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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 computationSun, 21 Dec 2008 07:12:27 -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/21/t1229868877eig044w3s1y8a1c.htm/, Retrieved Sun, 10 Nov 2024 17:54:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35587, Retrieved Sun, 10 Nov 2024 17:54:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact176

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] [paper-VRM] [2008-12-21 14:12:27] [a16dfd7e948381d8b6391003c5d09447] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7,5
7,2
6,9
6,7
6,4
6,3
6,8
7,3
7,1
7,1
6,8
6,5
6,3
6,1
6,1
6,3
6,3
6
6,2
6,4
6,8
7,5
7,5
7,6
7,6
7,4
7,3
7,1
6,9
6,8
7,5
7,6
7,8
8
8,1
8,2
8,3
8,2
8
7,9
7,6
7,6
8,2
8,3
8,4
8,4
8,4
8,6
8,9
8,8
8,3
7,5
7,2
7,5
8,8
9,3
9,3
8,7
8,2
8,3
8,5
8,6
8,6
8,2
8,1
8
8,6
8,7
8,8
8,5
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8,1
8,2
8,1
8,1
7,9
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
7,2
7,3
7,1
6,8
6,6
6,2
6,2
6,8
6,9
6,8
6,7

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=35587&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=35587&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35587&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)0.668819407008086Range3.3Trim Var.0.488754289636239
V(Y[t],d=1,D=0)0.0895567765567766Range2.1Trim Var.0.039315100514259
V(Y[t],d=2,D=0)0.112229275578790Range1.8Trim Var.0.0559101123595505
V(Y[t],d=3,D=0)0.252156862745098Range2.8Trim Var.0.118417582417583
V(Y[t],d=0,D=1)0.510853351635781Range2.8Trim Var.0.379374641422834
V(Y[t],d=1,D=1)0.0837096774193549Range1.40000000000000Trim Var.0.044
V(Y[t],d=2,D=1)0.0892259913999045Range1.5Trim Var.0.0539777175549534
V(Y[t],d=3,D=1)0.174747252747253Range2.00000000000000Trim Var.0.106799382716050
V(Y[t],d=0,D=2)0.696370069256248Range4.1Trim Var.0.324505086071987
V(Y[t],d=1,D=2)0.209567901234568Range2.50000000000000Trim Var.0.097606625258799
V(Y[t],d=2,D=2)0.229613924050633Range2Trim Var.0.148945674044266
V(Y[t],d=3,D=2)0.440344044141513Range3Trim Var.0.280378269617707

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.668819407008086 & Range & 3.3 & Trim Var. & 0.488754289636239 \tabularnewline
V(Y[t],d=1,D=0) & 0.0895567765567766 & Range & 2.1 & Trim Var. & 0.039315100514259 \tabularnewline
V(Y[t],d=2,D=0) & 0.112229275578790 & Range & 1.8 & Trim Var. & 0.0559101123595505 \tabularnewline
V(Y[t],d=3,D=0) & 0.252156862745098 & Range & 2.8 & Trim Var. & 0.118417582417583 \tabularnewline
V(Y[t],d=0,D=1) & 0.510853351635781 & Range & 2.8 & Trim Var. & 0.379374641422834 \tabularnewline
V(Y[t],d=1,D=1) & 0.0837096774193549 & Range & 1.40000000000000 & Trim Var. & 0.044 \tabularnewline
V(Y[t],d=2,D=1) & 0.0892259913999045 & Range & 1.5 & Trim Var. & 0.0539777175549534 \tabularnewline
V(Y[t],d=3,D=1) & 0.174747252747253 & Range & 2.00000000000000 & Trim Var. & 0.106799382716050 \tabularnewline
V(Y[t],d=0,D=2) & 0.696370069256248 & Range & 4.1 & Trim Var. & 0.324505086071987 \tabularnewline
V(Y[t],d=1,D=2) & 0.209567901234568 & Range & 2.50000000000000 & Trim Var. & 0.097606625258799 \tabularnewline
V(Y[t],d=2,D=2) & 0.229613924050633 & Range & 2 & Trim Var. & 0.148945674044266 \tabularnewline
V(Y[t],d=3,D=2) & 0.440344044141513 & Range & 3 & Trim Var. & 0.280378269617707 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35587&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.668819407008086[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.488754289636239[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0895567765567766[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.039315100514259[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.112229275578790[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0559101123595505[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.252156862745098[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.118417582417583[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.510853351635781[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.379374641422834[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0837096774193549[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.044[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0892259913999045[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0539777175549534[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.174747252747253[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.106799382716050[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.696370069256248[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.324505086071987[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.209567901234568[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.097606625258799[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.229613924050633[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.148945674044266[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.440344044141513[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.280378269617707[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35587&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35587&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)0.668819407008086Range3.3Trim Var.0.488754289636239
V(Y[t],d=1,D=0)0.0895567765567766Range2.1Trim Var.0.039315100514259
V(Y[t],d=2,D=0)0.112229275578790Range1.8Trim Var.0.0559101123595505
V(Y[t],d=3,D=0)0.252156862745098Range2.8Trim Var.0.118417582417583
V(Y[t],d=0,D=1)0.510853351635781Range2.8Trim Var.0.379374641422834
V(Y[t],d=1,D=1)0.0837096774193549Range1.40000000000000Trim Var.0.044
V(Y[t],d=2,D=1)0.0892259913999045Range1.5Trim Var.0.0539777175549534
V(Y[t],d=3,D=1)0.174747252747253Range2.00000000000000Trim Var.0.106799382716050
V(Y[t],d=0,D=2)0.696370069256248Range4.1Trim Var.0.324505086071987
V(Y[t],d=1,D=2)0.209567901234568Range2.50000000000000Trim Var.0.097606625258799
V(Y[t],d=2,D=2)0.229613924050633Range2Trim Var.0.148945674044266
V(Y[t],d=3,D=2)0.440344044141513Range3Trim Var.0.280378269617707


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')