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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 computationSun, 19 Dec 2010 06:40:06 +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/19/t1292740693mfganecgdn7r58t.htm/, Retrieved Sun, 05 May 2024 06:30:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112222, Retrieved Sun, 05 May 2024 06:30:48 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact156

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [multi lineair reg...] [2009-12-11 16:54:58] [517ac0676608e46c618c738721d88e41]
- RMPD  [Variance Reduction Matrix] [vrm] [2009-12-12 14:27:54] [517ac0676608e46c618c738721d88e41]
- R  D      [Variance Reduction Matrix] [] [2010-12-19 06:40:06] [5f45e5b827d1a020c3ecc9d930121b4e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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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'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 & 1 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112222&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112222&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112222&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'RServer@AstonUniversity' @ vre.aston.ac.uk






Variance Reduction Matrix
V(Y[t],d=0,D=0)1564.30220779221Range135Trim Var.1305.00237845682
V(Y[t],d=1,D=0)38.4849261083744Range51Trim Var.13.3361097501225
V(Y[t],d=2,D=0)69.173111421168Range63Trim Var.26.7465437788018
V(Y[t],d=3,D=0)188.307299368195Range94Trim Var.76.182836771072
V(Y[t],d=0,D=1)38.4849261083744Range51Trim Var.13.3361097501225
V(Y[t],d=1,D=1)69.173111421168Range63Trim Var.26.7465437788018
V(Y[t],d=2,D=1)188.307299368195Range94Trim Var.76.182836771072
V(Y[t],d=3,D=1)593.366619067048Range160Trim Var.262.331763008234
V(Y[t],d=0,D=2)69.173111421168Range63Trim Var.26.7465437788018
V(Y[t],d=1,D=2)188.307299368195Range94Trim Var.76.182836771072
V(Y[t],d=2,D=2)593.366619067048Range160Trim Var.262.331763008234
V(Y[t],d=3,D=2)2015.37261781906Range267Trim Var.914.40711049146

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1564.30220779221 & Range & 135 & Trim Var. & 1305.00237845682 \tabularnewline
V(Y[t],d=1,D=0) & 38.4849261083744 & Range & 51 & Trim Var. & 13.3361097501225 \tabularnewline
V(Y[t],d=2,D=0) & 69.173111421168 & Range & 63 & Trim Var. & 26.7465437788018 \tabularnewline
V(Y[t],d=3,D=0) & 188.307299368195 & Range & 94 & Trim Var. & 76.182836771072 \tabularnewline
V(Y[t],d=0,D=1) & 38.4849261083744 & Range & 51 & Trim Var. & 13.3361097501225 \tabularnewline
V(Y[t],d=1,D=1) & 69.173111421168 & Range & 63 & Trim Var. & 26.7465437788018 \tabularnewline
V(Y[t],d=2,D=1) & 188.307299368195 & Range & 94 & Trim Var. & 76.182836771072 \tabularnewline
V(Y[t],d=3,D=1) & 593.366619067048 & Range & 160 & Trim Var. & 262.331763008234 \tabularnewline
V(Y[t],d=0,D=2) & 69.173111421168 & Range & 63 & Trim Var. & 26.7465437788018 \tabularnewline
V(Y[t],d=1,D=2) & 188.307299368195 & Range & 94 & Trim Var. & 76.182836771072 \tabularnewline
V(Y[t],d=2,D=2) & 593.366619067048 & Range & 160 & Trim Var. & 262.331763008234 \tabularnewline
V(Y[t],d=3,D=2) & 2015.37261781906 & Range & 267 & Trim Var. & 914.40711049146 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112222&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1564.30220779221[/C][C]Range[/C][C]135[/C][C]Trim Var.[/C][C]1305.00237845682[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]38.4849261083744[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]13.3361097501225[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]69.173111421168[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]26.7465437788018[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]188.307299368195[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]76.182836771072[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]38.4849261083744[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]13.3361097501225[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]69.173111421168[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]26.7465437788018[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]188.307299368195[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]76.182836771072[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]593.366619067048[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]262.331763008234[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]69.173111421168[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]26.7465437788018[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]188.307299368195[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]76.182836771072[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]593.366619067048[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]262.331763008234[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2015.37261781906[/C][C]Range[/C][C]267[/C][C]Trim Var.[/C][C]914.40711049146[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112222&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112222&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)1564.30220779221Range135Trim Var.1305.00237845682
V(Y[t],d=1,D=0)38.4849261083744Range51Trim Var.13.3361097501225
V(Y[t],d=2,D=0)69.173111421168Range63Trim Var.26.7465437788018
V(Y[t],d=3,D=0)188.307299368195Range94Trim Var.76.182836771072
V(Y[t],d=0,D=1)38.4849261083744Range51Trim Var.13.3361097501225
V(Y[t],d=1,D=1)69.173111421168Range63Trim Var.26.7465437788018
V(Y[t],d=2,D=1)188.307299368195Range94Trim Var.76.182836771072
V(Y[t],d=3,D=1)593.366619067048Range160Trim Var.262.331763008234
V(Y[t],d=0,D=2)69.173111421168Range63Trim Var.26.7465437788018
V(Y[t],d=1,D=2)188.307299368195Range94Trim Var.76.182836771072
V(Y[t],d=2,D=2)593.366619067048Range160Trim Var.262.331763008234
V(Y[t],d=3,D=2)2015.37261781906Range267Trim Var.914.40711049146


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()