FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 26 Nov 2012 12:24:04 -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/2012/Nov/26/t13539506648b1onud3nipywcb.htm/, Retrieved Tue, 30 Apr 2024 03:24:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=193374, Retrieved Tue, 30 Apr 2024 03:24:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact55

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [Spectral Analysis] [Births] [2010-11-29 09:38:20] [b98453cac15ba1066b407e146608df68]
- RMPD            [Variance Reduction Matrix] [WS 9 VRM] [2012-11-26 17:24:04] [5bcb27a14a37b739141501b3993fea08] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9676
8642
9402
9610
9294
9448
10319
9548
9801
9596
8923
9746
9829
9125
9782
9441
9162
9915
10444
10209
9985
9842
9429
10132
9849
9172
10313
9819
9955
10048
10082
10541
10208
10233
9439
9963
10158
9225
10474
9757
10490
10281
10444
10640
10695
10786
9832
9747
10411
9511
10402
9701
10540
10112
10915
11183
10384
10834
9886
10216
10943
9867
10203
10837
10573
10647
11502
10656
10866
10835
9945
10331
10718
9462
10579
10633
10346
10757
11207
11013
11015
10765
10042
10661

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'Sir Maurice George Kendall' @ kendall.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 & 2 seconds \tabularnewline
R Server & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=193374&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]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=193374&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=193374&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'Sir Maurice George Kendall' @ kendall.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)335773.25Range2860Trim Var.213781.110144391
V(Y[t],d=1,D=0)368164.116367911Range2505Trim Var.262673.641933029
V(Y[t],d=2,D=0)1119575.32023487Range4339Trim Var.777290.669014085
V(Y[t],d=3,D=0)3668881.59660494Range8164Trim Var.2470059.70663984
V(Y[t],d=0,D=1)96382.380086072Range1663Trim Var.60001.7398313492
V(Y[t],d=1,D=1)211442.59637827Range2449Trim Var.117530.214029698
V(Y[t],d=2,D=1)655401.167908903Range4561Trim Var.356012.499471179
V(Y[t],d=3,D=1)2209922.44543905Range8371Trim Var.1199536.76284153
V(Y[t],d=0,D=2)252971.031355932Range2532Trim Var.154014.301886792
V(Y[t],d=1,D=2)539072.954997078Range3778Trim Var.309581.359941945
V(Y[t],d=2,D=2)1666938.55414398Range6300Trim Var.882595.751131222
V(Y[t],d=3,D=2)5658677.17669173Range11998Trim Var.3136661.04313726

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 335773.25 & Range & 2860 & Trim Var. & 213781.110144391 \tabularnewline
V(Y[t],d=1,D=0) & 368164.116367911 & Range & 2505 & Trim Var. & 262673.641933029 \tabularnewline
V(Y[t],d=2,D=0) & 1119575.32023487 & Range & 4339 & Trim Var. & 777290.669014085 \tabularnewline
V(Y[t],d=3,D=0) & 3668881.59660494 & Range & 8164 & Trim Var. & 2470059.70663984 \tabularnewline
V(Y[t],d=0,D=1) & 96382.380086072 & Range & 1663 & Trim Var. & 60001.7398313492 \tabularnewline
V(Y[t],d=1,D=1) & 211442.59637827 & Range & 2449 & Trim Var. & 117530.214029698 \tabularnewline
V(Y[t],d=2,D=1) & 655401.167908903 & Range & 4561 & Trim Var. & 356012.499471179 \tabularnewline
V(Y[t],d=3,D=1) & 2209922.44543905 & Range & 8371 & Trim Var. & 1199536.76284153 \tabularnewline
V(Y[t],d=0,D=2) & 252971.031355932 & Range & 2532 & Trim Var. & 154014.301886792 \tabularnewline
V(Y[t],d=1,D=2) & 539072.954997078 & Range & 3778 & Trim Var. & 309581.359941945 \tabularnewline
V(Y[t],d=2,D=2) & 1666938.55414398 & Range & 6300 & Trim Var. & 882595.751131222 \tabularnewline
V(Y[t],d=3,D=2) & 5658677.17669173 & Range & 11998 & Trim Var. & 3136661.04313726 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=193374&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]335773.25[/C][C]Range[/C][C]2860[/C][C]Trim Var.[/C][C]213781.110144391[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]368164.116367911[/C][C]Range[/C][C]2505[/C][C]Trim Var.[/C][C]262673.641933029[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1119575.32023487[/C][C]Range[/C][C]4339[/C][C]Trim Var.[/C][C]777290.669014085[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3668881.59660494[/C][C]Range[/C][C]8164[/C][C]Trim Var.[/C][C]2470059.70663984[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]96382.380086072[/C][C]Range[/C][C]1663[/C][C]Trim Var.[/C][C]60001.7398313492[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]211442.59637827[/C][C]Range[/C][C]2449[/C][C]Trim Var.[/C][C]117530.214029698[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]655401.167908903[/C][C]Range[/C][C]4561[/C][C]Trim Var.[/C][C]356012.499471179[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2209922.44543905[/C][C]Range[/C][C]8371[/C][C]Trim Var.[/C][C]1199536.76284153[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]252971.031355932[/C][C]Range[/C][C]2532[/C][C]Trim Var.[/C][C]154014.301886792[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]539072.954997078[/C][C]Range[/C][C]3778[/C][C]Trim Var.[/C][C]309581.359941945[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1666938.55414398[/C][C]Range[/C][C]6300[/C][C]Trim Var.[/C][C]882595.751131222[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5658677.17669173[/C][C]Range[/C][C]11998[/C][C]Trim Var.[/C][C]3136661.04313726[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=193374&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=193374&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)335773.25Range2860Trim Var.213781.110144391
V(Y[t],d=1,D=0)368164.116367911Range2505Trim Var.262673.641933029
V(Y[t],d=2,D=0)1119575.32023487Range4339Trim Var.777290.669014085
V(Y[t],d=3,D=0)3668881.59660494Range8164Trim Var.2470059.70663984
V(Y[t],d=0,D=1)96382.380086072Range1663Trim Var.60001.7398313492
V(Y[t],d=1,D=1)211442.59637827Range2449Trim Var.117530.214029698
V(Y[t],d=2,D=1)655401.167908903Range4561Trim Var.356012.499471179
V(Y[t],d=3,D=1)2209922.44543905Range8371Trim Var.1199536.76284153
V(Y[t],d=0,D=2)252971.031355932Range2532Trim Var.154014.301886792
V(Y[t],d=1,D=2)539072.954997078Range3778Trim Var.309581.359941945
V(Y[t],d=2,D=2)1666938.55414398Range6300Trim Var.882595.751131222
V(Y[t],d=3,D=2)5658677.17669173Range11998Trim Var.3136661.04313726


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()