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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 computationFri, 10 Dec 2010 17:06:43 +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/10/t1292000671csdu7imjpuuvm8g.htm/, Retrieved Mon, 29 Apr 2024 12:50:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107838, Retrieved Mon, 29 Apr 2024 12:50:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact90

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] [paper: vrm] [2010-12-10 17:06:43] [5842cf9dd57f9603e676e11284d3404a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
516
528
533
536
537
524
536
587
597
581
564
558
575
580
575
563
552
537
545
601
604
586
564
549

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=107838&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=107838&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107838&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)1344.69463276836Range157Trim Var.913.53319357093
V(Y[t],d=1,D=0)378.981881940386Range88Trim Var.203.622926093514
V(Y[t],d=2,D=0)561.244101633394Range121Trim Var.313.265082956259
V(Y[t],d=3,D=0)1264.66729323308Range179Trim Var.615.896470588235
V(Y[t],d=0,D=1)1904.07402482270Range141Trim Var.1454.42560975610
V(Y[t],d=1,D=1)81.0555041628122Range38Trim Var.49.3560975609756
V(Y[t],d=2,D=1)126.638164251208Range61Trim Var.48.4897435897436
V(Y[t],d=3,D=1)385.164646464646Range109Trim Var.159.782726045884
V(Y[t],d=0,D=2)2566.74285714286Range162Trim Var.1919.54623655914
V(Y[t],d=1,D=2)191.357983193277Range66Trim Var.105.4
V(Y[t],d=2,D=2)308.48128342246Range80Trim Var.148.455665024631
V(Y[t],d=3,D=2)958.632575757576Range133Trim Var.486.495073891626

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1344.69463276836 & Range & 157 & Trim Var. & 913.53319357093 \tabularnewline
V(Y[t],d=1,D=0) & 378.981881940386 & Range & 88 & Trim Var. & 203.622926093514 \tabularnewline
V(Y[t],d=2,D=0) & 561.244101633394 & Range & 121 & Trim Var. & 313.265082956259 \tabularnewline
V(Y[t],d=3,D=0) & 1264.66729323308 & Range & 179 & Trim Var. & 615.896470588235 \tabularnewline
V(Y[t],d=0,D=1) & 1904.07402482270 & Range & 141 & Trim Var. & 1454.42560975610 \tabularnewline
V(Y[t],d=1,D=1) & 81.0555041628122 & Range & 38 & Trim Var. & 49.3560975609756 \tabularnewline
V(Y[t],d=2,D=1) & 126.638164251208 & Range & 61 & Trim Var. & 48.4897435897436 \tabularnewline
V(Y[t],d=3,D=1) & 385.164646464646 & Range & 109 & Trim Var. & 159.782726045884 \tabularnewline
V(Y[t],d=0,D=2) & 2566.74285714286 & Range & 162 & Trim Var. & 1919.54623655914 \tabularnewline
V(Y[t],d=1,D=2) & 191.357983193277 & Range & 66 & Trim Var. & 105.4 \tabularnewline
V(Y[t],d=2,D=2) & 308.48128342246 & Range & 80 & Trim Var. & 148.455665024631 \tabularnewline
V(Y[t],d=3,D=2) & 958.632575757576 & Range & 133 & Trim Var. & 486.495073891626 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107838&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1344.69463276836[/C][C]Range[/C][C]157[/C][C]Trim Var.[/C][C]913.53319357093[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]378.981881940386[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]203.622926093514[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]561.244101633394[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]313.265082956259[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1264.66729323308[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]615.896470588235[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1904.07402482270[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]1454.42560975610[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]81.0555041628122[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]49.3560975609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]126.638164251208[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]48.4897435897436[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]385.164646464646[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]159.782726045884[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2566.74285714286[/C][C]Range[/C][C]162[/C][C]Trim Var.[/C][C]1919.54623655914[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]191.357983193277[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]105.4[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]308.48128342246[/C][C]Range[/C][C]80[/C][C]Trim Var.[/C][C]148.455665024631[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]958.632575757576[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]486.495073891626[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107838&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107838&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)1344.69463276836Range157Trim Var.913.53319357093
V(Y[t],d=1,D=0)378.981881940386Range88Trim Var.203.622926093514
V(Y[t],d=2,D=0)561.244101633394Range121Trim Var.313.265082956259
V(Y[t],d=3,D=0)1264.66729323308Range179Trim Var.615.896470588235
V(Y[t],d=0,D=1)1904.07402482270Range141Trim Var.1454.42560975610
V(Y[t],d=1,D=1)81.0555041628122Range38Trim Var.49.3560975609756
V(Y[t],d=2,D=1)126.638164251208Range61Trim Var.48.4897435897436
V(Y[t],d=3,D=1)385.164646464646Range109Trim Var.159.782726045884
V(Y[t],d=0,D=2)2566.74285714286Range162Trim Var.1919.54623655914
V(Y[t],d=1,D=2)191.357983193277Range66Trim Var.105.4
V(Y[t],d=2,D=2)308.48128342246Range80Trim Var.148.455665024631
V(Y[t],d=3,D=2)958.632575757576Range133Trim Var.486.495073891626


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')