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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 computationSat, 04 Dec 2010 11:01:10 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/04/t1291460391jp2vr2max365tca.htm/, Retrieved Sun, 05 May 2024 06:22:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105094, Retrieved Sun, 05 May 2024 06:22:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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]
-  MPD  [Univariate Data Series] [CPI] [2010-12-04 10:34:06] [6bc4f9343b7ea3ef5a59412d1f72bb2b]
- RMPD    [(Partial) Autocorrelation Function] [ACF CPI] [2010-12-04 10:56:02] [6bc4f9343b7ea3ef5a59412d1f72bb2b]
- RMP         [Variance Reduction Matrix] [VRM CPI] [2010-12-04 11:01:10] [b6992a7b26e556359948e164e4227eba] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
115.65
116.00
115.92
116.10
116.44
116.65
117.45
117.58
117.43
117.24
117.25
117.29
117.83
118.22
118.11
118.23
118.15
118.23
119.03
119.38
118.97
118.78
118.97
118.94
119.86
120.09
120.13
120.15
119.90
120.00
120.84
121.17
120.81
121.00
121.12
121.29
122.09
121.88
121.31
121.33
121.45
121.67
122.78
122.84
122.34
122.37
122.72
122.68
122.78
123.08
122.92
123.51
124.18
124.05
124.36
123.87
123.84
123.85
123.83
123.84
124.27
124.56
124.57
124.87
125.08
124.86
124.89
124.58
124.83
124.97
125.19
125.42
125.74
126.07
126.35
126.69
126.85
127.12
127.43
127.49
128.05
127.85
128.35
128.29
128.38
128.80
129.18
130.14
130.77
131.19
131.32
131.41
131.61
131.69
131.94
131.70
132.54
132.74
133.02
132.76
133.05
132.74
133.16
133.10
133.37
133.15
133.18
133.29
133.76
134.51
134.82
134.71
134.52
134.86
135.11
135.28
135.61
135.22
135.47
135.42
135.85
136.27
136.30
136.85
137.05
137.03
137.45
137.49
137.55
138.04
138.03
137.75
138.27
138.99
139.74
139.70
139.97
140.21
140.78
140.80
140.64
140.42
140.85
140.96
141.04
141.71
141.60
142.11
142.59
142.56
143.00
143.18
143.15
143.10
143.45
143.59
143.92
144.66
144.34
144.82
144.49
144.41
144.99
144.95
145.00
145.66
146.68
147.38
147.94
149.12
149.95
150.19
151.16
151.74
152.56
152.09
152.46
152.66
152.38
152.59
152.88
153.29
152.35
152.49
152.20
151.57
151.55
151.79
151.52
151.76
151.92
152.20
152.75
153.49
153.78
154.10
154.62
154.65
154.81
154.92
155.40
155.63
155.76

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=105094&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=105094&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105094&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)140.990562576208Range40.11Trim Var.113.745110405157
V(Y[t],d=1,D=0)0.118638227180928Range2.12000000000000Trim Var.0.0644807750904599
V(Y[t],d=2,D=0)0.215732796019902Range2.43000000000001Trim Var.0.137497049777165
V(Y[t],d=3,D=0)0.636322389447242Range4.37000000000000Trim Var.0.411783423339544
V(Y[t],d=0,D=1)1.99237715073023Range8.57999999999998Trim Var.0.715444733402133
V(Y[t],d=1,D=1)0.199383581175159Range3.06999999999996Trim Var.0.0965778245736163
V(Y[t],d=2,D=1)0.319324862096136Range3.05999999999995Trim Var.0.177247907861369
V(Y[t],d=3,D=1)0.961592977016717Range5.82999999999984Trim Var.0.524188066723689
V(Y[t],d=0,D=2)5.23856180402989Range14.19Trim Var.1.60240051242236
V(Y[t],d=1,D=2)0.640106497175138Range5.91999999999993Trim Var.0.298980876572325
V(Y[t],d=2,D=2)1.02195050077040Range5.77999999999994Trim Var.0.582126224026748
V(Y[t],d=3,D=2)3.08982836363632Range10.5299999999998Trim Var.1.63286113037168

