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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 12:38:22 +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/t1293280570tmnic5i6q31vhm7.htm/, Retrieved Sun, 28 Apr 2024 23:54:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115374, Retrieved Sun, 28 Apr 2024 23:54:55 +0000
QR Codes:

Original text written by user:
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)
-     [Variance Reduction Matrix] [] [2010-12-15 15:38:06] [234dae34fc2a42f724a2786a39cb083b]
-    D    [Variance Reduction Matrix] [] [2010-12-25 12:38:22] [cf84dc108eae081aed36d3d050e63ee7] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124
115
106
105
105
101
95
93
84
87
116
120
117
109
105
107
109
109
108
107
99
103
131
137
135
124
118
121
121

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=115374&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=115374&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115374&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)282.382513661202Range73Trim Var.147.898567119155
V(Y[t],d=1,D=0)114.163559322034Range51Trim Var.54.6348707197764
V(Y[t],d=2,D=0)163.635300993571Range63Trim Var.68.7209653092006
V(Y[t],d=3,D=0)391.490925589837Range92Trim Var.180.640648567119
V(Y[t],d=0,D=1)140.944727891156Range43Trim Var.106.880398671096
V(Y[t],d=1,D=1)8.95700354609929Range13Trim Var.4.71730769230769
V(Y[t],d=2,D=1)17.8436632747456Range23Trim Var.7.70975609756098
V(Y[t],d=3,D=1)58.3772946859903Range38Trim Var.27.8916666666667
V(Y[t],d=0,D=2)186.213213213213Range45Trim Var.148.210227272727
V(Y[t],d=1,D=2)21.7611111111111Range20Trim Var.11.0298850574713
V(Y[t],d=2,D=2)51.0873949579832Range32Trim Var.27.6322580645161
V(Y[t],d=3,D=2)174.124777183601Range55Trim Var.97.832512315271

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 282.382513661202 & Range & 73 & Trim Var. & 147.898567119155 \tabularnewline
V(Y[t],d=1,D=0) & 114.163559322034 & Range & 51 & Trim Var. & 54.6348707197764 \tabularnewline
V(Y[t],d=2,D=0) & 163.635300993571 & Range & 63 & Trim Var. & 68.7209653092006 \tabularnewline
V(Y[t],d=3,D=0) & 391.490925589837 & Range & 92 & Trim Var. & 180.640648567119 \tabularnewline
V(Y[t],d=0,D=1) & 140.944727891156 & Range & 43 & Trim Var. & 106.880398671096 \tabularnewline
V(Y[t],d=1,D=1) & 8.95700354609929 & Range & 13 & Trim Var. & 4.71730769230769 \tabularnewline
V(Y[t],d=2,D=1) & 17.8436632747456 & Range & 23 & Trim Var. & 7.70975609756098 \tabularnewline
V(Y[t],d=3,D=1) & 58.3772946859903 & Range & 38 & Trim Var. & 27.8916666666667 \tabularnewline
V(Y[t],d=0,D=2) & 186.213213213213 & Range & 45 & Trim Var. & 148.210227272727 \tabularnewline
V(Y[t],d=1,D=2) & 21.7611111111111 & Range & 20 & Trim Var. & 11.0298850574713 \tabularnewline
V(Y[t],d=2,D=2) & 51.0873949579832 & Range & 32 & Trim Var. & 27.6322580645161 \tabularnewline
V(Y[t],d=3,D=2) & 174.124777183601 & Range & 55 & Trim Var. & 97.832512315271 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115374&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]282.382513661202[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]147.898567119155[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]114.163559322034[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]54.6348707197764[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]163.635300993571[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]68.7209653092006[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]391.490925589837[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]180.640648567119[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]140.944727891156[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]106.880398671096[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8.95700354609929[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]4.71730769230769[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]17.8436632747456[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]7.70975609756098[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]58.3772946859903[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]27.8916666666667[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]186.213213213213[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]148.210227272727[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]21.7611111111111[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]11.0298850574713[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]51.0873949579832[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]27.6322580645161[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]174.124777183601[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]97.832512315271[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115374&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115374&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)282.382513661202Range73Trim Var.147.898567119155
V(Y[t],d=1,D=0)114.163559322034Range51Trim Var.54.6348707197764
V(Y[t],d=2,D=0)163.635300993571Range63Trim Var.68.7209653092006
V(Y[t],d=3,D=0)391.490925589837Range92Trim Var.180.640648567119
V(Y[t],d=0,D=1)140.944727891156Range43Trim Var.106.880398671096
V(Y[t],d=1,D=1)8.95700354609929Range13Trim Var.4.71730769230769
V(Y[t],d=2,D=1)17.8436632747456Range23Trim Var.7.70975609756098
V(Y[t],d=3,D=1)58.3772946859903Range38Trim Var.27.8916666666667
V(Y[t],d=0,D=2)186.213213213213Range45Trim Var.148.210227272727
V(Y[t],d=1,D=2)21.7611111111111Range20Trim Var.11.0298850574713
V(Y[t],d=2,D=2)51.0873949579832Range32Trim Var.27.6322580645161
V(Y[t],d=3,D=2)174.124777183601Range55Trim Var.97.832512315271


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()