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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 08:54:45 -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/t12298749913dw5458x5kkd26s.htm/, Retrieved Sat, 18 May 2024 12:40:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35646, Retrieved Sat, 18 May 2024 12:40:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact137

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 Inflatie] [2008-12-21 15:54:45] [0da3c04827d8ef68db874351a2e09488] [Current]
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Dataset

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

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'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35646&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35646&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35646&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)1.30465573770492Range4.9Trim Var.0.560737254901961
V(Y[t],d=1,D=0)0.159649717514124Range1.8Trim Var.0.0966628959276018
V(Y[t],d=2,D=0)0.314780829924021Range2.6Trim Var.0.197024673439768
V(Y[t],d=3,D=0)0.885786448880823Range4.8Trim Var.0.536662895927602
V(Y[t],d=0,D=1)2.41772959183673Range6.1Trim Var.1.45213732004430
V(Y[t],d=1,D=1)0.42354609929078Range3.2Trim Var.0.239512195121951
V(Y[t],d=2,D=1)0.880305272895467Range4.2Trim Var.0.438804878048781
V(Y[t],d=3,D=1)2.36566666666667Range6.8Trim Var.1.39641025641026
V(Y[t],d=0,D=2)5.67358858858859Range8.1Trim Var.4.20757575757576
V(Y[t],d=1,D=2)1.31399206349206Range5.2Trim Var.0.778135080645161
V(Y[t],d=2,D=2)2.6612268907563Range7.1Trim Var.1.47062365591398
V(Y[t],d=3,D=2)6.41013368983957Range10.4Trim Var.4.1437816091954

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.30465573770492 & Range & 4.9 & Trim Var. & 0.560737254901961 \tabularnewline
V(Y[t],d=1,D=0) & 0.159649717514124 & Range & 1.8 & Trim Var. & 0.0966628959276018 \tabularnewline
V(Y[t],d=2,D=0) & 0.314780829924021 & Range & 2.6 & Trim Var. & 0.197024673439768 \tabularnewline
V(Y[t],d=3,D=0) & 0.885786448880823 & Range & 4.8 & Trim Var. & 0.536662895927602 \tabularnewline
V(Y[t],d=0,D=1) & 2.41772959183673 & Range & 6.1 & Trim Var. & 1.45213732004430 \tabularnewline
V(Y[t],d=1,D=1) & 0.42354609929078 & Range & 3.2 & Trim Var. & 0.239512195121951 \tabularnewline
V(Y[t],d=2,D=1) & 0.880305272895467 & Range & 4.2 & Trim Var. & 0.438804878048781 \tabularnewline
V(Y[t],d=3,D=1) & 2.36566666666667 & Range & 6.8 & Trim Var. & 1.39641025641026 \tabularnewline
V(Y[t],d=0,D=2) & 5.67358858858859 & Range & 8.1 & Trim Var. & 4.20757575757576 \tabularnewline
V(Y[t],d=1,D=2) & 1.31399206349206 & Range & 5.2 & Trim Var. & 0.778135080645161 \tabularnewline
V(Y[t],d=2,D=2) & 2.6612268907563 & Range & 7.1 & Trim Var. & 1.47062365591398 \tabularnewline
V(Y[t],d=3,D=2) & 6.41013368983957 & Range & 10.4 & Trim Var. & 4.1437816091954 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35646&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.30465573770492[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.560737254901961[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.159649717514124[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0966628959276018[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.314780829924021[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.197024673439768[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.885786448880823[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.536662895927602[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.41772959183673[/C][C]Range[/C][C]6.1[/C][C]Trim Var.[/C][C]1.45213732004430[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.42354609929078[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.239512195121951[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.880305272895467[/C][C]Range[/C][C]4.2[/C][C]Trim Var.[/C][C]0.438804878048781[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.36566666666667[/C][C]Range[/C][C]6.8[/C][C]Trim Var.[/C][C]1.39641025641026[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.67358858858859[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]4.20757575757576[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.31399206349206[/C][C]Range[/C][C]5.2[/C][C]Trim Var.[/C][C]0.778135080645161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.6612268907563[/C][C]Range[/C][C]7.1[/C][C]Trim Var.[/C][C]1.47062365591398[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6.41013368983957[/C][C]Range[/C][C]10.4[/C][C]Trim Var.[/C][C]4.1437816091954[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35646&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35646&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)1.30465573770492Range4.9Trim Var.0.560737254901961
V(Y[t],d=1,D=0)0.159649717514124Range1.8Trim Var.0.0966628959276018
V(Y[t],d=2,D=0)0.314780829924021Range2.6Trim Var.0.197024673439768
V(Y[t],d=3,D=0)0.885786448880823Range4.8Trim Var.0.536662895927602
V(Y[t],d=0,D=1)2.41772959183673Range6.1Trim Var.1.45213732004430
V(Y[t],d=1,D=1)0.42354609929078Range3.2Trim Var.0.239512195121951
V(Y[t],d=2,D=1)0.880305272895467Range4.2Trim Var.0.438804878048781
V(Y[t],d=3,D=1)2.36566666666667Range6.8Trim Var.1.39641025641026
V(Y[t],d=0,D=2)5.67358858858859Range8.1Trim Var.4.20757575757576
V(Y[t],d=1,D=2)1.31399206349206Range5.2Trim Var.0.778135080645161
V(Y[t],d=2,D=2)2.6612268907563Range7.1Trim Var.1.47062365591398
V(Y[t],d=3,D=2)6.41013368983957Range10.4Trim Var.4.1437816091954


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')