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 computationSun, 26 Dec 2010 11:44:54 +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/26/t1293363777tzvf21jgwibiv56.htm/, Retrieved Mon, 06 May 2024 23:04:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115549, Retrieved Mon, 06 May 2024 23:04:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact143

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD  [Variance Reduction Matrix] [variantie reducti...] [2010-12-26 11:35:40] [d4d7f64064e581afd5f11cb27d8ab03c]
-    D      [Variance Reduction Matrix] [variantie reducti...] [2010-12-26 11:44:54] [ea05999e24dc6223e14cc730e7a15b1e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9119000
9166000
9218000
9283000
9367000
9448000
9508000
9557000
9590000
9613000
9638000
9673000
9709000
9738000
9768000
9795000
9811000
9822000
9830000
9837000
9847000
9852000
9856000
9856000
9853000
9858000
9862000
9870000
9902000
9938000
9967400
10004500
10045000
10084500
10115600
10136800
10157000
10181000
10203000
10226000
10252000
10287000
10333000
10376080,14
10421120,61
10478650
10547958
10625700
10708433
10788760

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=115549&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=115549&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115549&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)150179119624.023Range1669760Trim Var.87948159189.1035
V(Y[t],d=1,D=0)549286629.949242Range87000Trim Var.364738405.954431
V(Y[t],d=2,D=0)73110407.9306281Range45000Trim Var.34553547.9350657
V(Y[t],d=3,D=0)81502690.914813Range42000Trim Var.44820864.3208984
V(Y[t],d=0,D=1)22720272273.5492Range532760Trim Var.17326993269.0922
V(Y[t],d=1,D=1)1147777447.00035Range132533Trim Var.770511173.354561
V(Y[t],d=2,D=1)164395571.392359Range65000Trim Var.89688781.2107318
V(Y[t],d=3,D=1)223282092.398924Range56219.8599999994Trim Var.151695237.52392
V(Y[t],d=0,D=2)69699930825.083Range740760Trim Var.54749207610.509
V(Y[t],d=1,D=2)1360115549.16719Range121000Trim Var.960811128.349053
V(Y[t],d=2,D=2)506197465.625449Range121000Trim Var.162759910.058701
V(Y[t],d=3,D=2)766157348.449828Range106000Trim Var.408663896.752179

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 150179119624.023 & Range & 1669760 & Trim Var. & 87948159189.1035 \tabularnewline
V(Y[t],d=1,D=0) & 549286629.949242 & Range & 87000 & Trim Var. & 364738405.954431 \tabularnewline
V(Y[t],d=2,D=0) & 73110407.9306281 & Range & 45000 & Trim Var. & 34553547.9350657 \tabularnewline
V(Y[t],d=3,D=0) & 81502690.914813 & Range & 42000 & Trim Var. & 44820864.3208984 \tabularnewline
V(Y[t],d=0,D=1) & 22720272273.5492 & Range & 532760 & Trim Var. & 17326993269.0922 \tabularnewline
V(Y[t],d=1,D=1) & 1147777447.00035 & Range & 132533 & Trim Var. & 770511173.354561 \tabularnewline
V(Y[t],d=2,D=1) & 164395571.392359 & Range & 65000 & Trim Var. & 89688781.2107318 \tabularnewline
V(Y[t],d=3,D=1) & 223282092.398924 & Range & 56219.8599999994 & Trim Var. & 151695237.52392 \tabularnewline
V(Y[t],d=0,D=2) & 69699930825.083 & Range & 740760 & Trim Var. & 54749207610.509 \tabularnewline
V(Y[t],d=1,D=2) & 1360115549.16719 & Range & 121000 & Trim Var. & 960811128.349053 \tabularnewline
V(Y[t],d=2,D=2) & 506197465.625449 & Range & 121000 & Trim Var. & 162759910.058701 \tabularnewline
V(Y[t],d=3,D=2) & 766157348.449828 & Range & 106000 & Trim Var. & 408663896.752179 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115549&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]150179119624.023[/C][C]Range[/C][C]1669760[/C][C]Trim Var.[/C][C]87948159189.1035[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]549286629.949242[/C][C]Range[/C][C]87000[/C][C]Trim Var.[/C][C]364738405.954431[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]73110407.9306281[/C][C]Range[/C][C]45000[/C][C]Trim Var.[/C][C]34553547.9350657[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]81502690.914813[/C][C]Range[/C][C]42000[/C][C]Trim Var.[/C][C]44820864.3208984[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]22720272273.5492[/C][C]Range[/C][C]532760[/C][C]Trim Var.[/C][C]17326993269.0922[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1147777447.00035[/C][C]Range[/C][C]132533[/C][C]Trim Var.[/C][C]770511173.354561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]164395571.392359[/C][C]Range[/C][C]65000[/C][C]Trim Var.[/C][C]89688781.2107318[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]223282092.398924[/C][C]Range[/C][C]56219.8599999994[/C][C]Trim Var.[/C][C]151695237.52392[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]69699930825.083[/C][C]Range[/C][C]740760[/C][C]Trim Var.[/C][C]54749207610.509[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1360115549.16719[/C][C]Range[/C][C]121000[/C][C]Trim Var.[/C][C]960811128.349053[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]506197465.625449[/C][C]Range[/C][C]121000[/C][C]Trim Var.[/C][C]162759910.058701[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]766157348.449828[/C][C]Range[/C][C]106000[/C][C]Trim Var.[/C][C]408663896.752179[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115549&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115549&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)150179119624.023Range1669760Trim Var.87948159189.1035
V(Y[t],d=1,D=0)549286629.949242Range87000Trim Var.364738405.954431
V(Y[t],d=2,D=0)73110407.9306281Range45000Trim Var.34553547.9350657
V(Y[t],d=3,D=0)81502690.914813Range42000Trim Var.44820864.3208984
V(Y[t],d=0,D=1)22720272273.5492Range532760Trim Var.17326993269.0922
V(Y[t],d=1,D=1)1147777447.00035Range132533Trim Var.770511173.354561
V(Y[t],d=2,D=1)164395571.392359Range65000Trim Var.89688781.2107318
V(Y[t],d=3,D=1)223282092.398924Range56219.8599999994Trim Var.151695237.52392
V(Y[t],d=0,D=2)69699930825.083Range740760Trim Var.54749207610.509
V(Y[t],d=1,D=2)1360115549.16719Range121000Trim Var.960811128.349053
V(Y[t],d=2,D=2)506197465.625449Range121000Trim Var.162759910.058701
V(Y[t],d=3,D=2)766157348.449828Range106000Trim Var.408663896.752179


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()