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 computationSun, 07 Dec 2014 17:57:14 +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/07/t1417975270ibw5cqmr37fc5t7.htm/, Retrieved Thu, 16 May 2024 17:51:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=263867, Retrieved Thu, 16 May 2024 17:51:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact66

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] [] [2014-12-07 17:57:14] [83f8f1d217ef29583e8b7cd372ece6b5] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
21
22
22
18
23
12
20
22
21
19
22
15
20
19
18
15
20
21
21
15
16
23
21
18
25
9
30
20
23
16
16
19
25
18
23
21
10
14
22
26
23
23
24
24
18
23
15
19
16
25
23
17
19
21
18
27
21
13
8
29
28
23
21
19
19
20
18
19
17
19
25
19
22
23
14
16
24
20
12
24
22
12
22
20
10
23
17
22
24
18
21
20
20
22
19
20
26
23
24
21
21
19
8
17
20
11
8
15
18
18
19
19
23
22
21
25
30
17
27
23
23
18
18
23
19
15
20
16
24
25
25
19
19
16
19
19
23
21
22
19
20
20
3
23
23
20
15
16
7
24
17
24
24
19
25
20
28
23
27
18
28
21
19
23
27
22
28
25
21
22
28
20
29
25
25
20
20
16
20
20
23
18
25
18
19
25
25
25
24
19
26
10
17
13
17
30
25
4
16
21
23
22
17
20
20
22
16
23
0
18
25
23
12
18
24
11
18
23
24
29
18
15
29
16
19
22
16
23
23
19
4
20
24
20
4
24
22
16
3
15
24
17
20
27
26
23
17
20
22
19
24
19
23
15
27
26
22
22
18
15
22
27
10
20
17
23
19
13
27
23
16
25
2
26
20
23
22
24
22
17
23
23
28
29
21
24
20
7
19
28
18
26
21
19
20
23
24
16
19
24
21
16
16
21
28
16
23
26
29
18
19
19
16
16
16
18
22
14
20
15
22
24
16
19
24
19
15
11
15
17
20
21
16
17
20
15
21
16
18
25
21
21
16
20
24
28
27
22
20
27
17
22
23
15
22
13
21
18
22
19
15
20
17
21
23
20
18
22
24
24
18
27
19
20
15
20
27
20
20
13
21
23
26
24
25
18
21
23
16
19
20
25
22
20
25
27
20
18
26
26
24
27
16
15
25
27
18
16
18
23
21
21
14
24
18
16
25
22
13
20
17
23
22
23
22
23
10
18
25
26
14
23
22
23
19
14
26
24
21
17
16
15
11
19
21
20
16
19
16
11
22
20
26
26
20
24
20
15
23
25
27
23
20
25
24
22
27
20
17
22
26
19
19
24
22
16
22
23
19
20
16
19
20
15
22
26
24
17
22
15
20
24
17
24
15
20
20
17
11
21
28
14
13
12
21
13
19
23
27
25
22
27
16
20
18
19
17
10
11
16
13
14
12
15
19
15
14
14
10
13
21
11
14
20
7
22
24
16
22
25
5
19
23
13
10
12
21
22
20
17
20
13
9
22
15
12
25
14
14
17
9
10
15
15
15
14
21
13
18
20
16
28
12
20
26
18
21
23
13
22
14
23
16
14
22
19
23
16
20
8
16
11
16
10
17
16
17
10
15
13
19
14
18
25
10
22
15
18
22
18
15
20
18
6
17
12
12
19
23
26
28
19
16
3
11
15
22
12
21
25
12
14
24
12
13
15
17
12
28
25
14
21
18
23
16
15
5
19
22
19
12
22
18
24
19
4
20
24
26
22
19
9
22
18
16
19
20
21
17
9
26
28
13
16
22
18
21
10
15
15
13
10
23
21
14
17
15
15
17
26
12
14
26
18
17
20
16
19
12
20
19
25
19
15
12

