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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 19:41:16 +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/t12929604043of0fryskzb8k7r.htm/, Retrieved Sun, 19 May 2024 19:40:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113901, Retrieved Sun, 19 May 2024 19:40:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact65

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] [Variance Reductio...] [2010-12-21 19:41:16] [194b0dcd1d575718d8c1582a0112d12c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4940
3924
3927
4535
3446
3016
4934
2743
3242
6662
3262
3381
7144
3803
3684
6759
3386
3066
5538
2940
3215
7023
3443
3712
7475
4137
3491
7019
3908
3402
5604
3222
3636
7123
4368
4092
8377
4595
4188
6988
4218
3655
6211
3622
3841
8510
4627
4582
8967
4928
4809
7917
4790
4065
7290
4670
3561
5149
6880
6981
8454
4960
4670
7638
4560
3980
6825
3939
4079
8117
5121
5167
7960
4670
4397
7191
4293
3747
6425
3709
3840
7642
4821
4865

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'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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113901&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113901&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113901&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)2723154.61316695Range6224Trim Var.1982060.02813773
V(Y[t],d=1,D=0)6406658.5271819Range8708Trim Var.5060377.63888889
V(Y[t],d=2,D=0)19009127.8217404Range13113Trim Var.15876649.2292645
V(Y[t],d=3,D=0)57498990.5929012Range25392Trim Var.45674190.3879276
V(Y[t],d=0,D=1)822079.743348983Range6329Trim Var.256043.464037698
V(Y[t],d=1,D=1)1541460.92555332Range10341Trim Var.272466.920634921
V(Y[t],d=2,D=1)4008808.09544513Range15872Trim Var.771905.374933897
V(Y[t],d=3,D=1)11740314.3418585Range26012Trim Var.1883266.80382514
V(Y[t],d=0,D=2)2458740.87542373Range11077Trim Var.786193.885394829
V(Y[t],d=1,D=2)5220445.68614845Range17083Trim Var.1316271.92525399
V(Y[t],d=2,D=2)13924153.0190563Range26877Trim Var.3725240.21417798
V(Y[t],d=3,D=2)41196511.0382206Range44838Trim Var.10444030.9882353

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2723154.61316695 & Range & 6224 & Trim Var. & 1982060.02813773 \tabularnewline
V(Y[t],d=1,D=0) & 6406658.5271819 & Range & 8708 & Trim Var. & 5060377.63888889 \tabularnewline
V(Y[t],d=2,D=0) & 19009127.8217404 & Range & 13113 & Trim Var. & 15876649.2292645 \tabularnewline
V(Y[t],d=3,D=0) & 57498990.5929012 & Range & 25392 & Trim Var. & 45674190.3879276 \tabularnewline
V(Y[t],d=0,D=1) & 822079.743348983 & Range & 6329 & Trim Var. & 256043.464037698 \tabularnewline
V(Y[t],d=1,D=1) & 1541460.92555332 & Range & 10341 & Trim Var. & 272466.920634921 \tabularnewline
V(Y[t],d=2,D=1) & 4008808.09544513 & Range & 15872 & Trim Var. & 771905.374933897 \tabularnewline
V(Y[t],d=3,D=1) & 11740314.3418585 & Range & 26012 & Trim Var. & 1883266.80382514 \tabularnewline
V(Y[t],d=0,D=2) & 2458740.87542373 & Range & 11077 & Trim Var. & 786193.885394829 \tabularnewline
V(Y[t],d=1,D=2) & 5220445.68614845 & Range & 17083 & Trim Var. & 1316271.92525399 \tabularnewline
V(Y[t],d=2,D=2) & 13924153.0190563 & Range & 26877 & Trim Var. & 3725240.21417798 \tabularnewline
V(Y[t],d=3,D=2) & 41196511.0382206 & Range & 44838 & Trim Var. & 10444030.9882353 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113901&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2723154.61316695[/C][C]Range[/C][C]6224[/C][C]Trim Var.[/C][C]1982060.02813773[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]6406658.5271819[/C][C]Range[/C][C]8708[/C][C]Trim Var.[/C][C]5060377.63888889[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]19009127.8217404[/C][C]Range[/C][C]13113[/C][C]Trim Var.[/C][C]15876649.2292645[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]57498990.5929012[/C][C]Range[/C][C]25392[/C][C]Trim Var.[/C][C]45674190.3879276[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]822079.743348983[/C][C]Range[/C][C]6329[/C][C]Trim Var.[/C][C]256043.464037698[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1541460.92555332[/C][C]Range[/C][C]10341[/C][C]Trim Var.[/C][C]272466.920634921[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4008808.09544513[/C][C]Range[/C][C]15872[/C][C]Trim Var.[/C][C]771905.374933897[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]11740314.3418585[/C][C]Range[/C][C]26012[/C][C]Trim Var.[/C][C]1883266.80382514[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2458740.87542373[/C][C]Range[/C][C]11077[/C][C]Trim Var.[/C][C]786193.885394829[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5220445.68614845[/C][C]Range[/C][C]17083[/C][C]Trim Var.[/C][C]1316271.92525399[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]13924153.0190563[/C][C]Range[/C][C]26877[/C][C]Trim Var.[/C][C]3725240.21417798[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]41196511.0382206[/C][C]Range[/C][C]44838[/C][C]Trim Var.[/C][C]10444030.9882353[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113901&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113901&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)2723154.61316695Range6224Trim Var.1982060.02813773
V(Y[t],d=1,D=0)6406658.5271819Range8708Trim Var.5060377.63888889
V(Y[t],d=2,D=0)19009127.8217404Range13113Trim Var.15876649.2292645
V(Y[t],d=3,D=0)57498990.5929012Range25392Trim Var.45674190.3879276
V(Y[t],d=0,D=1)822079.743348983Range6329Trim Var.256043.464037698
V(Y[t],d=1,D=1)1541460.92555332Range10341Trim Var.272466.920634921
V(Y[t],d=2,D=1)4008808.09544513Range15872Trim Var.771905.374933897
V(Y[t],d=3,D=1)11740314.3418585Range26012Trim Var.1883266.80382514
V(Y[t],d=0,D=2)2458740.87542373Range11077Trim Var.786193.885394829
V(Y[t],d=1,D=2)5220445.68614845Range17083Trim Var.1316271.92525399
V(Y[t],d=2,D=2)13924153.0190563Range26877Trim Var.3725240.21417798
V(Y[t],d=3,D=2)41196511.0382206Range44838Trim Var.10444030.9882353


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()