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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 15 Dec 2010 15:04:20 +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/15/t1292425513qraafwbq3ma3ecy.htm/, Retrieved Fri, 03 May 2024 12:51:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110443, Retrieved Fri, 03 May 2024 12:51:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact103

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] [Paper-variance re...] [2010-12-15 15:04:20] [06510e00f8d0c95cc2ff019b83c7c2eb] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-3
-1
-3
-4
-6
0
-4
-2
-2
-6
-7
-6
-6
-3
-2
-5
-11
-11
-11
-10
-14
-8
-9
-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

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110443&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110443&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110443&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)47.8196347031963Range27Trim Var.27.3072448439979
V(Y[t],d=1,D=0)10.7323943661972Range16Trim Var.5.97197420634921
V(Y[t],d=2,D=0)25.5991951710262Range26Trim Var.12.9393442622951
V(Y[t],d=3,D=0)79.6209109730849Range45Trim Var.40.5792349726776
V(Y[t],d=0,D=1)70.720218579235Range33Trim Var.42.0584464555053
V(Y[t],d=1,D=1)23.3039548022599Range26Trim Var.12.3239064856712
V(Y[t],d=2,D=1)56.4032729398013Range41Trim Var.27.5746606334842
V(Y[t],d=3,D=1)181.764367816092Range73Trim Var.96.5822021116139
V(Y[t],d=0,D=2)175.517006802721Range56Trim Var.109.844367015099
V(Y[t],d=1,D=2)73.7974290780142Range46Trim Var.30.2403846153846
V(Y[t],d=2,D=2)186.738205365402Range74Trim Var.76.659756097561
V(Y[t],d=3,D=2)615.780193236715Range134Trim Var.248.215384615385

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 47.8196347031963 & Range & 27 & Trim Var. & 27.3072448439979 \tabularnewline
V(Y[t],d=1,D=0) & 10.7323943661972 & Range & 16 & Trim Var. & 5.97197420634921 \tabularnewline
V(Y[t],d=2,D=0) & 25.5991951710262 & Range & 26 & Trim Var. & 12.9393442622951 \tabularnewline
V(Y[t],d=3,D=0) & 79.6209109730849 & Range & 45 & Trim Var. & 40.5792349726776 \tabularnewline
V(Y[t],d=0,D=1) & 70.720218579235 & Range & 33 & Trim Var. & 42.0584464555053 \tabularnewline
V(Y[t],d=1,D=1) & 23.3039548022599 & Range & 26 & Trim Var. & 12.3239064856712 \tabularnewline
V(Y[t],d=2,D=1) & 56.4032729398013 & Range & 41 & Trim Var. & 27.5746606334842 \tabularnewline
V(Y[t],d=3,D=1) & 181.764367816092 & Range & 73 & Trim Var. & 96.5822021116139 \tabularnewline
V(Y[t],d=0,D=2) & 175.517006802721 & Range & 56 & Trim Var. & 109.844367015099 \tabularnewline
V(Y[t],d=1,D=2) & 73.7974290780142 & Range & 46 & Trim Var. & 30.2403846153846 \tabularnewline
V(Y[t],d=2,D=2) & 186.738205365402 & Range & 74 & Trim Var. & 76.659756097561 \tabularnewline
V(Y[t],d=3,D=2) & 615.780193236715 & Range & 134 & Trim Var. & 248.215384615385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110443&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]47.8196347031963[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]27.3072448439979[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]10.7323943661972[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]5.97197420634921[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25.5991951710262[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]12.9393442622951[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]79.6209109730849[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]40.5792349726776[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]70.720218579235[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]42.0584464555053[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]23.3039548022599[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]12.3239064856712[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]56.4032729398013[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]27.5746606334842[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]181.764367816092[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]96.5822021116139[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]175.517006802721[/C][C]Range[/C][C]56[/C][C]Trim Var.[/C][C]109.844367015099[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]73.7974290780142[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]30.2403846153846[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]186.738205365402[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]76.659756097561[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]615.780193236715[/C][C]Range[/C][C]134[/C][C]Trim Var.[/C][C]248.215384615385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110443&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110443&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)47.8196347031963Range27Trim Var.27.3072448439979
V(Y[t],d=1,D=0)10.7323943661972Range16Trim Var.5.97197420634921
V(Y[t],d=2,D=0)25.5991951710262Range26Trim Var.12.9393442622951
V(Y[t],d=3,D=0)79.6209109730849Range45Trim Var.40.5792349726776
V(Y[t],d=0,D=1)70.720218579235Range33Trim Var.42.0584464555053
V(Y[t],d=1,D=1)23.3039548022599Range26Trim Var.12.3239064856712
V(Y[t],d=2,D=1)56.4032729398013Range41Trim Var.27.5746606334842
V(Y[t],d=3,D=1)181.764367816092Range73Trim Var.96.5822021116139
V(Y[t],d=0,D=2)175.517006802721Range56Trim Var.109.844367015099
V(Y[t],d=1,D=2)73.7974290780142Range46Trim Var.30.2403846153846
V(Y[t],d=2,D=2)186.738205365402Range74Trim Var.76.659756097561
V(Y[t],d=3,D=2)615.780193236715Range134Trim Var.248.215384615385


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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()