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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 computationTue, 21 Dec 2010 13:49:46 +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/21/t1292939297k3bvqi1h90mt0mu.htm/, Retrieved Sun, 19 May 2024 21:33:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113563, Retrieved Sun, 19 May 2024 21:33:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116

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] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMPD    [Variance Reduction Matrix] [] [2010-12-21 13:49:46] [059f61fa4455ecc8020fda045e7124df] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
235.1
280.7
264.6
240.7
201.4
240.8
241.1
223.8
206.1
174.7
203.3
220.5
299.5
347.4
338.3
327.7
351.6
396.6
438.8
395.6
363.5
378.8
357
369
464.8
479.1
431.3
366.5
326.3
355.1
331.6
261.3
249
205.5
235.6
240.9
264.9
253.8
232.3
193.8
177
213.2
207.2
180.6
188.6
175.4
199
179.6
225.8
234
200.2
183.6
178.2
203.2
208.5
191.8
172.8
148
159.4
154.5
213.2
196.4
182.8
176.4
153.6
173.2
171
151.2
161.9
157.2
201.7
236.4
356.1
398.3
403.7

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=113563&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=113563&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113563&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)7609.53375495496Range331.1Trim Var.5438.89981456355
V(Y[t],d=1,D=0)1213.04226582747Range190Trim Var.652.293948717949
V(Y[t],d=2,D=0)1818.79670091324Range170.4Trim Var.1241.39267788462
V(Y[t],d=3,D=0)4694.24167253521Range273.9Trim Var.3203.48571428571
V(Y[t],d=0,D=1)12516.2054736303Range446.2Trim Var.8247.08365656566
V(Y[t],d=1,D=1)1008.01301163406Range135Trim Var.572.527169811321
V(Y[t],d=2,D=1)1483.27896721312Range207.8Trim Var.833.820522496372
V(Y[t],d=3,D=1)4397.77166949153Range358.6Trim Var.2292.89421383648
V(Y[t],d=0,D=2)28557.7081176471Range616.9Trim Var.20031.2194646465
V(Y[t],d=1,D=2)3052.04866938776Range229.6Trim Var.1928.68016913319
V(Y[t],d=2,D=2)4780.23201530613Range355.3Trim Var.2628.1696234773
V(Y[t],d=3,D=2)14171.4463652482Range659.1Trim Var.6918.09600464576

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7609.53375495496 & Range & 331.1 & Trim Var. & 5438.89981456355 \tabularnewline
V(Y[t],d=1,D=0) & 1213.04226582747 & Range & 190 & Trim Var. & 652.293948717949 \tabularnewline
V(Y[t],d=2,D=0) & 1818.79670091324 & Range & 170.4 & Trim Var. & 1241.39267788462 \tabularnewline
V(Y[t],d=3,D=0) & 4694.24167253521 & Range & 273.9 & Trim Var. & 3203.48571428571 \tabularnewline
V(Y[t],d=0,D=1) & 12516.2054736303 & Range & 446.2 & Trim Var. & 8247.08365656566 \tabularnewline
V(Y[t],d=1,D=1) & 1008.01301163406 & Range & 135 & Trim Var. & 572.527169811321 \tabularnewline
V(Y[t],d=2,D=1) & 1483.27896721312 & Range & 207.8 & Trim Var. & 833.820522496372 \tabularnewline
V(Y[t],d=3,D=1) & 4397.77166949153 & Range & 358.6 & Trim Var. & 2292.89421383648 \tabularnewline
V(Y[t],d=0,D=2) & 28557.7081176471 & Range & 616.9 & Trim Var. & 20031.2194646465 \tabularnewline
V(Y[t],d=1,D=2) & 3052.04866938776 & Range & 229.6 & Trim Var. & 1928.68016913319 \tabularnewline
V(Y[t],d=2,D=2) & 4780.23201530613 & Range & 355.3 & Trim Var. & 2628.1696234773 \tabularnewline
V(Y[t],d=3,D=2) & 14171.4463652482 & Range & 659.1 & Trim Var. & 6918.09600464576 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113563&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7609.53375495496[/C][C]Range[/C][C]331.1[/C][C]Trim Var.[/C][C]5438.89981456355[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1213.04226582747[/C][C]Range[/C][C]190[/C][C]Trim Var.[/C][C]652.293948717949[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1818.79670091324[/C][C]Range[/C][C]170.4[/C][C]Trim Var.[/C][C]1241.39267788462[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4694.24167253521[/C][C]Range[/C][C]273.9[/C][C]Trim Var.[/C][C]3203.48571428571[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12516.2054736303[/C][C]Range[/C][C]446.2[/C][C]Trim Var.[/C][C]8247.08365656566[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1008.01301163406[/C][C]Range[/C][C]135[/C][C]Trim Var.[/C][C]572.527169811321[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1483.27896721312[/C][C]Range[/C][C]207.8[/C][C]Trim Var.[/C][C]833.820522496372[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4397.77166949153[/C][C]Range[/C][C]358.6[/C][C]Trim Var.[/C][C]2292.89421383648[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]28557.7081176471[/C][C]Range[/C][C]616.9[/C][C]Trim Var.[/C][C]20031.2194646465[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3052.04866938776[/C][C]Range[/C][C]229.6[/C][C]Trim Var.[/C][C]1928.68016913319[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4780.23201530613[/C][C]Range[/C][C]355.3[/C][C]Trim Var.[/C][C]2628.1696234773[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]14171.4463652482[/C][C]Range[/C][C]659.1[/C][C]Trim Var.[/C][C]6918.09600464576[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113563&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113563&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)7609.53375495496Range331.1Trim Var.5438.89981456355
V(Y[t],d=1,D=0)1213.04226582747Range190Trim Var.652.293948717949
V(Y[t],d=2,D=0)1818.79670091324Range170.4Trim Var.1241.39267788462
V(Y[t],d=3,D=0)4694.24167253521Range273.9Trim Var.3203.48571428571
V(Y[t],d=0,D=1)12516.2054736303Range446.2Trim Var.8247.08365656566
V(Y[t],d=1,D=1)1008.01301163406Range135Trim Var.572.527169811321
V(Y[t],d=2,D=1)1483.27896721312Range207.8Trim Var.833.820522496372
V(Y[t],d=3,D=1)4397.77166949153Range358.6Trim Var.2292.89421383648
V(Y[t],d=0,D=2)28557.7081176471Range616.9Trim Var.20031.2194646465
V(Y[t],d=1,D=2)3052.04866938776Range229.6Trim Var.1928.68016913319
V(Y[t],d=2,D=2)4780.23201530613Range355.3Trim Var.2628.1696234773
V(Y[t],d=3,D=2)14171.4463652482Range659.1Trim Var.6918.09600464576


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()