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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 computationMon, 19 Dec 2011 18:41:34 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/19/t1324338141s5tled35s2xqgde.htm/, Retrieved Thu, 16 May 2024 01:34:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=157741, Retrieved Thu, 16 May 2024 01:34:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact71

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] [2011-12-19 23:41:34] [6e647d331a8f33aa61a2d78ef323178e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
589
559
623
617
603
558
609
583
570
543
598
569
552
514
569
529
515
481
536
498
446
503
470
458
437
502
482
474
457
522
513
515
506
576
556
559
541
606
600
588
570
626
601
588
573
622
570
547
512
554
517
506
479
527
508
532
532
588
566
573
545
597
555
548
524
572

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' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=157741&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=157741&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=157741&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' @ jenkins.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)2168.21258741259Range189Trim Var.1409.36358136721
V(Y[t],d=1,D=0)1326.78990384615Range122Trim Var.1035.74498746867
V(Y[t],d=2,D=0)3833.15773809524Range210Trim Var.3021.92694805195
V(Y[t],d=3,D=0)12681.6825396825Range329Trim Var.10783.534006734
V(Y[t],d=0,D=1)1193.4894235854Range130Trim Var.805.372816212439
V(Y[t],d=1,D=1)467.534426229508Range179Trim Var.118.206095791001
V(Y[t],d=2,D=1)1223.91497175141Range308Trim Var.141.826694619147
V(Y[t],d=3,D=1)4228.31560490941Range601Trim Var.380.767779390421
V(Y[t],d=0,D=2)1554.22655777374Range157Trim Var.1001.41176470588
V(Y[t],d=1,D=2)1062.07205513784Range189Trim Var.385.672941176471
V(Y[t],d=2,D=2)2859.48279220779Range359Trim Var.523.428979591837
V(Y[t],d=3,D=2)9741.65454545454Range643Trim Var.1516.54166666667

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2168.21258741259 & Range & 189 & Trim Var. & 1409.36358136721 \tabularnewline
V(Y[t],d=1,D=0) & 1326.78990384615 & Range & 122 & Trim Var. & 1035.74498746867 \tabularnewline
V(Y[t],d=2,D=0) & 3833.15773809524 & Range & 210 & Trim Var. & 3021.92694805195 \tabularnewline
V(Y[t],d=3,D=0) & 12681.6825396825 & Range & 329 & Trim Var. & 10783.534006734 \tabularnewline
V(Y[t],d=0,D=1) & 1193.4894235854 & Range & 130 & Trim Var. & 805.372816212439 \tabularnewline
V(Y[t],d=1,D=1) & 467.534426229508 & Range & 179 & Trim Var. & 118.206095791001 \tabularnewline
V(Y[t],d=2,D=1) & 1223.91497175141 & Range & 308 & Trim Var. & 141.826694619147 \tabularnewline
V(Y[t],d=3,D=1) & 4228.31560490941 & Range & 601 & Trim Var. & 380.767779390421 \tabularnewline
V(Y[t],d=0,D=2) & 1554.22655777374 & Range & 157 & Trim Var. & 1001.41176470588 \tabularnewline
V(Y[t],d=1,D=2) & 1062.07205513784 & Range & 189 & Trim Var. & 385.672941176471 \tabularnewline
V(Y[t],d=2,D=2) & 2859.48279220779 & Range & 359 & Trim Var. & 523.428979591837 \tabularnewline
V(Y[t],d=3,D=2) & 9741.65454545454 & Range & 643 & Trim Var. & 1516.54166666667 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=157741&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2168.21258741259[/C][C]Range[/C][C]189[/C][C]Trim Var.[/C][C]1409.36358136721[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1326.78990384615[/C][C]Range[/C][C]122[/C][C]Trim Var.[/C][C]1035.74498746867[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3833.15773809524[/C][C]Range[/C][C]210[/C][C]Trim Var.[/C][C]3021.92694805195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]12681.6825396825[/C][C]Range[/C][C]329[/C][C]Trim Var.[/C][C]10783.534006734[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1193.4894235854[/C][C]Range[/C][C]130[/C][C]Trim Var.[/C][C]805.372816212439[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]467.534426229508[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]118.206095791001[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1223.91497175141[/C][C]Range[/C][C]308[/C][C]Trim Var.[/C][C]141.826694619147[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4228.31560490941[/C][C]Range[/C][C]601[/C][C]Trim Var.[/C][C]380.767779390421[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1554.22655777374[/C][C]Range[/C][C]157[/C][C]Trim Var.[/C][C]1001.41176470588[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1062.07205513784[/C][C]Range[/C][C]189[/C][C]Trim Var.[/C][C]385.672941176471[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2859.48279220779[/C][C]Range[/C][C]359[/C][C]Trim Var.[/C][C]523.428979591837[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9741.65454545454[/C][C]Range[/C][C]643[/C][C]Trim Var.[/C][C]1516.54166666667[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=157741&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=157741&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)2168.21258741259Range189Trim Var.1409.36358136721
V(Y[t],d=1,D=0)1326.78990384615Range122Trim Var.1035.74498746867
V(Y[t],d=2,D=0)3833.15773809524Range210Trim Var.3021.92694805195
V(Y[t],d=3,D=0)12681.6825396825Range329Trim Var.10783.534006734
V(Y[t],d=0,D=1)1193.4894235854Range130Trim Var.805.372816212439
V(Y[t],d=1,D=1)467.534426229508Range179Trim Var.118.206095791001
V(Y[t],d=2,D=1)1223.91497175141Range308Trim Var.141.826694619147
V(Y[t],d=3,D=1)4228.31560490941Range601Trim Var.380.767779390421
V(Y[t],d=0,D=2)1554.22655777374Range157Trim Var.1001.41176470588
V(Y[t],d=1,D=2)1062.07205513784Range189Trim Var.385.672941176471
V(Y[t],d=2,D=2)2859.48279220779Range359Trim Var.523.428979591837
V(Y[t],d=3,D=2)9741.65454545454Range643Trim Var.1516.54166666667


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 4 ;
Parameters (R input):
par1 = 4 ;
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()