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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 11:14:09 +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/t1293621095s47ix4nwss7jk62.htm/, Retrieved Fri, 03 May 2024 08:21:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116707, Retrieved Fri, 03 May 2024 08:21:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134

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] [ed447cc2ebcc70947ad11d93fa385845]
-    D    [Variance Reduction Matrix] [] [2010-12-29 11:14:09] [e8bffe463cbaa638f5c41694f8d1de39] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
548604
563668
586111
604378
600991
544686
537034
551531
563250
574761
580112
575093
557560
564478
580523
596594
586570
536214
523597
536535
536322
532638
528222
516141
501866
506174
517945
533590
528379
477580
469357
490243
492622
507561
516922
514258
509846
527070
541657
564591
555362
498662
511038
525919
531673
548854
560576
557274
565742

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116707&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]2 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=116707&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116707&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 time2 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk






Variance Reduction Matrix
V(Y[t],d=0,D=0)1034904911.41582Range135021Trim Var.648658709.337763
V(Y[t],d=1,D=0)386462480.083333Range79634Trim Var.181101633.375726
V(Y[t],d=2,D=0)593687451.881591Range121994Trim Var.280411745.430488
V(Y[t],d=3,D=0)1330319547.00918Range183118Trim Var.495137004.64359
V(Y[t],d=0,D=1)1434722692.62012Range118900Trim Var.1214702085.62689
V(Y[t],d=1,D=1)70699775.4730159Range35794Trim Var.43656715.1199597
V(Y[t],d=2,D=1)88344278.4319328Range53104Trim Var.40426339.3806452
V(Y[t],d=3,D=1)274909035.180036Range89088Trim Var.123590817.081609
V(Y[t],d=0,D=2)3495342236.99Range160571Trim Var.2940621013.19048
V(Y[t],d=1,D=2)152598315.934783Range50199Trim Var.79520318.2
V(Y[t],d=2,D=2)174829654.897233Range51821Trim Var.98670287.3216374
V(Y[t],d=3,D=2)546102822.779221Range96715Trim Var.271018787.673203

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1034904911.41582 & Range & 135021 & Trim Var. & 648658709.337763 \tabularnewline
V(Y[t],d=1,D=0) & 386462480.083333 & Range & 79634 & Trim Var. & 181101633.375726 \tabularnewline
V(Y[t],d=2,D=0) & 593687451.881591 & Range & 121994 & Trim Var. & 280411745.430488 \tabularnewline
V(Y[t],d=3,D=0) & 1330319547.00918 & Range & 183118 & Trim Var. & 495137004.64359 \tabularnewline
V(Y[t],d=0,D=1) & 1434722692.62012 & Range & 118900 & Trim Var. & 1214702085.62689 \tabularnewline
V(Y[t],d=1,D=1) & 70699775.4730159 & Range & 35794 & Trim Var. & 43656715.1199597 \tabularnewline
V(Y[t],d=2,D=1) & 88344278.4319328 & Range & 53104 & Trim Var. & 40426339.3806452 \tabularnewline
V(Y[t],d=3,D=1) & 274909035.180036 & Range & 89088 & Trim Var. & 123590817.081609 \tabularnewline
V(Y[t],d=0,D=2) & 3495342236.99 & Range & 160571 & Trim Var. & 2940621013.19048 \tabularnewline
V(Y[t],d=1,D=2) & 152598315.934783 & Range & 50199 & Trim Var. & 79520318.2 \tabularnewline
V(Y[t],d=2,D=2) & 174829654.897233 & Range & 51821 & Trim Var. & 98670287.3216374 \tabularnewline
V(Y[t],d=3,D=2) & 546102822.779221 & Range & 96715 & Trim Var. & 271018787.673203 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116707&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1034904911.41582[/C][C]Range[/C][C]135021[/C][C]Trim Var.[/C][C]648658709.337763[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]386462480.083333[/C][C]Range[/C][C]79634[/C][C]Trim Var.[/C][C]181101633.375726[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]593687451.881591[/C][C]Range[/C][C]121994[/C][C]Trim Var.[/C][C]280411745.430488[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1330319547.00918[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]495137004.64359[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1434722692.62012[/C][C]Range[/C][C]118900[/C][C]Trim Var.[/C][C]1214702085.62689[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]70699775.4730159[/C][C]Range[/C][C]35794[/C][C]Trim Var.[/C][C]43656715.1199597[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]88344278.4319328[/C][C]Range[/C][C]53104[/C][C]Trim Var.[/C][C]40426339.3806452[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]274909035.180036[/C][C]Range[/C][C]89088[/C][C]Trim Var.[/C][C]123590817.081609[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3495342236.99[/C][C]Range[/C][C]160571[/C][C]Trim Var.[/C][C]2940621013.19048[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]152598315.934783[/C][C]Range[/C][C]50199[/C][C]Trim Var.[/C][C]79520318.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]174829654.897233[/C][C]Range[/C][C]51821[/C][C]Trim Var.[/C][C]98670287.3216374[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]546102822.779221[/C][C]Range[/C][C]96715[/C][C]Trim Var.[/C][C]271018787.673203[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116707&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116707&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)1034904911.41582Range135021Trim Var.648658709.337763
V(Y[t],d=1,D=0)386462480.083333Range79634Trim Var.181101633.375726
V(Y[t],d=2,D=0)593687451.881591Range121994Trim Var.280411745.430488
V(Y[t],d=3,D=0)1330319547.00918Range183118Trim Var.495137004.64359
V(Y[t],d=0,D=1)1434722692.62012Range118900Trim Var.1214702085.62689
V(Y[t],d=1,D=1)70699775.4730159Range35794Trim Var.43656715.1199597
V(Y[t],d=2,D=1)88344278.4319328Range53104Trim Var.40426339.3806452
V(Y[t],d=3,D=1)274909035.180036Range89088Trim Var.123590817.081609
V(Y[t],d=0,D=2)3495342236.99Range160571Trim Var.2940621013.19048
V(Y[t],d=1,D=2)152598315.934783Range50199Trim Var.79520318.2
V(Y[t],d=2,D=2)174829654.897233Range51821Trim Var.98670287.3216374
V(Y[t],d=3,D=2)546102822.779221Range96715Trim Var.271018787.673203


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()