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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 computationFri, 24 Dec 2010 13:29:11 +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/24/t1293197286t1q4jpggb665rqs.htm/, Retrieved Tue, 30 Apr 2024 03:33:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114924, Retrieved Tue, 30 Apr 2024 03:33:52 +0000
QR Codes:

Original text written by user:Prijsverandering in België
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact171

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [Q7 - zonder trans...] [2008-12-01 20:04:13] [299afd6311e4c20059ea2f05c8dd029d]
F RM D    [Variance Reduction Matrix] [Q8] [2008-12-01 20:20:44] [299afd6311e4c20059ea2f05c8dd029d]
F    D      [Variance Reduction Matrix] [Q8 - 2] [2008-12-01 20:25:07] [299afd6311e4c20059ea2f05c8dd029d]
F RM D        [Standard Deviation-Mean Plot] [Deel 2: Step 1] [2008-12-08 20:09:35] [299afd6311e4c20059ea2f05c8dd029d]
-    D          [Standard Deviation-Mean Plot] [Totale Uitvoer - SMP] [2008-12-17 15:57:12] [299afd6311e4c20059ea2f05c8dd029d]
- RM D              [Variance Reduction Matrix] [Variance Reductio...] [2010-12-24 13:29:11] [fba9c6aa004af59d8497d682e70ddad5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3.4
3.4
3.4
-3.5
-3.5
-3.5
-8.3
-8.3
-8.3
-16.7
-16.7
-16.7
-11.6
-11.6
-11.6
-8.4
-8.4
-8.4
-8.6
-8.6
-8.6
0.6
0.6
0.6
-1.5
-1.5
-1.5
9.3
9.3
9.3
2.0
2.0
2.0
-5.5
-5.5
-5.5
4.0
4.0
4.0
-0.5
-0.5
-0.5
10.9
10.9
10.9
19.4
19.4
19.4
13.9
13.9
13.9
10.6
10.6
10.6
4.8
4.8
4.8
4.7
4.7
4.7
-3.9
-3.9
-3.9
-0.2
-0.2
-0.2

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=114924&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=114924&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114924&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)75.7522447552447Range36.1Trim Var.37.5240566037736
V(Y[t],d=1,D=0)15.1200096153846Range20Trim Var.5.16964912280702
V(Y[t],d=2,D=0)30.7263492063492Range22.8Trim Var.19.8687272727273
V(Y[t],d=3,D=0)93.6658064516129Range40Trim Var.57.3899528619529
V(Y[t],d=0,D=1)158.212610062893Range42.7Trim Var.119.725372340426
V(Y[t],d=1,D=1)48.0901378809869Range35.9Trim Var.16.8853098982424
V(Y[t],d=2,D=1)98.0792156862745Range37.4Trim Var.68.6991111111111
V(Y[t],d=3,D=1)300.1224Range71.8Trim Var.184.276949494949
V(Y[t],d=0,D=2)504.162700348432Range70.6Trim Var.376.783642857143
V(Y[t],d=1,D=2)173.189048780488Range68.6Trim Var.49.9589075630252
V(Y[t],d=2,D=2)358.022564102564Range71.8Trim Var.258.065142857143
V(Y[t],d=3,D=2)1102.33263157895Range137.2Trim Var.737.413983193277

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 75.7522447552447 & Range & 36.1 & Trim Var. & 37.5240566037736 \tabularnewline
V(Y[t],d=1,D=0) & 15.1200096153846 & Range & 20 & Trim Var. & 5.16964912280702 \tabularnewline
V(Y[t],d=2,D=0) & 30.7263492063492 & Range & 22.8 & Trim Var. & 19.8687272727273 \tabularnewline
V(Y[t],d=3,D=0) & 93.6658064516129 & Range & 40 & Trim Var. & 57.3899528619529 \tabularnewline
V(Y[t],d=0,D=1) & 158.212610062893 & Range & 42.7 & Trim Var. & 119.725372340426 \tabularnewline
V(Y[t],d=1,D=1) & 48.0901378809869 & Range & 35.9 & Trim Var. & 16.8853098982424 \tabularnewline
V(Y[t],d=2,D=1) & 98.0792156862745 & Range & 37.4 & Trim Var. & 68.6991111111111 \tabularnewline
V(Y[t],d=3,D=1) & 300.1224 & Range & 71.8 & Trim Var. & 184.276949494949 \tabularnewline
V(Y[t],d=0,D=2) & 504.162700348432 & Range & 70.6 & Trim Var. & 376.783642857143 \tabularnewline
V(Y[t],d=1,D=2) & 173.189048780488 & Range & 68.6 & Trim Var. & 49.9589075630252 \tabularnewline
V(Y[t],d=2,D=2) & 358.022564102564 & Range & 71.8 & Trim Var. & 258.065142857143 \tabularnewline
V(Y[t],d=3,D=2) & 1102.33263157895 & Range & 137.2 & Trim Var. & 737.413983193277 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114924&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]75.7522447552447[/C][C]Range[/C][C]36.1[/C][C]Trim Var.[/C][C]37.5240566037736[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]15.1200096153846[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]5.16964912280702[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]30.7263492063492[/C][C]Range[/C][C]22.8[/C][C]Trim Var.[/C][C]19.8687272727273[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]93.6658064516129[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]57.3899528619529[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]158.212610062893[/C][C]Range[/C][C]42.7[/C][C]Trim Var.[/C][C]119.725372340426[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]48.0901378809869[/C][C]Range[/C][C]35.9[/C][C]Trim Var.[/C][C]16.8853098982424[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]98.0792156862745[/C][C]Range[/C][C]37.4[/C][C]Trim Var.[/C][C]68.6991111111111[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]300.1224[/C][C]Range[/C][C]71.8[/C][C]Trim Var.[/C][C]184.276949494949[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]504.162700348432[/C][C]Range[/C][C]70.6[/C][C]Trim Var.[/C][C]376.783642857143[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]173.189048780488[/C][C]Range[/C][C]68.6[/C][C]Trim Var.[/C][C]49.9589075630252[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]358.022564102564[/C][C]Range[/C][C]71.8[/C][C]Trim Var.[/C][C]258.065142857143[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1102.33263157895[/C][C]Range[/C][C]137.2[/C][C]Trim Var.[/C][C]737.413983193277[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114924&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114924&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)75.7522447552447Range36.1Trim Var.37.5240566037736
V(Y[t],d=1,D=0)15.1200096153846Range20Trim Var.5.16964912280702
V(Y[t],d=2,D=0)30.7263492063492Range22.8Trim Var.19.8687272727273
V(Y[t],d=3,D=0)93.6658064516129Range40Trim Var.57.3899528619529
V(Y[t],d=0,D=1)158.212610062893Range42.7Trim Var.119.725372340426
V(Y[t],d=1,D=1)48.0901378809869Range35.9Trim Var.16.8853098982424
V(Y[t],d=2,D=1)98.0792156862745Range37.4Trim Var.68.6991111111111
V(Y[t],d=3,D=1)300.1224Range71.8Trim Var.184.276949494949
V(Y[t],d=0,D=2)504.162700348432Range70.6Trim Var.376.783642857143
V(Y[t],d=1,D=2)173.189048780488Range68.6Trim Var.49.9589075630252
V(Y[t],d=2,D=2)358.022564102564Range71.8Trim Var.258.065142857143
V(Y[t],d=3,D=2)1102.33263157895Range137.2Trim Var.737.413983193277


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()