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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 11:02:14 +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/t1292324472kp7furwmbsa9ekj.htm/, Retrieved Thu, 02 May 2024 14:15:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109403, Retrieved Thu, 02 May 2024 14:15:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact98

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Spectral Analysis] [Faillissementen B...] [2010-12-14 10:56:33] [3074aa973ede76ac75d398946b01602f]
- RMPD    [Variance Reduction Matrix] [Faillissementen B...] [2010-12-14 11:02:14] [dcc54e7e6e8c80b7c45e040080afe6ab] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
89
97
154
81
110
116
73
73
174
103
130
91
136
106
136
122
131
135
75
68
143
115
93
128
152
125
107
116
220
137
34
51
153
145
116
145
98
118
139
140
113
149
79
47
166
180
122
134
114
125
181
142
143
187
137
62
239
157
139
187
99
146
175
148
130
183
115
80
223
131
201
157

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=109403&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=109403&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109403&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)1665.28560250391Range205Trim Var.911.886656746032
V(Y[t],d=1,D=0)3259.75533199195Range280Trim Var.1896.74859190988
V(Y[t],d=2,D=0)9334.97639751553Range511Trim Var.5131.24167107351
V(Y[t],d=3,D=0)29170.4109121910Range908Trim Var.16407.2060109290
V(Y[t],d=0,D=1)1053.86751412429Range196Trim Var.546.731306778477
V(Y[t],d=1,D=1)2320.59497369959Range250Trim Var.1324.15529753266
V(Y[t],d=2,D=1)6640.48638838475Range432Trim Var.3787.26508295626
V(Y[t],d=3,D=1)20570.9461152882Range709Trim Var.12444.6007843137
V(Y[t],d=0,D=2)2990.55141843972Range333Trim Var.1378.59523809524
V(Y[t],d=1,D=2)6362.87974098057Range432Trim Var.3258.40487804878
V(Y[t],d=2,D=2)17811.6468599034Range702Trim Var.10017.4641025641
V(Y[t],d=3,D=2)55076.2545454545Range1189Trim Var.29439.9325236167

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1665.28560250391 & Range & 205 & Trim Var. & 911.886656746032 \tabularnewline
V(Y[t],d=1,D=0) & 3259.75533199195 & Range & 280 & Trim Var. & 1896.74859190988 \tabularnewline
V(Y[t],d=2,D=0) & 9334.97639751553 & Range & 511 & Trim Var. & 5131.24167107351 \tabularnewline
V(Y[t],d=3,D=0) & 29170.4109121910 & Range & 908 & Trim Var. & 16407.2060109290 \tabularnewline
V(Y[t],d=0,D=1) & 1053.86751412429 & Range & 196 & Trim Var. & 546.731306778477 \tabularnewline
V(Y[t],d=1,D=1) & 2320.59497369959 & Range & 250 & Trim Var. & 1324.15529753266 \tabularnewline
V(Y[t],d=2,D=1) & 6640.48638838475 & Range & 432 & Trim Var. & 3787.26508295626 \tabularnewline
V(Y[t],d=3,D=1) & 20570.9461152882 & Range & 709 & Trim Var. & 12444.6007843137 \tabularnewline
V(Y[t],d=0,D=2) & 2990.55141843972 & Range & 333 & Trim Var. & 1378.59523809524 \tabularnewline
V(Y[t],d=1,D=2) & 6362.87974098057 & Range & 432 & Trim Var. & 3258.40487804878 \tabularnewline
V(Y[t],d=2,D=2) & 17811.6468599034 & Range & 702 & Trim Var. & 10017.4641025641 \tabularnewline
V(Y[t],d=3,D=2) & 55076.2545454545 & Range & 1189 & Trim Var. & 29439.9325236167 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109403&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1665.28560250391[/C][C]Range[/C][C]205[/C][C]Trim Var.[/C][C]911.886656746032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3259.75533199195[/C][C]Range[/C][C]280[/C][C]Trim Var.[/C][C]1896.74859190988[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9334.97639751553[/C][C]Range[/C][C]511[/C][C]Trim Var.[/C][C]5131.24167107351[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]29170.4109121910[/C][C]Range[/C][C]908[/C][C]Trim Var.[/C][C]16407.2060109290[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1053.86751412429[/C][C]Range[/C][C]196[/C][C]Trim Var.[/C][C]546.731306778477[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2320.59497369959[/C][C]Range[/C][C]250[/C][C]Trim Var.[/C][C]1324.15529753266[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]6640.48638838475[/C][C]Range[/C][C]432[/C][C]Trim Var.[/C][C]3787.26508295626[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]20570.9461152882[/C][C]Range[/C][C]709[/C][C]Trim Var.[/C][C]12444.6007843137[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2990.55141843972[/C][C]Range[/C][C]333[/C][C]Trim Var.[/C][C]1378.59523809524[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6362.87974098057[/C][C]Range[/C][C]432[/C][C]Trim Var.[/C][C]3258.40487804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]17811.6468599034[/C][C]Range[/C][C]702[/C][C]Trim Var.[/C][C]10017.4641025641[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]55076.2545454545[/C][C]Range[/C][C]1189[/C][C]Trim Var.[/C][C]29439.9325236167[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109403&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109403&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)1665.28560250391Range205Trim Var.911.886656746032
V(Y[t],d=1,D=0)3259.75533199195Range280Trim Var.1896.74859190988
V(Y[t],d=2,D=0)9334.97639751553Range511Trim Var.5131.24167107351
V(Y[t],d=3,D=0)29170.4109121910Range908Trim Var.16407.2060109290
V(Y[t],d=0,D=1)1053.86751412429Range196Trim Var.546.731306778477
V(Y[t],d=1,D=1)2320.59497369959Range250Trim Var.1324.15529753266
V(Y[t],d=2,D=1)6640.48638838475Range432Trim Var.3787.26508295626
V(Y[t],d=3,D=1)20570.9461152882Range709Trim Var.12444.6007843137
V(Y[t],d=0,D=2)2990.55141843972Range333Trim Var.1378.59523809524
V(Y[t],d=1,D=2)6362.87974098057Range432Trim Var.3258.40487804878
V(Y[t],d=2,D=2)17811.6468599034Range702Trim Var.10017.4641025641
V(Y[t],d=3,D=2)55076.2545454545Range1189Trim Var.29439.9325236167


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')