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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 15:31:31 +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/t12936365642hz33w65zgg7nbb.htm/, Retrieved Fri, 03 May 2024 10:43:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116912, Retrieved Fri, 03 May 2024 10:43:12 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact106

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 15:31:31] [d5e0edb7e0239841e94676417b2a1e2e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
961
935
956
951
986
980
1031
1059
1036
1023
1030
1075
1151
1220
1290
1330
1419
1443
1516
1546
1579
1591
1603
1606
1616
1628
1594
1596
1526
1535
1581
1611
1571
1535
1498
1493
1480
1448
1462
1428
1315
1186
1230
1271
1243
1220
1214
1227
1262
1274
1272
1249
1266
1307
1345
1369
1374
1400
1425
1465
1510
1508
1512
1539
1569
1571
1650
1736
1700
1731
1752

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'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 & 1 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116912&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116912&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116912&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'RServer@AstonUniversity' @ vre.aston.ac.uk






Variance Reduction Matrix
V(Y[t],d=0,D=0)49833.1319919517Range817Trim Var.36485.0276497696
V(Y[t],d=1,D=0)1628.7347826087Range218Trim Var.777.31491274458
V(Y[t],d=2,D=0)1927.19096334186Range295Trim Var.888.056830601093
V(Y[t],d=3,D=0)4905.03314310799Range365Trim Var.2519.83361581921
V(Y[t],d=0,D=1)75148.1689070719Range924Trim Var.59996.1865021771
V(Y[t],d=1,D=1)3079.84906231095Range329Trim Var.1284.62254901961
V(Y[t],d=2,D=1)3343.12593984962Range320Trim Var.1551.5937254902
V(Y[t],d=3,D=1)9047.06461038961Range481Trim Var.4778.78571428571
V(Y[t],d=0,D=2)149590.542090657Range1182Trim Var.122447.445121951
V(Y[t],d=1,D=2)9532.07584541063Range521Trim Var.4306.6608974359
V(Y[t],d=2,D=2)12056.2454545455Range568Trim Var.6175.93927125506
V(Y[t],d=3,D=2)33590.4587737844Range834Trim Var.18288.1450924609

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 49833.1319919517 & Range & 817 & Trim Var. & 36485.0276497696 \tabularnewline
V(Y[t],d=1,D=0) & 1628.7347826087 & Range & 218 & Trim Var. & 777.31491274458 \tabularnewline
V(Y[t],d=2,D=0) & 1927.19096334186 & Range & 295 & Trim Var. & 888.056830601093 \tabularnewline
V(Y[t],d=3,D=0) & 4905.03314310799 & Range & 365 & Trim Var. & 2519.83361581921 \tabularnewline
V(Y[t],d=0,D=1) & 75148.1689070719 & Range & 924 & Trim Var. & 59996.1865021771 \tabularnewline
V(Y[t],d=1,D=1) & 3079.84906231095 & Range & 329 & Trim Var. & 1284.62254901961 \tabularnewline
V(Y[t],d=2,D=1) & 3343.12593984962 & Range & 320 & Trim Var. & 1551.5937254902 \tabularnewline
V(Y[t],d=3,D=1) & 9047.06461038961 & Range & 481 & Trim Var. & 4778.78571428571 \tabularnewline
V(Y[t],d=0,D=2) & 149590.542090657 & Range & 1182 & Trim Var. & 122447.445121951 \tabularnewline
V(Y[t],d=1,D=2) & 9532.07584541063 & Range & 521 & Trim Var. & 4306.6608974359 \tabularnewline
V(Y[t],d=2,D=2) & 12056.2454545455 & Range & 568 & Trim Var. & 6175.93927125506 \tabularnewline
V(Y[t],d=3,D=2) & 33590.4587737844 & Range & 834 & Trim Var. & 18288.1450924609 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116912&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]49833.1319919517[/C][C]Range[/C][C]817[/C][C]Trim Var.[/C][C]36485.0276497696[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1628.7347826087[/C][C]Range[/C][C]218[/C][C]Trim Var.[/C][C]777.31491274458[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1927.19096334186[/C][C]Range[/C][C]295[/C][C]Trim Var.[/C][C]888.056830601093[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4905.03314310799[/C][C]Range[/C][C]365[/C][C]Trim Var.[/C][C]2519.83361581921[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]75148.1689070719[/C][C]Range[/C][C]924[/C][C]Trim Var.[/C][C]59996.1865021771[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3079.84906231095[/C][C]Range[/C][C]329[/C][C]Trim Var.[/C][C]1284.62254901961[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3343.12593984962[/C][C]Range[/C][C]320[/C][C]Trim Var.[/C][C]1551.5937254902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]9047.06461038961[/C][C]Range[/C][C]481[/C][C]Trim Var.[/C][C]4778.78571428571[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]149590.542090657[/C][C]Range[/C][C]1182[/C][C]Trim Var.[/C][C]122447.445121951[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]9532.07584541063[/C][C]Range[/C][C]521[/C][C]Trim Var.[/C][C]4306.6608974359[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]12056.2454545455[/C][C]Range[/C][C]568[/C][C]Trim Var.[/C][C]6175.93927125506[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]33590.4587737844[/C][C]Range[/C][C]834[/C][C]Trim Var.[/C][C]18288.1450924609[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116912&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116912&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)49833.1319919517Range817Trim Var.36485.0276497696
V(Y[t],d=1,D=0)1628.7347826087Range218Trim Var.777.31491274458
V(Y[t],d=2,D=0)1927.19096334186Range295Trim Var.888.056830601093
V(Y[t],d=3,D=0)4905.03314310799Range365Trim Var.2519.83361581921
V(Y[t],d=0,D=1)75148.1689070719Range924Trim Var.59996.1865021771
V(Y[t],d=1,D=1)3079.84906231095Range329Trim Var.1284.62254901961
V(Y[t],d=2,D=1)3343.12593984962Range320Trim Var.1551.5937254902
V(Y[t],d=3,D=1)9047.06461038961Range481Trim Var.4778.78571428571
V(Y[t],d=0,D=2)149590.542090657Range1182Trim Var.122447.445121951
V(Y[t],d=1,D=2)9532.07584541063Range521Trim Var.4306.6608974359
V(Y[t],d=2,D=2)12056.2454545455Range568Trim Var.6175.93927125506
V(Y[t],d=3,D=2)33590.4587737844Range834Trim Var.18288.1450924609


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()