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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 computationMon, 10 Dec 2007 09:03:27 -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/2007/Dec/10/t1197301774wagy05cmxkagv3w.htm/, Retrieved Thu, 16 Jan 2025 17:54:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2992, Retrieved Thu, 16 Jan 2025 17:54:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact265

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 XI varredmt] [2007-12-10 16:03:27] [fd802f308f037a9692de8c23f8b60e49] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1
1.04
1.02
1.07
1.12
1.08
1.02
1.01
1.04
0.98
0.95
0.94
0.94
0.96
0.97
1.03
1.01
0.99
1
1
1.02
1.01
0.99
0.98
1.01
1.03
1.03
1
0.96
0.97
0.98
1.02
1.04
1.01
1.01
1
1.01
1.02
1.03
1.06
1.12
1.12
1.13
1.13
1.13
1.17
1.14
1.08
1.07
1.12
1.14
1.21
1.2
1.23
1.29
1.31
1.37
1.35
1.26
1.26

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2992&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]0 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=2992&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2992&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.0110236158192090Range0.43Trim Var.0.00702417889587701
V(Y[t],d=1,D=0)0.00113196960841613Range0.16Trim Var.0.000633960784313726
V(Y[t],d=2,D=0)0.00187320024198427Range0.18Trim Var.0.00110791836734694
V(Y[t],d=3,D=0)0.00468402255639099Range0.290000000000000Trim Var.0.00287138775510205
V(Y[t],d=0,D=1)0.00699982269503547Range0.35Trim Var.0.00480627177700348
V(Y[t],d=1,D=1)0.00168205365402405Range0.19Trim Var.0.000990243902439025
V(Y[t],d=2,D=1)0.00331246376811595Range0.24Trim Var.0.00184183535762483
V(Y[t],d=3,D=1)0.00836343434343436Range0.4Trim Var.0.00495681511470986
V(Y[t],d=0,D=2)0.00599428571428572Range0.290000000000000Trim Var.0.00438991935483871
V(Y[t],d=1,D=2)0.00478453781512606Range0.32Trim Var.0.00266666666666667
V(Y[t],d=2,D=2)0.00912914438502675Range0.42Trim Var.0.00568505747126437
V(Y[t],d=3,D=2)0.0230058712121212Range0.61Trim Var.0.0141534482758621

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0110236158192090 & Range & 0.43 & Trim Var. & 0.00702417889587701 \tabularnewline
V(Y[t],d=1,D=0) & 0.00113196960841613 & Range & 0.16 & Trim Var. & 0.000633960784313726 \tabularnewline
V(Y[t],d=2,D=0) & 0.00187320024198427 & Range & 0.18 & Trim Var. & 0.00110791836734694 \tabularnewline
V(Y[t],d=3,D=0) & 0.00468402255639099 & Range & 0.290000000000000 & Trim Var. & 0.00287138775510205 \tabularnewline
V(Y[t],d=0,D=1) & 0.00699982269503547 & Range & 0.35 & Trim Var. & 0.00480627177700348 \tabularnewline
V(Y[t],d=1,D=1) & 0.00168205365402405 & Range & 0.19 & Trim Var. & 0.000990243902439025 \tabularnewline
V(Y[t],d=2,D=1) & 0.00331246376811595 & Range & 0.24 & Trim Var. & 0.00184183535762483 \tabularnewline
V(Y[t],d=3,D=1) & 0.00836343434343436 & Range & 0.4 & Trim Var. & 0.00495681511470986 \tabularnewline
V(Y[t],d=0,D=2) & 0.00599428571428572 & Range & 0.290000000000000 & Trim Var. & 0.00438991935483871 \tabularnewline
V(Y[t],d=1,D=2) & 0.00478453781512606 & Range & 0.32 & Trim Var. & 0.00266666666666667 \tabularnewline
V(Y[t],d=2,D=2) & 0.00912914438502675 & Range & 0.42 & Trim Var. & 0.00568505747126437 \tabularnewline
V(Y[t],d=3,D=2) & 0.0230058712121212 & Range & 0.61 & Trim Var. & 0.0141534482758621 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2992&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0110236158192090[/C][C]Range[/C][C]0.43[/C][C]Trim Var.[/C][C]0.00702417889587701[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00113196960841613[/C][C]Range[/C][C]0.16[/C][C]Trim Var.[/C][C]0.000633960784313726[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00187320024198427[/C][C]Range[/C][C]0.18[/C][C]Trim Var.[/C][C]0.00110791836734694[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00468402255639099[/C][C]Range[/C][C]0.290000000000000[/C][C]Trim Var.[/C][C]0.00287138775510205[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00699982269503547[/C][C]Range[/C][C]0.35[/C][C]Trim Var.[/C][C]0.00480627177700348[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00168205365402405[/C][C]Range[/C][C]0.19[/C][C]Trim Var.[/C][C]0.000990243902439025[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00331246376811595[/C][C]Range[/C][C]0.24[/C][C]Trim Var.[/C][C]0.00184183535762483[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00836343434343436[/C][C]Range[/C][C]0.4[/C][C]Trim Var.[/C][C]0.00495681511470986[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00599428571428572[/C][C]Range[/C][C]0.290000000000000[/C][C]Trim Var.[/C][C]0.00438991935483871[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00478453781512606[/C][C]Range[/C][C]0.32[/C][C]Trim Var.[/C][C]0.00266666666666667[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00912914438502675[/C][C]Range[/C][C]0.42[/C][C]Trim Var.[/C][C]0.00568505747126437[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0230058712121212[/C][C]Range[/C][C]0.61[/C][C]Trim Var.[/C][C]0.0141534482758621[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2992&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2992&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)0.0110236158192090Range0.43Trim Var.0.00702417889587701
V(Y[t],d=1,D=0)0.00113196960841613Range0.16Trim Var.0.000633960784313726
V(Y[t],d=2,D=0)0.00187320024198427Range0.18Trim Var.0.00110791836734694
V(Y[t],d=3,D=0)0.00468402255639099Range0.290000000000000Trim Var.0.00287138775510205
V(Y[t],d=0,D=1)0.00699982269503547Range0.35Trim Var.0.00480627177700348
V(Y[t],d=1,D=1)0.00168205365402405Range0.19Trim Var.0.000990243902439025
V(Y[t],d=2,D=1)0.00331246376811595Range0.24Trim Var.0.00184183535762483
V(Y[t],d=3,D=1)0.00836343434343436Range0.4Trim Var.0.00495681511470986
V(Y[t],d=0,D=2)0.00599428571428572Range0.290000000000000Trim Var.0.00438991935483871
V(Y[t],d=1,D=2)0.00478453781512606Range0.32Trim Var.0.00266666666666667
V(Y[t],d=2,D=2)0.00912914438502675Range0.42Trim Var.0.00568505747126437
V(Y[t],d=3,D=2)0.0230058712121212Range0.61Trim Var.0.0141534482758621


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')