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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 computationThu, 11 Dec 2008 08:42:45 -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/11/t1229010255u4do9m9rgsa3u6j.htm/, Retrieved Thu, 09 May 2024 02:08:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32317, Retrieved Thu, 09 May 2024 02:08:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsVariance reduction matrix paper
Estimated Impact235

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] [Variance reductio...] [2008-12-11 15:42:45] [0cdfeda4aa2f9e551c2e529c44a404df] [Current]
-  M D    [Variance Reduction Matrix] [] [2009-12-11 12:47:21] [cf890101a20378422561610e0d41fd9c]
- R  D      [Variance Reduction Matrix] [] [2010-12-21 12:16:15] [4f85667043e8913570b3eb8f368f82b2]
- R  D      [Variance Reduction Matrix] [] [2010-12-21 19:27:00] [4f85667043e8913570b3eb8f368f82b2]
-  MPD    [Variance Reduction Matrix] [variance reductio...] [2009-12-14 20:17:44] [ba905ddf7cdf9ecb063c35348c4dab2e]
- RMPD      [(Partial) Autocorrelation Function] [AcF VARIANCE ] [2009-12-15 20:22:52] [ba905ddf7cdf9ecb063c35348c4dab2e]
- RMPD    [(Partial) Autocorrelation Function] [ACF] [2009-12-14 20:37:43] [ba905ddf7cdf9ecb063c35348c4dab2e]
-  M D    [Variance Reduction Matrix] [Variantie Reducti...] [2009-12-17 11:54:32] [fa44bc1b850de3469c0e3e9a5981c418]
- RMPD    [Spectral Analysis] [] [2009-12-17 12:34:22] [fa44bc1b850de3469c0e3e9a5981c418]
- RMPD    [Spectral Analysis] [Spectrum: differe...] [2009-12-17 13:08:42] [fa44bc1b850de3469c0e3e9a5981c418]
- RMPD    [Spectral Analysis] [Spectrum: differe...] [2009-12-17 13:26:51] [fa44bc1b850de3469c0e3e9a5981c418]
- RMPD    [Spectral Analysis] [Differentiatie 3] [2009-12-17 13:37:57] [fa44bc1b850de3469c0e3e9a5981c418]
- RMPD    [(Partial) Autocorrelation Function] [(partiële) autoco...] [2009-12-17 14:51:53] [fa44bc1b850de3469c0e3e9a5981c418]
- RMPD    [ARIMA Backward Selection] [ARIMA model] [2009-12-17 15:39:01] [fa44bc1b850de3469c0e3e9a5981c418]
-  M D    [Variance Reduction Matrix] [Variance Reductio...] [2009-12-18 19:35:40] [976efdaed7598845c859b86bc2e467ce]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2009-12-21 13:21:45] [976efdaed7598845c859b86bc2e467ce]
-    D      [Variance Reduction Matrix] [Variantie reducti...] [2009-12-21 16:15:42] [ae69f4b008b5eaa8ebe185637a6eee4e]
-  M D    [Variance Reduction Matrix] [Paper VRM] [2009-12-20 18:48:01] [83058a88a37d754675a5cd22dab372fc]
-   PD      [Variance Reduction Matrix] [paper differentatie] [2010-12-18 12:38:57] [d87a19cd5db53e12ea62bda70b3bb267]
- RM D    [Variance Reduction Matrix] [VRM] [2009-12-21 15:24:46] [9dbb467a28ad600d808a4e47d5e0774e]
-           [Variance Reduction Matrix] [paper] [2010-12-28 16:41:23] [654616a560d52fe6eb611aa3bbf6b3c7]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14929387,5
14717825,3
15826281,2
16301309,6
15033016,9
16998460,6
14066462,7
13328937,3
17319718,2
17586426,8
15887037,4
17935679,1
15869489
15892510,9
17556558,1
16791643
15953688,5
18144913,6
14390881
13885708,7
17332571,5
17152595,8
16003877,1
16841467,1
14783398,1
14667847,5
17714362,2
16282088
15014866,2
17722582,4
13876509,4
15495489,6
17799521,1
17920079,1
17248022,4
18813782,4
16249688,3
17823358,5
20424438,3
17814218,7
19699959,6
19776328,1
15679833,1
17119266,5
20092613
20863688,3
20925203,1
21032593
20664684,3
19711511,4
22553293,4
19498332,9
20722827,8
21321275
17960847,7
17789654,9
20003708,5
21169851,7
20422839,4
19810562,3

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32317&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32317&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32317&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)5130659324577.32Range9224356.1Trim Var.3878732733832.24
V(Y[t],d=1,D=0)3856562084294.2Range8087275.9Trim Var.2704405105098.23
V(Y[t],d=2,D=0)10620052988538.9Range12089717.6Trim Var.8025628584761.58
V(Y[t],d=3,D=0)32433294160848.6Range22547569.6Trim Var.23767998539765.4
V(Y[t],d=0,D=1)2010609564376.97Range5909756.8Trim Var.1173095325322.41
V(Y[t],d=1,D=1)1237818803632.07Range5784310.4Trim Var.541480779251.258
V(Y[t],d=2,D=1)3762856671371.99Range10115218.5Trim Var.1616185923794.67
V(Y[t],d=3,D=1)13062814029308.5Range18280454.6Trim Var.5660739283403.09
V(Y[t],d=0,D=2)5499299365670.51Range9803460.1Trim Var.3597180151131.96
V(Y[t],d=1,D=2)3319842212088.84Range7798293.9Trim Var.1927716527856.35
V(Y[t],d=2,D=2)10005166808011Range13885909.5Trim Var.5661811384941.9
V(Y[t],d=3,D=2)34333450555587.0Range23627500.4Trim Var.20351439398297.8

