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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 13:26:40 +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/t1292333192zrq3viei7y71r7j.htm/, Retrieved Thu, 02 May 2024 20:43:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109597, Retrieved Thu, 02 May 2024 20:43:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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] [Workshop 6: Varia...] [2010-12-14 13:26:40] [f76239c595e4d455b3b05a43389f68d5] [Current]
- R  D    [Variance Reduction Matrix] [VRM] [2011-12-22 12:55:18] [74be16979710d4c4e7c6647856088456]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-5
-1
-2
-5
-4
-6
-2
-2
-2
-2
2
1
-8
-1
1
-1
2
2
1
-1
-2
-2
-1
-8
-4
-6
-3
-3
-7
-9
-11
-13
-11
-9
-17
-22
-25
-20
-24
-24
-22
-19
-18
-17
-11
-11
-12
-10
-15
-15
-15
-13
-8
-13
-9
-7
-4
-4
-2
0

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109597&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]0 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=109597&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109597&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)55.6437853107345Range27Trim Var.41.0300489168414
V(Y[t],d=1,D=0)11.0789012273524Range16Trim Var.6.14328808446456
V(Y[t],d=2,D=0)25.9286146400484Range26Trim Var.14.4596530920060
V(Y[t],d=3,D=0)80.438596491228Range45Trim Var.43.758431372549
V(Y[t],d=0,D=1)92.8399822695036Range35Trim Var.64.4163763066202
V(Y[t],d=1,D=1)21.7261794634598Range22Trim Var.11.8044871794872
V(Y[t],d=2,D=1)56.3289855072464Range41Trim Var.22
V(Y[t],d=3,D=1)186.609090909091Range73Trim Var.64.1081081081081
V(Y[t],d=0,D=2)253.006349206349Range57Trim Var.182.67311827957
V(Y[t],d=1,D=2)65.9613445378151Range36Trim Var.38.7311827956989
V(Y[t],d=2,D=2)164.553475935829Range64Trim Var.77.4436781609195
V(Y[t],d=3,D=2)558.058712121212Range124Trim Var.242.687192118227

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 55.6437853107345 & Range & 27 & Trim Var. & 41.0300489168414 \tabularnewline
V(Y[t],d=1,D=0) & 11.0789012273524 & Range & 16 & Trim Var. & 6.14328808446456 \tabularnewline
V(Y[t],d=2,D=0) & 25.9286146400484 & Range & 26 & Trim Var. & 14.4596530920060 \tabularnewline
V(Y[t],d=3,D=0) & 80.438596491228 & Range & 45 & Trim Var. & 43.758431372549 \tabularnewline
V(Y[t],d=0,D=1) & 92.8399822695036 & Range & 35 & Trim Var. & 64.4163763066202 \tabularnewline
V(Y[t],d=1,D=1) & 21.7261794634598 & Range & 22 & Trim Var. & 11.8044871794872 \tabularnewline
V(Y[t],d=2,D=1) & 56.3289855072464 & Range & 41 & Trim Var. & 22 \tabularnewline
V(Y[t],d=3,D=1) & 186.609090909091 & Range & 73 & Trim Var. & 64.1081081081081 \tabularnewline
V(Y[t],d=0,D=2) & 253.006349206349 & Range & 57 & Trim Var. & 182.67311827957 \tabularnewline
V(Y[t],d=1,D=2) & 65.9613445378151 & Range & 36 & Trim Var. & 38.7311827956989 \tabularnewline
V(Y[t],d=2,D=2) & 164.553475935829 & Range & 64 & Trim Var. & 77.4436781609195 \tabularnewline
V(Y[t],d=3,D=2) & 558.058712121212 & Range & 124 & Trim Var. & 242.687192118227 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109597&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]55.6437853107345[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]41.0300489168414[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11.0789012273524[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.14328808446456[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25.9286146400484[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]14.4596530920060[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]80.438596491228[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]43.758431372549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]92.8399822695036[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]64.4163763066202[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]21.7261794634598[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]11.8044871794872[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]56.3289855072464[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]22[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]186.609090909091[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]64.1081081081081[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]253.006349206349[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]182.67311827957[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]65.9613445378151[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]38.7311827956989[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]164.553475935829[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]77.4436781609195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]558.058712121212[/C][C]Range[/C][C]124[/C][C]Trim Var.[/C][C]242.687192118227[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109597&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109597&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)55.6437853107345Range27Trim Var.41.0300489168414
V(Y[t],d=1,D=0)11.0789012273524Range16Trim Var.6.14328808446456
V(Y[t],d=2,D=0)25.9286146400484Range26Trim Var.14.4596530920060
V(Y[t],d=3,D=0)80.438596491228Range45Trim Var.43.758431372549
V(Y[t],d=0,D=1)92.8399822695036Range35Trim Var.64.4163763066202
V(Y[t],d=1,D=1)21.7261794634598Range22Trim Var.11.8044871794872
V(Y[t],d=2,D=1)56.3289855072464Range41Trim Var.22
V(Y[t],d=3,D=1)186.609090909091Range73Trim Var.64.1081081081081
V(Y[t],d=0,D=2)253.006349206349Range57Trim Var.182.67311827957
V(Y[t],d=1,D=2)65.9613445378151Range36Trim Var.38.7311827956989
V(Y[t],d=2,D=2)164.553475935829Range64Trim Var.77.4436781609195
V(Y[t],d=3,D=2)558.058712121212Range124Trim Var.242.687192118227


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')