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 140.990562576208 & Range & 40.11 & Trim Var. & 113.745110405157 \tabularnewline
V(Y[t],d=1,D=0) & 0.118638227180928 & Range & 2.12000000000000 & Trim Var. & 0.0644807750904599 \tabularnewline
V(Y[t],d=2,D=0) & 0.215732796019902 & Range & 2.43000000000001 & Trim Var. & 0.137497049777165 \tabularnewline
V(Y[t],d=3,D=0) & 0.636322389447242 & Range & 4.37000000000000 & Trim Var. & 0.411783423339544 \tabularnewline
V(Y[t],d=0,D=1) & 1.99237715073023 & Range & 8.57999999999998 & Trim Var. & 0.715444733402133 \tabularnewline
V(Y[t],d=1,D=1) & 0.199383581175159 & Range & 3.06999999999996 & Trim Var. & 0.0965778245736163 \tabularnewline
V(Y[t],d=2,D=1) & 0.319324862096136 & Range & 3.05999999999995 & Trim Var. & 0.177247907861369 \tabularnewline
V(Y[t],d=3,D=1) & 0.961592977016717 & Range & 5.82999999999984 & Trim Var. & 0.524188066723689 \tabularnewline
V(Y[t],d=0,D=2) & 5.23856180402989 & Range & 14.19 & Trim Var. & 1.60240051242236 \tabularnewline
V(Y[t],d=1,D=2) & 0.640106497175138 & Range & 5.91999999999993 & Trim Var. & 0.298980876572325 \tabularnewline
V(Y[t],d=2,D=2) & 1.02195050077040 & Range & 5.77999999999994 & Trim Var. & 0.582126224026748 \tabularnewline
V(Y[t],d=3,D=2) & 3.08982836363632 & Range & 10.5299999999998 & Trim Var. & 1.63286113037168 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105094&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]140.990562576208[/C][C]Range[/C][C]40.11[/C][C]Trim Var.[/C][C]113.745110405157[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.118638227180928[/C][C]Range[/C][C]2.12000000000000[/C][C]Trim Var.[/C][C]0.0644807750904599[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.215732796019902[/C][C]Range[/C][C]2.43000000000001[/C][C]Trim Var.[/C][C]0.137497049777165[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.636322389447242[/C][C]Range[/C][C]4.37000000000000[/C][C]Trim Var.[/C][C]0.411783423339544[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.99237715073023[/C][C]Range[/C][C]8.57999999999998[/C][C]Trim Var.[/C][C]0.715444733402133[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.199383581175159[/C][C]Range[/C][C]3.06999999999996[/C][C]Trim Var.[/C][C]0.0965778245736163[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.319324862096136[/C][C]Range[/C][C]3.05999999999995[/C][C]Trim Var.[/C][C]0.177247907861369[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.961592977016717[/C][C]Range[/C][C]5.82999999999984[/C][C]Trim Var.[/C][C]0.524188066723689[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.23856180402989[/C][C]Range[/C][C]14.19[/C][C]Trim Var.[/C][C]1.60240051242236[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.640106497175138[/C][C]Range[/C][C]5.91999999999993[/C][C]Trim Var.[/C][C]0.298980876572325[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.02195050077040[/C][C]Range[/C][C]5.77999999999994[/C][C]Trim Var.[/C][C]0.582126224026748[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3.08982836363632[/C][C]Range[/C][C]10.5299999999998[/C][C]Trim Var.[/C][C]1.63286113037168[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105094&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105094&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)140.990562576208Range40.11Trim Var.113.745110405157
V(Y[t],d=1,D=0)0.118638227180928Range2.12000000000000Trim Var.0.0644807750904599
V(Y[t],d=2,D=0)0.215732796019902Range2.43000000000001Trim Var.0.137497049777165
V(Y[t],d=3,D=0)0.636322389447242Range4.37000000000000Trim Var.0.411783423339544
V(Y[t],d=0,D=1)1.99237715073023Range8.57999999999998Trim Var.0.715444733402133
V(Y[t],d=1,D=1)0.199383581175159Range3.06999999999996Trim Var.0.0965778245736163
V(Y[t],d=2,D=1)0.319324862096136Range3.05999999999995Trim Var.0.177247907861369
V(Y[t],d=3,D=1)0.961592977016717Range5.82999999999984Trim Var.0.524188066723689
V(Y[t],d=0,D=2)5.23856180402989Range14.19Trim Var.1.60240051242236
V(Y[t],d=1,D=2)0.640106497175138Range5.91999999999993Trim Var.0.298980876572325
V(Y[t],d=2,D=2)1.02195050077040Range5.77999999999994Trim Var.0.582126224026748
V(Y[t],d=3,D=2)3.08982836363632Range10.5299999999998Trim Var.1.63286113037168


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')