FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 14:32:01 +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/t1293287436ysecez6k793h6z9.htm/, Retrieved Sun, 28 Apr 2024 19:37:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115396, Retrieved Sun, 28 Apr 2024 19:37:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact144

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [ACF] [2010-12-24 16:52:10] [6a528ed37664d761abf4790b0717b23b]
- RMPD  [Spectral Analysis] [SA] [2010-12-25 09:12:40] [6a528ed37664d761abf4790b0717b23b]
- RMP       [Variance Reduction Matrix] [VRM] [2010-12-25 14:32:01] [fd751bc40fbbb4c72222c10190589d42] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.8
1.7
1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2

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=115396&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=115396&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115396&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)1.36306010928962Range4.9Trim Var.0.64798431372549
V(Y[t],d=1,D=0)0.210632768361582Range2.6Trim Var.0.108867924528302
V(Y[t],d=2,D=0)0.326411455289305Range2.6Trim Var.0.210058055152395
V(Y[t],d=3,D=0)0.893360556563824Range4.8Trim Var.0.545109351432881
V(Y[t],d=0,D=1)2.4843962585034Range6.1Trim Var.1.53763012181617
V(Y[t],d=1,D=1)0.546790780141844Range3.8Trim Var.0.271318234610918
V(Y[t],d=2,D=1)0.843367252543941Range4.2Trim Var.0.44530487804878
V(Y[t],d=3,D=1)2.29957971014493Range6.8Trim Var.1.30920512820513
V(Y[t],d=0,D=2)5.60055555555556Range8.1Trim Var.4.14215909090909
V(Y[t],d=1,D=2)1.42199206349206Range5Trim Var.0.841572580645161
V(Y[t],d=2,D=2)2.22986554621849Range6.6Trim Var.1.23025806451613
V(Y[t],d=3,D=2)5.93405525846702Range10.4Trim Var.3.58516091954023

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.36306010928962 & Range & 4.9 & Trim Var. & 0.64798431372549 \tabularnewline
V(Y[t],d=1,D=0) & 0.210632768361582 & Range & 2.6 & Trim Var. & 0.108867924528302 \tabularnewline
V(Y[t],d=2,D=0) & 0.326411455289305 & Range & 2.6 & Trim Var. & 0.210058055152395 \tabularnewline
V(Y[t],d=3,D=0) & 0.893360556563824 & Range & 4.8 & Trim Var. & 0.545109351432881 \tabularnewline
V(Y[t],d=0,D=1) & 2.4843962585034 & Range & 6.1 & Trim Var. & 1.53763012181617 \tabularnewline
V(Y[t],d=1,D=1) & 0.546790780141844 & Range & 3.8 & Trim Var. & 0.271318234610918 \tabularnewline
V(Y[t],d=2,D=1) & 0.843367252543941 & Range & 4.2 & Trim Var. & 0.44530487804878 \tabularnewline
V(Y[t],d=3,D=1) & 2.29957971014493 & Range & 6.8 & Trim Var. & 1.30920512820513 \tabularnewline
V(Y[t],d=0,D=2) & 5.60055555555556 & Range & 8.1 & Trim Var. & 4.14215909090909 \tabularnewline
V(Y[t],d=1,D=2) & 1.42199206349206 & Range & 5 & Trim Var. & 0.841572580645161 \tabularnewline
V(Y[t],d=2,D=2) & 2.22986554621849 & Range & 6.6 & Trim Var. & 1.23025806451613 \tabularnewline
V(Y[t],d=3,D=2) & 5.93405525846702 & Range & 10.4 & Trim Var. & 3.58516091954023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115396&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.36306010928962[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.64798431372549[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.210632768361582[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.108867924528302[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.326411455289305[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.210058055152395[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.893360556563824[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.545109351432881[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.4843962585034[/C][C]Range[/C][C]6.1[/C][C]Trim Var.[/C][C]1.53763012181617[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.546790780141844[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.271318234610918[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.843367252543941[/C][C]Range[/C][C]4.2[/C][C]Trim Var.[/C][C]0.44530487804878[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.29957971014493[/C][C]Range[/C][C]6.8[/C][C]Trim Var.[/C][C]1.30920512820513[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.60055555555556[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]4.14215909090909[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.42199206349206[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.841572580645161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.22986554621849[/C][C]Range[/C][C]6.6[/C][C]Trim Var.[/C][C]1.23025806451613[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5.93405525846702[/C][C]Range[/C][C]10.4[/C][C]Trim Var.[/C][C]3.58516091954023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115396&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115396&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)1.36306010928962Range4.9Trim Var.0.64798431372549
V(Y[t],d=1,D=0)0.210632768361582Range2.6Trim Var.0.108867924528302
V(Y[t],d=2,D=0)0.326411455289305Range2.6Trim Var.0.210058055152395
V(Y[t],d=3,D=0)0.893360556563824Range4.8Trim Var.0.545109351432881
V(Y[t],d=0,D=1)2.4843962585034Range6.1Trim Var.1.53763012181617
V(Y[t],d=1,D=1)0.546790780141844Range3.8Trim Var.0.271318234610918
V(Y[t],d=2,D=1)0.843367252543941Range4.2Trim Var.0.44530487804878
V(Y[t],d=3,D=1)2.29957971014493Range6.8Trim Var.1.30920512820513
V(Y[t],d=0,D=2)5.60055555555556Range8.1Trim Var.4.14215909090909
V(Y[t],d=1,D=2)1.42199206349206Range5Trim Var.0.841572580645161
V(Y[t],d=2,D=2)2.22986554621849Range6.6Trim Var.1.23025806451613
V(Y[t],d=3,D=2)5.93405525846702Range10.4Trim Var.3.58516091954023


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()