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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 06 Dec 2007 06:44:30 -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/2007/Dec/06/t1196948108fdajkyzk4nt36o7.htm/, Retrieved Wed, 11 Feb 2026 01:57:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2607, Retrieved Wed, 11 Feb 2026 01:57:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsinne devriendt
Estimated Impact403

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] [vraag 2 workschop...] [2007-12-06 13:44:30] [011cc8cdd02d5893b5258ac3f5e21d83] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,6
1,59
1,6
1,6
1,59
1,59
1,58
1,59
1,59
1,58
1,58
1,58
1,57
1,57
1,57
1,57
1,58
1,58
1,57
1,58
1,57
1,57
1,57
1,57
1,57
1,57
1,59
1,6
1,6
1,6
1,6
1,61
1,61
1,62
1,62
1,62
1,62
1,62
1,62
1,61
1,59
1,58
1,56
1,56
1,54
1,55
1,56
1,57
1,58
1,59
1,6
1,6
1,61
1,61
1,62
1,61
1,6
1,6
1,6
1,61
1,62
1,63
1,63
1,66
1,66
1,66
1,65
1,65
1,64
1,64
1,65
1,64

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2607&T=0

[TABLE]
[ROW][C]Summary of compuational 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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2607&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2607&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.000770872456964004Range0.12Trim Var.0.000416284153005464
V(Y[t],d=1,D=0)8.25352112676057e-05Range0.05Trim Var.2.94117647058811e-06
V(Y[t],d=2,D=0)0.000142028985507247Range0.06Trim Var.6.06473079249849e-05
V(Y[t],d=3,D=0)0.000434953111679455Range0.11Trim Var.0.000168650217706822
V(Y[t],d=0,D=1)0.00132101694915254Range0.13Trim Var.0.000989378057302585
V(Y[t],d=1,D=1)0.000154120397428405Range0.05Trim Var.6.77721088435376e-05
V(Y[t],d=2,D=1)0.000250604960677556Range0.08Trim Var.0.000100724637681159
V(Y[t],d=3,D=1)0.00078389724310777Range0.14Trim Var.0.000362719703977798
V(Y[t],d=0,D=2)0.00417854609929079Range0.25Trim Var.0.00258198717948718
V(Y[t],d=1,D=2)0.000499259944495838Range0.1Trim Var.0.000223115220483642
V(Y[t],d=2,D=2)0.000739951690821257Range0.13Trim Var.0.000299285714285715
V(Y[t],d=3,D=2)0.00234676767676768Range0.21Trim Var.0.00132199730094467

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.000770872456964004 & Range & 0.12 & Trim Var. & 0.000416284153005464 \tabularnewline
V(Y[t],d=1,D=0) & 8.25352112676057e-05 & Range & 0.05 & Trim Var. & 2.94117647058811e-06 \tabularnewline
V(Y[t],d=2,D=0) & 0.000142028985507247 & Range & 0.06 & Trim Var. & 6.06473079249849e-05 \tabularnewline
V(Y[t],d=3,D=0) & 0.000434953111679455 & Range & 0.11 & Trim Var. & 0.000168650217706822 \tabularnewline
V(Y[t],d=0,D=1) & 0.00132101694915254 & Range & 0.13 & Trim Var. & 0.000989378057302585 \tabularnewline
V(Y[t],d=1,D=1) & 0.000154120397428405 & Range & 0.05 & Trim Var. & 6.77721088435376e-05 \tabularnewline
V(Y[t],d=2,D=1) & 0.000250604960677556 & Range & 0.08 & Trim Var. & 0.000100724637681159 \tabularnewline
V(Y[t],d=3,D=1) & 0.00078389724310777 & Range & 0.14 & Trim Var. & 0.000362719703977798 \tabularnewline
V(Y[t],d=0,D=2) & 0.00417854609929079 & Range & 0.25 & Trim Var. & 0.00258198717948718 \tabularnewline
V(Y[t],d=1,D=2) & 0.000499259944495838 & Range & 0.1 & Trim Var. & 0.000223115220483642 \tabularnewline
V(Y[t],d=2,D=2) & 0.000739951690821257 & Range & 0.13 & Trim Var. & 0.000299285714285715 \tabularnewline
V(Y[t],d=3,D=2) & 0.00234676767676768 & Range & 0.21 & Trim Var. & 0.00132199730094467 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2607&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.000770872456964004[/C][C]Range[/C][C]0.12[/C][C]Trim Var.[/C][C]0.000416284153005464[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]8.25352112676057e-05[/C][C]Range[/C][C]0.05[/C][C]Trim Var.[/C][C]2.94117647058811e-06[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000142028985507247[/C][C]Range[/C][C]0.06[/C][C]Trim Var.[/C][C]6.06473079249849e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000434953111679455[/C][C]Range[/C][C]0.11[/C][C]Trim Var.[/C][C]0.000168650217706822[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00132101694915254[/C][C]Range[/C][C]0.13[/C][C]Trim Var.[/C][C]0.000989378057302585[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000154120397428405[/C][C]Range[/C][C]0.05[/C][C]Trim Var.[/C][C]6.77721088435376e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000250604960677556[/C][C]Range[/C][C]0.08[/C][C]Trim Var.[/C][C]0.000100724637681159[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00078389724310777[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000362719703977798[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00417854609929079[/C][C]Range[/C][C]0.25[/C][C]Trim Var.[/C][C]0.00258198717948718[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.000499259944495838[/C][C]Range[/C][C]0.1[/C][C]Trim Var.[/C][C]0.000223115220483642[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.000739951690821257[/C][C]Range[/C][C]0.13[/C][C]Trim Var.[/C][C]0.000299285714285715[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00234676767676768[/C][C]Range[/C][C]0.21[/C][C]Trim Var.[/C][C]0.00132199730094467[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2607&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2607&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)0.000770872456964004Range0.12Trim Var.0.000416284153005464
V(Y[t],d=1,D=0)8.25352112676057e-05Range0.05Trim Var.2.94117647058811e-06
V(Y[t],d=2,D=0)0.000142028985507247Range0.06Trim Var.6.06473079249849e-05
V(Y[t],d=3,D=0)0.000434953111679455Range0.11Trim Var.0.000168650217706822
V(Y[t],d=0,D=1)0.00132101694915254Range0.13Trim Var.0.000989378057302585
V(Y[t],d=1,D=1)0.000154120397428405Range0.05Trim Var.6.77721088435376e-05
V(Y[t],d=2,D=1)0.000250604960677556Range0.08Trim Var.0.000100724637681159
V(Y[t],d=3,D=1)0.00078389724310777Range0.14Trim Var.0.000362719703977798
V(Y[t],d=0,D=2)0.00417854609929079Range0.25Trim Var.0.00258198717948718
V(Y[t],d=1,D=2)0.000499259944495838Range0.1Trim Var.0.000223115220483642
V(Y[t],d=2,D=2)0.000739951690821257Range0.13Trim Var.0.000299285714285715
V(Y[t],d=3,D=2)0.00234676767676768Range0.21Trim Var.0.00132199730094467


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')