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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 20:39:20 +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/16/t12925318378t3d6wiud1llajr.htm/, Retrieved Fri, 03 May 2024 09:07:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111268, Retrieved Fri, 03 May 2024 09:07:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact127

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] [] [2010-12-14 15:56:18] [555582dbc06a751bf796c97c3ecf46a1]
-    D    [Variance Reduction Matrix] [] [2010-12-16 20:39:20] [a0230832f45c35a2d59555dc09dfd471] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-820.8
993.3
741.7
603.6
-145.8
-35.1
395.1
523.1
462.3
183.4
791.5
344.8
-217.0
406.7
228.6
-580.1
-1550.4
-1447.5
-40.1
-1033.5
-925.6
-347.8
-447.7
-102.6
-2062.2
-929.7
-720.7
-1541.8
-1432.3
-1216.2
-212.8
-378.2
76.9
-101.3
220.4
495.6
-1035.2
61.8
-734.8
-6.9
-1061.1
-854.6
-186.5
244.0
-992.6
-335.2
316.8
477.6
-572.1
1115.2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111268&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]1 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=111268&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111268&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 time1 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)538791.343412245Range3177.4Trim Var.355300.740274841
V(Y[t],d=1,D=0)639937.218018707Range3773.7Trim Var.354539.042834994
V(Y[t],d=2,D=0)1662269.60716312Range5492.9Trim Var.945087.927415796
V(Y[t],d=3,D=0)4974253.93651249Range9918.2Trim Var.2859549.97410976
V(Y[t],d=0,D=1)776693.381344239Range3380.1Trim Var.594121.572691622
V(Y[t],d=1,D=1)582316.270345345Range3240.7Trim Var.392583.616325758
V(Y[t],d=2,D=1)1718531.99894444Range5267.3Trim Var.1117464.57773185
V(Y[t],d=3,D=1)5959515.65198319Range10082.2Trim Var.4043456.95113978
V(Y[t],d=0,D=2)1899618.77515385Range5321.2Trim Var.1070184.85880952
V(Y[t],d=1,D=2)1476851.92073333Range4192.9Trim Var.946803.446619047
V(Y[t],d=2,D=2)4173420.32891304Range7435.4Trim Var.2710109.45607895
V(Y[t],d=3,D=2)14136336.2554150Range12684.6Trim Var.9566566.18040936

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 538791.343412245 & Range & 3177.4 & Trim Var. & 355300.740274841 \tabularnewline
V(Y[t],d=1,D=0) & 639937.218018707 & Range & 3773.7 & Trim Var. & 354539.042834994 \tabularnewline
V(Y[t],d=2,D=0) & 1662269.60716312 & Range & 5492.9 & Trim Var. & 945087.927415796 \tabularnewline
V(Y[t],d=3,D=0) & 4974253.93651249 & Range & 9918.2 & Trim Var. & 2859549.97410976 \tabularnewline
V(Y[t],d=0,D=1) & 776693.381344239 & Range & 3380.1 & Trim Var. & 594121.572691622 \tabularnewline
V(Y[t],d=1,D=1) & 582316.270345345 & Range & 3240.7 & Trim Var. & 392583.616325758 \tabularnewline
V(Y[t],d=2,D=1) & 1718531.99894444 & Range & 5267.3 & Trim Var. & 1117464.57773185 \tabularnewline
V(Y[t],d=3,D=1) & 5959515.65198319 & Range & 10082.2 & Trim Var. & 4043456.95113978 \tabularnewline
V(Y[t],d=0,D=2) & 1899618.77515385 & Range & 5321.2 & Trim Var. & 1070184.85880952 \tabularnewline
V(Y[t],d=1,D=2) & 1476851.92073333 & Range & 4192.9 & Trim Var. & 946803.446619047 \tabularnewline
V(Y[t],d=2,D=2) & 4173420.32891304 & Range & 7435.4 & Trim Var. & 2710109.45607895 \tabularnewline
V(Y[t],d=3,D=2) & 14136336.2554150 & Range & 12684.6 & Trim Var. & 9566566.18040936 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111268&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]538791.343412245[/C][C]Range[/C][C]3177.4[/C][C]Trim Var.[/C][C]355300.740274841[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]639937.218018707[/C][C]Range[/C][C]3773.7[/C][C]Trim Var.[/C][C]354539.042834994[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1662269.60716312[/C][C]Range[/C][C]5492.9[/C][C]Trim Var.[/C][C]945087.927415796[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4974253.93651249[/C][C]Range[/C][C]9918.2[/C][C]Trim Var.[/C][C]2859549.97410976[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]776693.381344239[/C][C]Range[/C][C]3380.1[/C][C]Trim Var.[/C][C]594121.572691622[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]582316.270345345[/C][C]Range[/C][C]3240.7[/C][C]Trim Var.[/C][C]392583.616325758[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1718531.99894444[/C][C]Range[/C][C]5267.3[/C][C]Trim Var.[/C][C]1117464.57773185[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5959515.65198319[/C][C]Range[/C][C]10082.2[/C][C]Trim Var.[/C][C]4043456.95113978[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1899618.77515385[/C][C]Range[/C][C]5321.2[/C][C]Trim Var.[/C][C]1070184.85880952[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1476851.92073333[/C][C]Range[/C][C]4192.9[/C][C]Trim Var.[/C][C]946803.446619047[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4173420.32891304[/C][C]Range[/C][C]7435.4[/C][C]Trim Var.[/C][C]2710109.45607895[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]14136336.2554150[/C][C]Range[/C][C]12684.6[/C][C]Trim Var.[/C][C]9566566.18040936[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111268&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111268&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)538791.343412245Range3177.4Trim Var.355300.740274841
V(Y[t],d=1,D=0)639937.218018707Range3773.7Trim Var.354539.042834994
V(Y[t],d=2,D=0)1662269.60716312Range5492.9Trim Var.945087.927415796
V(Y[t],d=3,D=0)4974253.93651249Range9918.2Trim Var.2859549.97410976
V(Y[t],d=0,D=1)776693.381344239Range3380.1Trim Var.594121.572691622
V(Y[t],d=1,D=1)582316.270345345Range3240.7Trim Var.392583.616325758
V(Y[t],d=2,D=1)1718531.99894444Range5267.3Trim Var.1117464.57773185
V(Y[t],d=3,D=1)5959515.65198319Range10082.2Trim Var.4043456.95113978
V(Y[t],d=0,D=2)1899618.77515385Range5321.2Trim Var.1070184.85880952
V(Y[t],d=1,D=2)1476851.92073333Range4192.9Trim Var.946803.446619047
V(Y[t],d=2,D=2)4173420.32891304Range7435.4Trim Var.2710109.45607895
V(Y[t],d=3,D=2)14136336.2554150Range12684.6Trim Var.9566566.18040936


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')