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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, 14 Dec 2010 08:56:11 +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/14/t12923169214xz4s2lp9x4aieg.htm/, Retrieved Thu, 02 May 2024 19:46:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109270, Retrieved Thu, 02 May 2024 19:46:42 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact165

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] [Faillissementen V...] [2010-12-14 08:56:11] [8e16b01a5be2b3f7f3ad6418d9d6fd5b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
356
386
444
387
327
448
225
182
460
411
342
361
377
331
428
340
352
461
221
198
422
329
320
375
364
351
380
319
322
386
221
187
344
342
365
313
356
337
389
326
343
357
220
218
391
425
332
298
360
336
325
393
301
426
265
210
429
440
357
431
442
442
544
420
396
482
261
211
448
468
464
425

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109270&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]3 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=109270&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109270&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)6316.71341940532Range362Trim Var.4249.14186507936
V(Y[t],d=1,D=0)10198.6277665996Range518Trim Var.4821.9452124936
V(Y[t],d=2,D=0)26460.9418219462Range670Trim Var.17319.8585404548
V(Y[t],d=3,D=0)76736.0511508951Range1214Trim Var.49425.5819672131
V(Y[t],d=0,D=1)2916.24971751412Range301Trim Var.1516
V(Y[t],d=1,D=1)4019.0455873758Range323Trim Var.2456.69811320755
V(Y[t],d=2,D=1)12085.0420447671Range565Trim Var.6818.29411764706
V(Y[t],d=3,D=1)39537.4197994987Range999Trim Var.22257.9701960784
V(Y[t],d=0,D=2)5701.65913120567Range422Trim Var.2958.94076655052
V(Y[t],d=1,D=2)11152.4440333025Range500Trim Var.6230.34512195122
V(Y[t],d=2,D=2)33598.7690821256Range999Trim Var.17109.2557692308
V(Y[t],d=3,D=2)111738.461616162Range1826Trim Var.54844.6599190283

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6316.71341940532 & Range & 362 & Trim Var. & 4249.14186507936 \tabularnewline
V(Y[t],d=1,D=0) & 10198.6277665996 & Range & 518 & Trim Var. & 4821.9452124936 \tabularnewline
V(Y[t],d=2,D=0) & 26460.9418219462 & Range & 670 & Trim Var. & 17319.8585404548 \tabularnewline
V(Y[t],d=3,D=0) & 76736.0511508951 & Range & 1214 & Trim Var. & 49425.5819672131 \tabularnewline
V(Y[t],d=0,D=1) & 2916.24971751412 & Range & 301 & Trim Var. & 1516 \tabularnewline
V(Y[t],d=1,D=1) & 4019.0455873758 & Range & 323 & Trim Var. & 2456.69811320755 \tabularnewline
V(Y[t],d=2,D=1) & 12085.0420447671 & Range & 565 & Trim Var. & 6818.29411764706 \tabularnewline
V(Y[t],d=3,D=1) & 39537.4197994987 & Range & 999 & Trim Var. & 22257.9701960784 \tabularnewline
V(Y[t],d=0,D=2) & 5701.65913120567 & Range & 422 & Trim Var. & 2958.94076655052 \tabularnewline
V(Y[t],d=1,D=2) & 11152.4440333025 & Range & 500 & Trim Var. & 6230.34512195122 \tabularnewline
V(Y[t],d=2,D=2) & 33598.7690821256 & Range & 999 & Trim Var. & 17109.2557692308 \tabularnewline
V(Y[t],d=3,D=2) & 111738.461616162 & Range & 1826 & Trim Var. & 54844.6599190283 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109270&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6316.71341940532[/C][C]Range[/C][C]362[/C][C]Trim Var.[/C][C]4249.14186507936[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]10198.6277665996[/C][C]Range[/C][C]518[/C][C]Trim Var.[/C][C]4821.9452124936[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]26460.9418219462[/C][C]Range[/C][C]670[/C][C]Trim Var.[/C][C]17319.8585404548[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]76736.0511508951[/C][C]Range[/C][C]1214[/C][C]Trim Var.[/C][C]49425.5819672131[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2916.24971751412[/C][C]Range[/C][C]301[/C][C]Trim Var.[/C][C]1516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]4019.0455873758[/C][C]Range[/C][C]323[/C][C]Trim Var.[/C][C]2456.69811320755[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]12085.0420447671[/C][C]Range[/C][C]565[/C][C]Trim Var.[/C][C]6818.29411764706[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]39537.4197994987[/C][C]Range[/C][C]999[/C][C]Trim Var.[/C][C]22257.9701960784[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5701.65913120567[/C][C]Range[/C][C]422[/C][C]Trim Var.[/C][C]2958.94076655052[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]11152.4440333025[/C][C]Range[/C][C]500[/C][C]Trim Var.[/C][C]6230.34512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]33598.7690821256[/C][C]Range[/C][C]999[/C][C]Trim Var.[/C][C]17109.2557692308[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]111738.461616162[/C][C]Range[/C][C]1826[/C][C]Trim Var.[/C][C]54844.6599190283[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109270&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109270&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)6316.71341940532Range362Trim Var.4249.14186507936
V(Y[t],d=1,D=0)10198.6277665996Range518Trim Var.4821.9452124936
V(Y[t],d=2,D=0)26460.9418219462Range670Trim Var.17319.8585404548
V(Y[t],d=3,D=0)76736.0511508951Range1214Trim Var.49425.5819672131
V(Y[t],d=0,D=1)2916.24971751412Range301Trim Var.1516
V(Y[t],d=1,D=1)4019.0455873758Range323Trim Var.2456.69811320755
V(Y[t],d=2,D=1)12085.0420447671Range565Trim Var.6818.29411764706
V(Y[t],d=3,D=1)39537.4197994987Range999Trim Var.22257.9701960784
V(Y[t],d=0,D=2)5701.65913120567Range422Trim Var.2958.94076655052
V(Y[t],d=1,D=2)11152.4440333025Range500Trim Var.6230.34512195122
V(Y[t],d=2,D=2)33598.7690821256Range999Trim Var.17109.2557692308
V(Y[t],d=3,D=2)111738.461616162Range1826Trim Var.54844.6599190283


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')