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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 08:37:00 -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/t1259854700z3m2g9f3tgzi8wa.htm/, Retrieved Thu, 25 Apr 2024 06:07:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62847, Retrieved Thu, 25 Apr 2024 06:07:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact178

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] [] [2009-12-03 15:37:00] [faa1ded5041cd5a0e2be04844f08502a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
24
22
25
24
29
26
26
21
23
22
21
16
19
16
25
27
23
22
23
20
24
23
20
21
22
17
21
19
23
22
15
23
21
18
18
18
18
10
13
10
9
9
6
11
9
10
9
16
10
7
7
14
11
10
6
8
13
12
15
16
16

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=62847&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=62847&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62847&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)38.3710382513661Range23Trim Var.27.9267053701016
V(Y[t],d=1,D=0)13.2361581920904Range17Trim Var.7.38243831640058
V(Y[t],d=2,D=0)37.2746931618936Range28Trim Var.25.0544267053701
V(Y[t],d=3,D=0)124.024198427102Range46Trim Var.88.5682503770739
V(Y[t],d=0,D=1)26.4753401360544Range20Trim Var.15.9976771196283
V(Y[t],d=1,D=1)20.8612588652482Range20Trim Var.11.225
V(Y[t],d=2,D=1)61.172987974098Range36Trim Var.32.9041835357625
V(Y[t],d=3,D=1)201.787922705314Range63Trim Var.125.148076923077
V(Y[t],d=0,D=2)80.5075075075075Range31Trim Var.61.4848484848485
V(Y[t],d=1,D=2)60.8857142857143Range31Trim Var.35.1781609195402
V(Y[t],d=2,D=2)174.828571428571Range51Trim Var.123.612903225806
V(Y[t],d=3,D=2)546.332442067736Range89Trim Var.374.464367816092

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 38.3710382513661 & Range & 23 & Trim Var. & 27.9267053701016 \tabularnewline
V(Y[t],d=1,D=0) & 13.2361581920904 & Range & 17 & Trim Var. & 7.38243831640058 \tabularnewline
V(Y[t],d=2,D=0) & 37.2746931618936 & Range & 28 & Trim Var. & 25.0544267053701 \tabularnewline
V(Y[t],d=3,D=0) & 124.024198427102 & Range & 46 & Trim Var. & 88.5682503770739 \tabularnewline
V(Y[t],d=0,D=1) & 26.4753401360544 & Range & 20 & Trim Var. & 15.9976771196283 \tabularnewline
V(Y[t],d=1,D=1) & 20.8612588652482 & Range & 20 & Trim Var. & 11.225 \tabularnewline
V(Y[t],d=2,D=1) & 61.172987974098 & Range & 36 & Trim Var. & 32.9041835357625 \tabularnewline
V(Y[t],d=3,D=1) & 201.787922705314 & Range & 63 & Trim Var. & 125.148076923077 \tabularnewline
V(Y[t],d=0,D=2) & 80.5075075075075 & Range & 31 & Trim Var. & 61.4848484848485 \tabularnewline
V(Y[t],d=1,D=2) & 60.8857142857143 & Range & 31 & Trim Var. & 35.1781609195402 \tabularnewline
V(Y[t],d=2,D=2) & 174.828571428571 & Range & 51 & Trim Var. & 123.612903225806 \tabularnewline
V(Y[t],d=3,D=2) & 546.332442067736 & Range & 89 & Trim Var. & 374.464367816092 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62847&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]38.3710382513661[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]27.9267053701016[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13.2361581920904[/C][C]Range[/C][C]17[/C][C]Trim Var.[/C][C]7.38243831640058[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]37.2746931618936[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]25.0544267053701[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]124.024198427102[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]88.5682503770739[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]26.4753401360544[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]15.9976771196283[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]20.8612588652482[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]11.225[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]61.172987974098[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]32.9041835357625[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]201.787922705314[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]125.148076923077[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]80.5075075075075[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]61.4848484848485[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]60.8857142857143[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]35.1781609195402[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]174.828571428571[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]123.612903225806[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]546.332442067736[/C][C]Range[/C][C]89[/C][C]Trim Var.[/C][C]374.464367816092[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62847&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62847&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)38.3710382513661Range23Trim Var.27.9267053701016
V(Y[t],d=1,D=0)13.2361581920904Range17Trim Var.7.38243831640058
V(Y[t],d=2,D=0)37.2746931618936Range28Trim Var.25.0544267053701
V(Y[t],d=3,D=0)124.024198427102Range46Trim Var.88.5682503770739
V(Y[t],d=0,D=1)26.4753401360544Range20Trim Var.15.9976771196283
V(Y[t],d=1,D=1)20.8612588652482Range20Trim Var.11.225
V(Y[t],d=2,D=1)61.172987974098Range36Trim Var.32.9041835357625
V(Y[t],d=3,D=1)201.787922705314Range63Trim Var.125.148076923077
V(Y[t],d=0,D=2)80.5075075075075Range31Trim Var.61.4848484848485
V(Y[t],d=1,D=2)60.8857142857143Range31Trim Var.35.1781609195402
V(Y[t],d=2,D=2)174.828571428571Range51Trim Var.123.612903225806
V(Y[t],d=3,D=2)546.332442067736Range89Trim Var.374.464367816092


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')