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'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=263867&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=263867&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=263867&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'Gertrude Mary Cox' @ cox.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)25.2111Range30Trim Var.14.3339
V(Y[t],d=1,D=0)44.354Range47Trim Var.23.2689
V(Y[t],d=2,D=0)128.678Range79Trim Var.69.7344
V(Y[t],d=3,D=0)417.492Range156Trim Var.235.917
V(Y[t],d=0,D=1)48.873Range47Trim Var.25.5824
V(Y[t],d=1,D=1)88.5308Range69Trim Var.49.7277
V(Y[t],d=2,D=1)254.685Range111Trim Var.147.779
V(Y[t],d=3,D=1)830.934Range193Trim Var.492.665
V(Y[t],d=0,D=2)149.273Range79Trim Var.84.8219
V(Y[t],d=1,D=2)266.892Range126Trim Var.157.318
V(Y[t],d=2,D=2)768.324Range172Trim Var.448.501
V(Y[t],d=3,D=2)2516.81Range323Trim Var.1494.38

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 25.2111 & Range & 30 & Trim Var. & 14.3339 \tabularnewline
V(Y[t],d=1,D=0) & 44.354 & Range & 47 & Trim Var. & 23.2689 \tabularnewline
V(Y[t],d=2,D=0) & 128.678 & Range & 79 & Trim Var. & 69.7344 \tabularnewline
V(Y[t],d=3,D=0) & 417.492 & Range & 156 & Trim Var. & 235.917 \tabularnewline
V(Y[t],d=0,D=1) & 48.873 & Range & 47 & Trim Var. & 25.5824 \tabularnewline
V(Y[t],d=1,D=1) & 88.5308 & Range & 69 & Trim Var. & 49.7277 \tabularnewline
V(Y[t],d=2,D=1) & 254.685 & Range & 111 & Trim Var. & 147.779 \tabularnewline
V(Y[t],d=3,D=1) & 830.934 & Range & 193 & Trim Var. & 492.665 \tabularnewline
V(Y[t],d=0,D=2) & 149.273 & Range & 79 & Trim Var. & 84.8219 \tabularnewline
V(Y[t],d=1,D=2) & 266.892 & Range & 126 & Trim Var. & 157.318 \tabularnewline
V(Y[t],d=2,D=2) & 768.324 & Range & 172 & Trim Var. & 448.501 \tabularnewline
V(Y[t],d=3,D=2) & 2516.81 & Range & 323 & Trim Var. & 1494.38 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=263867&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]25.2111[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]14.3339[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]44.354[/C][C]Range[/C][C]47[/C][C]Trim Var.[/C][C]23.2689[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]128.678[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]69.7344[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]417.492[/C][C]Range[/C][C]156[/C][C]Trim Var.[/C][C]235.917[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]48.873[/C][C]Range[/C][C]47[/C][C]Trim Var.[/C][C]25.5824[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]88.5308[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]49.7277[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]254.685[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]147.779[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]830.934[/C][C]Range[/C][C]193[/C][C]Trim Var.[/C][C]492.665[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]149.273[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]84.8219[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]266.892[/C][C]Range[/C][C]126[/C][C]Trim Var.[/C][C]157.318[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]768.324[/C][C]Range[/C][C]172[/C][C]Trim Var.[/C][C]448.501[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2516.81[/C][C]Range[/C][C]323[/C][C]Trim Var.[/C][C]1494.38[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=263867&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=263867&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)25.2111Range30Trim Var.14.3339
V(Y[t],d=1,D=0)44.354Range47Trim Var.23.2689
V(Y[t],d=2,D=0)128.678Range79Trim Var.69.7344
V(Y[t],d=3,D=0)417.492Range156Trim Var.235.917
V(Y[t],d=0,D=1)48.873Range47Trim Var.25.5824
V(Y[t],d=1,D=1)88.5308Range69Trim Var.49.7277
V(Y[t],d=2,D=1)254.685Range111Trim Var.147.779
V(Y[t],d=3,D=1)830.934Range193Trim Var.492.665
V(Y[t],d=0,D=2)149.273Range79Trim Var.84.8219
V(Y[t],d=1,D=2)266.892Range126Trim Var.157.318
V(Y[t],d=2,D=2)768.324Range172Trim Var.448.501
V(Y[t],d=3,D=2)2516.81Range323Trim Var.1494.38


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,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()