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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 2008 08:40:38 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/17/t1229528462zizb9lcry3bbk8y.htm/, Retrieved Sun, 19 May 2024 02:42:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34411, Retrieved Sun, 19 May 2024 02:42:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact167

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] [Totale Invoer naa...] [2008-12-07 13:03:47] [299afd6311e4c20059ea2f05c8dd029d]
- RMP     [Variance Reduction Matrix] [Totale Invoer - VRM] [2008-12-17 15:40:38] [5e2b1e7aa808f9f0d23fd35605d4968f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
13429.9
13470.1
14785.8
14292
14308.8
14013
13240.9
12153.4
14289.7
15669.2
14169.5
14569.8
14469.1
14264.9
15320.9
14433.5
13691.5
14194.1
13519.2
11857.9
14616
15643.4
14077.2
14887.5
14159.9
14643
17192.5
15386.1
14287.1
17526.6
14497
14398.3
16629.6
16670.7
16614.8
16869.2
15663.9
16359.9
18447.7
16889
16505
18320.9
15052.1
15699.8
18135.3
16768.7
18883
19021
18101.9
17776.1
21489.9
17065.3
18690
18953.1
16398.9
16895.7
18553
19270
19422.1
17579.4
18637.3
18076.7
20438.6
18075.2
19563
19899.2
19227.5
17789.6
19220.8
21968.9
21131.5
19484.6

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 Ronald Aylmer Fisher' @ 193.190.124.24

\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 Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34411&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 Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34411&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34411&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 Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)5468794.25603873Range10111Trim Var.3742432.96690228
V(Y[t],d=1,D=0)2613035.64548491Range8138.4Trim Var.1568850.83350230
V(Y[t],d=2,D=0)7375955.04449068Range14187.7Trim Var.4324243.03950291
V(Y[t],d=3,D=0)23128645.2626343Range26365.7Trim Var.12627043.8571913
V(Y[t],d=0,D=1)1041902.82727684Range4774.1Trim Var.673611.06845912
V(Y[t],d=1,D=1)1561454.78898890Range5602.8Trim Var.1083312.95539913
V(Y[t],d=2,D=1)4952739.88796128Range9966.2Trim Var.3235992.24342006
V(Y[t],d=3,D=1)16775092.5209399Range17802.6Trim Var.10948120.5861255
V(Y[t],d=0,D=2)2594104.04014184Range7440.3Trim Var.1361442.88095238
V(Y[t],d=1,D=2)3509485.59977798Range9087.6Trim Var.1897052.75909756
V(Y[t],d=2,D=2)10862471.5153237Range15528.7Trim Var.5903788.05015385
V(Y[t],d=3,D=2)37532486.3249798Range26647.6000000000Trim Var.21304328.0156815

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5468794.25603873 & Range & 10111 & Trim Var. & 3742432.96690228 \tabularnewline
V(Y[t],d=1,D=0) & 2613035.64548491 & Range & 8138.4 & Trim Var. & 1568850.83350230 \tabularnewline
V(Y[t],d=2,D=0) & 7375955.04449068 & Range & 14187.7 & Trim Var. & 4324243.03950291 \tabularnewline
V(Y[t],d=3,D=0) & 23128645.2626343 & Range & 26365.7 & Trim Var. & 12627043.8571913 \tabularnewline
V(Y[t],d=0,D=1) & 1041902.82727684 & Range & 4774.1 & Trim Var. & 673611.06845912 \tabularnewline
V(Y[t],d=1,D=1) & 1561454.78898890 & Range & 5602.8 & Trim Var. & 1083312.95539913 \tabularnewline
V(Y[t],d=2,D=1) & 4952739.88796128 & Range & 9966.2 & Trim Var. & 3235992.24342006 \tabularnewline
V(Y[t],d=3,D=1) & 16775092.5209399 & Range & 17802.6 & Trim Var. & 10948120.5861255 \tabularnewline
V(Y[t],d=0,D=2) & 2594104.04014184 & Range & 7440.3 & Trim Var. & 1361442.88095238 \tabularnewline
V(Y[t],d=1,D=2) & 3509485.59977798 & Range & 9087.6 & Trim Var. & 1897052.75909756 \tabularnewline
V(Y[t],d=2,D=2) & 10862471.5153237 & Range & 15528.7 & Trim Var. & 5903788.05015385 \tabularnewline
V(Y[t],d=3,D=2) & 37532486.3249798 & Range & 26647.6000000000 & Trim Var. & 21304328.0156815 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34411&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5468794.25603873[/C][C]Range[/C][C]10111[/C][C]Trim Var.[/C][C]3742432.96690228[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2613035.64548491[/C][C]Range[/C][C]8138.4[/C][C]Trim Var.[/C][C]1568850.83350230[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7375955.04449068[/C][C]Range[/C][C]14187.7[/C][C]Trim Var.[/C][C]4324243.03950291[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]23128645.2626343[/C][C]Range[/C][C]26365.7[/C][C]Trim Var.[/C][C]12627043.8571913[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1041902.82727684[/C][C]Range[/C][C]4774.1[/C][C]Trim Var.[/C][C]673611.06845912[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1561454.78898890[/C][C]Range[/C][C]5602.8[/C][C]Trim Var.[/C][C]1083312.95539913[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4952739.88796128[/C][C]Range[/C][C]9966.2[/C][C]Trim Var.[/C][C]3235992.24342006[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]16775092.5209399[/C][C]Range[/C][C]17802.6[/C][C]Trim Var.[/C][C]10948120.5861255[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2594104.04014184[/C][C]Range[/C][C]7440.3[/C][C]Trim Var.[/C][C]1361442.88095238[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3509485.59977798[/C][C]Range[/C][C]9087.6[/C][C]Trim Var.[/C][C]1897052.75909756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10862471.5153237[/C][C]Range[/C][C]15528.7[/C][C]Trim Var.[/C][C]5903788.05015385[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]37532486.3249798[/C][C]Range[/C][C]26647.6000000000[/C][C]Trim Var.[/C][C]21304328.0156815[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34411&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34411&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)5468794.25603873Range10111Trim Var.3742432.96690228
V(Y[t],d=1,D=0)2613035.64548491Range8138.4Trim Var.1568850.83350230
V(Y[t],d=2,D=0)7375955.04449068Range14187.7Trim Var.4324243.03950291
V(Y[t],d=3,D=0)23128645.2626343Range26365.7Trim Var.12627043.8571913
V(Y[t],d=0,D=1)1041902.82727684Range4774.1Trim Var.673611.06845912
V(Y[t],d=1,D=1)1561454.78898890Range5602.8Trim Var.1083312.95539913
V(Y[t],d=2,D=1)4952739.88796128Range9966.2Trim Var.3235992.24342006
V(Y[t],d=3,D=1)16775092.5209399Range17802.6Trim Var.10948120.5861255
V(Y[t],d=0,D=2)2594104.04014184Range7440.3Trim Var.1361442.88095238
V(Y[t],d=1,D=2)3509485.59977798Range9087.6Trim Var.1897052.75909756
V(Y[t],d=2,D=2)10862471.5153237Range15528.7Trim Var.5903788.05015385
V(Y[t],d=3,D=2)37532486.3249798Range26647.6000000000Trim Var.21304328.0156815


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(x,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')