;
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')