FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 15:41:59 -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/t1259880196mkb5umaswods836.htm/, Retrieved Tue, 23 Apr 2024 17:42:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63139, Retrieved Tue, 23 Apr 2024 17:42:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact154

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 18:42:00] [d46757a0a8c9b00540ab7e7e0c34bfc4]
- RMP   [Variance Reduction Matrix] [Identifying integ...] [2009-11-23 19:07:25] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-    D      [Variance Reduction Matrix] [VRM] [2009-12-03 22:41:59] [371dc2189c569d90e2c1567f632c3ec0] [Current]
-    D        [Variance Reduction Matrix] [VRM] [2009-12-16 22:37:57] [34d27ebe78dc2d31581e8710befe8733]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
462
455
461
461
463
462
456
455
456
472
472
471
465
459
465
468
467
463
460
462
461
476
476
471
453
443
442
444
438
427
424
416
406
431
434
418
412
404
409
412
406
398
397
385
390
413
413
401
397
397
409
419
424
428
430
424
433
456
459
446
441

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=63139&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=63139&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63139&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)687.566666666667Range91Trim Var.505.390648567119
V(Y[t],d=1,D=0)78.9093220338983Range43Trim Var.41.3867924528302
V(Y[t],d=2,D=0)126.791934541204Range58Trim Var.78.900580551524
V(Y[t],d=3,D=0)298.852087114338Range94Trim Var.155.5697586727
V(Y[t],d=0,D=1)793.147108843537Range101Trim Var.570.482834994463
V(Y[t],d=1,D=1)36.1272163120567Range27Trim Var.20.1422764227642
V(Y[t],d=2,D=1)58.3459759481961Range40Trim Var.19.0871794871795
V(Y[t],d=3,D=1)179.221739130435Range73Trim Var.68.7076923076923
V(Y[t],d=0,D=2)1707.33033033033Range130Trim Var.1352.66834677419
V(Y[t],d=1,D=2)84.7396825396825Range37Trim Var.50.7006048387097
V(Y[t],d=2,D=2)181.408403361345Range67Trim Var.94.7032258064516
V(Y[t],d=3,D=2)579.985739750446Range96Trim Var.310.251231527094

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 687.566666666667 & Range & 91 & Trim Var. & 505.390648567119 \tabularnewline
V(Y[t],d=1,D=0) & 78.9093220338983 & Range & 43 & Trim Var. & 41.3867924528302 \tabularnewline
V(Y[t],d=2,D=0) & 126.791934541204 & Range & 58 & Trim Var. & 78.900580551524 \tabularnewline
V(Y[t],d=3,D=0) & 298.852087114338 & Range & 94 & Trim Var. & 155.5697586727 \tabularnewline
V(Y[t],d=0,D=1) & 793.147108843537 & Range & 101 & Trim Var. & 570.482834994463 \tabularnewline
V(Y[t],d=1,D=1) & 36.1272163120567 & Range & 27 & Trim Var. & 20.1422764227642 \tabularnewline
V(Y[t],d=2,D=1) & 58.3459759481961 & Range & 40 & Trim Var. & 19.0871794871795 \tabularnewline
V(Y[t],d=3,D=1) & 179.221739130435 & Range & 73 & Trim Var. & 68.7076923076923 \tabularnewline
V(Y[t],d=0,D=2) & 1707.33033033033 & Range & 130 & Trim Var. & 1352.66834677419 \tabularnewline
V(Y[t],d=1,D=2) & 84.7396825396825 & Range & 37 & Trim Var. & 50.7006048387097 \tabularnewline
V(Y[t],d=2,D=2) & 181.408403361345 & Range & 67 & Trim Var. & 94.7032258064516 \tabularnewline
V(Y[t],d=3,D=2) & 579.985739750446 & Range & 96 & Trim Var. & 310.251231527094 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63139&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]687.566666666667[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]505.390648567119[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]78.9093220338983[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]41.3867924528302[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]126.791934541204[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]78.900580551524[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]298.852087114338[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]155.5697586727[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]793.147108843537[/C][C]Range[/C][C]101[/C][C]Trim Var.[/C][C]570.482834994463[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]36.1272163120567[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]20.1422764227642[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]58.3459759481961[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]19.0871794871795[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]179.221739130435[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]68.7076923076923[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1707.33033033033[/C][C]Range[/C][C]130[/C][C]Trim Var.[/C][C]1352.66834677419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]84.7396825396825[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]50.7006048387097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]181.408403361345[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]94.7032258064516[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]579.985739750446[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]310.251231527094[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63139&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63139&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)687.566666666667Range91Trim Var.505.390648567119
V(Y[t],d=1,D=0)78.9093220338983Range43Trim Var.41.3867924528302
V(Y[t],d=2,D=0)126.791934541204Range58Trim Var.78.900580551524
V(Y[t],d=3,D=0)298.852087114338Range94Trim Var.155.5697586727
V(Y[t],d=0,D=1)793.147108843537Range101Trim Var.570.482834994463
V(Y[t],d=1,D=1)36.1272163120567Range27Trim Var.20.1422764227642
V(Y[t],d=2,D=1)58.3459759481961Range40Trim Var.19.0871794871795
V(Y[t],d=3,D=1)179.221739130435Range73Trim Var.68.7076923076923
V(Y[t],d=0,D=2)1707.33033033033Range130Trim Var.1352.66834677419
V(Y[t],d=1,D=2)84.7396825396825Range37Trim Var.50.7006048387097
V(Y[t],d=2,D=2)181.408403361345Range67Trim Var.94.7032258064516
V(Y[t],d=3,D=2)579.985739750446Range96Trim Var.310.251231527094


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')