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5130659324577.32 & Range & 9224356.1 & Trim Var. & 3878732733832.24 \tabularnewline
V(Y[t],d=1,D=0) & 3856562084294.2 & Range & 8087275.9 & Trim Var. & 2704405105098.23 \tabularnewline
V(Y[t],d=2,D=0) & 10620052988538.9 & Range & 12089717.6 & Trim Var. & 8025628584761.58 \tabularnewline
V(Y[t],d=3,D=0) & 32433294160848.6 & Range & 22547569.6 & Trim Var. & 23767998539765.4 \tabularnewline
V(Y[t],d=0,D=1) & 2010609564376.97 & Range & 5909756.8 & Trim Var. & 1173095325322.41 \tabularnewline
V(Y[t],d=1,D=1) & 1237818803632.07 & Range & 5784310.4 & Trim Var. & 541480779251.258 \tabularnewline
V(Y[t],d=2,D=1) & 3762856671371.99 & Range & 10115218.5 & Trim Var. & 1616185923794.67 \tabularnewline
V(Y[t],d=3,D=1) & 13062814029308.5 & Range & 18280454.6 & Trim Var. & 5660739283403.09 \tabularnewline
V(Y[t],d=0,D=2) & 5499299365670.51 & Range & 9803460.1 & Trim Var. & 3597180151131.96 \tabularnewline
V(Y[t],d=1,D=2) & 3319842212088.84 & Range & 7798293.9 & Trim Var. & 1927716527856.35 \tabularnewline
V(Y[t],d=2,D=2) & 10005166808011 & Range & 13885909.5 & Trim Var. & 5661811384941.9 \tabularnewline
V(Y[t],d=3,D=2) & 34333450555587.0 & Range & 23627500.4 & Trim Var. & 20351439398297.8 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32317&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5130659324577.32[/C][C]Range[/C][C]9224356.1[/C][C]Trim Var.[/C][C]3878732733832.24[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3856562084294.2[/C][C]Range[/C][C]8087275.9[/C][C]Trim Var.[/C][C]2704405105098.23[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]10620052988538.9[/C][C]Range[/C][C]12089717.6[/C][C]Trim Var.[/C][C]8025628584761.58[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]32433294160848.6[/C][C]Range[/C][C]22547569.6[/C][C]Trim Var.[/C][C]23767998539765.4[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2010609564376.97[/C][C]Range[/C][C]5909756.8[/C][C]Trim Var.[/C][C]1173095325322.41[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1237818803632.07[/C][C]Range[/C][C]5784310.4[/C][C]Trim Var.[/C][C]541480779251.258[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3762856671371.99[/C][C]Range[/C][C]10115218.5[/C][C]Trim Var.[/C][C]1616185923794.67[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]13062814029308.5[/C][C]Range[/C][C]18280454.6[/C][C]Trim Var.[/C][C]5660739283403.09[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5499299365670.51[/C][C]Range[/C][C]9803460.1[/C][C]Trim Var.[/C][C]3597180151131.96[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3319842212088.84[/C][C]Range[/C][C]7798293.9[/C][C]Trim Var.[/C][C]1927716527856.35[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10005166808011[/C][C]Range[/C][C]13885909.5[/C][C]Trim Var.[/C][C]5661811384941.9[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]34333450555587.0[/C][C]Range[/C][C]23627500.4[/C][C]Trim Var.[/C][C]20351439398297.8[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32317&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32317&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)5130659324577.32Range9224356.1Trim Var.3878732733832.24
V(Y[t],d=1,D=0)3856562084294.2Range8087275.9Trim Var.2704405105098.23
V(Y[t],d=2,D=0)10620052988538.9Range12089717.6Trim Var.8025628584761.58
V(Y[t],d=3,D=0)32433294160848.6Range22547569.6Trim Var.23767998539765.4
V(Y[t],d=0,D=1)2010609564376.97Range5909756.8Trim Var.1173095325322.41
V(Y[t],d=1,D=1)1237818803632.07Range5784310.4Trim Var.541480779251.258
V(Y[t],d=2,D=1)3762856671371.99Range10115218.5Trim Var.1616185923794.67
V(Y[t],d=3,D=1)13062814029308.5Range18280454.6Trim Var.5660739283403.09
V(Y[t],d=0,D=2)5499299365670.51Range9803460.1Trim Var.3597180151131.96
V(Y[t],d=1,D=2)3319842212088.84Range7798293.9Trim Var.1927716527856.35
V(Y[t],d=2,D=2)10005166808011Range13885909.5Trim Var.5661811384941.9
V(Y[t],d=3,D=2)34333450555587.0Range23627500.4Trim Var.20351439398297.8


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')