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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 computationThu, 16 Dec 2010 07:28:45 +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/16/t1292484429j4grq2slfpc898i.htm/, Retrieved Fri, 03 May 2024 13:52:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110764, Retrieved Fri, 03 May 2024 13:52:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact184

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: VRM (werkl...] [2010-12-16 07:28:45] [6f3869f9d1e39c73f93153f1f7803f84] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516
528
533
536
537
524
536
587
597
581
564
558
575

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'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110764&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110764&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110764&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'RServer@AstonUniversity' @ vre.aston.ac.uk






Variance Reduction Matrix
V(Y[t],d=0,D=0)1652.4686440678Range160Trim Var.1209.23025856045
V(Y[t],d=1,D=0)357.614845119813Range88Trim Var.193.976777939042
V(Y[t],d=2,D=0)540.399576527526Range114Trim Var.303.63197586727
V(Y[t],d=3,D=0)1245.78822055138Range179Trim Var.620.680784313725
V(Y[t],d=0,D=1)1730.92508865248Range141Trim Var.1227.69512195122
V(Y[t],d=1,D=1)75.9537465309898Range38Trim Var.42.7951219512195
V(Y[t],d=2,D=1)133.636714975845Range61Trim Var.57.0455128205128
V(Y[t],d=3,D=1)424.754545454545Range109Trim Var.189.078272604588
V(Y[t],d=0,D=2)3083.66349206349Range175Trim Var.2543.17641129032
V(Y[t],d=1,D=2)192.894117647059Range52Trim Var.126.933333333333
V(Y[t],d=2,D=2)432.27183600713Range93Trim Var.257.402298850575
V(Y[t],d=3,D=2)1416.37121212121Range136Trim Var.982.475369458128

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1652.4686440678 & Range & 160 & Trim Var. & 1209.23025856045 \tabularnewline
V(Y[t],d=1,D=0) & 357.614845119813 & Range & 88 & Trim Var. & 193.976777939042 \tabularnewline
V(Y[t],d=2,D=0) & 540.399576527526 & Range & 114 & Trim Var. & 303.63197586727 \tabularnewline
V(Y[t],d=3,D=0) & 1245.78822055138 & Range & 179 & Trim Var. & 620.680784313725 \tabularnewline
V(Y[t],d=0,D=1) & 1730.92508865248 & Range & 141 & Trim Var. & 1227.69512195122 \tabularnewline
V(Y[t],d=1,D=1) & 75.9537465309898 & Range & 38 & Trim Var. & 42.7951219512195 \tabularnewline
V(Y[t],d=2,D=1) & 133.636714975845 & Range & 61 & Trim Var. & 57.0455128205128 \tabularnewline
V(Y[t],d=3,D=1) & 424.754545454545 & Range & 109 & Trim Var. & 189.078272604588 \tabularnewline
V(Y[t],d=0,D=2) & 3083.66349206349 & Range & 175 & Trim Var. & 2543.17641129032 \tabularnewline
V(Y[t],d=1,D=2) & 192.894117647059 & Range & 52 & Trim Var. & 126.933333333333 \tabularnewline
V(Y[t],d=2,D=2) & 432.27183600713 & Range & 93 & Trim Var. & 257.402298850575 \tabularnewline
V(Y[t],d=3,D=2) & 1416.37121212121 & Range & 136 & Trim Var. & 982.475369458128 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110764&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1652.4686440678[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1209.23025856045[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]357.614845119813[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]193.976777939042[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]540.399576527526[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]303.63197586727[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1245.78822055138[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]620.680784313725[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1730.92508865248[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]1227.69512195122[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]75.9537465309898[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]42.7951219512195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]133.636714975845[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]57.0455128205128[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]424.754545454545[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]189.078272604588[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3083.66349206349[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]2543.17641129032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]192.894117647059[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]126.933333333333[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]432.27183600713[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]257.402298850575[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1416.37121212121[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]982.475369458128[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110764&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110764&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)1652.4686440678Range160Trim Var.1209.23025856045
V(Y[t],d=1,D=0)357.614845119813Range88Trim Var.193.976777939042
V(Y[t],d=2,D=0)540.399576527526Range114Trim Var.303.63197586727
V(Y[t],d=3,D=0)1245.78822055138Range179Trim Var.620.680784313725
V(Y[t],d=0,D=1)1730.92508865248Range141Trim Var.1227.69512195122
V(Y[t],d=1,D=1)75.9537465309898Range38Trim Var.42.7951219512195
V(Y[t],d=2,D=1)133.636714975845Range61Trim Var.57.0455128205128
V(Y[t],d=3,D=1)424.754545454545Range109Trim Var.189.078272604588
V(Y[t],d=0,D=2)3083.66349206349Range175Trim Var.2543.17641129032
V(Y[t],d=1,D=2)192.894117647059Range52Trim Var.126.933333333333
V(Y[t],d=2,D=2)432.27183600713Range93Trim Var.257.402298850575
V(Y[t],d=3,D=2)1416.37121212121Range136Trim Var.982.475369458128


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()