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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 computationSat, 25 Dec 2010 10:27:35 +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/25/t129327324423upcpbqk61dz65.htm/, Retrieved Mon, 29 Apr 2024 03:32:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115346, Retrieved Mon, 29 Apr 2024 03:32:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact167

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...] [2010-12-25 10:27:35] [55fca7c82a53ae69fe96aa1750b06058] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
716
677
710
839
886
891
917
820
793
932
906
844
801
957
1 159
1 264
1 097
1 240
1 411
1 535
1 862
1 894
2 239
2 465
2 423
2 692
2 856
3 450
4 162
4 260
4 225
4 092
4 160
3 896
3 628
3 754
3 749
3907
4449
5272
6197
6446
7157
7559
7674
6929
7156
6805
7095
7222
7593
7910
7878

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=115346&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=115346&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115346&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)6295223.25399129Range7233Trim Var.5364178.26086957
V(Y[t],d=1,D=0)84966.0829562594Range1670Trim Var.38440.6492753623
V(Y[t],d=2,D=0)108438.280784314Range1832Trim Var.51797.3767676768
V(Y[t],d=3,D=0)315508.738367347Range3382Trim Var.130753.410147992
V(Y[t],d=0,D=1)84966.0829562594Range1670Trim Var.38440.6492753623
V(Y[t],d=1,D=1)108438.280784314Range1832Trim Var.51797.3767676768
V(Y[t],d=2,D=1)315508.738367347Range3382Trim Var.130753.410147992
V(Y[t],d=3,D=1)1102706.67176871Range6151Trim Var.396062.169435216
V(Y[t],d=0,D=2)108438.280784314Range1832Trim Var.51797.3767676768
V(Y[t],d=1,D=2)315508.738367347Range3382Trim Var.130753.410147992
V(Y[t],d=2,D=2)1102706.67176871Range6151Trim Var.396062.169435216
V(Y[t],d=3,D=2)4084187.22296099Range11938Trim Var.1547880.33914053

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6295223.25399129 & Range & 7233 & Trim Var. & 5364178.26086957 \tabularnewline
V(Y[t],d=1,D=0) & 84966.0829562594 & Range & 1670 & Trim Var. & 38440.6492753623 \tabularnewline
V(Y[t],d=2,D=0) & 108438.280784314 & Range & 1832 & Trim Var. & 51797.3767676768 \tabularnewline
V(Y[t],d=3,D=0) & 315508.738367347 & Range & 3382 & Trim Var. & 130753.410147992 \tabularnewline
V(Y[t],d=0,D=1) & 84966.0829562594 & Range & 1670 & Trim Var. & 38440.6492753623 \tabularnewline
V(Y[t],d=1,D=1) & 108438.280784314 & Range & 1832 & Trim Var. & 51797.3767676768 \tabularnewline
V(Y[t],d=2,D=1) & 315508.738367347 & Range & 3382 & Trim Var. & 130753.410147992 \tabularnewline
V(Y[t],d=3,D=1) & 1102706.67176871 & Range & 6151 & Trim Var. & 396062.169435216 \tabularnewline
V(Y[t],d=0,D=2) & 108438.280784314 & Range & 1832 & Trim Var. & 51797.3767676768 \tabularnewline
V(Y[t],d=1,D=2) & 315508.738367347 & Range & 3382 & Trim Var. & 130753.410147992 \tabularnewline
V(Y[t],d=2,D=2) & 1102706.67176871 & Range & 6151 & Trim Var. & 396062.169435216 \tabularnewline
V(Y[t],d=3,D=2) & 4084187.22296099 & Range & 11938 & Trim Var. & 1547880.33914053 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115346&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6295223.25399129[/C][C]Range[/C][C]7233[/C][C]Trim Var.[/C][C]5364178.26086957[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]84966.0829562594[/C][C]Range[/C][C]1670[/C][C]Trim Var.[/C][C]38440.6492753623[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]108438.280784314[/C][C]Range[/C][C]1832[/C][C]Trim Var.[/C][C]51797.3767676768[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]315508.738367347[/C][C]Range[/C][C]3382[/C][C]Trim Var.[/C][C]130753.410147992[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]84966.0829562594[/C][C]Range[/C][C]1670[/C][C]Trim Var.[/C][C]38440.6492753623[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]108438.280784314[/C][C]Range[/C][C]1832[/C][C]Trim Var.[/C][C]51797.3767676768[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]315508.738367347[/C][C]Range[/C][C]3382[/C][C]Trim Var.[/C][C]130753.410147992[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1102706.67176871[/C][C]Range[/C][C]6151[/C][C]Trim Var.[/C][C]396062.169435216[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]108438.280784314[/C][C]Range[/C][C]1832[/C][C]Trim Var.[/C][C]51797.3767676768[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]315508.738367347[/C][C]Range[/C][C]3382[/C][C]Trim Var.[/C][C]130753.410147992[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1102706.67176871[/C][C]Range[/C][C]6151[/C][C]Trim Var.[/C][C]396062.169435216[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4084187.22296099[/C][C]Range[/C][C]11938[/C][C]Trim Var.[/C][C]1547880.33914053[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115346&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115346&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)6295223.25399129Range7233Trim Var.5364178.26086957
V(Y[t],d=1,D=0)84966.0829562594Range1670Trim Var.38440.6492753623
V(Y[t],d=2,D=0)108438.280784314Range1832Trim Var.51797.3767676768
V(Y[t],d=3,D=0)315508.738367347Range3382Trim Var.130753.410147992
V(Y[t],d=0,D=1)84966.0829562594Range1670Trim Var.38440.6492753623
V(Y[t],d=1,D=1)108438.280784314Range1832Trim Var.51797.3767676768
V(Y[t],d=2,D=1)315508.738367347Range3382Trim Var.130753.410147992
V(Y[t],d=3,D=1)1102706.67176871Range6151Trim Var.396062.169435216
V(Y[t],d=0,D=2)108438.280784314Range1832Trim Var.51797.3767676768
V(Y[t],d=1,D=2)315508.738367347Range3382Trim Var.130753.410147992
V(Y[t],d=2,D=2)1102706.67176871Range6151Trim Var.396062.169435216
V(Y[t],d=3,D=2)4084187.22296099Range11938Trim Var.1547880.33914053


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()