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 computationWed, 17 Dec 2014 13:38:50 +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/t1418823578k2jbsgs1b0qs8ys.htm/, Retrieved Thu, 16 May 2024 10:56:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=270238, Retrieved Thu, 16 May 2024 10:56:46 +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] [] [2014-12-17 13:38:50] [72ee53c6f28232e74174360ca89644de] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
12.9
12.8
14.8
12
6.3
11.3
9.3
10
10.8
13.4
11.5
8.3
11.7
10.4
11.8
11.3
12.7
5.7
8
12.5
7.6
9.2
11.1
12.2
12.3
11.4
8.8
12.6
13
13.2
9.9
10.5
13.4
10.9
10.3
11.4
8.6
13.2
8.8
9
10.3
8.5
13.5
4.9
6.4
9.6
11.6
16.6
19.1
13.35
18.4
16.15
18.4
16.35
17.65
14.35
14.75
9.9
16.85
15.6
14.85
11.75
18.45
17.1
19.9
18.45
15
11.35
18.1
19.1
7.6
13.4
13.9
15.25
16.1
17.35
13.15
12.15
18.2
13.6
14.75
14.1
14.9
16.25
13.6
15.65
14.6
19.2
11.9
13.2
16.35
15.65
17.75
7.65
19.3
15.2
17.1
19.05
18.55
19.1
11.85
13.35
11.4
19.9
17.6
16.1
11.95
15.15
16.85
7.7
12.6
12.35
16.65
13.95
15.7
15.35
15.1
17.75
14.6
16.65
12.2
7.4
6.7
12.6
13.3
11.1
8.2
11.4
6.4
10.6
11.9
9.6
6.4
13.8
13.8
11.7
10.9
16.1
9.9
9
9.7
10.8
10.3
12.7
9.3
5.9
11.4
13
10.8
12.3
11.8
7.9
12.3
11.6
6.7
10.9
12.1
13.3
10.1
14.3
13.3
9.3
15.9
9.1
13
14.5
14.6
12.6
7.7
4.3
11.8
11.2
12.6
5.6
9.9
7.7
7.3
11.4
13.6
7.9
10.7
8.3
9.6
14.2
11.1
4.35
12.7
18.1
17.85
12.6
17.1
16.1
14.7
10.6
12.6
16.2
13.6
18.9
14.1
14.5
14.75
14.8
12.45
12.65
17.35
8.6
16.1
11.6
17.75
15.25
17.65
13.6
18.25
16
18.25
14.6
13.85
18.95
15.9
16.1
10.95
15.1
15.95
14.6
15.4
15.4
17.6
13.35
15.35
19.1
12.9
12.6
10.35
15.4
9.6
14.85
19.25
13.6
12.75
9.85
12.65
16.6
11.2
15.25
12.4
15.85
18.15
11.15
12.35
15.6
15.6
18.4
13.1
12.85
9.5
4.5
13.6
11.7
12.4
14.9
11.2
14.6
14.05
13.35
11.85
14.75
13.2
7.85
7.85
10.95
9.95
14.9
13.4
16.85
10.95
12.2
15.2
8.1

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 Ronald Aylmer Fisher' @ fisher.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 Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=270238&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 Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=270238&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=270238&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 Ronald Aylmer Fisher' @ fisher.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)11.5217Range15.6Trim Var.7.6577
V(Y[t],d=1,D=0)14.4852Range23.15Trim Var.9.06088
V(Y[t],d=2,D=0)42.0292Range37.5Trim Var.27.6432
V(Y[t],d=3,D=0)138.407Range71.45Trim Var.91.9485
V(Y[t],d=0,D=1)18.2885Range25.9Trim Var.10.8125
V(Y[t],d=1,D=1)29.8287Range32.3Trim Var.17.8581
V(Y[t],d=2,D=1)86.9188Range50.7Trim Var.53.5625
V(Y[t],d=3,D=1)285.223Range93.5Trim Var.176.694
V(Y[t],d=0,D=2)51.9504Range34.75Trim Var.33.2103
V(Y[t],d=1,D=2)86.2593Range57.4Trim Var.53.37
V(Y[t],d=2,D=2)250.924Range84.9Trim Var.154.571
V(Y[t],d=3,D=2)823.913Range164.6Trim Var.509.549

