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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 11:19:48 +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/t12935351066kivlfeub1yxebw.htm/, Retrieved Sat, 04 May 2024 22:55:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116286, Retrieved Sat, 04 May 2024 22:55:05 +0000
QR Codes:

Original text written by user:Data Paper Statistiek
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact110

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] [VRM Werkloosheid ...] [2010-12-28 11:19:48] [25b2a837ac14189684edc0746bbb952e] [Current]
-    D    [Variance Reduction Matrix] [] [2010-12-29 11:14:09] [dc73d270d5d96f29ff77294e1b86f79b]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
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569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
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628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516
528
533
536
537
524
536
587
597
581
564
558
575
580
575
563
552
537
545
601
604
586
564
549

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116286&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116286&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116286&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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)2320.75798898072Range198Trim Var.1549.01787960467
V(Y[t],d=1,D=0)359.250350140056Range94Trim Var.181.091294565594
V(Y[t],d=2,D=0)527.660874519299Range121Trim Var.268.833539058367
V(Y[t],d=3,D=0)1234.73388381863Range179Trim Var.592.039263252471
V(Y[t],d=0,D=1)1269.2541624193Range141Trim Var.892.409793814433
V(Y[t],d=1,D=1)61.1180339217722Range40Trim Var.31.5655095184770
V(Y[t],d=2,D=1)98.6549109504497Range61Trim Var.45.0296867695185
V(Y[t],d=3,D=1)292.285354896676Range109Trim Var.140.857877512856
V(Y[t],d=0,D=2)1820.85502577320Range175Trim Var.1287.59128575247
V(Y[t],d=1,D=2)149.536842105263Range66Trim Var.80.749658002736
V(Y[t],d=2,D=2)261.421500559910Range93Trim Var.143.064113597246
V(Y[t],d=3,D=2)789.44589338824Range136Trim Var.452.698221457258

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2320.75798898072 & Range & 198 & Trim Var. & 1549.01787960467 \tabularnewline
V(Y[t],d=1,D=0) & 359.250350140056 & Range & 94 & Trim Var. & 181.091294565594 \tabularnewline
V(Y[t],d=2,D=0) & 527.660874519299 & Range & 121 & Trim Var. & 268.833539058367 \tabularnewline
V(Y[t],d=3,D=0) & 1234.73388381863 & Range & 179 & Trim Var. & 592.039263252471 \tabularnewline
V(Y[t],d=0,D=1) & 1269.2541624193 & Range & 141 & Trim Var. & 892.409793814433 \tabularnewline
V(Y[t],d=1,D=1) & 61.1180339217722 & Range & 40 & Trim Var. & 31.5655095184770 \tabularnewline
V(Y[t],d=2,D=1) & 98.6549109504497 & Range & 61 & Trim Var. & 45.0296867695185 \tabularnewline
V(Y[t],d=3,D=1) & 292.285354896676 & Range & 109 & Trim Var. & 140.857877512856 \tabularnewline
V(Y[t],d=0,D=2) & 1820.85502577320 & Range & 175 & Trim Var. & 1287.59128575247 \tabularnewline
V(Y[t],d=1,D=2) & 149.536842105263 & Range & 66 & Trim Var. & 80.749658002736 \tabularnewline
V(Y[t],d=2,D=2) & 261.421500559910 & Range & 93 & Trim Var. & 143.064113597246 \tabularnewline
V(Y[t],d=3,D=2) & 789.44589338824 & Range & 136 & Trim Var. & 452.698221457258 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116286&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2320.75798898072[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]1549.01787960467[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]359.250350140056[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]181.091294565594[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]527.660874519299[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]268.833539058367[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1234.73388381863[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]592.039263252471[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1269.2541624193[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]892.409793814433[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]61.1180339217722[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]31.5655095184770[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]98.6549109504497[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]45.0296867695185[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]292.285354896676[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]140.857877512856[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1820.85502577320[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]1287.59128575247[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]149.536842105263[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]80.749658002736[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]261.421500559910[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]143.064113597246[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]789.44589338824[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]452.698221457258[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116286&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116286&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)2320.75798898072Range198Trim Var.1549.01787960467
V(Y[t],d=1,D=0)359.250350140056Range94Trim Var.181.091294565594
V(Y[t],d=2,D=0)527.660874519299Range121Trim Var.268.833539058367
V(Y[t],d=3,D=0)1234.73388381863Range179Trim Var.592.039263252471
V(Y[t],d=0,D=1)1269.2541624193Range141Trim Var.892.409793814433
V(Y[t],d=1,D=1)61.1180339217722Range40Trim Var.31.5655095184770
V(Y[t],d=2,D=1)98.6549109504497Range61Trim Var.45.0296867695185
V(Y[t],d=3,D=1)292.285354896676Range109Trim Var.140.857877512856
V(Y[t],d=0,D=2)1820.85502577320Range175Trim Var.1287.59128575247
V(Y[t],d=1,D=2)149.536842105263Range66Trim Var.80.749658002736
V(Y[t],d=2,D=2)261.421500559910Range93Trim Var.143.064113597246
V(Y[t],d=3,D=2)789.44589338824Range136Trim Var.452.698221457258


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()