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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, 24 Dec 2008 07:52:19 -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/24/t12301303649icx17k43m1u83d.htm/, Retrieved Tue, 28 May 2024 12:27:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36600, Retrieved Tue, 28 May 2024 12:27:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact153

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] [] [2008-12-24 14:52:19] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
534
518
506
502

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36600&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36600&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36600&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)1728.98983050847Range160Trim Var.1288.64430468204
V(Y[t],d=1,D=0)343.713617767388Range88Trim Var.176.175616835994
V(Y[t],d=2,D=0)515.279189352692Range114Trim Var.274.864253393665
V(Y[t],d=3,D=0)1242.02694235589Range179Trim Var.617.56
V(Y[t],d=0,D=1)1012.76551418440Range118Trim Var.675.609615384615
V(Y[t],d=1,D=1)67.3256244218316Range38Trim Var.28.2712550607287
V(Y[t],d=2,D=1)138.610628019324Range61Trim Var.63.173717948718
V(Y[t],d=3,D=1)440.681818181818Range109Trim Var.207.721997300945
V(Y[t],d=0,D=2)1266.16825396825Range132Trim Var.895.257056451613
V(Y[t],d=1,D=2)164.843697478992Range52Trim Var.98.5978494623656
V(Y[t],d=2,D=2)390.204099821747Range93Trim Var.209.613793103448
V(Y[t],d=3,D=2)1242.3125Range136Trim Var.781.862068965517

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1728.98983050847 & Range & 160 & Trim Var. & 1288.64430468204 \tabularnewline
V(Y[t],d=1,D=0) & 343.713617767388 & Range & 88 & Trim Var. & 176.175616835994 \tabularnewline
V(Y[t],d=2,D=0) & 515.279189352692 & Range & 114 & Trim Var. & 274.864253393665 \tabularnewline
V(Y[t],d=3,D=0) & 1242.02694235589 & Range & 179 & Trim Var. & 617.56 \tabularnewline
V(Y[t],d=0,D=1) & 1012.76551418440 & Range & 118 & Trim Var. & 675.609615384615 \tabularnewline
V(Y[t],d=1,D=1) & 67.3256244218316 & Range & 38 & Trim Var. & 28.2712550607287 \tabularnewline
V(Y[t],d=2,D=1) & 138.610628019324 & Range & 61 & Trim Var. & 63.173717948718 \tabularnewline
V(Y[t],d=3,D=1) & 440.681818181818 & Range & 109 & Trim Var. & 207.721997300945 \tabularnewline
V(Y[t],d=0,D=2) & 1266.16825396825 & Range & 132 & Trim Var. & 895.257056451613 \tabularnewline
V(Y[t],d=1,D=2) & 164.843697478992 & Range & 52 & Trim Var. & 98.5978494623656 \tabularnewline
V(Y[t],d=2,D=2) & 390.204099821747 & Range & 93 & Trim Var. & 209.613793103448 \tabularnewline
V(Y[t],d=3,D=2) & 1242.3125 & Range & 136 & Trim Var. & 781.862068965517 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36600&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1728.98983050847[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1288.64430468204[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]343.713617767388[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]176.175616835994[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]515.279189352692[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]274.864253393665[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1242.02694235589[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]617.56[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1012.76551418440[/C][C]Range[/C][C]118[/C][C]Trim Var.[/C][C]675.609615384615[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]67.3256244218316[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]28.2712550607287[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]138.610628019324[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]63.173717948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]440.681818181818[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]207.721997300945[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1266.16825396825[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]895.257056451613[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]164.843697478992[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]98.5978494623656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]390.204099821747[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]209.613793103448[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1242.3125[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]781.862068965517[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36600&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36600&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)1728.98983050847Range160Trim Var.1288.64430468204
V(Y[t],d=1,D=0)343.713617767388Range88Trim Var.176.175616835994
V(Y[t],d=2,D=0)515.279189352692Range114Trim Var.274.864253393665
V(Y[t],d=3,D=0)1242.02694235589Range179Trim Var.617.56
V(Y[t],d=0,D=1)1012.76551418440Range118Trim Var.675.609615384615
V(Y[t],d=1,D=1)67.3256244218316Range38Trim Var.28.2712550607287
V(Y[t],d=2,D=1)138.610628019324Range61Trim Var.63.173717948718
V(Y[t],d=3,D=1)440.681818181818Range109Trim Var.207.721997300945
V(Y[t],d=0,D=2)1266.16825396825Range132Trim Var.895.257056451613
V(Y[t],d=1,D=2)164.843697478992Range52Trim Var.98.5978494623656
V(Y[t],d=2,D=2)390.204099821747Range93Trim Var.209.613793103448
V(Y[t],d=3,D=2)1242.3125Range136Trim Var.781.862068965517


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')