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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 computationWed, 02 Dec 2009 10:51:43 -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/Dec/02/t1259776443s6zfmp05j1nopyg.htm/, Retrieved Sun, 28 Apr 2024 15:26:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62495, Retrieved Sun, 28 Apr 2024 15:26:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact146

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
- R  D      [Variance Reduction Matrix] [d=2, D=1] [2009-12-02 17:51:43] [f97f6131ca109ba89501d75ae11b45c9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1
8.5
8.4

Tables (Output of Computation)





Summary of computational 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 computational 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=62495&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]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=62495&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62495&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.82247175141243Range3.8Trim Var.0.56882250174703
V(Y[t],d=1,D=0)0.162355347749854Range2.1Trim Var.0.0792
V(Y[t],d=2,D=0)0.196518451300665Range1.9Trim Var.0.117184313725490
V(Y[t],d=3,D=0)0.354649122807017Range2.80000000000000Trim Var.0.183526530612245
V(Y[t],d=0,D=1)0.707016843971631Range3.5Trim Var.0.421864111498258
V(Y[t],d=1,D=1)0.162710453283996Range1.9Trim Var.0.0788394062078272
V(Y[t],d=2,D=1)0.129995169082125Range1.7Trim Var.0.0653269230769229
V(Y[t],d=3,D=1)0.176797979797979Range2.1Trim Var.0.093481781376518
V(Y[t],d=0,D=2)2.46885714285714Range5.9Trim Var.1.77813508064516
V(Y[t],d=1,D=2)0.577344537815126Range3.6Trim Var.0.315462365591398
V(Y[t],d=2,D=2)0.409376114081996Range2.7Trim Var.0.246850574712644
V(Y[t],d=3,D=2)0.468541666666666Range3.20000000000000Trim Var.0.232487684729063

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.82247175141243 & Range & 3.8 & Trim Var. & 0.56882250174703 \tabularnewline
V(Y[t],d=1,D=0) & 0.162355347749854 & Range & 2.1 & Trim Var. & 0.0792 \tabularnewline
V(Y[t],d=2,D=0) & 0.196518451300665 & Range & 1.9 & Trim Var. & 0.117184313725490 \tabularnewline
V(Y[t],d=3,D=0) & 0.354649122807017 & Range & 2.80000000000000 & Trim Var. & 0.183526530612245 \tabularnewline
V(Y[t],d=0,D=1) & 0.707016843971631 & Range & 3.5 & Trim Var. & 0.421864111498258 \tabularnewline
V(Y[t],d=1,D=1) & 0.162710453283996 & Range & 1.9 & Trim Var. & 0.0788394062078272 \tabularnewline
V(Y[t],d=2,D=1) & 0.129995169082125 & Range & 1.7 & Trim Var. & 0.0653269230769229 \tabularnewline
V(Y[t],d=3,D=1) & 0.176797979797979 & Range & 2.1 & Trim Var. & 0.093481781376518 \tabularnewline
V(Y[t],d=0,D=2) & 2.46885714285714 & Range & 5.9 & Trim Var. & 1.77813508064516 \tabularnewline
V(Y[t],d=1,D=2) & 0.577344537815126 & Range & 3.6 & Trim Var. & 0.315462365591398 \tabularnewline
V(Y[t],d=2,D=2) & 0.409376114081996 & Range & 2.7 & Trim Var. & 0.246850574712644 \tabularnewline
V(Y[t],d=3,D=2) & 0.468541666666666 & Range & 3.20000000000000 & Trim Var. & 0.232487684729063 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62495&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.82247175141243[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.56882250174703[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.162355347749854[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0792[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.196518451300665[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.117184313725490[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.354649122807017[/C][C]Range[/C][C]2.80000000000000[/C][C]Trim Var.[/C][C]0.183526530612245[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.707016843971631[/C][C]Range[/C][C]3.5[/C][C]Trim Var.[/C][C]0.421864111498258[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.162710453283996[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0788394062078272[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.129995169082125[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0653269230769229[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.176797979797979[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.093481781376518[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.46885714285714[/C][C]Range[/C][C]5.9[/C][C]Trim Var.[/C][C]1.77813508064516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.577344537815126[/C][C]Range[/C][C]3.6[/C][C]Trim Var.[/C][C]0.315462365591398[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.409376114081996[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.246850574712644[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.468541666666666[/C][C]Range[/C][C]3.20000000000000[/C][C]Trim Var.[/C][C]0.232487684729063[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62495&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62495&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)0.82247175141243Range3.8Trim Var.0.56882250174703
V(Y[t],d=1,D=0)0.162355347749854Range2.1Trim Var.0.0792
V(Y[t],d=2,D=0)0.196518451300665Range1.9Trim Var.0.117184313725490
V(Y[t],d=3,D=0)0.354649122807017Range2.80000000000000Trim Var.0.183526530612245
V(Y[t],d=0,D=1)0.707016843971631Range3.5Trim Var.0.421864111498258
V(Y[t],d=1,D=1)0.162710453283996Range1.9Trim Var.0.0788394062078272
V(Y[t],d=2,D=1)0.129995169082125Range1.7Trim Var.0.0653269230769229
V(Y[t],d=3,D=1)0.176797979797979Range2.1Trim Var.0.093481781376518
V(Y[t],d=0,D=2)2.46885714285714Range5.9Trim Var.1.77813508064516
V(Y[t],d=1,D=2)0.577344537815126Range3.6Trim Var.0.315462365591398
V(Y[t],d=2,D=2)0.409376114081996Range2.7Trim Var.0.246850574712644
V(Y[t],d=3,D=2)0.468541666666666Range3.20000000000000Trim Var.0.232487684729063


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')