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 11.5217 & Range & 15.6 & Trim Var. & 7.6577 \tabularnewline
V(Y[t],d=1,D=0) & 14.4852 & Range & 23.15 & Trim Var. & 9.06088 \tabularnewline
V(Y[t],d=2,D=0) & 42.0292 & Range & 37.5 & Trim Var. & 27.6432 \tabularnewline
V(Y[t],d=3,D=0) & 138.407 & Range & 71.45 & Trim Var. & 91.9485 \tabularnewline
V(Y[t],d=0,D=1) & 18.2885 & Range & 25.9 & Trim Var. & 10.8125 \tabularnewline
V(Y[t],d=1,D=1) & 29.8287 & Range & 32.3 & Trim Var. & 17.8581 \tabularnewline
V(Y[t],d=2,D=1) & 86.9188 & Range & 50.7 & Trim Var. & 53.5625 \tabularnewline
V(Y[t],d=3,D=1) & 285.223 & Range & 93.5 & Trim Var. & 176.694 \tabularnewline
V(Y[t],d=0,D=2) & 51.9504 & Range & 34.75 & Trim Var. & 33.2103 \tabularnewline
V(Y[t],d=1,D=2) & 86.2593 & Range & 57.4 & Trim Var. & 53.37 \tabularnewline
V(Y[t],d=2,D=2) & 250.924 & Range & 84.9 & Trim Var. & 154.571 \tabularnewline
V(Y[t],d=3,D=2) & 823.913 & Range & 164.6 & Trim Var. & 509.549 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=270238&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]11.5217[/C][C]Range[/C][C]15.6[/C][C]Trim Var.[/C][C]7.6577[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14.4852[/C][C]Range[/C][C]23.15[/C][C]Trim Var.[/C][C]9.06088[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]42.0292[/C][C]Range[/C][C]37.5[/C][C]Trim Var.[/C][C]27.6432[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]138.407[/C][C]Range[/C][C]71.45[/C][C]Trim Var.[/C][C]91.9485[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]18.2885[/C][C]Range[/C][C]25.9[/C][C]Trim Var.[/C][C]10.8125[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]29.8287[/C][C]Range[/C][C]32.3[/C][C]Trim Var.[/C][C]17.8581[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]86.9188[/C][C]Range[/C][C]50.7[/C][C]Trim Var.[/C][C]53.5625[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]285.223[/C][C]Range[/C][C]93.5[/C][C]Trim Var.[/C][C]176.694[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]51.9504[/C][C]Range[/C][C]34.75[/C][C]Trim Var.[/C][C]33.2103[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]86.2593[/C][C]Range[/C][C]57.4[/C][C]Trim Var.[/C][C]53.37[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]250.924[/C][C]Range[/C][C]84.9[/C][C]Trim Var.[/C][C]154.571[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]823.913[/C][C]Range[/C][C]164.6[/C][C]Trim Var.[/C][C]509.549[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=270238&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=270238&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)11.5217Range15.6Trim Var.7.6577
V(Y[t],d=1,D=0)14.4852Range23.15Trim Var.9.06088
V(Y[t],d=2,D=0)42.0292Range37.5Trim Var.27.6432
V(Y[t],d=3,D=0)138.407Range71.45Trim Var.91.9485
V(Y[t],d=0,D=1)18.2885Range25.9Trim Var.10.8125
V(Y[t],d=1,D=1)29.8287Range32.3Trim Var.17.8581
V(Y[t],d=2,D=1)86.9188Range50.7Trim Var.53.5625
V(Y[t],d=3,D=1)285.223Range93.5Trim Var.176.694
V(Y[t],d=0,D=2)51.9504Range34.75Trim Var.33.2103
V(Y[t],d=1,D=2)86.2593Range57.4Trim Var.53.37
V(Y[t],d=2,D=2)250.924Range84.9Trim Var.154.571
V(Y[t],d=3,D=2)823.913Range164.6Trim Var.509.549


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()