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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 computationMon, 13 Dec 2010 10:02:05 +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/13/t1292234417rv82skop5hgl8px.htm/, Retrieved Mon, 06 May 2024 14:01:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=108746, Retrieved Mon, 06 May 2024 14:01:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact137

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Multiple Regressi...] [2010-12-09 13:10:55] [d6a5e6c1b0014d57cedb2bdfb4a7099f]
- RMPD  [(Partial) Autocorrelation Function] [Autocorrelation F...] [2010-12-12 20:17:05] [d6a5e6c1b0014d57cedb2bdfb4a7099f]
- RMP       [Variance Reduction Matrix] [Paper: Variance R...] [2010-12-13 10:02:05] [039869833c16fe697975601e6b065e0f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1038.00
934.00
988.00
870.00
854.00
834.00
872.00
954.00
870.00
1238.00
1082.00
1053.00
934.00
787.00
1081.00
908.00
995.00
825.00
822.00
856.00
887.00
1094.00
990.00
936.00
1097.00
918.00
926.00
907.00
899.00
971.00
1087.00
1000.00
1071.00
1190.00
1116.00
1070.00
1314.00
1068.00
1185.00
1215.00
1145.00
1251.00
1363.00
1368.00
1535.00
1853.00
1866.00
2023.00
1373.00
1968.00
1424.00
1160.00
1243.00
1375.00
1539.00
1773.00
1906.00
2076.00
2004.00

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 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 & 5 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108746&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]5 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=108746&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108746&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 time5 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)122631.037405026Range1289Trim Var.86366.645137881
V(Y[t],d=1,D=0)37962.8965517241Range1245Trim Var.15218.5290346908
V(Y[t],d=2,D=0)108473.929197995Range2384Trim Var.38000.0807843137
V(Y[t],d=3,D=0)376452.124675325Range4436Trim Var.126775.624897959
V(Y[t],d=0,D=1)63781.053654024Range1108Trim Var.28274.0012195122
V(Y[t],d=1,D=1)60189.5304347826Range1735Trim Var.13582.4205128205
V(Y[t],d=2,D=1)187396.472727273Range3237Trim Var.33777.0701754386
V(Y[t],d=3,D=1)657858Range6069Trim Var.104425.715504979
V(Y[t],d=0,D=2)101001.122689076Range1431Trim Var.56626.7591397849
V(Y[t],d=1,D=2)112043.038324421Range1885Trim Var.40893.775862069
V(Y[t],d=2,D=2)337194.318181818Range3563Trim Var.89587.1009852217
V(Y[t],d=3,D=2)1178739.16129032Range6620Trim Var.309741.580687831

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 122631.037405026 & Range & 1289 & Trim Var. & 86366.645137881 \tabularnewline
V(Y[t],d=1,D=0) & 37962.8965517241 & Range & 1245 & Trim Var. & 15218.5290346908 \tabularnewline
V(Y[t],d=2,D=0) & 108473.929197995 & Range & 2384 & Trim Var. & 38000.0807843137 \tabularnewline
V(Y[t],d=3,D=0) & 376452.124675325 & Range & 4436 & Trim Var. & 126775.624897959 \tabularnewline
V(Y[t],d=0,D=1) & 63781.053654024 & Range & 1108 & Trim Var. & 28274.0012195122 \tabularnewline
V(Y[t],d=1,D=1) & 60189.5304347826 & Range & 1735 & Trim Var. & 13582.4205128205 \tabularnewline
V(Y[t],d=2,D=1) & 187396.472727273 & Range & 3237 & Trim Var. & 33777.0701754386 \tabularnewline
V(Y[t],d=3,D=1) & 657858 & Range & 6069 & Trim Var. & 104425.715504979 \tabularnewline
V(Y[t],d=0,D=2) & 101001.122689076 & Range & 1431 & Trim Var. & 56626.7591397849 \tabularnewline
V(Y[t],d=1,D=2) & 112043.038324421 & Range & 1885 & Trim Var. & 40893.775862069 \tabularnewline
V(Y[t],d=2,D=2) & 337194.318181818 & Range & 3563 & Trim Var. & 89587.1009852217 \tabularnewline
V(Y[t],d=3,D=2) & 1178739.16129032 & Range & 6620 & Trim Var. & 309741.580687831 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108746&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]122631.037405026[/C][C]Range[/C][C]1289[/C][C]Trim Var.[/C][C]86366.645137881[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]37962.8965517241[/C][C]Range[/C][C]1245[/C][C]Trim Var.[/C][C]15218.5290346908[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]108473.929197995[/C][C]Range[/C][C]2384[/C][C]Trim Var.[/C][C]38000.0807843137[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]376452.124675325[/C][C]Range[/C][C]4436[/C][C]Trim Var.[/C][C]126775.624897959[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]63781.053654024[/C][C]Range[/C][C]1108[/C][C]Trim Var.[/C][C]28274.0012195122[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]60189.5304347826[/C][C]Range[/C][C]1735[/C][C]Trim Var.[/C][C]13582.4205128205[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]187396.472727273[/C][C]Range[/C][C]3237[/C][C]Trim Var.[/C][C]33777.0701754386[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]657858[/C][C]Range[/C][C]6069[/C][C]Trim Var.[/C][C]104425.715504979[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]101001.122689076[/C][C]Range[/C][C]1431[/C][C]Trim Var.[/C][C]56626.7591397849[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]112043.038324421[/C][C]Range[/C][C]1885[/C][C]Trim Var.[/C][C]40893.775862069[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]337194.318181818[/C][C]Range[/C][C]3563[/C][C]Trim Var.[/C][C]89587.1009852217[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1178739.16129032[/C][C]Range[/C][C]6620[/C][C]Trim Var.[/C][C]309741.580687831[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=108746&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108746&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)122631.037405026Range1289Trim Var.86366.645137881
V(Y[t],d=1,D=0)37962.8965517241Range1245Trim Var.15218.5290346908
V(Y[t],d=2,D=0)108473.929197995Range2384Trim Var.38000.0807843137
V(Y[t],d=3,D=0)376452.124675325Range4436Trim Var.126775.624897959
V(Y[t],d=0,D=1)63781.053654024Range1108Trim Var.28274.0012195122
V(Y[t],d=1,D=1)60189.5304347826Range1735Trim Var.13582.4205128205
V(Y[t],d=2,D=1)187396.472727273Range3237Trim Var.33777.0701754386
V(Y[t],d=3,D=1)657858Range6069Trim Var.104425.715504979
V(Y[t],d=0,D=2)101001.122689076Range1431Trim Var.56626.7591397849
V(Y[t],d=1,D=2)112043.038324421Range1885Trim Var.40893.775862069
V(Y[t],d=2,D=2)337194.318181818Range3563Trim Var.89587.1009852217
V(Y[t],d=3,D=2)1178739.16129032Range6620Trim Var.309741.580687831


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')