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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 computationMon, 27 Dec 2010 23:44:47 +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/28/t1293493353gl5ap5usramsj80.htm/, Retrieved Sun, 05 May 2024 08:02:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116187, Retrieved Sun, 05 May 2024 08:02:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact148

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]
- RMP   [Variance Reduction Matrix] [] [2010-12-14 14:04:26] [c91278f1cd2d8b4eeb874e50bb706c21]
-    D    [Variance Reduction Matrix] [] [2010-12-19 14:19:50] [c91278f1cd2d8b4eeb874e50bb706c21]
-    D      [Variance Reduction Matrix] [] [2010-12-21 16:14:14] [c91278f1cd2d8b4eeb874e50bb706c21]
-               [Variance Reduction Matrix] [] [2010-12-27 23:44:47] [4dbe485270073769796ed1462cddce37] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
224
215
196
159
187
208
131
93
210
228
176
195
188
188
190
188
176
225
93
79
235
247
195
197
211
156
209
180
185
303
129
85
249
231
212
240
234
217
287
221
208
241
156
96
320
242
227
200
215
238
279
208
262
259
167
123
302
246
235

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116187&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116187&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116187&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)2839.94623027469Range241Trim Var.1513.91063348416
V(Y[t],d=1,D=0)5109.98094373866Range398Trim Var.2461.05731523379
V(Y[t],d=2,D=0)13554.1416040100Range586Trim Var.7068.88078431373
V(Y[t],d=3,D=0)40030.4178571429Range1008Trim Var.22047.7044897959
V(Y[t],d=0,D=1)924.879740980574Range140Trim Var.490.487804878049
V(Y[t],d=1,D=1)1505.90917874396Range174Trim Var.818.894025604552
V(Y[t],d=2,D=1)4426.28282828283Range294Trim Var.2874.68151147099
V(Y[t],d=3,D=1)15274.9196617336Range520Trim Var.10315.0071123755
V(Y[t],d=0,D=2)2743.39831932773Range233Trim Var.1678.32903225806
V(Y[t],d=1,D=2)3894.9055258467Range285Trim Var.2347.4816091954
V(Y[t],d=2,D=2)10307.8712121212Range430Trim Var.6194.30541871921
V(Y[t],d=3,D=2)34104.4516129032Range806Trim Var.20522.5965608466

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2839.94623027469 & Range & 241 & Trim Var. & 1513.91063348416 \tabularnewline
V(Y[t],d=1,D=0) & 5109.98094373866 & Range & 398 & Trim Var. & 2461.05731523379 \tabularnewline
V(Y[t],d=2,D=0) & 13554.1416040100 & Range & 586 & Trim Var. & 7068.88078431373 \tabularnewline
V(Y[t],d=3,D=0) & 40030.4178571429 & Range & 1008 & Trim Var. & 22047.7044897959 \tabularnewline
V(Y[t],d=0,D=1) & 924.879740980574 & Range & 140 & Trim Var. & 490.487804878049 \tabularnewline
V(Y[t],d=1,D=1) & 1505.90917874396 & Range & 174 & Trim Var. & 818.894025604552 \tabularnewline
V(Y[t],d=2,D=1) & 4426.28282828283 & Range & 294 & Trim Var. & 2874.68151147099 \tabularnewline
V(Y[t],d=3,D=1) & 15274.9196617336 & Range & 520 & Trim Var. & 10315.0071123755 \tabularnewline
V(Y[t],d=0,D=2) & 2743.39831932773 & Range & 233 & Trim Var. & 1678.32903225806 \tabularnewline
V(Y[t],d=1,D=2) & 3894.9055258467 & Range & 285 & Trim Var. & 2347.4816091954 \tabularnewline
V(Y[t],d=2,D=2) & 10307.8712121212 & Range & 430 & Trim Var. & 6194.30541871921 \tabularnewline
V(Y[t],d=3,D=2) & 34104.4516129032 & Range & 806 & Trim Var. & 20522.5965608466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116187&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2839.94623027469[/C][C]Range[/C][C]241[/C][C]Trim Var.[/C][C]1513.91063348416[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5109.98094373866[/C][C]Range[/C][C]398[/C][C]Trim Var.[/C][C]2461.05731523379[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]13554.1416040100[/C][C]Range[/C][C]586[/C][C]Trim Var.[/C][C]7068.88078431373[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]40030.4178571429[/C][C]Range[/C][C]1008[/C][C]Trim Var.[/C][C]22047.7044897959[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]924.879740980574[/C][C]Range[/C][C]140[/C][C]Trim Var.[/C][C]490.487804878049[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1505.90917874396[/C][C]Range[/C][C]174[/C][C]Trim Var.[/C][C]818.894025604552[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4426.28282828283[/C][C]Range[/C][C]294[/C][C]Trim Var.[/C][C]2874.68151147099[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]15274.9196617336[/C][C]Range[/C][C]520[/C][C]Trim Var.[/C][C]10315.0071123755[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2743.39831932773[/C][C]Range[/C][C]233[/C][C]Trim Var.[/C][C]1678.32903225806[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3894.9055258467[/C][C]Range[/C][C]285[/C][C]Trim Var.[/C][C]2347.4816091954[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10307.8712121212[/C][C]Range[/C][C]430[/C][C]Trim Var.[/C][C]6194.30541871921[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]34104.4516129032[/C][C]Range[/C][C]806[/C][C]Trim Var.[/C][C]20522.5965608466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116187&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116187&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)2839.94623027469Range241Trim Var.1513.91063348416
V(Y[t],d=1,D=0)5109.98094373866Range398Trim Var.2461.05731523379
V(Y[t],d=2,D=0)13554.1416040100Range586Trim Var.7068.88078431373
V(Y[t],d=3,D=0)40030.4178571429Range1008Trim Var.22047.7044897959
V(Y[t],d=0,D=1)924.879740980574Range140Trim Var.490.487804878049
V(Y[t],d=1,D=1)1505.90917874396Range174Trim Var.818.894025604552
V(Y[t],d=2,D=1)4426.28282828283Range294Trim Var.2874.68151147099
V(Y[t],d=3,D=1)15274.9196617336Range520Trim Var.10315.0071123755
V(Y[t],d=0,D=2)2743.39831932773Range233Trim Var.1678.32903225806
V(Y[t],d=1,D=2)3894.9055258467Range285Trim Var.2347.4816091954
V(Y[t],d=2,D=2)10307.8712121212Range430Trim Var.6194.30541871921
V(Y[t],d=3,D=2)34104.4516129032Range806Trim Var.20522.5965608466


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(x,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')