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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 13:20:36 +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/t12923327371vl27rlli6w791j.htm/, Retrieved Thu, 02 May 2024 17:04:51 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109581, Retrieved Thu, 02 May 2024 17:04:51 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact114

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] [VRM] [2010-12-14 13:20:36] [4c854bb223ec27caaa7bcfc5e77b0dbd] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
630
583
678
552
619
679
392
307
754
690
644
643
608
651
691
627
634
703
475
337
803
722
590
724
627
696
825
675
641
784
412
352
839
729
969
634
694
638
762
635
721
854
418
367
824
687
601
676
740
690
683
594
729
732
653
330
707
716
657
653
642
643
719
652
634
727
388
344
792
851
649
629
682
616
716
715
628
916
530
357
917
829
708
858

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'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109581&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109581&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109581&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)20018.4251290878Range662Trim Var.11356.9944465013
V(Y[t],d=1,D=0)38077.0937408169Range996Trim Var.17214.2732115677
V(Y[t],d=2,D=0)100136.144685336Range1407Trim Var.59474.8777386541
V(Y[t],d=3,D=0)293951.369444444Range2351Trim Var.173886.209255533
V(Y[t],d=0,D=1)10120.0373630673Range747Trim Var.3181.57316468254
V(Y[t],d=1,D=1)20555.9094567404Range879Trim Var.7416.1233998976
V(Y[t],d=2,D=1)62796.6749482402Range1577Trim Var.24285.7958751983
V(Y[t],d=3,D=1)215055.212276215Range2709Trim Var.83619.880874317
V(Y[t],d=0,D=2)32716.5355932203Range1180Trim Var.10319.1572327044
V(Y[t],d=1,D=2)70633.348918761Range1577Trim Var.30339.7474600871
V(Y[t],d=2,D=2)215328.287961283Range2639Trim Var.94934.701357466
V(Y[t],d=3,D=2)738751.14849624Range4886Trim Var.339818.000784314

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 20018.4251290878 & Range & 662 & Trim Var. & 11356.9944465013 \tabularnewline
V(Y[t],d=1,D=0) & 38077.0937408169 & Range & 996 & Trim Var. & 17214.2732115677 \tabularnewline
V(Y[t],d=2,D=0) & 100136.144685336 & Range & 1407 & Trim Var. & 59474.8777386541 \tabularnewline
V(Y[t],d=3,D=0) & 293951.369444444 & Range & 2351 & Trim Var. & 173886.209255533 \tabularnewline
V(Y[t],d=0,D=1) & 10120.0373630673 & Range & 747 & Trim Var. & 3181.57316468254 \tabularnewline
V(Y[t],d=1,D=1) & 20555.9094567404 & Range & 879 & Trim Var. & 7416.1233998976 \tabularnewline
V(Y[t],d=2,D=1) & 62796.6749482402 & Range & 1577 & Trim Var. & 24285.7958751983 \tabularnewline
V(Y[t],d=3,D=1) & 215055.212276215 & Range & 2709 & Trim Var. & 83619.880874317 \tabularnewline
V(Y[t],d=0,D=2) & 32716.5355932203 & Range & 1180 & Trim Var. & 10319.1572327044 \tabularnewline
V(Y[t],d=1,D=2) & 70633.348918761 & Range & 1577 & Trim Var. & 30339.7474600871 \tabularnewline
V(Y[t],d=2,D=2) & 215328.287961283 & Range & 2639 & Trim Var. & 94934.701357466 \tabularnewline
V(Y[t],d=3,D=2) & 738751.14849624 & Range & 4886 & Trim Var. & 339818.000784314 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109581&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]20018.4251290878[/C][C]Range[/C][C]662[/C][C]Trim Var.[/C][C]11356.9944465013[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]38077.0937408169[/C][C]Range[/C][C]996[/C][C]Trim Var.[/C][C]17214.2732115677[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]100136.144685336[/C][C]Range[/C][C]1407[/C][C]Trim Var.[/C][C]59474.8777386541[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]293951.369444444[/C][C]Range[/C][C]2351[/C][C]Trim Var.[/C][C]173886.209255533[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10120.0373630673[/C][C]Range[/C][C]747[/C][C]Trim Var.[/C][C]3181.57316468254[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]20555.9094567404[/C][C]Range[/C][C]879[/C][C]Trim Var.[/C][C]7416.1233998976[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]62796.6749482402[/C][C]Range[/C][C]1577[/C][C]Trim Var.[/C][C]24285.7958751983[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]215055.212276215[/C][C]Range[/C][C]2709[/C][C]Trim Var.[/C][C]83619.880874317[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]32716.5355932203[/C][C]Range[/C][C]1180[/C][C]Trim Var.[/C][C]10319.1572327044[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]70633.348918761[/C][C]Range[/C][C]1577[/C][C]Trim Var.[/C][C]30339.7474600871[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]215328.287961283[/C][C]Range[/C][C]2639[/C][C]Trim Var.[/C][C]94934.701357466[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]738751.14849624[/C][C]Range[/C][C]4886[/C][C]Trim Var.[/C][C]339818.000784314[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109581&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109581&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)20018.4251290878Range662Trim Var.11356.9944465013
V(Y[t],d=1,D=0)38077.0937408169Range996Trim Var.17214.2732115677
V(Y[t],d=2,D=0)100136.144685336Range1407Trim Var.59474.8777386541
V(Y[t],d=3,D=0)293951.369444444Range2351Trim Var.173886.209255533
V(Y[t],d=0,D=1)10120.0373630673Range747Trim Var.3181.57316468254
V(Y[t],d=1,D=1)20555.9094567404Range879Trim Var.7416.1233998976
V(Y[t],d=2,D=1)62796.6749482402Range1577Trim Var.24285.7958751983
V(Y[t],d=3,D=1)215055.212276215Range2709Trim Var.83619.880874317
V(Y[t],d=0,D=2)32716.5355932203Range1180Trim Var.10319.1572327044
V(Y[t],d=1,D=2)70633.348918761Range1577Trim Var.30339.7474600871
V(Y[t],d=2,D=2)215328.287961283Range2639Trim Var.94934.701357466
V(Y[t],d=3,D=2)738751.14849624Range4886Trim Var.339818.000784314


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')