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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 computationMon, 03 Oct 2011 16:44:13 -0400
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/Oct/03/t13176747241dvc15ptc38udpg.htm/, Retrieved Wed, 15 May 2024 02:05:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=125424, Retrieved Wed, 15 May 2024 02:05:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact84

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] [] [2011-10-03 20:44:13] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.0148571
0.0120000
0.0120000
0.0125714
0.0157651
0.0111938
0.0056883
0.0107136
0.0101830
0.0085888
0.0135016
0.0106980
0.0096878
0.0204521
0.0161464
0.0075350
0.0134553
0.0113025
0.0118407
0.0096878
0.0150700
0.0080376
0.0133854
0.0019723
0.0273722
0.0196168
0.0260037

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'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=125424&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=125424&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=125424&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'Herman Ole Andreas Wold' @ wold.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)3.0763532335641e-05Range0.0253999Trim Var.1.11018545352174e-05
V(Y[t],d=1,D=0)5.45103800949538e-05Range0.036813Trim Var.1.90935645606277e-05
V(Y[t],d=2,D=0)0.000178991553443333Range0.0699683Trim Var.6.74868857353333e-05
V(Y[t],d=3,D=0)0.000645011376211015Range0.1235422Trim Var.0.000209686380485763
V(Y[t],d=0,D=1)4.61017167378095e-05Range0.0264101Trim Var.2.33779497097436e-05
V(Y[t],d=1,D=1)0.000128251198854505Range0.0449298Trim Var.5.80616013560606e-05
V(Y[t],d=2,D=1)0.000432444279609103Range0.0799494Trim Var.0.000194050097504182
V(Y[t],d=3,D=1)0.00148682440612333Range0.1540915Trim Var.0.000485661392206778
V(Y[t],d=0,D=2)0.000258645817323333Range0.0321411Trim Var.NA
V(Y[t],d=1,D=2)0.00111106151618Range0.0471394Trim Var.NA
V(Y[t],d=2,D=2)NARange0Trim Var.NA
V(Y[t],d=3,D=2)NARange-InfTrim Var.NA

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3.0763532335641e-05 & Range & 0.0253999 & Trim Var. & 1.11018545352174e-05 \tabularnewline
V(Y[t],d=1,D=0) & 5.45103800949538e-05 & Range & 0.036813 & Trim Var. & 1.90935645606277e-05 \tabularnewline
V(Y[t],d=2,D=0) & 0.000178991553443333 & Range & 0.0699683 & Trim Var. & 6.74868857353333e-05 \tabularnewline
V(Y[t],d=3,D=0) & 0.000645011376211015 & Range & 0.1235422 & Trim Var. & 0.000209686380485763 \tabularnewline
V(Y[t],d=0,D=1) & 4.61017167378095e-05 & Range & 0.0264101 & Trim Var. & 2.33779497097436e-05 \tabularnewline
V(Y[t],d=1,D=1) & 0.000128251198854505 & Range & 0.0449298 & Trim Var. & 5.80616013560606e-05 \tabularnewline
V(Y[t],d=2,D=1) & 0.000432444279609103 & Range & 0.0799494 & Trim Var. & 0.000194050097504182 \tabularnewline
V(Y[t],d=3,D=1) & 0.00148682440612333 & Range & 0.1540915 & Trim Var. & 0.000485661392206778 \tabularnewline
V(Y[t],d=0,D=2) & 0.000258645817323333 & Range & 0.0321411 & Trim Var. & NA \tabularnewline
V(Y[t],d=1,D=2) & 0.00111106151618 & Range & 0.0471394 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=2) & NA & Range & 0 & Trim Var. & NA \tabularnewline
V(Y[t],d=3,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=125424&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3.0763532335641e-05[/C][C]Range[/C][C]0.0253999[/C][C]Trim Var.[/C][C]1.11018545352174e-05[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5.45103800949538e-05[/C][C]Range[/C][C]0.036813[/C][C]Trim Var.[/C][C]1.90935645606277e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000178991553443333[/C][C]Range[/C][C]0.0699683[/C][C]Trim Var.[/C][C]6.74868857353333e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000645011376211015[/C][C]Range[/C][C]0.1235422[/C][C]Trim Var.[/C][C]0.000209686380485763[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4.61017167378095e-05[/C][C]Range[/C][C]0.0264101[/C][C]Trim Var.[/C][C]2.33779497097436e-05[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000128251198854505[/C][C]Range[/C][C]0.0449298[/C][C]Trim Var.[/C][C]5.80616013560606e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000432444279609103[/C][C]Range[/C][C]0.0799494[/C][C]Trim Var.[/C][C]0.000194050097504182[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00148682440612333[/C][C]Range[/C][C]0.1540915[/C][C]Trim Var.[/C][C]0.000485661392206778[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.000258645817323333[/C][C]Range[/C][C]0.0321411[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00111106151618[/C][C]Range[/C][C]0.0471394[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]NA[/C][C]Range[/C][C]0[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=125424&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=125424&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)3.0763532335641e-05Range0.0253999Trim Var.1.11018545352174e-05
V(Y[t],d=1,D=0)5.45103800949538e-05Range0.036813Trim Var.1.90935645606277e-05
V(Y[t],d=2,D=0)0.000178991553443333Range0.0699683Trim Var.6.74868857353333e-05
V(Y[t],d=3,D=0)0.000645011376211015Range0.1235422Trim Var.0.000209686380485763
V(Y[t],d=0,D=1)4.61017167378095e-05Range0.0264101Trim Var.2.33779497097436e-05
V(Y[t],d=1,D=1)0.000128251198854505Range0.0449298Trim Var.5.80616013560606e-05
V(Y[t],d=2,D=1)0.000432444279609103Range0.0799494Trim Var.0.000194050097504182
V(Y[t],d=3,D=1)0.00148682440612333Range0.1540915Trim Var.0.000485661392206778
V(Y[t],d=0,D=2)0.000258645817323333Range0.0321411Trim Var.NA
V(Y[t],d=1,D=2)0.00111106151618Range0.0471394Trim Var.NA
V(Y[t],d=2,D=2)NARange0Trim Var.NA
V(Y[t],d=3,D=2)NARange-InfTrim Var.NA


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()