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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 computationWed, 17 Dec 2008 11:54:09 -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/17/t1229540108eufjvuxaf9714ls.htm/, Retrieved Sun, 19 May 2024 17:14:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34489, Retrieved Sun, 19 May 2024 17:14:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact282

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Pearson Correlation] [Correlation: inve...] [2008-12-16 19:18:46] [5161246d1ccc1b670cc664d03050f084]
- RMPD  [Univariate Data Series] [] [2008-12-17 14:56:45] [b98453cac15ba1066b407e146608df68]
- RMP       [Variance Reduction Matrix] [] [2008-12-17 18:54:09] [d76b387543b13b5e3afd8ff9e5fdc89f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1721
1476
1842
2171
1670
1540
1266
897
1266
1519
1074
1435
1385
1440
1883
1822
1661
1774
1133
1361
1688
2216
2896
1382
1330
1419
1662
2040
2126
1649
1610
1952
2102
1749
2091
3036
2414
2097
2705
2431
4192
3990
2854
1966
2431
2763
2831
2023
2934
2489
3252
3018
3193
3976
2584
2512
2169
2504
1843
1408
2179
3690
2372
2494
3872
2786
2312
1599
3167
3433
2648
1978
1947
3113
2856
3174
3507
4174
2978
4428
2832
2930
3681
3253
1660
2208
3139
3409
3445
2410
3262
2897
2526
3982
4097
3403
3362
2708
3129
3550
2696
2885
2945
3600
3808
3671
4005

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=34489&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=34489&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34489&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)726997.44119203Range3531Trim Var.529933.571556551
V(Y[t],d=1,D=0)482363.583468104Range3357Trim Var.260404.816403569
V(Y[t],d=2,D=0)1217007.96373626Range5692Trim Var.673152.245441795
V(Y[t],d=3,D=0)3677389.10231516Range10432Trim Var.2015411.80064501
V(Y[t],d=0,D=1)665497.320268757Range4593Trim Var.370008.528851541
V(Y[t],d=1,D=1)1113654.00686342Range5623Trim Var.681029.73995984
V(Y[t],d=2,D=1)3225134.52664797Range9077Trim Var.2036241.55069057
V(Y[t],d=3,D=1)10547242.3262064Range16535Trim Var.6335029.36419753
V(Y[t],d=0,D=2)2057325.42080517Range8102Trim Var.1103735.50342466
V(Y[t],d=1,D=2)3783461.4232159Range9464Trim Var.2166704.16725352
V(Y[t],d=2,D=2)11344736.8614198Range16246Trim Var.7007178.32313883
V(Y[t],d=3,D=2)37944578.5112342Range28088Trim Var.25222595.6602113

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 726997.44119203 & Range & 3531 & Trim Var. & 529933.571556551 \tabularnewline
V(Y[t],d=1,D=0) & 482363.583468104 & Range & 3357 & Trim Var. & 260404.816403569 \tabularnewline
V(Y[t],d=2,D=0) & 1217007.96373626 & Range & 5692 & Trim Var. & 673152.245441795 \tabularnewline
V(Y[t],d=3,D=0) & 3677389.10231516 & Range & 10432 & Trim Var. & 2015411.80064501 \tabularnewline
V(Y[t],d=0,D=1) & 665497.320268757 & Range & 4593 & Trim Var. & 370008.528851541 \tabularnewline
V(Y[t],d=1,D=1) & 1113654.00686342 & Range & 5623 & Trim Var. & 681029.73995984 \tabularnewline
V(Y[t],d=2,D=1) & 3225134.52664797 & Range & 9077 & Trim Var. & 2036241.55069057 \tabularnewline
V(Y[t],d=3,D=1) & 10547242.3262064 & Range & 16535 & Trim Var. & 6335029.36419753 \tabularnewline
V(Y[t],d=0,D=2) & 2057325.42080517 & Range & 8102 & Trim Var. & 1103735.50342466 \tabularnewline
V(Y[t],d=1,D=2) & 3783461.4232159 & Range & 9464 & Trim Var. & 2166704.16725352 \tabularnewline
V(Y[t],d=2,D=2) & 11344736.8614198 & Range & 16246 & Trim Var. & 7007178.32313883 \tabularnewline
V(Y[t],d=3,D=2) & 37944578.5112342 & Range & 28088 & Trim Var. & 25222595.6602113 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34489&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]726997.44119203[/C][C]Range[/C][C]3531[/C][C]Trim Var.[/C][C]529933.571556551[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]482363.583468104[/C][C]Range[/C][C]3357[/C][C]Trim Var.[/C][C]260404.816403569[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1217007.96373626[/C][C]Range[/C][C]5692[/C][C]Trim Var.[/C][C]673152.245441795[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3677389.10231516[/C][C]Range[/C][C]10432[/C][C]Trim Var.[/C][C]2015411.80064501[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]665497.320268757[/C][C]Range[/C][C]4593[/C][C]Trim Var.[/C][C]370008.528851541[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1113654.00686342[/C][C]Range[/C][C]5623[/C][C]Trim Var.[/C][C]681029.73995984[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3225134.52664797[/C][C]Range[/C][C]9077[/C][C]Trim Var.[/C][C]2036241.55069057[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10547242.3262064[/C][C]Range[/C][C]16535[/C][C]Trim Var.[/C][C]6335029.36419753[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2057325.42080517[/C][C]Range[/C][C]8102[/C][C]Trim Var.[/C][C]1103735.50342466[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3783461.4232159[/C][C]Range[/C][C]9464[/C][C]Trim Var.[/C][C]2166704.16725352[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]11344736.8614198[/C][C]Range[/C][C]16246[/C][C]Trim Var.[/C][C]7007178.32313883[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]37944578.5112342[/C][C]Range[/C][C]28088[/C][C]Trim Var.[/C][C]25222595.6602113[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34489&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34489&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)726997.44119203Range3531Trim Var.529933.571556551
V(Y[t],d=1,D=0)482363.583468104Range3357Trim Var.260404.816403569
V(Y[t],d=2,D=0)1217007.96373626Range5692Trim Var.673152.245441795
V(Y[t],d=3,D=0)3677389.10231516Range10432Trim Var.2015411.80064501
V(Y[t],d=0,D=1)665497.320268757Range4593Trim Var.370008.528851541
V(Y[t],d=1,D=1)1113654.00686342Range5623Trim Var.681029.73995984
V(Y[t],d=2,D=1)3225134.52664797Range9077Trim Var.2036241.55069057
V(Y[t],d=3,D=1)10547242.3262064Range16535Trim Var.6335029.36419753
V(Y[t],d=0,D=2)2057325.42080517Range8102Trim Var.1103735.50342466
V(Y[t],d=1,D=2)3783461.4232159Range9464Trim Var.2166704.16725352
V(Y[t],d=2,D=2)11344736.8614198Range16246Trim Var.7007178.32313883
V(Y[t],d=3,D=2)37944578.5112342Range28088Trim Var.25222595.6602113


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')