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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 computationWed, 17 Dec 2014 13:27:02 +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/2014/Dec/17/t14188228331d1ysn136u7tc56.htm/, Retrieved Sun, 19 May 2024 21:17:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=270213, Retrieved Sun, 19 May 2024 21:17:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact62

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP   [Variance Reduction Matrix] [] [2011-12-06 19:45:50] [b98453cac15ba1066b407e146608df68]
- RM D      [Variance Reduction Matrix] [] [2014-12-17 13:27:02] [6fc1b517ba5ef695988bbc0a377c4b82] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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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'George Udny Yule' @ yule.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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=270213&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=270213&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=270213&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'George Udny Yule' @ yule.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)11.6932523616734Range16Trim Var.6.08128750681942
V(Y[t],d=1,D=0)14.9116629602174Range19Trim Var.9.61468724512203
V(Y[t],d=2,D=0)43.8338102821878Range32Trim Var.25.4077134986226
V(Y[t],d=3,D=0)143.993935293086Range57Trim Var.90.5557659657829
V(Y[t],d=0,D=1)16.7335231678297Range25Trim Var.9.71380753138075
V(Y[t],d=1,D=1)29.6690637793579Range26Trim Var.19.6438458660681
V(Y[t],d=2,D=1)88.4171912307358Range50Trim Var.55.3514644351464
V(Y[t],d=3,D=1)293.131966653Range89Trim Var.188.360027662517
V(Y[t],d=0,D=2)49.8310081600421Range42Trim Var.28.8587297939171
V(Y[t],d=1,D=2)88.7106100795756Range44Trim Var.56.444523107178
V(Y[t],d=2,D=2)264.609607959608Range77Trim Var.171.575607001694
V(Y[t],d=3,D=2)879.194307264075Range143Trim Var.583.291624317711

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 11.6932523616734 & Range & 16 & Trim Var. & 6.08128750681942 \tabularnewline
V(Y[t],d=1,D=0) & 14.9116629602174 & Range & 19 & Trim Var. & 9.61468724512203 \tabularnewline
V(Y[t],d=2,D=0) & 43.8338102821878 & Range & 32 & Trim Var. & 25.4077134986226 \tabularnewline
V(Y[t],d=3,D=0) & 143.993935293086 & Range & 57 & Trim Var. & 90.5557659657829 \tabularnewline
V(Y[t],d=0,D=1) & 16.7335231678297 & Range & 25 & Trim Var. & 9.71380753138075 \tabularnewline
V(Y[t],d=1,D=1) & 29.6690637793579 & Range & 26 & Trim Var. & 19.6438458660681 \tabularnewline
V(Y[t],d=2,D=1) & 88.4171912307358 & Range & 50 & Trim Var. & 55.3514644351464 \tabularnewline
V(Y[t],d=3,D=1) & 293.131966653 & Range & 89 & Trim Var. & 188.360027662517 \tabularnewline
V(Y[t],d=0,D=2) & 49.8310081600421 & Range & 42 & Trim Var. & 28.8587297939171 \tabularnewline
V(Y[t],d=1,D=2) & 88.7106100795756 & Range & 44 & Trim Var. & 56.444523107178 \tabularnewline
V(Y[t],d=2,D=2) & 264.609607959608 & Range & 77 & Trim Var. & 171.575607001694 \tabularnewline
V(Y[t],d=3,D=2) & 879.194307264075 & Range & 143 & Trim Var. & 583.291624317711 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=270213&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]11.6932523616734[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.08128750681942[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14.9116629602174[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]9.61468724512203[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]43.8338102821878[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]25.4077134986226[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]143.993935293086[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]90.5557659657829[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]16.7335231678297[/C][C]Range[/C][C]25[/C][C]Trim Var.[/C][C]9.71380753138075[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]29.6690637793579[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]19.6438458660681[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]88.4171912307358[/C][C]Range[/C][C]50[/C][C]Trim Var.[/C][C]55.3514644351464[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]293.131966653[/C][C]Range[/C][C]89[/C][C]Trim Var.[/C][C]188.360027662517[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]49.8310081600421[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]28.8587297939171[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]88.7106100795756[/C][C]Range[/C][C]44[/C][C]Trim Var.[/C][C]56.444523107178[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]264.609607959608[/C][C]Range[/C][C]77[/C][C]Trim Var.[/C][C]171.575607001694[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]879.194307264075[/C][C]Range[/C][C]143[/C][C]Trim Var.[/C][C]583.291624317711[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=270213&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=270213&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)11.6932523616734Range16Trim Var.6.08128750681942
V(Y[t],d=1,D=0)14.9116629602174Range19Trim Var.9.61468724512203
V(Y[t],d=2,D=0)43.8338102821878Range32Trim Var.25.4077134986226
V(Y[t],d=3,D=0)143.993935293086Range57Trim Var.90.5557659657829
V(Y[t],d=0,D=1)16.7335231678297Range25Trim Var.9.71380753138075
V(Y[t],d=1,D=1)29.6690637793579Range26Trim Var.19.6438458660681
V(Y[t],d=2,D=1)88.4171912307358Range50Trim Var.55.3514644351464
V(Y[t],d=3,D=1)293.131966653Range89Trim Var.188.360027662517
V(Y[t],d=0,D=2)49.8310081600421Range42Trim Var.28.8587297939171
V(Y[t],d=1,D=2)88.7106100795756Range44Trim Var.56.444523107178
V(Y[t],d=2,D=2)264.609607959608Range77Trim Var.171.575607001694
V(Y[t],d=3,D=2)879.194307264075Range143Trim Var.583.291624317711


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()