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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, 11 Dec 2010 13:35:00 +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/11/t1292074372x274o0e5no1bd6d.htm/, Retrieved Tue, 07 May 2024 00:42:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=108141, Retrieved Tue, 07 May 2024 00:42:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact133

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [paper] [2007-12-11 21:01:08] [b3bb3ec527e23fa7d74d4348b38c8499]
- RMPD  [Univariate Explorative Data Analysis] [PAPER] [2009-12-30 15:50:30] [23722951c28e05bb35cc9a97084fe0d9]
- RMPD    [(Partial) Autocorrelation Function] [Paper ACF] [2010-12-11 12:03:59] [6e6854a111a7f2438dd668bfaa6f3aa0]
- RM          [Variance Reduction Matrix] [Paper VRM] [2010-12-11 13:35:00] [81b44bf7e2a3251743773b0d7e91dd87] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
172
150.6
163.3
153.7
152.9
135.5
148.5
148.4
133.6
194.1
208.6
197.3
164.4
148.1
152
144.1
155
124.5
153
146
138
190
192
192
147
133
163
150
129
131
145
137
138
168
176
188
139
143
150
154
137
129
128
140
143
151
177
184
151
134
164
126
131
125
127
143
143
160
190
182
138
136
152
127
151
130
119
153

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=108141&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=108141&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108141&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)444.344846356453Range89.6Trim Var.276.272542372881
V(Y[t],d=1,D=0)466.616544549977Range109.5Trim Var.212.031243506494
V(Y[t],d=2,D=0)1047.98827039627Range143.3Trim Var.695.188774954628
V(Y[t],d=3,D=0)3024.28034615385Range235.3Trim Var.1804.75986842105
V(Y[t],d=0,D=1)108.951243506494Range48Trim Var.69.4874489795918
V(Y[t],d=1,D=1)247.194962962963Range74.5Trim Var.161.5625
V(Y[t],d=2,D=1)771.773742138365Range129.4Trim Var.481.103187056738
V(Y[t],d=3,D=1)2598.11946298984Range240.4Trim Var.1459.76265217391
V(Y[t],d=0,D=2)290.585243128964Range66Trim Var.196.511273115220
V(Y[t],d=1,D=2)737.074197120709Range114Trim Var.442.710765765766
V(Y[t],d=2,D=2)2367.28731707317Range197Trim Var.1443.72514285714
V(Y[t],d=3,D=2)8164.22009756097Range372Trim Var.4697.79843697479

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 444.344846356453 & Range & 89.6 & Trim Var. & 276.272542372881 \tabularnewline
V(Y[t],d=1,D=0) & 466.616544549977 & Range & 109.5 & Trim Var. & 212.031243506494 \tabularnewline
V(Y[t],d=2,D=0) & 1047.98827039627 & Range & 143.3 & Trim Var. & 695.188774954628 \tabularnewline
V(Y[t],d=3,D=0) & 3024.28034615385 & Range & 235.3 & Trim Var. & 1804.75986842105 \tabularnewline
V(Y[t],d=0,D=1) & 108.951243506494 & Range & 48 & Trim Var. & 69.4874489795918 \tabularnewline
V(Y[t],d=1,D=1) & 247.194962962963 & Range & 74.5 & Trim Var. & 161.5625 \tabularnewline
V(Y[t],d=2,D=1) & 771.773742138365 & Range & 129.4 & Trim Var. & 481.103187056738 \tabularnewline
V(Y[t],d=3,D=1) & 2598.11946298984 & Range & 240.4 & Trim Var. & 1459.76265217391 \tabularnewline
V(Y[t],d=0,D=2) & 290.585243128964 & Range & 66 & Trim Var. & 196.511273115220 \tabularnewline
V(Y[t],d=1,D=2) & 737.074197120709 & Range & 114 & Trim Var. & 442.710765765766 \tabularnewline
V(Y[t],d=2,D=2) & 2367.28731707317 & Range & 197 & Trim Var. & 1443.72514285714 \tabularnewline
V(Y[t],d=3,D=2) & 8164.22009756097 & Range & 372 & Trim Var. & 4697.79843697479 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108141&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]444.344846356453[/C][C]Range[/C][C]89.6[/C][C]Trim Var.[/C][C]276.272542372881[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]466.616544549977[/C][C]Range[/C][C]109.5[/C][C]Trim Var.[/C][C]212.031243506494[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1047.98827039627[/C][C]Range[/C][C]143.3[/C][C]Trim Var.[/C][C]695.188774954628[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3024.28034615385[/C][C]Range[/C][C]235.3[/C][C]Trim Var.[/C][C]1804.75986842105[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]108.951243506494[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]69.4874489795918[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]247.194962962963[/C][C]Range[/C][C]74.5[/C][C]Trim Var.[/C][C]161.5625[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]771.773742138365[/C][C]Range[/C][C]129.4[/C][C]Trim Var.[/C][C]481.103187056738[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2598.11946298984[/C][C]Range[/C][C]240.4[/C][C]Trim Var.[/C][C]1459.76265217391[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]290.585243128964[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]196.511273115220[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]737.074197120709[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]442.710765765766[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2367.28731707317[/C][C]Range[/C][C]197[/C][C]Trim Var.[/C][C]1443.72514285714[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8164.22009756097[/C][C]Range[/C][C]372[/C][C]Trim Var.[/C][C]4697.79843697479[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=108141&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108141&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)444.344846356453Range89.6Trim Var.276.272542372881
V(Y[t],d=1,D=0)466.616544549977Range109.5Trim Var.212.031243506494
V(Y[t],d=2,D=0)1047.98827039627Range143.3Trim Var.695.188774954628
V(Y[t],d=3,D=0)3024.28034615385Range235.3Trim Var.1804.75986842105
V(Y[t],d=0,D=1)108.951243506494Range48Trim Var.69.4874489795918
V(Y[t],d=1,D=1)247.194962962963Range74.5Trim Var.161.5625
V(Y[t],d=2,D=1)771.773742138365Range129.4Trim Var.481.103187056738
V(Y[t],d=3,D=1)2598.11946298984Range240.4Trim Var.1459.76265217391
V(Y[t],d=0,D=2)290.585243128964Range66Trim Var.196.511273115220
V(Y[t],d=1,D=2)737.074197120709Range114Trim Var.442.710765765766
V(Y[t],d=2,D=2)2367.28731707317Range197Trim Var.1443.72514285714
V(Y[t],d=3,D=2)8164.22009756097Range372Trim Var.4697.79843697479


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
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')