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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 12:26:57 +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/t12923295058owskhwp69lf4yi.htm/, Retrieved Thu, 02 May 2024 14:51:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109486, Retrieved Thu, 02 May 2024 14:51:42 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124

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] [] [2010-12-14 12:26:57] [4c4b6062b5416bf30d160a3ba34752af] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7
30
47
35
30
43
82
40
47
19
52
136
80
42
54
66
81
63
137
72
107
58
36
52
79
77
54
84
48
96
83
66
61
53
30
74
69
59
42
65
70
100
63
105
82
81
75
102
121
98
76
77
63
37
35
23
40
29
37
51
20
28
13
22
25
13
16
13
16
17
9
17
25
14
8
7
10
7
10
3

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=109486&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=109486&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109486&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)1041.31075949367Range134Trim Var.724.131259780908
V(Y[t],d=1,D=0)679.176890619929Range149Trim Var.352.187927565392
V(Y[t],d=2,D=0)1900.4995004995Range240Trim Var.898.569151138716
V(Y[t],d=3,D=0)6335.12884483937Range470Trim Var.3100.05498721228
V(Y[t],d=0,D=1)1398.54850746269Range174Trim Var.864.863276836158
V(Y[t],d=1,D=1)1105.12392582542Range170Trim Var.635.946814728229
V(Y[t],d=2,D=1)3180.39650349650Range304Trim Var.1722.84603750756
V(Y[t],d=3,D=1)11014.7283653846Range558Trim Var.5913.76879699248
V(Y[t],d=0,D=2)3649.74025974026Range259Trim Var.2367.73639455782
V(Y[t],d=1,D=2)3146.15622895623Range219Trim Var.2098.19897959184
V(Y[t],d=2,D=2)9375.84765897973Range412Trim Var.5935
V(Y[t],d=3,D=2)33148.4579100145Range799Trim Var.21442.6790009251

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1041.31075949367 & Range & 134 & Trim Var. & 724.131259780908 \tabularnewline
V(Y[t],d=1,D=0) & 679.176890619929 & Range & 149 & Trim Var. & 352.187927565392 \tabularnewline
V(Y[t],d=2,D=0) & 1900.4995004995 & Range & 240 & Trim Var. & 898.569151138716 \tabularnewline
V(Y[t],d=3,D=0) & 6335.12884483937 & Range & 470 & Trim Var. & 3100.05498721228 \tabularnewline
V(Y[t],d=0,D=1) & 1398.54850746269 & Range & 174 & Trim Var. & 864.863276836158 \tabularnewline
V(Y[t],d=1,D=1) & 1105.12392582542 & Range & 170 & Trim Var. & 635.946814728229 \tabularnewline
V(Y[t],d=2,D=1) & 3180.39650349650 & Range & 304 & Trim Var. & 1722.84603750756 \tabularnewline
V(Y[t],d=3,D=1) & 11014.7283653846 & Range & 558 & Trim Var. & 5913.76879699248 \tabularnewline
V(Y[t],d=0,D=2) & 3649.74025974026 & Range & 259 & Trim Var. & 2367.73639455782 \tabularnewline
V(Y[t],d=1,D=2) & 3146.15622895623 & Range & 219 & Trim Var. & 2098.19897959184 \tabularnewline
V(Y[t],d=2,D=2) & 9375.84765897973 & Range & 412 & Trim Var. & 5935 \tabularnewline
V(Y[t],d=3,D=2) & 33148.4579100145 & Range & 799 & Trim Var. & 21442.6790009251 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109486&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1041.31075949367[/C][C]Range[/C][C]134[/C][C]Trim Var.[/C][C]724.131259780908[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]679.176890619929[/C][C]Range[/C][C]149[/C][C]Trim Var.[/C][C]352.187927565392[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1900.4995004995[/C][C]Range[/C][C]240[/C][C]Trim Var.[/C][C]898.569151138716[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6335.12884483937[/C][C]Range[/C][C]470[/C][C]Trim Var.[/C][C]3100.05498721228[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1398.54850746269[/C][C]Range[/C][C]174[/C][C]Trim Var.[/C][C]864.863276836158[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1105.12392582542[/C][C]Range[/C][C]170[/C][C]Trim Var.[/C][C]635.946814728229[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3180.39650349650[/C][C]Range[/C][C]304[/C][C]Trim Var.[/C][C]1722.84603750756[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]11014.7283653846[/C][C]Range[/C][C]558[/C][C]Trim Var.[/C][C]5913.76879699248[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3649.74025974026[/C][C]Range[/C][C]259[/C][C]Trim Var.[/C][C]2367.73639455782[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3146.15622895623[/C][C]Range[/C][C]219[/C][C]Trim Var.[/C][C]2098.19897959184[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9375.84765897973[/C][C]Range[/C][C]412[/C][C]Trim Var.[/C][C]5935[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]33148.4579100145[/C][C]Range[/C][C]799[/C][C]Trim Var.[/C][C]21442.6790009251[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109486&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109486&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)1041.31075949367Range134Trim Var.724.131259780908
V(Y[t],d=1,D=0)679.176890619929Range149Trim Var.352.187927565392
V(Y[t],d=2,D=0)1900.4995004995Range240Trim Var.898.569151138716
V(Y[t],d=3,D=0)6335.12884483937Range470Trim Var.3100.05498721228
V(Y[t],d=0,D=1)1398.54850746269Range174Trim Var.864.863276836158
V(Y[t],d=1,D=1)1105.12392582542Range170Trim Var.635.946814728229
V(Y[t],d=2,D=1)3180.39650349650Range304Trim Var.1722.84603750756
V(Y[t],d=3,D=1)11014.7283653846Range558Trim Var.5913.76879699248
V(Y[t],d=0,D=2)3649.74025974026Range259Trim Var.2367.73639455782
V(Y[t],d=1,D=2)3146.15622895623Range219Trim Var.2098.19897959184
V(Y[t],d=2,D=2)9375.84765897973Range412Trim Var.5935
V(Y[t],d=3,D=2)33148.4579100145Range799Trim Var.21442.6790009251


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')