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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 computationSun, 21 Dec 2008 12:18:07 -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/21/t1229887110umuxfs9hcz2yw4m.htm/, Retrieved Sun, 19 May 2024 10:43:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35775, Retrieved Sun, 19 May 2024 10:43:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact137

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [TAAK] [2008-12-16 21:20:43] [f3161d5a04a14312cd010aa8f92941cc]
- RM D    [Variance Reduction Matrix] [fdsfq] [2008-12-21 19:18:07] [7a2afff08a618fdf6611a1bb6e1c3da4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35775&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35775&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35775&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)2717.04095172729Range198Trim Var.1977.41757272994
V(Y[t],d=1,D=0)366.729546517064Range94Trim Var.166.706413730804
V(Y[t],d=2,D=0)525.34292881032Range121Trim Var.240.637157482686
V(Y[t],d=3,D=0)1242.52967032967Range179Trim Var.522.369444444444
V(Y[t],d=0,D=1)1316.81361035833Range133Trim Var.899.647484909457
V(Y[t],d=1,D=1)60.35Range40Trim Var.29.3255533199195
V(Y[t],d=2,D=1)120.818829113924Range61Trim Var.65.5052816901408
V(Y[t],d=3,D=1)349.021421616358Range109Trim Var.186.502213279678
V(Y[t],d=0,D=2)861.678881987578Range131Trim Var.543.921998942359
V(Y[t],d=1,D=2)153.600170502984Range63Trim Var.73.5612021857924
V(Y[t],d=2,D=2)282.927129060579Range93Trim Var.156.481355932203
V(Y[t],d=3,D=2)767.773857982813Range136Trim Var.420.008469449486

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2717.04095172729 & Range & 198 & Trim Var. & 1977.41757272994 \tabularnewline
V(Y[t],d=1,D=0) & 366.729546517064 & Range & 94 & Trim Var. & 166.706413730804 \tabularnewline
V(Y[t],d=2,D=0) & 525.34292881032 & Range & 121 & Trim Var. & 240.637157482686 \tabularnewline
V(Y[t],d=3,D=0) & 1242.52967032967 & Range & 179 & Trim Var. & 522.369444444444 \tabularnewline
V(Y[t],d=0,D=1) & 1316.81361035833 & Range & 133 & Trim Var. & 899.647484909457 \tabularnewline
V(Y[t],d=1,D=1) & 60.35 & Range & 40 & Trim Var. & 29.3255533199195 \tabularnewline
V(Y[t],d=2,D=1) & 120.818829113924 & Range & 61 & Trim Var. & 65.5052816901408 \tabularnewline
V(Y[t],d=3,D=1) & 349.021421616358 & Range & 109 & Trim Var. & 186.502213279678 \tabularnewline
V(Y[t],d=0,D=2) & 861.678881987578 & Range & 131 & Trim Var. & 543.921998942359 \tabularnewline
V(Y[t],d=1,D=2) & 153.600170502984 & Range & 63 & Trim Var. & 73.5612021857924 \tabularnewline
V(Y[t],d=2,D=2) & 282.927129060579 & Range & 93 & Trim Var. & 156.481355932203 \tabularnewline
V(Y[t],d=3,D=2) & 767.773857982813 & Range & 136 & Trim Var. & 420.008469449486 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35775&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2717.04095172729[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]1977.41757272994[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]366.729546517064[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]166.706413730804[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]525.34292881032[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]240.637157482686[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1242.52967032967[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]522.369444444444[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1316.81361035833[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]899.647484909457[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]60.35[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]29.3255533199195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]120.818829113924[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]65.5052816901408[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]349.021421616358[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]186.502213279678[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]861.678881987578[/C][C]Range[/C][C]131[/C][C]Trim Var.[/C][C]543.921998942359[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]153.600170502984[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]73.5612021857924[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]282.927129060579[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]156.481355932203[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]767.773857982813[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]420.008469449486[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35775&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35775&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)2717.04095172729Range198Trim Var.1977.41757272994
V(Y[t],d=1,D=0)366.729546517064Range94Trim Var.166.706413730804
V(Y[t],d=2,D=0)525.34292881032Range121Trim Var.240.637157482686
V(Y[t],d=3,D=0)1242.52967032967Range179Trim Var.522.369444444444
V(Y[t],d=0,D=1)1316.81361035833Range133Trim Var.899.647484909457
V(Y[t],d=1,D=1)60.35Range40Trim Var.29.3255533199195
V(Y[t],d=2,D=1)120.818829113924Range61Trim Var.65.5052816901408
V(Y[t],d=3,D=1)349.021421616358Range109Trim Var.186.502213279678
V(Y[t],d=0,D=2)861.678881987578Range131Trim Var.543.921998942359
V(Y[t],d=1,D=2)153.600170502984Range63Trim Var.73.5612021857924
V(Y[t],d=2,D=2)282.927129060579Range93Trim Var.156.481355932203
V(Y[t],d=3,D=2)767.773857982813Range136Trim Var.420.008469449486


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')