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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 computationTue, 07 Dec 2010 19:17:05 +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/07/t1291749312vptaw1h1alg33om.htm/, Retrieved Fri, 03 May 2024 23:35:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106657, Retrieved Fri, 03 May 2024 23:35:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact104

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] [workshop 9: varia...] [2010-12-04 15:36:23] [87d60b8864dc39f7ed759c345edfb471]
-    D  [Variance Reduction Matrix] [] [2010-12-07 08:53:07] [1251ac2db27b84d4a3ba43449388906b]
-    D      [Variance Reduction Matrix] [computation 5] [2010-12-07 19:17:05] [4f70e6cd0867f10d298e58e8e27859b5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
45
61
66
59
58
61
41
27
58
70
49
59
44
36
72
45
56
54
53
35
61
52
47
51
52
63
74
45
51
64
36
30
55
64
39
40
63
45
59
55
40
64
27
28
45
57
45
69
60
56
58
50
51
53
37
22
55
70
62
58
39
49
58
47
42
62
39
40
72
70
54
65

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'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106657&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106657&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106657&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)145.642996870110Range52Trim Var.87.7760444209413
V(Y[t],d=1,D=0)271.948088531187Range73Trim Var.176.576036866359
V(Y[t],d=2,D=0)726.849896480331Range111Trim Var.483.098907103825
V(Y[t],d=3,D=0)2184.48635976130Range208Trim Var.1418.76338797814
V(Y[t],d=0,D=1)130.884463276836Range54Trim Var.79.1821480406386
V(Y[t],d=1,D=1)262.843366452367Range63Trim Var.201.459361393324
V(Y[t],d=2,D=1)793.382032667877Range110Trim Var.587.843137254902
V(Y[t],d=3,D=1)2641.00062656642Range207Trim Var.2009.92313725490
V(Y[t],d=0,D=2)389.329343971631Range97Trim Var.210.702090592334
V(Y[t],d=1,D=2)828.67992599445Range99Trim Var.597
V(Y[t],d=2,D=2)2518.71111111111Range196Trim Var.1816.76346153846
V(Y[t],d=3,D=2)8280.52222222222Range332Trim Var.5954.8677462888

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 145.642996870110 & Range & 52 & Trim Var. & 87.7760444209413 \tabularnewline
V(Y[t],d=1,D=0) & 271.948088531187 & Range & 73 & Trim Var. & 176.576036866359 \tabularnewline
V(Y[t],d=2,D=0) & 726.849896480331 & Range & 111 & Trim Var. & 483.098907103825 \tabularnewline
V(Y[t],d=3,D=0) & 2184.48635976130 & Range & 208 & Trim Var. & 1418.76338797814 \tabularnewline
V(Y[t],d=0,D=1) & 130.884463276836 & Range & 54 & Trim Var. & 79.1821480406386 \tabularnewline
V(Y[t],d=1,D=1) & 262.843366452367 & Range & 63 & Trim Var. & 201.459361393324 \tabularnewline
V(Y[t],d=2,D=1) & 793.382032667877 & Range & 110 & Trim Var. & 587.843137254902 \tabularnewline
V(Y[t],d=3,D=1) & 2641.00062656642 & Range & 207 & Trim Var. & 2009.92313725490 \tabularnewline
V(Y[t],d=0,D=2) & 389.329343971631 & Range & 97 & Trim Var. & 210.702090592334 \tabularnewline
V(Y[t],d=1,D=2) & 828.67992599445 & Range & 99 & Trim Var. & 597 \tabularnewline
V(Y[t],d=2,D=2) & 2518.71111111111 & Range & 196 & Trim Var. & 1816.76346153846 \tabularnewline
V(Y[t],d=3,D=2) & 8280.52222222222 & Range & 332 & Trim Var. & 5954.8677462888 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106657&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]145.642996870110[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]87.7760444209413[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]271.948088531187[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]176.576036866359[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]726.849896480331[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]483.098907103825[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2184.48635976130[/C][C]Range[/C][C]208[/C][C]Trim Var.[/C][C]1418.76338797814[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]130.884463276836[/C][C]Range[/C][C]54[/C][C]Trim Var.[/C][C]79.1821480406386[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]262.843366452367[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]201.459361393324[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]793.382032667877[/C][C]Range[/C][C]110[/C][C]Trim Var.[/C][C]587.843137254902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2641.00062656642[/C][C]Range[/C][C]207[/C][C]Trim Var.[/C][C]2009.92313725490[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]389.329343971631[/C][C]Range[/C][C]97[/C][C]Trim Var.[/C][C]210.702090592334[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]828.67992599445[/C][C]Range[/C][C]99[/C][C]Trim Var.[/C][C]597[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2518.71111111111[/C][C]Range[/C][C]196[/C][C]Trim Var.[/C][C]1816.76346153846[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8280.52222222222[/C][C]Range[/C][C]332[/C][C]Trim Var.[/C][C]5954.8677462888[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106657&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106657&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)145.642996870110Range52Trim Var.87.7760444209413
V(Y[t],d=1,D=0)271.948088531187Range73Trim Var.176.576036866359
V(Y[t],d=2,D=0)726.849896480331Range111Trim Var.483.098907103825
V(Y[t],d=3,D=0)2184.48635976130Range208Trim Var.1418.76338797814
V(Y[t],d=0,D=1)130.884463276836Range54Trim Var.79.1821480406386
V(Y[t],d=1,D=1)262.843366452367Range63Trim Var.201.459361393324
V(Y[t],d=2,D=1)793.382032667877Range110Trim Var.587.843137254902
V(Y[t],d=3,D=1)2641.00062656642Range207Trim Var.2009.92313725490
V(Y[t],d=0,D=2)389.329343971631Range97Trim Var.210.702090592334
V(Y[t],d=1,D=2)828.67992599445Range99Trim Var.597
V(Y[t],d=2,D=2)2518.71111111111Range196Trim Var.1816.76346153846
V(Y[t],d=3,D=2)8280.52222222222Range332Trim Var.5954.8677462888


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')