FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 10:27:21 +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/t1293618604fqhcsprljx342md.htm/, Retrieved Fri, 03 May 2024 12:24:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116683, Retrieved Fri, 03 May 2024 12:24:45 +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)
-     [Univariate Data Series] [] [2008-12-14 11:54:22] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP   [(Partial) Autocorrelation Function] [Workshop 9: ACF b...] [2010-12-17 15:33:01] [a48e3f697f1471e9c9650f8bf805cc06]
-   PD    [(Partial) Autocorrelation Function] [Paper: ACF (basis...] [2010-12-29 09:50:16] [a48e3f697f1471e9c9650f8bf805cc06]
- RMP         [Variance Reduction Matrix] [Paper: VRM (min18)] [2010-12-29 10:27:21] [35c3410767ea63f72c8afa35bf7b6164] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3065
2997
2901
2815
2709
2711
3509
3369
3596
3448
3160
2934
2534
2266
2088
1932
1784
1851
2700
2580
2829
2298
2045
1824
1872
1801
1735
1639
1521
1758
2603
2540
3103
2801
2590
2324
2424
2288
2163
2082
1937
2155
2874
2836
3439
3278
3129
2959
3060
2898
2783
2632
2465
2689
3321
3359
4108
3407
3241
3013
3067
2965
2823
2718
2567
2658
3436
3375
3931
3371
3038

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=116683&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=116683&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116683&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)336153.610462777Range2587Trim Var.229761.041986687
V(Y[t],d=1,D=0)114708.124430642Range1550Trim Var.65103.2958751983
V(Y[t],d=2,D=0)231530.400682012Range2246Trim Var.138846.860655738
V(Y[t],d=3,D=0)762368.25Range4146Trim Var.456600.660734463
V(Y[t],d=0,D=1)291085.476914085Range1819Trim Var.227010.029753266
V(Y[t],d=1,D=1)20918.3000604961Range988Trim Var.7060.76018099547
V(Y[t],d=2,D=1)37432.9266917293Range1209Trim Var.14444.6164705882
V(Y[t],d=3,D=1)110997.297402597Range1965Trim Var.46243.6444897959
V(Y[t],d=0,D=2)390051.662349676Range2506Trim Var.233494.101219512
V(Y[t],d=1,D=2)52584.3111111111Range1362Trim Var.16163.4333333333
V(Y[t],d=2,D=2)94591.2252525253Range1851Trim Var.24971.7651821862
V(Y[t],d=3,D=2)265362.66807611Range3240Trim Var.75560.3100995733

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 336153.610462777 & Range & 2587 & Trim Var. & 229761.041986687 \tabularnewline
V(Y[t],d=1,D=0) & 114708.124430642 & Range & 1550 & Trim Var. & 65103.2958751983 \tabularnewline
V(Y[t],d=2,D=0) & 231530.400682012 & Range & 2246 & Trim Var. & 138846.860655738 \tabularnewline
V(Y[t],d=3,D=0) & 762368.25 & Range & 4146 & Trim Var. & 456600.660734463 \tabularnewline
V(Y[t],d=0,D=1) & 291085.476914085 & Range & 1819 & Trim Var. & 227010.029753266 \tabularnewline
V(Y[t],d=1,D=1) & 20918.3000604961 & Range & 988 & Trim Var. & 7060.76018099547 \tabularnewline
V(Y[t],d=2,D=1) & 37432.9266917293 & Range & 1209 & Trim Var. & 14444.6164705882 \tabularnewline
V(Y[t],d=3,D=1) & 110997.297402597 & Range & 1965 & Trim Var. & 46243.6444897959 \tabularnewline
V(Y[t],d=0,D=2) & 390051.662349676 & Range & 2506 & Trim Var. & 233494.101219512 \tabularnewline
V(Y[t],d=1,D=2) & 52584.3111111111 & Range & 1362 & Trim Var. & 16163.4333333333 \tabularnewline
V(Y[t],d=2,D=2) & 94591.2252525253 & Range & 1851 & Trim Var. & 24971.7651821862 \tabularnewline
V(Y[t],d=3,D=2) & 265362.66807611 & Range & 3240 & Trim Var. & 75560.3100995733 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116683&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]336153.610462777[/C][C]Range[/C][C]2587[/C][C]Trim Var.[/C][C]229761.041986687[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]114708.124430642[/C][C]Range[/C][C]1550[/C][C]Trim Var.[/C][C]65103.2958751983[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]231530.400682012[/C][C]Range[/C][C]2246[/C][C]Trim Var.[/C][C]138846.860655738[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]762368.25[/C][C]Range[/C][C]4146[/C][C]Trim Var.[/C][C]456600.660734463[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]291085.476914085[/C][C]Range[/C][C]1819[/C][C]Trim Var.[/C][C]227010.029753266[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]20918.3000604961[/C][C]Range[/C][C]988[/C][C]Trim Var.[/C][C]7060.76018099547[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]37432.9266917293[/C][C]Range[/C][C]1209[/C][C]Trim Var.[/C][C]14444.6164705882[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]110997.297402597[/C][C]Range[/C][C]1965[/C][C]Trim Var.[/C][C]46243.6444897959[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]390051.662349676[/C][C]Range[/C][C]2506[/C][C]Trim Var.[/C][C]233494.101219512[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]52584.3111111111[/C][C]Range[/C][C]1362[/C][C]Trim Var.[/C][C]16163.4333333333[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]94591.2252525253[/C][C]Range[/C][C]1851[/C][C]Trim Var.[/C][C]24971.7651821862[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]265362.66807611[/C][C]Range[/C][C]3240[/C][C]Trim Var.[/C][C]75560.3100995733[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116683&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116683&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)336153.610462777Range2587Trim Var.229761.041986687
V(Y[t],d=1,D=0)114708.124430642Range1550Trim Var.65103.2958751983
V(Y[t],d=2,D=0)231530.400682012Range2246Trim Var.138846.860655738
V(Y[t],d=3,D=0)762368.25Range4146Trim Var.456600.660734463
V(Y[t],d=0,D=1)291085.476914085Range1819Trim Var.227010.029753266
V(Y[t],d=1,D=1)20918.3000604961Range988Trim Var.7060.76018099547
V(Y[t],d=2,D=1)37432.9266917293Range1209Trim Var.14444.6164705882
V(Y[t],d=3,D=1)110997.297402597Range1965Trim Var.46243.6444897959
V(Y[t],d=0,D=2)390051.662349676Range2506Trim Var.233494.101219512
V(Y[t],d=1,D=2)52584.3111111111Range1362Trim Var.16163.4333333333
V(Y[t],d=2,D=2)94591.2252525253Range1851Trim Var.24971.7651821862
V(Y[t],d=3,D=2)265362.66807611Range3240Trim Var.75560.3100995733


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()