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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 computationThu, 03 Dec 2009 05:40:57 -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/03/t1259844091ulin15xyabgwx24.htm/, Retrieved Thu, 18 Apr 2024 01:35:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62697, Retrieved Thu, 18 Apr 2024 01:35:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsJSSHWWS9P2
Estimated Impact141

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]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2009-12-03 12:40:57] [c8fd62404619100d8e91184019148412] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
11.1
10.9
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

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=62697&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=62697&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62697&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)0.999785310734463Range4.6Trim Var.0.644378057302586
V(Y[t],d=1,D=0)0.172197545295149Range2.2Trim Var.0.0865965166908563
V(Y[t],d=2,D=0)0.197943133696310Range1.9Trim Var.0.118996078431373
V(Y[t],d=3,D=0)0.352957393483709Range2.80000000000000Trim Var.0.179035294117647
V(Y[t],d=0,D=1)0.705172872340426Range3.5Trim Var.0.422189314750290
V(Y[t],d=1,D=1)0.162599444958372Range1.9Trim Var.0.0787044534412955
V(Y[t],d=2,D=1)0.123826086956522Range1.7Trim Var.0.0580512820512819
V(Y[t],d=3,D=1)0.172646464646464Range2.1Trim Var.0.0898920377867744
V(Y[t],d=0,D=2)2.43164285714286Range5.9Trim Var.1.74028225806452
V(Y[t],d=1,D=2)0.553394957983193Range3.6Trim Var.0.28847311827957
V(Y[t],d=2,D=2)0.344964349376114Range2.7Trim Var.0.196781609195402
V(Y[t],d=3,D=2)0.413200757575757Range3.20000000000000Trim Var.0.173990147783251

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.999785310734463 & Range & 4.6 & Trim Var. & 0.644378057302586 \tabularnewline
V(Y[t],d=1,D=0) & 0.172197545295149 & Range & 2.2 & Trim Var. & 0.0865965166908563 \tabularnewline
V(Y[t],d=2,D=0) & 0.197943133696310 & Range & 1.9 & Trim Var. & 0.118996078431373 \tabularnewline
V(Y[t],d=3,D=0) & 0.352957393483709 & Range & 2.80000000000000 & Trim Var. & 0.179035294117647 \tabularnewline
V(Y[t],d=0,D=1) & 0.705172872340426 & Range & 3.5 & Trim Var. & 0.422189314750290 \tabularnewline
V(Y[t],d=1,D=1) & 0.162599444958372 & Range & 1.9 & Trim Var. & 0.0787044534412955 \tabularnewline
V(Y[t],d=2,D=1) & 0.123826086956522 & Range & 1.7 & Trim Var. & 0.0580512820512819 \tabularnewline
V(Y[t],d=3,D=1) & 0.172646464646464 & Range & 2.1 & Trim Var. & 0.0898920377867744 \tabularnewline
V(Y[t],d=0,D=2) & 2.43164285714286 & Range & 5.9 & Trim Var. & 1.74028225806452 \tabularnewline
V(Y[t],d=1,D=2) & 0.553394957983193 & Range & 3.6 & Trim Var. & 0.28847311827957 \tabularnewline
V(Y[t],d=2,D=2) & 0.344964349376114 & Range & 2.7 & Trim Var. & 0.196781609195402 \tabularnewline
V(Y[t],d=3,D=2) & 0.413200757575757 & Range & 3.20000000000000 & Trim Var. & 0.173990147783251 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62697&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.999785310734463[/C][C]Range[/C][C]4.6[/C][C]Trim Var.[/C][C]0.644378057302586[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.172197545295149[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0865965166908563[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.197943133696310[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.118996078431373[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.352957393483709[/C][C]Range[/C][C]2.80000000000000[/C][C]Trim Var.[/C][C]0.179035294117647[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.705172872340426[/C][C]Range[/C][C]3.5[/C][C]Trim Var.[/C][C]0.422189314750290[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.162599444958372[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0787044534412955[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.123826086956522[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0580512820512819[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.172646464646464[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0898920377867744[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.43164285714286[/C][C]Range[/C][C]5.9[/C][C]Trim Var.[/C][C]1.74028225806452[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.553394957983193[/C][C]Range[/C][C]3.6[/C][C]Trim Var.[/C][C]0.28847311827957[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.344964349376114[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.196781609195402[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.413200757575757[/C][C]Range[/C][C]3.20000000000000[/C][C]Trim Var.[/C][C]0.173990147783251[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62697&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62697&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)0.999785310734463Range4.6Trim Var.0.644378057302586
V(Y[t],d=1,D=0)0.172197545295149Range2.2Trim Var.0.0865965166908563
V(Y[t],d=2,D=0)0.197943133696310Range1.9Trim Var.0.118996078431373
V(Y[t],d=3,D=0)0.352957393483709Range2.80000000000000Trim Var.0.179035294117647
V(Y[t],d=0,D=1)0.705172872340426Range3.5Trim Var.0.422189314750290
V(Y[t],d=1,D=1)0.162599444958372Range1.9Trim Var.0.0787044534412955
V(Y[t],d=2,D=1)0.123826086956522Range1.7Trim Var.0.0580512820512819
V(Y[t],d=3,D=1)0.172646464646464Range2.1Trim Var.0.0898920377867744
V(Y[t],d=0,D=2)2.43164285714286Range5.9Trim Var.1.74028225806452
V(Y[t],d=1,D=2)0.553394957983193Range3.6Trim Var.0.28847311827957
V(Y[t],d=2,D=2)0.344964349376114Range2.7Trim Var.0.196781609195402
V(Y[t],d=3,D=2)0.413200757575757Range3.20000000000000Trim Var.0.173990147783251


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')