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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 computationWed, 29 Dec 2010 09:11:24 +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/29/t1293613957f2uppx1fdhxdyl7.htm/, Retrieved Fri, 03 May 2024 13:53:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116626, Retrieved Fri, 03 May 2024 13:53:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact141

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] [variantie reducti...] [2010-12-14 18:31:28] [d6e648f00513dd750579ba7880c5fbf5]
- R  D    [Variance Reduction Matrix] [] [2010-12-16 09:56:07] [58af523ef9b33032fd2497c80088399b]
-             [Variance Reduction Matrix] [] [2010-12-29 09:11:24] [a3cd012a7211edfe9ed4466e21aef6a6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
41.85
41.75
41.75
41.75
41.58
41.61
41.42
41.37
41.37
41.33
41.37
41.34
41.33
41.29
41.29
41.27
41.04
40.90
40.89
40.72
40.72
40.58
40.24
40.07
40.12
40.10
40.10
40.08
40.06
39.99
40.05
39.66
39.66
39.67
39.56
39.64
39.73
39.70
39.70
39.68
39.76
40.00
39.96
40.01
40.01
40.01
40.00
39.91
39.86
39.79
39.79
39.80
39.64
39.55
39.36
39.28

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'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116626&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116626&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116626&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.596087662337662Range2.57Trim Var.0.460328231292517
V(Y[t],d=1,D=0)0.0107853872053872Range0.630000000000003Trim Var.0.00450053191489359
V(Y[t],d=2,D=0)0.0201168413696714Range0.839999999999996Trim Var.0.0105503546099290
V(Y[t],d=3,D=0)0.061248040638606Range1.41999999999999Trim Var.0.0325813135985193
V(Y[t],d=0,D=1)0.238274154334038Range1.71Trim Var.0.171620483641535
V(Y[t],d=1,D=1)0.0256874861572536Range0.819999999999993Trim Var.0.0115270270270271
V(Y[t],d=2,D=1)0.0396009872241577Range0.97999999999999Trim Var.0.0200084920634924
V(Y[t],d=3,D=1)0.119676097560975Range1.92999999999998Trim Var.0.0465705882352948
V(Y[t],d=0,D=2)0.516Range2.49Trim Var.0.368248717948718
V(Y[t],d=1,D=2)0.0792531182795699Range1.30000000000000Trim Var.0.0320307692307697
V(Y[t],d=2,D=2)0.105632298850574Range1.48999999999998Trim Var.0.0522758461538474
V(Y[t],d=3,D=2)0.298949507389162Range2.72999999999995Trim Var.0.108299000000004

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.596087662337662 & Range & 2.57 & Trim Var. & 0.460328231292517 \tabularnewline
V(Y[t],d=1,D=0) & 0.0107853872053872 & Range & 0.630000000000003 & Trim Var. & 0.00450053191489359 \tabularnewline
V(Y[t],d=2,D=0) & 0.0201168413696714 & Range & 0.839999999999996 & Trim Var. & 0.0105503546099290 \tabularnewline
V(Y[t],d=3,D=0) & 0.061248040638606 & Range & 1.41999999999999 & Trim Var. & 0.0325813135985193 \tabularnewline
V(Y[t],d=0,D=1) & 0.238274154334038 & Range & 1.71 & Trim Var. & 0.171620483641535 \tabularnewline
V(Y[t],d=1,D=1) & 0.0256874861572536 & Range & 0.819999999999993 & Trim Var. & 0.0115270270270271 \tabularnewline
V(Y[t],d=2,D=1) & 0.0396009872241577 & Range & 0.97999999999999 & Trim Var. & 0.0200084920634924 \tabularnewline
V(Y[t],d=3,D=1) & 0.119676097560975 & Range & 1.92999999999998 & Trim Var. & 0.0465705882352948 \tabularnewline
V(Y[t],d=0,D=2) & 0.516 & Range & 2.49 & Trim Var. & 0.368248717948718 \tabularnewline
V(Y[t],d=1,D=2) & 0.0792531182795699 & Range & 1.30000000000000 & Trim Var. & 0.0320307692307697 \tabularnewline
V(Y[t],d=2,D=2) & 0.105632298850574 & Range & 1.48999999999998 & Trim Var. & 0.0522758461538474 \tabularnewline
V(Y[t],d=3,D=2) & 0.298949507389162 & Range & 2.72999999999995 & Trim Var. & 0.108299000000004 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116626&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.596087662337662[/C][C]Range[/C][C]2.57[/C][C]Trim Var.[/C][C]0.460328231292517[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0107853872053872[/C][C]Range[/C][C]0.630000000000003[/C][C]Trim Var.[/C][C]0.00450053191489359[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0201168413696714[/C][C]Range[/C][C]0.839999999999996[/C][C]Trim Var.[/C][C]0.0105503546099290[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.061248040638606[/C][C]Range[/C][C]1.41999999999999[/C][C]Trim Var.[/C][C]0.0325813135985193[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.238274154334038[/C][C]Range[/C][C]1.71[/C][C]Trim Var.[/C][C]0.171620483641535[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0256874861572536[/C][C]Range[/C][C]0.819999999999993[/C][C]Trim Var.[/C][C]0.0115270270270271[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0396009872241577[/C][C]Range[/C][C]0.97999999999999[/C][C]Trim Var.[/C][C]0.0200084920634924[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.119676097560975[/C][C]Range[/C][C]1.92999999999998[/C][C]Trim Var.[/C][C]0.0465705882352948[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.516[/C][C]Range[/C][C]2.49[/C][C]Trim Var.[/C][C]0.368248717948718[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0792531182795699[/C][C]Range[/C][C]1.30000000000000[/C][C]Trim Var.[/C][C]0.0320307692307697[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.105632298850574[/C][C]Range[/C][C]1.48999999999998[/C][C]Trim Var.[/C][C]0.0522758461538474[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.298949507389162[/C][C]Range[/C][C]2.72999999999995[/C][C]Trim Var.[/C][C]0.108299000000004[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116626&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116626&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)0.596087662337662Range2.57Trim Var.0.460328231292517
V(Y[t],d=1,D=0)0.0107853872053872Range0.630000000000003Trim Var.0.00450053191489359
V(Y[t],d=2,D=0)0.0201168413696714Range0.839999999999996Trim Var.0.0105503546099290
V(Y[t],d=3,D=0)0.061248040638606Range1.41999999999999Trim Var.0.0325813135985193
V(Y[t],d=0,D=1)0.238274154334038Range1.71Trim Var.0.171620483641535
V(Y[t],d=1,D=1)0.0256874861572536Range0.819999999999993Trim Var.0.0115270270270271
V(Y[t],d=2,D=1)0.0396009872241577Range0.97999999999999Trim Var.0.0200084920634924
V(Y[t],d=3,D=1)0.119676097560975Range1.92999999999998Trim Var.0.0465705882352948
V(Y[t],d=0,D=2)0.516Range2.49Trim Var.0.368248717948718
V(Y[t],d=1,D=2)0.0792531182795699Range1.30000000000000Trim Var.0.0320307692307697
V(Y[t],d=2,D=2)0.105632298850574Range1.48999999999998Trim Var.0.0522758461538474
V(Y[t],d=3,D=2)0.298949507389162Range2.72999999999995Trim Var.0.108299000000004


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()