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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 computationTue, 28 Dec 2010 09:01:59 +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/t12935269576ejckmgvj9l28j0.htm/, Retrieved Sat, 04 May 2024 23:12:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116236, Retrieved Sat, 04 May 2024 23:12:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124

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] [] [2010-12-28 09:01:59] [1bb61589b71a2dccde96f07234cd79aa] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
46.194
36.943
45.062
35.062
47.177
38.064
47.663
35.483
46.228
36.255
45.134
33.472
44.720
35.487
41.753
33.142
41.744
33.462
42.743
31.518
39.946
31.647
39.603
31.372
42.638
29.654
38.626
29.534
36.721
30.310
37.285
28.979
35.801
28.451
36.125
28.141
34.333
27.082
34.356
27.975
33.537
26.218
33.191
25.219
32.272
24.838
31.723
24.753
30.393
24.346
30.192
23.387
28.385
23.000
28.581
22.512

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=116236&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=116236&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116236&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)46.3803521246753Range25.151Trim Var.34.1995552755102
V(Y[t],d=1,D=0)71.0651659515151Range25.099Trim Var.62.1904812542517
V(Y[t],d=2,D=0)283.4421833529Range47.175Trim Var.254.680465531472
V(Y[t],d=3,D=0)1134.71550513716Range89.953Trim Var.1027.73396476318
V(Y[t],d=0,D=1)1.96368577488688Range8.609Trim Var.0.765361625603864
V(Y[t],d=1,D=1)3.51086713019608Range11.258Trim Var.1.55016683636364
V(Y[t],d=2,D=1)10.6543147738775Range19.222Trim Var.4.22143741384778
V(Y[t],d=3,D=1)35.9951313732993Range33.092Trim Var.16.0447867530454
V(Y[t],d=0,D=2)5.36530540248227Range13.606Trim Var.1.75118249070848
V(Y[t],d=1,D=2)11.201150426457Range18.77Trim Var.4.72859875243902
V(Y[t],d=2,D=2)34.1237058768116Range32.446Trim Var.13.9719821128205
V(Y[t],d=3,D=2)114.016710527273Range53.88Trim Var.58.3706244129554

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 46.3803521246753 & Range & 25.151 & Trim Var. & 34.1995552755102 \tabularnewline
V(Y[t],d=1,D=0) & 71.0651659515151 & Range & 25.099 & Trim Var. & 62.1904812542517 \tabularnewline
V(Y[t],d=2,D=0) & 283.4421833529 & Range & 47.175 & Trim Var. & 254.680465531472 \tabularnewline
V(Y[t],d=3,D=0) & 1134.71550513716 & Range & 89.953 & Trim Var. & 1027.73396476318 \tabularnewline
V(Y[t],d=0,D=1) & 1.96368577488688 & Range & 8.609 & Trim Var. & 0.765361625603864 \tabularnewline
V(Y[t],d=1,D=1) & 3.51086713019608 & Range & 11.258 & Trim Var. & 1.55016683636364 \tabularnewline
V(Y[t],d=2,D=1) & 10.6543147738775 & Range & 19.222 & Trim Var. & 4.22143741384778 \tabularnewline
V(Y[t],d=3,D=1) & 35.9951313732993 & Range & 33.092 & Trim Var. & 16.0447867530454 \tabularnewline
V(Y[t],d=0,D=2) & 5.36530540248227 & Range & 13.606 & Trim Var. & 1.75118249070848 \tabularnewline
V(Y[t],d=1,D=2) & 11.201150426457 & Range & 18.77 & Trim Var. & 4.72859875243902 \tabularnewline
V(Y[t],d=2,D=2) & 34.1237058768116 & Range & 32.446 & Trim Var. & 13.9719821128205 \tabularnewline
V(Y[t],d=3,D=2) & 114.016710527273 & Range & 53.88 & Trim Var. & 58.3706244129554 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116236&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]46.3803521246753[/C][C]Range[/C][C]25.151[/C][C]Trim Var.[/C][C]34.1995552755102[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]71.0651659515151[/C][C]Range[/C][C]25.099[/C][C]Trim Var.[/C][C]62.1904812542517[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]283.4421833529[/C][C]Range[/C][C]47.175[/C][C]Trim Var.[/C][C]254.680465531472[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1134.71550513716[/C][C]Range[/C][C]89.953[/C][C]Trim Var.[/C][C]1027.73396476318[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.96368577488688[/C][C]Range[/C][C]8.609[/C][C]Trim Var.[/C][C]0.765361625603864[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3.51086713019608[/C][C]Range[/C][C]11.258[/C][C]Trim Var.[/C][C]1.55016683636364[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]10.6543147738775[/C][C]Range[/C][C]19.222[/C][C]Trim Var.[/C][C]4.22143741384778[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]35.9951313732993[/C][C]Range[/C][C]33.092[/C][C]Trim Var.[/C][C]16.0447867530454[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.36530540248227[/C][C]Range[/C][C]13.606[/C][C]Trim Var.[/C][C]1.75118249070848[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]11.201150426457[/C][C]Range[/C][C]18.77[/C][C]Trim Var.[/C][C]4.72859875243902[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]34.1237058768116[/C][C]Range[/C][C]32.446[/C][C]Trim Var.[/C][C]13.9719821128205[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]114.016710527273[/C][C]Range[/C][C]53.88[/C][C]Trim Var.[/C][C]58.3706244129554[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116236&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116236&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)46.3803521246753Range25.151Trim Var.34.1995552755102
V(Y[t],d=1,D=0)71.0651659515151Range25.099Trim Var.62.1904812542517
V(Y[t],d=2,D=0)283.4421833529Range47.175Trim Var.254.680465531472
V(Y[t],d=3,D=0)1134.71550513716Range89.953Trim Var.1027.73396476318
V(Y[t],d=0,D=1)1.96368577488688Range8.609Trim Var.0.765361625603864
V(Y[t],d=1,D=1)3.51086713019608Range11.258Trim Var.1.55016683636364
V(Y[t],d=2,D=1)10.6543147738775Range19.222Trim Var.4.22143741384778
V(Y[t],d=3,D=1)35.9951313732993Range33.092Trim Var.16.0447867530454
V(Y[t],d=0,D=2)5.36530540248227Range13.606Trim Var.1.75118249070848
V(Y[t],d=1,D=2)11.201150426457Range18.77Trim Var.4.72859875243902
V(Y[t],d=2,D=2)34.1237058768116Range32.446Trim Var.13.9719821128205
V(Y[t],d=3,D=2)114.016710527273Range53.88Trim Var.58.3706244129554


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 4 ;
Parameters (R input):
par1 = 4 ;
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()