FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 10:00:08 +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/t1292493509ljlwlpyj09eporp.htm/, Retrieved Fri, 03 May 2024 06:09:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110790, Retrieved Fri, 03 May 2024 06:09:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact173

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP   [Variance Reduction Matrix] [variantie reducti...] [2010-12-14 18:31:28] [d6e648f00513dd750579ba7880c5fbf5]
- R PD      [Variance Reduction Matrix] [] [2010-12-16 10:00:08] [a3cd012a7211edfe9ed4466e21aef6a6] [Current]
-    D        [Variance Reduction Matrix] [] [2010-12-19 16:24:34] [126c9e58bb659a0bfb4675d843c2c69e]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
41,85
41,75
41,75
41,75
41,58
41,61
41,42
41,37
41,37
41,33
41,37
41,34
41,33
41,29
41,29
41,27
41,04
40,90
40,89
40,72
40,72
40,58
40,24
40,07
40,12
40,10
40,10
40,08
40,06
39,99
40,05
39,66
39,66
39,67
39,56
39,64
39,73
39,70
39,70
39,68
39,76
40,00
39,96
40,01
40,01
40,01
40,00
39,91
39,86
39,79
39,79
39,80
39,64
39,55
39,36
39,28

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 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 & 11 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110790&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]11 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=110790&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110790&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 time11 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.596087662337662Range2.57Trim Var.0.460328231292517
V(Y[t],d=1,D=0)0.0107853872053872Range0.630000000000003Trim Var.0.00450053191489359
V(Y[t],d=2,D=0)0.0201168413696714Range0.839999999999996Trim Var.0.0105503546099290
V(Y[t],d=3,D=0)0.061248040638606Range1.41999999999999Trim Var.0.0325813135985193
V(Y[t],d=0,D=1)0.0107853872053872Range0.630000000000003Trim Var.0.00450053191489359
V(Y[t],d=1,D=1)0.0201168413696714Range0.839999999999996Trim Var.0.0105503546099290
V(Y[t],d=2,D=1)0.061248040638606Range1.41999999999999Trim Var.0.0325813135985193
V(Y[t],d=3,D=1)0.204491214177976Range2.63999999999998Trim Var.0.099106521739129
V(Y[t],d=0,D=2)0.0201168413696714Range0.839999999999996Trim Var.0.0105503546099290
V(Y[t],d=1,D=2)0.061248040638606Range1.41999999999999Trim Var.0.0325813135985193
V(Y[t],d=2,D=2)0.204491214177976Range2.63999999999998Trim Var.0.099106521739129
V(Y[t],d=3,D=2)0.712286588235285Range4.81999999999996Trim Var.0.358027070707066

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.596087662337662 & Range & 2.57 & Trim Var. & 0.460328231292517 \tabularnewline
V(Y[t],d=1,D=0) & 0.0107853872053872 & Range & 0.630000000000003 & Trim Var. & 0.00450053191489359 \tabularnewline
V(Y[t],d=2,D=0) & 0.0201168413696714 & Range & 0.839999999999996 & Trim Var. & 0.0105503546099290 \tabularnewline
V(Y[t],d=3,D=0) & 0.061248040638606 & Range & 1.41999999999999 & Trim Var. & 0.0325813135985193 \tabularnewline
V(Y[t],d=0,D=1) & 0.0107853872053872 & Range & 0.630000000000003 & Trim Var. & 0.00450053191489359 \tabularnewline
V(Y[t],d=1,D=1) & 0.0201168413696714 & Range & 0.839999999999996 & Trim Var. & 0.0105503546099290 \tabularnewline
V(Y[t],d=2,D=1) & 0.061248040638606 & Range & 1.41999999999999 & Trim Var. & 0.0325813135985193 \tabularnewline
V(Y[t],d=3,D=1) & 0.204491214177976 & Range & 2.63999999999998 & Trim Var. & 0.099106521739129 \tabularnewline
V(Y[t],d=0,D=2) & 0.0201168413696714 & Range & 0.839999999999996 & Trim Var. & 0.0105503546099290 \tabularnewline
V(Y[t],d=1,D=2) & 0.061248040638606 & Range & 1.41999999999999 & Trim Var. & 0.0325813135985193 \tabularnewline
V(Y[t],d=2,D=2) & 0.204491214177976 & Range & 2.63999999999998 & Trim Var. & 0.099106521739129 \tabularnewline
V(Y[t],d=3,D=2) & 0.712286588235285 & Range & 4.81999999999996 & Trim Var. & 0.358027070707066 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110790&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.596087662337662[/C][C]Range[/C][C]2.57[/C][C]Trim Var.[/C][C]0.460328231292517[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0107853872053872[/C][C]Range[/C][C]0.630000000000003[/C][C]Trim Var.[/C][C]0.00450053191489359[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0201168413696714[/C][C]Range[/C][C]0.839999999999996[/C][C]Trim Var.[/C][C]0.0105503546099290[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.061248040638606[/C][C]Range[/C][C]1.41999999999999[/C][C]Trim Var.[/C][C]0.0325813135985193[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0107853872053872[/C][C]Range[/C][C]0.630000000000003[/C][C]Trim Var.[/C][C]0.00450053191489359[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0201168413696714[/C][C]Range[/C][C]0.839999999999996[/C][C]Trim Var.[/C][C]0.0105503546099290[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.061248040638606[/C][C]Range[/C][C]1.41999999999999[/C][C]Trim Var.[/C][C]0.0325813135985193[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.204491214177976[/C][C]Range[/C][C]2.63999999999998[/C][C]Trim Var.[/C][C]0.099106521739129[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0201168413696714[/C][C]Range[/C][C]0.839999999999996[/C][C]Trim Var.[/C][C]0.0105503546099290[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.061248040638606[/C][C]Range[/C][C]1.41999999999999[/C][C]Trim Var.[/C][C]0.0325813135985193[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.204491214177976[/C][C]Range[/C][C]2.63999999999998[/C][C]Trim Var.[/C][C]0.099106521739129[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.712286588235285[/C][C]Range[/C][C]4.81999999999996[/C][C]Trim Var.[/C][C]0.358027070707066[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110790&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110790&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)0.596087662337662Range2.57Trim Var.0.460328231292517
V(Y[t],d=1,D=0)0.0107853872053872Range0.630000000000003Trim Var.0.00450053191489359
V(Y[t],d=2,D=0)0.0201168413696714Range0.839999999999996Trim Var.0.0105503546099290
V(Y[t],d=3,D=0)0.061248040638606Range1.41999999999999Trim Var.0.0325813135985193
V(Y[t],d=0,D=1)0.0107853872053872Range0.630000000000003Trim Var.0.00450053191489359
V(Y[t],d=1,D=1)0.0201168413696714Range0.839999999999996Trim Var.0.0105503546099290
V(Y[t],d=2,D=1)0.061248040638606Range1.41999999999999Trim Var.0.0325813135985193
V(Y[t],d=3,D=1)0.204491214177976Range2.63999999999998Trim Var.0.099106521739129
V(Y[t],d=0,D=2)0.0201168413696714Range0.839999999999996Trim Var.0.0105503546099290
V(Y[t],d=1,D=2)0.061248040638606Range1.41999999999999Trim Var.0.0325813135985193
V(Y[t],d=2,D=2)0.204491214177976Range2.63999999999998Trim Var.0.099106521739129
V(Y[t],d=3,D=2)0.712286588235285Range4.81999999999996Trim Var.0.358027070707066


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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()