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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, 24 Jan 2018 09:41:37 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2018/Jan/24/t1516783302ilcilewl0cxuop4.htm/, Retrieved Mon, 06 May 2024 08:36:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=311793, Retrieved Mon, 06 May 2024 08:36:34 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact32

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] [] [2018-01-24 08:41:37] [99ee9669d3a2ed313512db55026e098f] [Current]
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Dataset

Dataseries X:
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Histogram
Boxplots 
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Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=311793&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=311793&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=311793&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)14.6586Range23.3917Trim Var.8.54876
V(Y[t],d=1,D=0)29.8339Range32.328Trim Var.17.4203
V(Y[t],d=2,D=0)89.9234Range52.6125Trim Var.51.6386
V(Y[t],d=3,D=0)301.811Range102.95Trim Var.169.873
V(Y[t],d=0,D=1)32.934Range33.5987Trim Var.19.0242
V(Y[t],d=1,D=1)62.129Range51.9854Trim Var.37.9144
V(Y[t],d=2,D=1)181.045Range75.9191Trim Var.109.948
V(Y[t],d=3,D=1)597.183Range137.796Trim Var.366.411
V(Y[t],d=0,D=2)93.5367Range55.6014Trim Var.55.1139
V(Y[t],d=1,D=2)168.668Range89.705Trim Var.96.1977
V(Y[t],d=2,D=2)481.587Range137.796Trim Var.259.019
V(Y[t],d=3,D=2)1569.84Range252.408Trim Var.878.911

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 14.6586 & Range & 23.3917 & Trim Var. & 8.54876 \tabularnewline
V(Y[t],d=1,D=0) & 29.8339 & Range & 32.328 & Trim Var. & 17.4203 \tabularnewline
V(Y[t],d=2,D=0) & 89.9234 & Range & 52.6125 & Trim Var. & 51.6386 \tabularnewline
V(Y[t],d=3,D=0) & 301.811 & Range & 102.95 & Trim Var. & 169.873 \tabularnewline
V(Y[t],d=0,D=1) & 32.934 & Range & 33.5987 & Trim Var. & 19.0242 \tabularnewline
V(Y[t],d=1,D=1) & 62.129 & Range & 51.9854 & Trim Var. & 37.9144 \tabularnewline
V(Y[t],d=2,D=1) & 181.045 & Range & 75.9191 & Trim Var. & 109.948 \tabularnewline
V(Y[t],d=3,D=1) & 597.183 & Range & 137.796 & Trim Var. & 366.411 \tabularnewline
V(Y[t],d=0,D=2) & 93.5367 & Range & 55.6014 & Trim Var. & 55.1139 \tabularnewline
V(Y[t],d=1,D=2) & 168.668 & Range & 89.705 & Trim Var. & 96.1977 \tabularnewline
V(Y[t],d=2,D=2) & 481.587 & Range & 137.796 & Trim Var. & 259.019 \tabularnewline
V(Y[t],d=3,D=2) & 1569.84 & Range & 252.408 & Trim Var. & 878.911 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=311793&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]14.6586[/C][C]Range[/C][C]23.3917[/C][C]Trim Var.[/C][C]8.54876[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]29.8339[/C][C]Range[/C][C]32.328[/C][C]Trim Var.[/C][C]17.4203[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]89.9234[/C][C]Range[/C][C]52.6125[/C][C]Trim Var.[/C][C]51.6386[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]301.811[/C][C]Range[/C][C]102.95[/C][C]Trim Var.[/C][C]169.873[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]32.934[/C][C]Range[/C][C]33.5987[/C][C]Trim Var.[/C][C]19.0242[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]62.129[/C][C]Range[/C][C]51.9854[/C][C]Trim Var.[/C][C]37.9144[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]181.045[/C][C]Range[/C][C]75.9191[/C][C]Trim Var.[/C][C]109.948[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]597.183[/C][C]Range[/C][C]137.796[/C][C]Trim Var.[/C][C]366.411[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]93.5367[/C][C]Range[/C][C]55.6014[/C][C]Trim Var.[/C][C]55.1139[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]168.668[/C][C]Range[/C][C]89.705[/C][C]Trim Var.[/C][C]96.1977[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]481.587[/C][C]Range[/C][C]137.796[/C][C]Trim Var.[/C][C]259.019[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1569.84[/C][C]Range[/C][C]252.408[/C][C]Trim Var.[/C][C]878.911[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=311793&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=311793&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)14.6586Range23.3917Trim Var.8.54876
V(Y[t],d=1,D=0)29.8339Range32.328Trim Var.17.4203
V(Y[t],d=2,D=0)89.9234Range52.6125Trim Var.51.6386
V(Y[t],d=3,D=0)301.811Range102.95Trim Var.169.873
V(Y[t],d=0,D=1)32.934Range33.5987Trim Var.19.0242
V(Y[t],d=1,D=1)62.129Range51.9854Trim Var.37.9144
V(Y[t],d=2,D=1)181.045Range75.9191Trim Var.109.948
V(Y[t],d=3,D=1)597.183Range137.796Trim Var.366.411
V(Y[t],d=0,D=2)93.5367Range55.6014Trim Var.55.1139
V(Y[t],d=1,D=2)168.668Range89.705Trim Var.96.1977
V(Y[t],d=2,D=2)481.587Range137.796Trim Var.259.019
V(Y[t],d=3,D=2)1569.84Range252.408Trim Var.878.911


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n.orig <- length(x)
x <- na.omit(x)
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)
if(n.orig!=n) {
a<-table.row.start(a)
a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F)
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,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(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()