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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 computationTue, 24 Nov 2009 08:46:16 -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/2009/Nov/24/t1259077781criueq6gk0gw1lq.htm/, Retrieved Wed, 15 Jan 2025 06:47:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59131, Retrieved Wed, 15 Jan 2025 06:47:33 +0000
QR Codes:

Original text written by user:Uitleg in Word document
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact273

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
- R  D          [Variance Reduction Matrix] [Bestedingen consu...] [2009-11-24 15:46:16] [8eb8270f5a1cfdf0409dcfcbf10be18b] [Current]
-   PD            [Variance Reduction Matrix] [Workshop 9] [2010-12-10 21:08:50] [74be16979710d4c4e7c6647856088456]
-   PD            [Variance Reduction Matrix] [Workshop 9] [2010-12-10 21:08:50] [1ec36cc0fd92fd0f07d0b885ce2c369b]
- R  D            [Variance Reduction Matrix] [] [2010-12-27 20:53:01] [adca540665f1dd1a5a4406fd7f55bdf4]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
96.96
93.11
95.62
98.30
96.38
100.82
99.06
94.03
102.07
99.31
98.64
101.82
99.14
97.63
100.06
101.32
101.49
105.43
105.09
99.48
108.53
104.34
106.10
107.35
103.00
104.50
105.17
104.84
106.18
108.86
107.77
102.74
112.63
106.26
108.86
111.38
106.85
107.86
107.94
111.38
111.29
113.72
111.88
109.87
113.72
111.71
114.81
112.05
111.54
110.87
110.87
115.48
111.63
116.24
113.56
106.01
110.45
107.77
108.61
108.19

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=59131&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=59131&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59131&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)33.8971426836158Range23.13Trim Var.24.7156176100629
V(Y[t],d=1,D=0)13.2845791934541Range17.44Trim Var.7.6724193759071
V(Y[t],d=2,D=0)41.7662255595886Range31.18Trim Var.23.8467288084464
V(Y[t],d=3,D=0)141.062470112782Range56.41Trim Var.83.5151974117647
V(Y[t],d=0,D=1)9.29833882978724Range13.66Trim Var.3.5232406097561
V(Y[t],d=1,D=1)5.38616077705829Range10.4Trim Var.2.60154890243903
V(Y[t],d=2,D=1)16.3327377777778Range19.46Trim Var.9.0785819871795
V(Y[t],d=3,D=1)53.8498518181819Range34.4600000000000Trim Var.27.7085835357625
V(Y[t],d=0,D=2)13.9045101587302Range16.0200000000000Trim Var.7.43723709677419
V(Y[t],d=1,D=2)13.5321843697479Range16.1800000000000Trim Var.7.92512946236558
V(Y[t],d=2,D=2)38.9940435828877Range26.85Trim Var.22.570971954023
V(Y[t],d=3,D=2)122.068700189394Range50.5100000000001Trim Var.60.533125862069

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 33.8971426836158 & Range & 23.13 & Trim Var. & 24.7156176100629 \tabularnewline
V(Y[t],d=1,D=0) & 13.2845791934541 & Range & 17.44 & Trim Var. & 7.6724193759071 \tabularnewline
V(Y[t],d=2,D=0) & 41.7662255595886 & Range & 31.18 & Trim Var. & 23.8467288084464 \tabularnewline
V(Y[t],d=3,D=0) & 141.062470112782 & Range & 56.41 & Trim Var. & 83.5151974117647 \tabularnewline
V(Y[t],d=0,D=1) & 9.29833882978724 & Range & 13.66 & Trim Var. & 3.5232406097561 \tabularnewline
V(Y[t],d=1,D=1) & 5.38616077705829 & Range & 10.4 & Trim Var. & 2.60154890243903 \tabularnewline
V(Y[t],d=2,D=1) & 16.3327377777778 & Range & 19.46 & Trim Var. & 9.0785819871795 \tabularnewline
V(Y[t],d=3,D=1) & 53.8498518181819 & Range & 34.4600000000000 & Trim Var. & 27.7085835357625 \tabularnewline
V(Y[t],d=0,D=2) & 13.9045101587302 & Range & 16.0200000000000 & Trim Var. & 7.43723709677419 \tabularnewline
V(Y[t],d=1,D=2) & 13.5321843697479 & Range & 16.1800000000000 & Trim Var. & 7.92512946236558 \tabularnewline
V(Y[t],d=2,D=2) & 38.9940435828877 & Range & 26.85 & Trim Var. & 22.570971954023 \tabularnewline
V(Y[t],d=3,D=2) & 122.068700189394 & Range & 50.5100000000001 & Trim Var. & 60.533125862069 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59131&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]33.8971426836158[/C][C]Range[/C][C]23.13[/C][C]Trim Var.[/C][C]24.7156176100629[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13.2845791934541[/C][C]Range[/C][C]17.44[/C][C]Trim Var.[/C][C]7.6724193759071[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]41.7662255595886[/C][C]Range[/C][C]31.18[/C][C]Trim Var.[/C][C]23.8467288084464[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]141.062470112782[/C][C]Range[/C][C]56.41[/C][C]Trim Var.[/C][C]83.5151974117647[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9.29833882978724[/C][C]Range[/C][C]13.66[/C][C]Trim Var.[/C][C]3.5232406097561[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.38616077705829[/C][C]Range[/C][C]10.4[/C][C]Trim Var.[/C][C]2.60154890243903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]16.3327377777778[/C][C]Range[/C][C]19.46[/C][C]Trim Var.[/C][C]9.0785819871795[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]53.8498518181819[/C][C]Range[/C][C]34.4600000000000[/C][C]Trim Var.[/C][C]27.7085835357625[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]13.9045101587302[/C][C]Range[/C][C]16.0200000000000[/C][C]Trim Var.[/C][C]7.43723709677419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]13.5321843697479[/C][C]Range[/C][C]16.1800000000000[/C][C]Trim Var.[/C][C]7.92512946236558[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]38.9940435828877[/C][C]Range[/C][C]26.85[/C][C]Trim Var.[/C][C]22.570971954023[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]122.068700189394[/C][C]Range[/C][C]50.5100000000001[/C][C]Trim Var.[/C][C]60.533125862069[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59131&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59131&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)33.8971426836158Range23.13Trim Var.24.7156176100629
V(Y[t],d=1,D=0)13.2845791934541Range17.44Trim Var.7.6724193759071
V(Y[t],d=2,D=0)41.7662255595886Range31.18Trim Var.23.8467288084464
V(Y[t],d=3,D=0)141.062470112782Range56.41Trim Var.83.5151974117647
V(Y[t],d=0,D=1)9.29833882978724Range13.66Trim Var.3.5232406097561
V(Y[t],d=1,D=1)5.38616077705829Range10.4Trim Var.2.60154890243903
V(Y[t],d=2,D=1)16.3327377777778Range19.46Trim Var.9.0785819871795
V(Y[t],d=3,D=1)53.8498518181819Range34.4600000000000Trim Var.27.7085835357625
V(Y[t],d=0,D=2)13.9045101587302Range16.0200000000000Trim Var.7.43723709677419
V(Y[t],d=1,D=2)13.5321843697479Range16.1800000000000Trim Var.7.92512946236558
V(Y[t],d=2,D=2)38.9940435828877Range26.85Trim Var.22.570971954023
V(Y[t],d=3,D=2)122.068700189394Range50.5100000000001Trim Var.60.533125862069


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')