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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 computationWed, 15 Dec 2010 15:58:00 +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/t1292428615f93fbwm2199nya7.htm/, Retrieved Fri, 03 May 2024 09:38:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110507, Retrieved Fri, 03 May 2024 09:38:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact122

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] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
- R PD    [Variance Reduction Matrix] [VRM] [2010-12-15 15:58:00] [fd751bc40fbbb4c72222c10190589d42] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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 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=110507&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=110507&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110507&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)60.610612244898Range27Trim Var.44.0903805496829
V(Y[t],d=1,D=0)12.0816326530612Range16Trim Var.6.12137049941928
V(Y[t],d=2,D=0)28.3151595744681Range26Trim Var.14.4297328687573
V(Y[t],d=3,D=0)89.2747456059204Range45Trim Var.44.7743902439024
V(Y[t],d=0,D=1)110.407539118065Range35Trim Var.80.1098484848485
V(Y[t],d=1,D=1)25.9009009009009Range22Trim Var.15.2903225806452
V(Y[t],d=2,D=1)70.0285714285714Range41Trim Var.39.1118951612903
V(Y[t],d=3,D=1)221.475630252101Range73Trim Var.117.464516129032
V(Y[t],d=0,D=2)260.321538461538Range57Trim Var.171.385281385281
V(Y[t],d=1,D=2)79.9233333333333Range36Trim Var.41.7571428571429
V(Y[t],d=2,D=2)210.940217391304Range64Trim Var.86.9368421052632
V(Y[t],d=3,D=2)680.355731225296Range124Trim Var.259.228070175439

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 60.610612244898 & Range & 27 & Trim Var. & 44.0903805496829 \tabularnewline
V(Y[t],d=1,D=0) & 12.0816326530612 & Range & 16 & Trim Var. & 6.12137049941928 \tabularnewline
V(Y[t],d=2,D=0) & 28.3151595744681 & Range & 26 & Trim Var. & 14.4297328687573 \tabularnewline
V(Y[t],d=3,D=0) & 89.2747456059204 & Range & 45 & Trim Var. & 44.7743902439024 \tabularnewline
V(Y[t],d=0,D=1) & 110.407539118065 & Range & 35 & Trim Var. & 80.1098484848485 \tabularnewline
V(Y[t],d=1,D=1) & 25.9009009009009 & Range & 22 & Trim Var. & 15.2903225806452 \tabularnewline
V(Y[t],d=2,D=1) & 70.0285714285714 & Range & 41 & Trim Var. & 39.1118951612903 \tabularnewline
V(Y[t],d=3,D=1) & 221.475630252101 & Range & 73 & Trim Var. & 117.464516129032 \tabularnewline
V(Y[t],d=0,D=2) & 260.321538461538 & Range & 57 & Trim Var. & 171.385281385281 \tabularnewline
V(Y[t],d=1,D=2) & 79.9233333333333 & Range & 36 & Trim Var. & 41.7571428571429 \tabularnewline
V(Y[t],d=2,D=2) & 210.940217391304 & Range & 64 & Trim Var. & 86.9368421052632 \tabularnewline
V(Y[t],d=3,D=2) & 680.355731225296 & Range & 124 & Trim Var. & 259.228070175439 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110507&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]60.610612244898[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]44.0903805496829[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]12.0816326530612[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.12137049941928[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]28.3151595744681[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]14.4297328687573[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]89.2747456059204[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]44.7743902439024[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]110.407539118065[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]80.1098484848485[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]25.9009009009009[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]15.2903225806452[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]70.0285714285714[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]39.1118951612903[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]221.475630252101[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]117.464516129032[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]260.321538461538[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]171.385281385281[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]79.9233333333333[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]41.7571428571429[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]210.940217391304[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]86.9368421052632[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]680.355731225296[/C][C]Range[/C][C]124[/C][C]Trim Var.[/C][C]259.228070175439[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110507&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110507&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)60.610612244898Range27Trim Var.44.0903805496829
V(Y[t],d=1,D=0)12.0816326530612Range16Trim Var.6.12137049941928
V(Y[t],d=2,D=0)28.3151595744681Range26Trim Var.14.4297328687573
V(Y[t],d=3,D=0)89.2747456059204Range45Trim Var.44.7743902439024
V(Y[t],d=0,D=1)110.407539118065Range35Trim Var.80.1098484848485
V(Y[t],d=1,D=1)25.9009009009009Range22Trim Var.15.2903225806452
V(Y[t],d=2,D=1)70.0285714285714Range41Trim Var.39.1118951612903
V(Y[t],d=3,D=1)221.475630252101Range73Trim Var.117.464516129032
V(Y[t],d=0,D=2)260.321538461538Range57Trim Var.171.385281385281
V(Y[t],d=1,D=2)79.9233333333333Range36Trim Var.41.7571428571429
V(Y[t],d=2,D=2)210.940217391304Range64Trim Var.86.9368421052632
V(Y[t],d=3,D=2)680.355731225296Range124Trim Var.259.228070175439


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 2 ; par3 = 0 ; par4 = 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()