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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 29 Dec 2010 14:22:52 +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/t12936325602oeaucwke7uawj7.htm/, Retrieved Fri, 03 May 2024 10:35:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116864, Retrieved Fri, 03 May 2024 10:35:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact113

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] [Paper] [2010-12-29 14:22:52] [d5e0edb7e0239841e94676417b2a1e2e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9782
9938
10111
10259
10419
10622
11173
11542
11538
11837
12060
12423
12791
12891
13098
13418
13614
13653
13980
14087
14332
14232
14226
14186
14310
14152
14127
14163
13964
13811
14440
14724
14790
14961
15117
15452
16080
16284
16524
16782
16663
16678
17448
17745
17789
17864
18079
18483
19037
19344
19590
19862
20207
20593
21253
21507
21528
21818
22205
22621
23006
23178
23358
23519
23725
23789
24472
24773
24477
24669
24827

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=116864&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=116864&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116864&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)19829167.249497Range15045Trim Var.15396698.4792627
V(Y[t],d=1,D=0)44426.8788819876Range1066Trim Var.23952.9056054997
V(Y[t],d=2,D=0)71210.6167945439Range1379Trim Var.35094.8726775956
V(Y[t],d=3,D=0)184751.802238806Range2313Trim Var.90160.3344632768
V(Y[t],d=0,D=1)1163140.54412624Range3980Trim Var.866328.63425254
V(Y[t],d=1,D=1)50023.1715063521Range907Trim Var.34526.818627451
V(Y[t],d=2,D=1)47638.2487468672Range1159Trim Var.19744.9897959184
V(Y[t],d=3,D=1)127289.578896104Range1977Trim Var.67429.8240816327
V(Y[t],d=0,D=2)2534001.27104533Range5582Trim Var.1843907.60121951
V(Y[t],d=1,D=2)148103.10531401Range1471Trim Var.99235.682051282
V(Y[t],d=2,D=2)127525.067676768Range1965Trim Var.54194.721997301
V(Y[t],d=3,D=2)332352.951374207Range3342Trim Var.151219.271692745

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 19829167.249497 & Range & 15045 & Trim Var. & 15396698.4792627 \tabularnewline
V(Y[t],d=1,D=0) & 44426.8788819876 & Range & 1066 & Trim Var. & 23952.9056054997 \tabularnewline
V(Y[t],d=2,D=0) & 71210.6167945439 & Range & 1379 & Trim Var. & 35094.8726775956 \tabularnewline
V(Y[t],d=3,D=0) & 184751.802238806 & Range & 2313 & Trim Var. & 90160.3344632768 \tabularnewline
V(Y[t],d=0,D=1) & 1163140.54412624 & Range & 3980 & Trim Var. & 866328.63425254 \tabularnewline
V(Y[t],d=1,D=1) & 50023.1715063521 & Range & 907 & Trim Var. & 34526.818627451 \tabularnewline
V(Y[t],d=2,D=1) & 47638.2487468672 & Range & 1159 & Trim Var. & 19744.9897959184 \tabularnewline
V(Y[t],d=3,D=1) & 127289.578896104 & Range & 1977 & Trim Var. & 67429.8240816327 \tabularnewline
V(Y[t],d=0,D=2) & 2534001.27104533 & Range & 5582 & Trim Var. & 1843907.60121951 \tabularnewline
V(Y[t],d=1,D=2) & 148103.10531401 & Range & 1471 & Trim Var. & 99235.682051282 \tabularnewline
V(Y[t],d=2,D=2) & 127525.067676768 & Range & 1965 & Trim Var. & 54194.721997301 \tabularnewline
V(Y[t],d=3,D=2) & 332352.951374207 & Range & 3342 & Trim Var. & 151219.271692745 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116864&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]19829167.249497[/C][C]Range[/C][C]15045[/C][C]Trim Var.[/C][C]15396698.4792627[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]44426.8788819876[/C][C]Range[/C][C]1066[/C][C]Trim Var.[/C][C]23952.9056054997[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]71210.6167945439[/C][C]Range[/C][C]1379[/C][C]Trim Var.[/C][C]35094.8726775956[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]184751.802238806[/C][C]Range[/C][C]2313[/C][C]Trim Var.[/C][C]90160.3344632768[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1163140.54412624[/C][C]Range[/C][C]3980[/C][C]Trim Var.[/C][C]866328.63425254[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]50023.1715063521[/C][C]Range[/C][C]907[/C][C]Trim Var.[/C][C]34526.818627451[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]47638.2487468672[/C][C]Range[/C][C]1159[/C][C]Trim Var.[/C][C]19744.9897959184[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]127289.578896104[/C][C]Range[/C][C]1977[/C][C]Trim Var.[/C][C]67429.8240816327[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2534001.27104533[/C][C]Range[/C][C]5582[/C][C]Trim Var.[/C][C]1843907.60121951[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]148103.10531401[/C][C]Range[/C][C]1471[/C][C]Trim Var.[/C][C]99235.682051282[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]127525.067676768[/C][C]Range[/C][C]1965[/C][C]Trim Var.[/C][C]54194.721997301[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]332352.951374207[/C][C]Range[/C][C]3342[/C][C]Trim Var.[/C][C]151219.271692745[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116864&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116864&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)19829167.249497Range15045Trim Var.15396698.4792627
V(Y[t],d=1,D=0)44426.8788819876Range1066Trim Var.23952.9056054997
V(Y[t],d=2,D=0)71210.6167945439Range1379Trim Var.35094.8726775956
V(Y[t],d=3,D=0)184751.802238806Range2313Trim Var.90160.3344632768
V(Y[t],d=0,D=1)1163140.54412624Range3980Trim Var.866328.63425254
V(Y[t],d=1,D=1)50023.1715063521Range907Trim Var.34526.818627451
V(Y[t],d=2,D=1)47638.2487468672Range1159Trim Var.19744.9897959184
V(Y[t],d=3,D=1)127289.578896104Range1977Trim Var.67429.8240816327
V(Y[t],d=0,D=2)2534001.27104533Range5582Trim Var.1843907.60121951
V(Y[t],d=1,D=2)148103.10531401Range1471Trim Var.99235.682051282
V(Y[t],d=2,D=2)127525.067676768Range1965Trim Var.54194.721997301
V(Y[t],d=3,D=2)332352.951374207Range3342Trim Var.151219.271692745


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()