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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 computationSun, 12 Dec 2010 01:01:50 +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/12/t1292115598y1j71d1fwotjoji.htm/, Retrieved Tue, 07 May 2024 14:01:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=108323, Retrieved Tue, 07 May 2024 14:01:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact161

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]
-    D    [Univariate Explorative Data Analysis] [] [2010-12-11 20:13:12] [afdb2fc47981b6a655b732edc8065db9]
- RMPD        [Variance Reduction Matrix] [] [2010-12-12 01:01:50] [297722d8c88c4886be8e106c47d8f3cc] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100918
105017
108666
116083
117359
102191
102617
106640
108783
112534
113149
117125
107597
108745
111311
115669
114585
101628
97493
99180
100247
97657
95378
89406
82880
82662
83469
86371
86822
73899
71415
76335
76844
78192
80651
81485
78872
81632
84822
92175
92844
77443
77550
80367
83117
86622
90999
90276
91982
96279
106810
109483
110159
98305
99450
101536
99925
102850
101993
108928
107605

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108323&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]2 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=108323&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108323&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 time2 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)166946772.193989Range45944Trim Var.124546249.137881
V(Y[t],d=1,D=0)28684444.4211864Range25932Trim Var.15594555.0566038
V(Y[t],d=2,D=0)49877203.4722385Range32038Trim Var.29413294.7706821
V(Y[t],d=3,D=0)128684129.678161Range48903Trim Var.75924016.0588235
V(Y[t],d=0,D=1)267790459.681122Range51286Trim Var.216159802.813953
V(Y[t],d=1,D=1)13352208.0141844Range17606Trim Var.7366128.91753775
V(Y[t],d=2,D=1)24458961.0989824Range24971Trim Var.11202564.1939024
V(Y[t],d=3,D=1)78867280.6400966Range43583Trim Var.35641675.1788462
V(Y[t],d=0,D=2)445655554.076577Range66498Trim Var.362727279.954545
V(Y[t],d=1,D=2)31371623.9642857Range25885Trim Var.18442507.2862903
V(Y[t],d=2,D=2)57828845.9462185Range32930Trim Var.35991463.4365591
V(Y[t],d=3,D=2)183055254.841355Range55939Trim Var.116479188.524138

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 166946772.193989 & Range & 45944 & Trim Var. & 124546249.137881 \tabularnewline
V(Y[t],d=1,D=0) & 28684444.4211864 & Range & 25932 & Trim Var. & 15594555.0566038 \tabularnewline
V(Y[t],d=2,D=0) & 49877203.4722385 & Range & 32038 & Trim Var. & 29413294.7706821 \tabularnewline
V(Y[t],d=3,D=0) & 128684129.678161 & Range & 48903 & Trim Var. & 75924016.0588235 \tabularnewline
V(Y[t],d=0,D=1) & 267790459.681122 & Range & 51286 & Trim Var. & 216159802.813953 \tabularnewline
V(Y[t],d=1,D=1) & 13352208.0141844 & Range & 17606 & Trim Var. & 7366128.91753775 \tabularnewline
V(Y[t],d=2,D=1) & 24458961.0989824 & Range & 24971 & Trim Var. & 11202564.1939024 \tabularnewline
V(Y[t],d=3,D=1) & 78867280.6400966 & Range & 43583 & Trim Var. & 35641675.1788462 \tabularnewline
V(Y[t],d=0,D=2) & 445655554.076577 & Range & 66498 & Trim Var. & 362727279.954545 \tabularnewline
V(Y[t],d=1,D=2) & 31371623.9642857 & Range & 25885 & Trim Var. & 18442507.2862903 \tabularnewline
V(Y[t],d=2,D=2) & 57828845.9462185 & Range & 32930 & Trim Var. & 35991463.4365591 \tabularnewline
V(Y[t],d=3,D=2) & 183055254.841355 & Range & 55939 & Trim Var. & 116479188.524138 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108323&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]166946772.193989[/C][C]Range[/C][C]45944[/C][C]Trim Var.[/C][C]124546249.137881[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]28684444.4211864[/C][C]Range[/C][C]25932[/C][C]Trim Var.[/C][C]15594555.0566038[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]49877203.4722385[/C][C]Range[/C][C]32038[/C][C]Trim Var.[/C][C]29413294.7706821[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]128684129.678161[/C][C]Range[/C][C]48903[/C][C]Trim Var.[/C][C]75924016.0588235[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]267790459.681122[/C][C]Range[/C][C]51286[/C][C]Trim Var.[/C][C]216159802.813953[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]13352208.0141844[/C][C]Range[/C][C]17606[/C][C]Trim Var.[/C][C]7366128.91753775[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]24458961.0989824[/C][C]Range[/C][C]24971[/C][C]Trim Var.[/C][C]11202564.1939024[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]78867280.6400966[/C][C]Range[/C][C]43583[/C][C]Trim Var.[/C][C]35641675.1788462[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]445655554.076577[/C][C]Range[/C][C]66498[/C][C]Trim Var.[/C][C]362727279.954545[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]31371623.9642857[/C][C]Range[/C][C]25885[/C][C]Trim Var.[/C][C]18442507.2862903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]57828845.9462185[/C][C]Range[/C][C]32930[/C][C]Trim Var.[/C][C]35991463.4365591[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]183055254.841355[/C][C]Range[/C][C]55939[/C][C]Trim Var.[/C][C]116479188.524138[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=108323&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108323&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)166946772.193989Range45944Trim Var.124546249.137881
V(Y[t],d=1,D=0)28684444.4211864Range25932Trim Var.15594555.0566038
V(Y[t],d=2,D=0)49877203.4722385Range32038Trim Var.29413294.7706821
V(Y[t],d=3,D=0)128684129.678161Range48903Trim Var.75924016.0588235
V(Y[t],d=0,D=1)267790459.681122Range51286Trim Var.216159802.813953
V(Y[t],d=1,D=1)13352208.0141844Range17606Trim Var.7366128.91753775
V(Y[t],d=2,D=1)24458961.0989824Range24971Trim Var.11202564.1939024
V(Y[t],d=3,D=1)78867280.6400966Range43583Trim Var.35641675.1788462
V(Y[t],d=0,D=2)445655554.076577Range66498Trim Var.362727279.954545
V(Y[t],d=1,D=2)31371623.9642857Range25885Trim Var.18442507.2862903
V(Y[t],d=2,D=2)57828845.9462185Range32930Trim Var.35991463.4365591
V(Y[t],d=3,D=2)183055254.841355Range55939Trim Var.116479188.524138


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')