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 computationSat, 13 Dec 2014 10:42:42 +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/13/t1418468249sgq4soi4ppe5oc5.htm/, Retrieved Thu, 16 May 2024 15:06:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=266969, Retrieved Thu, 16 May 2024 15:06:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact75

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   [Spectral Analysis] [] [2014-11-26 13:41:56] [ea990983fba95a758c0bb6d29c9aee24]
- RMPD      [Variance Reduction Matrix] [] [2014-12-13 10:42:42] [baa7d013c3374cabca6c222951a47a9f] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7.5
2.5
6.0
6.5
1.0
1.0
5.5
8.5
6.5
4.5
2.0
5.0
0.5
5.0
5.0
2.5
5.0
5.5
3.5
3.0
4.0
0.5
6.5
4.5
7.5
5.5
4.0
7.5
7.0
4.0
5.5
2.5
5.5
0.5
3.5
2.5
4.5
4.5
4.5
6.0
2.5
5.0
0.0
5.0
6.5
5.0
6.0
4.5
5.5
1.0
7.5
6.0
5.0
1.0
5.0
6.5
7.0
4.5
0.0
8.5
3.5
7.5
3.5
6.0
1.5
9.0
3.5
3.5
4.0
6.5
7.5
6.0
5.0
5.5
3.5
7.5
1.0
6.5
6.5
6.5
7.0
3.5
1.5
4.0
7.5
4.5
0.0
3.5
5.5
5.0
4.5
2.5
7.5
7.0
0.0
4.5
3.0
1.5
3.5
2.5
5.5
8.0
1.0
5.0
4.5
3.0
3.0
8.0
2.5
7.0
0.0
1.0
3.5
5.5
5.5
0.5
7.5
9
9.5
8.5
7
8
10
7
8.5
9
9.5
4
6
8
5.5
9.5
7.5
7
7.5
8
7
7
6
10
2.5
9
8
6
8.5
6
9
8
8
9
5.5
5
7
5.5
9
2
8.5
9
8.5
9
7.5
10
9
7.5
6
10.5
8.5
8
10
10.5
6.5
9.5
8.5
7.5
5
8
10
7
7.5
7.5
9.5
6
10
7
3
6
7
10
7
3.5
8
10
5.5
6
6.5
6.5
8.5
4
9.5
8
8.5
5.5
7
9
8
10
8
6
8
5
9
4.5
8.5
7
9.5
8.5
7.5
7.5
5
7
8
5.5
8.5
7.5
9.5
7
8
8.5
3.5
6.5
6.5
10.5
8.5
8
10
10
9.5
9
10
7.5
4.5
4.5
0.5
6.5
4.5
5.5
5
6
4
8
10.5
8.5
6.5
8
8.5
5.5
7
5
3.5
5
9
8.5
5
9.5
3
1.5
6
0.5
6.5
7.5
4.5
8
9
7.5
8.5
7
9.5
6.5
9.5
6
8
9.5
8
8
9

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'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 & 1 seconds \tabularnewline
R Server & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266969&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]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266969&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266969&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'Sir Maurice George Kendall' @ kendall.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)6.55531Range10.5Trim Var.4.14395
V(Y[t],d=1,D=0)9.19167Range16Trim Var.5.15464
V(Y[t],d=2,D=0)28.1644Range27.5Trim Var.17.1968
V(Y[t],d=3,D=0)95.3721Range52Trim Var.56.0763
V(Y[t],d=0,D=1)9.19167Range16Trim Var.5.15464
V(Y[t],d=1,D=1)28.1644Range27.5Trim Var.17.1968
V(Y[t],d=2,D=1)95.3721Range52Trim Var.56.0763
V(Y[t],d=3,D=1)338.581Range96Trim Var.207.53
V(Y[t],d=0,D=2)28.1644Range27.5Trim Var.17.1968
V(Y[t],d=1,D=2)95.3721Range52Trim Var.56.0763
V(Y[t],d=2,D=2)338.581Range96Trim Var.207.53
V(Y[t],d=3,D=2)1236.46Range179.5Trim Var.786.241

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6.55531 & Range & 10.5 & Trim Var. & 4.14395 \tabularnewline
V(Y[t],d=1,D=0) & 9.19167 & Range & 16 & Trim Var. & 5.15464 \tabularnewline
V(Y[t],d=2,D=0) & 28.1644 & Range & 27.5 & Trim Var. & 17.1968 \tabularnewline
V(Y[t],d=3,D=0) & 95.3721 & Range & 52 & Trim Var. & 56.0763 \tabularnewline
V(Y[t],d=0,D=1) & 9.19167 & Range & 16 & Trim Var. & 5.15464 \tabularnewline
V(Y[t],d=1,D=1) & 28.1644 & Range & 27.5 & Trim Var. & 17.1968 \tabularnewline
V(Y[t],d=2,D=1) & 95.3721 & Range & 52 & Trim Var. & 56.0763 \tabularnewline
V(Y[t],d=3,D=1) & 338.581 & Range & 96 & Trim Var. & 207.53 \tabularnewline
V(Y[t],d=0,D=2) & 28.1644 & Range & 27.5 & Trim Var. & 17.1968 \tabularnewline
V(Y[t],d=1,D=2) & 95.3721 & Range & 52 & Trim Var. & 56.0763 \tabularnewline
V(Y[t],d=2,D=2) & 338.581 & Range & 96 & Trim Var. & 207.53 \tabularnewline
V(Y[t],d=3,D=2) & 1236.46 & Range & 179.5 & Trim Var. & 786.241 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266969&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.55531[/C][C]Range[/C][C]10.5[/C][C]Trim Var.[/C][C]4.14395[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]9.19167[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]5.15464[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]28.1644[/C][C]Range[/C][C]27.5[/C][C]Trim Var.[/C][C]17.1968[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]95.3721[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]56.0763[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9.19167[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]5.15464[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]28.1644[/C][C]Range[/C][C]27.5[/C][C]Trim Var.[/C][C]17.1968[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]95.3721[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]56.0763[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]338.581[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]207.53[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]28.1644[/C][C]Range[/C][C]27.5[/C][C]Trim Var.[/C][C]17.1968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]95.3721[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]56.0763[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]338.581[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]207.53[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1236.46[/C][C]Range[/C][C]179.5[/C][C]Trim Var.[/C][C]786.241[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266969&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266969&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)6.55531Range10.5Trim Var.4.14395
V(Y[t],d=1,D=0)9.19167Range16Trim Var.5.15464
V(Y[t],d=2,D=0)28.1644Range27.5Trim Var.17.1968
V(Y[t],d=3,D=0)95.3721Range52Trim Var.56.0763
V(Y[t],d=0,D=1)9.19167Range16Trim Var.5.15464
V(Y[t],d=1,D=1)28.1644Range27.5Trim Var.17.1968
V(Y[t],d=2,D=1)95.3721Range52Trim Var.56.0763
V(Y[t],d=3,D=1)338.581Range96Trim Var.207.53
V(Y[t],d=0,D=2)28.1644Range27.5Trim Var.17.1968
V(Y[t],d=1,D=2)95.3721Range52Trim Var.56.0763
V(Y[t],d=2,D=2)338.581Range96Trim Var.207.53
V(Y[t],d=3,D=2)1236.46Range179.5Trim Var.786.241


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 1 ;
R code (references can be found in the software module):
par1 <- '1'
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()