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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 14:14:53 +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/t1293545640cuqt3rjm8a1ctgi.htm/, Retrieved Sun, 05 May 2024 03:39:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116373, Retrieved Sun, 05 May 2024 03:39:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact104

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] [VarianceReduction...] [2010-12-28 14:14:53] [a35bd1e3fb5b4b301d5250bc2f7eb297] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5
0
-2
6
11
9
17
21
21
41
57
65
68
73
71
71
70
69
65
57
57
57
55
65
65
64
60
43
47
40
31
27
24
23
17
16

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'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116373&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116373&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116373&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)602.606349206349Range75Trim Var.491.329032258065
V(Y[t],d=1,D=0)48.7512605042017Range37Trim Var.21.1655913978495
V(Y[t],d=2,D=0)61.319073083779Range34Trim Var.30.5988505747126
V(Y[t],d=3,D=0)177.496212121212Range66Trim Var.83.8571428571429
V(Y[t],d=0,D=1)1731.81884057971Range122Trim Var.1369.29210526316
V(Y[t],d=1,D=1)57.2094861660079Range30Trim Var.29.8947368421053
V(Y[t],d=2,D=1)113.664502164502Range42Trim Var.50.2614379084967
V(Y[t],d=3,D=1)337.828571428571Range70Trim Var.174.139705882353
V(Y[t],d=0,D=2)322.060606060606Range57Trim Var.202.988888888889
V(Y[t],d=1,D=2)152.472727272727Range35Trim Var.114.027777777778
V(Y[t],d=2,D=2)316.011111111111Range49Trim Var.232
V(Y[t],d=3,D=2)894.277777777778Range79Trim Var.656.571428571429

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 602.606349206349 & Range & 75 & Trim Var. & 491.329032258065 \tabularnewline
V(Y[t],d=1,D=0) & 48.7512605042017 & Range & 37 & Trim Var. & 21.1655913978495 \tabularnewline
V(Y[t],d=2,D=0) & 61.319073083779 & Range & 34 & Trim Var. & 30.5988505747126 \tabularnewline
V(Y[t],d=3,D=0) & 177.496212121212 & Range & 66 & Trim Var. & 83.8571428571429 \tabularnewline
V(Y[t],d=0,D=1) & 1731.81884057971 & Range & 122 & Trim Var. & 1369.29210526316 \tabularnewline
V(Y[t],d=1,D=1) & 57.2094861660079 & Range & 30 & Trim Var. & 29.8947368421053 \tabularnewline
V(Y[t],d=2,D=1) & 113.664502164502 & Range & 42 & Trim Var. & 50.2614379084967 \tabularnewline
V(Y[t],d=3,D=1) & 337.828571428571 & Range & 70 & Trim Var. & 174.139705882353 \tabularnewline
V(Y[t],d=0,D=2) & 322.060606060606 & Range & 57 & Trim Var. & 202.988888888889 \tabularnewline
V(Y[t],d=1,D=2) & 152.472727272727 & Range & 35 & Trim Var. & 114.027777777778 \tabularnewline
V(Y[t],d=2,D=2) & 316.011111111111 & Range & 49 & Trim Var. & 232 \tabularnewline
V(Y[t],d=3,D=2) & 894.277777777778 & Range & 79 & Trim Var. & 656.571428571429 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116373&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]602.606349206349[/C][C]Range[/C][C]75[/C][C]Trim Var.[/C][C]491.329032258065[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]48.7512605042017[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]21.1655913978495[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]61.319073083779[/C][C]Range[/C][C]34[/C][C]Trim Var.[/C][C]30.5988505747126[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]177.496212121212[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]83.8571428571429[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1731.81884057971[/C][C]Range[/C][C]122[/C][C]Trim Var.[/C][C]1369.29210526316[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]57.2094861660079[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]29.8947368421053[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]113.664502164502[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]50.2614379084967[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]337.828571428571[/C][C]Range[/C][C]70[/C][C]Trim Var.[/C][C]174.139705882353[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]322.060606060606[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]202.988888888889[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]152.472727272727[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]114.027777777778[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]316.011111111111[/C][C]Range[/C][C]49[/C][C]Trim Var.[/C][C]232[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]894.277777777778[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]656.571428571429[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116373&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116373&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)602.606349206349Range75Trim Var.491.329032258065
V(Y[t],d=1,D=0)48.7512605042017Range37Trim Var.21.1655913978495
V(Y[t],d=2,D=0)61.319073083779Range34Trim Var.30.5988505747126
V(Y[t],d=3,D=0)177.496212121212Range66Trim Var.83.8571428571429
V(Y[t],d=0,D=1)1731.81884057971Range122Trim Var.1369.29210526316
V(Y[t],d=1,D=1)57.2094861660079Range30Trim Var.29.8947368421053
V(Y[t],d=2,D=1)113.664502164502Range42Trim Var.50.2614379084967
V(Y[t],d=3,D=1)337.828571428571Range70Trim Var.174.139705882353
V(Y[t],d=0,D=2)322.060606060606Range57Trim Var.202.988888888889
V(Y[t],d=1,D=2)152.472727272727Range35Trim Var.114.027777777778
V(Y[t],d=2,D=2)316.011111111111Range49Trim Var.232
V(Y[t],d=3,D=2)894.277777777778Range79Trim Var.656.571428571429


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 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()