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 computationFri, 19 Dec 2014 00:46:12 +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/19/t1418949988m0pp5cu1o3wxyrd.htm/, Retrieved Thu, 16 May 2024 16:11:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=271330, Retrieved Thu, 16 May 2024 16:11:29 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact136

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] [] [2011-12-06 19:47:14] [b98453cac15ba1066b407e146608df68]
- RMPD      [Variance Reduction Matrix] [mqifjqme] [2014-12-19 00:46:12] [8aa9b0b9e9cdf95f84c1d02ac9593640] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.5
7.5
9
9.5
8
10
7
8.5
9
9.5
4
6
8
5.5
7.5
7
7.5
8
7
7
6
10
2.5
9
8
8.5
6
9
8
8
9
5.5
5
7
5.5
9
2
8.5
9
8.5
10
9
8
10
7.5
7.5
6
10
3
10
5.5
10
6
5
4.5
7.5
5
8
5.5
7.5
9.5
8.5
6.5
6.5
10.5
8
10
9.5
9
10
4.5
4.5
0.5
4.5
5.5
6
8.5
8.5
5.5
7
5
3.5
5
5
1.5
8

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=271330&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=271330&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271330&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)5.29429Range10Trim Var.2.81348
V(Y[t],d=1,D=0)9.28081Range14.5Trim Var.4.59712
V(Y[t],d=2,D=0)28.4427Range25.5Trim Var.14.2005
V(Y[t],d=3,D=0)99.4921Range51Trim Var.45.4314
V(Y[t],d=0,D=1)9.28081Range14.5Trim Var.4.59712
V(Y[t],d=1,D=1)28.4427Range25.5Trim Var.14.2005
V(Y[t],d=2,D=1)99.4921Range51Trim Var.45.4314
V(Y[t],d=3,D=1)366.21Range96.5Trim Var.181.656
V(Y[t],d=0,D=2)28.4427Range25.5Trim Var.14.2005
V(Y[t],d=1,D=2)99.4921Range51Trim Var.45.4314
V(Y[t],d=2,D=2)366.21Range96.5Trim Var.181.656
V(Y[t],d=3,D=2)1383.63Range188.5Trim Var.710.104

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5.29429 & Range & 10 & Trim Var. & 2.81348 \tabularnewline
V(Y[t],d=1,D=0) & 9.28081 & Range & 14.5 & Trim Var. & 4.59712 \tabularnewline
V(Y[t],d=2,D=0) & 28.4427 & Range & 25.5 & Trim Var. & 14.2005 \tabularnewline
V(Y[t],d=3,D=0) & 99.4921 & Range & 51 & Trim Var. & 45.4314 \tabularnewline
V(Y[t],d=0,D=1) & 9.28081 & Range & 14.5 & Trim Var. & 4.59712 \tabularnewline
V(Y[t],d=1,D=1) & 28.4427 & Range & 25.5 & Trim Var. & 14.2005 \tabularnewline
V(Y[t],d=2,D=1) & 99.4921 & Range & 51 & Trim Var. & 45.4314 \tabularnewline
V(Y[t],d=3,D=1) & 366.21 & Range & 96.5 & Trim Var. & 181.656 \tabularnewline
V(Y[t],d=0,D=2) & 28.4427 & Range & 25.5 & Trim Var. & 14.2005 \tabularnewline
V(Y[t],d=1,D=2) & 99.4921 & Range & 51 & Trim Var. & 45.4314 \tabularnewline
V(Y[t],d=2,D=2) & 366.21 & Range & 96.5 & Trim Var. & 181.656 \tabularnewline
V(Y[t],d=3,D=2) & 1383.63 & Range & 188.5 & Trim Var. & 710.104 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=271330&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5.29429[/C][C]Range[/C][C]10[/C][C]Trim Var.[/C][C]2.81348[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]9.28081[/C][C]Range[/C][C]14.5[/C][C]Trim Var.[/C][C]4.59712[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]28.4427[/C][C]Range[/C][C]25.5[/C][C]Trim Var.[/C][C]14.2005[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]99.4921[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]45.4314[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9.28081[/C][C]Range[/C][C]14.5[/C][C]Trim Var.[/C][C]4.59712[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]28.4427[/C][C]Range[/C][C]25.5[/C][C]Trim Var.[/C][C]14.2005[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]99.4921[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]45.4314[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]366.21[/C][C]Range[/C][C]96.5[/C][C]Trim Var.[/C][C]181.656[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]28.4427[/C][C]Range[/C][C]25.5[/C][C]Trim Var.[/C][C]14.2005[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]99.4921[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]45.4314[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]366.21[/C][C]Range[/C][C]96.5[/C][C]Trim Var.[/C][C]181.656[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1383.63[/C][C]Range[/C][C]188.5[/C][C]Trim Var.[/C][C]710.104[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=271330&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271330&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)5.29429Range10Trim Var.2.81348
V(Y[t],d=1,D=0)9.28081Range14.5Trim Var.4.59712
V(Y[t],d=2,D=0)28.4427Range25.5Trim Var.14.2005
V(Y[t],d=3,D=0)99.4921Range51Trim Var.45.4314
V(Y[t],d=0,D=1)9.28081Range14.5Trim Var.4.59712
V(Y[t],d=1,D=1)28.4427Range25.5Trim Var.14.2005
V(Y[t],d=2,D=1)99.4921Range51Trim Var.45.4314
V(Y[t],d=3,D=1)366.21Range96.5Trim Var.181.656
V(Y[t],d=0,D=2)28.4427Range25.5Trim Var.14.2005
V(Y[t],d=1,D=2)99.4921Range51Trim Var.45.4314
V(Y[t],d=2,D=2)366.21Range96.5Trim Var.181.656
V(Y[t],d=3,D=2)1383.63Range188.5Trim Var.710.104


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = additive ; par2 = 12 ;
Parameters (R input):
par1 = 1 ;
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()