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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 computationFri, 04 Dec 2009 04:44:47 -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/04/t1259927158xge2w34no8eelex.htm/, Retrieved Sun, 28 Apr 2024 12:04:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63308, Retrieved Sun, 28 Apr 2024 12:04:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact109

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]
-    D      [Variance Reduction Matrix] [WS 9.2] [2009-12-04 11:44:47] [29af64a72952b0c5025d716b5179273f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9,9
9,8
9,3
8,3
8
8,5
10,4
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

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=63308&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=63308&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63308&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)0.972497175141243Range4.6Trim Var.0.605981830887491
V(Y[t],d=1,D=0)0.246814728229106Range2.9Trim Var.0.099455732946299
V(Y[t],d=2,D=0)0.277495462794918Range2.6Trim Var.0.163207843137255
V(Y[t],d=3,D=0)0.489442355889724Range3.8Trim Var.0.21185306122449
V(Y[t],d=0,D=1)0.621542553191489Range3.3Trim Var.0.362073170731707
V(Y[t],d=1,D=1)0.175633672525439Range2Trim Var.0.092280487804878
V(Y[t],d=2,D=1)0.139111111111111Range1.7Trim Var.0.0758717948717947
V(Y[t],d=3,D=1)0.181737373737373Range2.1Trim Var.0.0841820768136554
V(Y[t],d=0,D=2)1.29361111111111Range5.3Trim Var.0.641572580645162
V(Y[t],d=1,D=2)0.402436974789916Range3.2Trim Var.0.187919540229885
V(Y[t],d=2,D=2)0.307130124777183Range2.7Trim Var.0.151827586206896
V(Y[t],d=3,D=2)0.407803030303029Range3.20000000000000Trim Var.0.171773399014777

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.972497175141243 & Range & 4.6 & Trim Var. & 0.605981830887491 \tabularnewline
V(Y[t],d=1,D=0) & 0.246814728229106 & Range & 2.9 & Trim Var. & 0.099455732946299 \tabularnewline
V(Y[t],d=2,D=0) & 0.277495462794918 & Range & 2.6 & Trim Var. & 0.163207843137255 \tabularnewline
V(Y[t],d=3,D=0) & 0.489442355889724 & Range & 3.8 & Trim Var. & 0.21185306122449 \tabularnewline
V(Y[t],d=0,D=1) & 0.621542553191489 & Range & 3.3 & Trim Var. & 0.362073170731707 \tabularnewline
V(Y[t],d=1,D=1) & 0.175633672525439 & Range & 2 & Trim Var. & 0.092280487804878 \tabularnewline
V(Y[t],d=2,D=1) & 0.139111111111111 & Range & 1.7 & Trim Var. & 0.0758717948717947 \tabularnewline
V(Y[t],d=3,D=1) & 0.181737373737373 & Range & 2.1 & Trim Var. & 0.0841820768136554 \tabularnewline
V(Y[t],d=0,D=2) & 1.29361111111111 & Range & 5.3 & Trim Var. & 0.641572580645162 \tabularnewline
V(Y[t],d=1,D=2) & 0.402436974789916 & Range & 3.2 & Trim Var. & 0.187919540229885 \tabularnewline
V(Y[t],d=2,D=2) & 0.307130124777183 & Range & 2.7 & Trim Var. & 0.151827586206896 \tabularnewline
V(Y[t],d=3,D=2) & 0.407803030303029 & Range & 3.20000000000000 & Trim Var. & 0.171773399014777 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63308&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.972497175141243[/C][C]Range[/C][C]4.6[/C][C]Trim Var.[/C][C]0.605981830887491[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.246814728229106[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.099455732946299[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.277495462794918[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.163207843137255[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.489442355889724[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.21185306122449[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.621542553191489[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.362073170731707[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.175633672525439[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.092280487804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.139111111111111[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0758717948717947[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.181737373737373[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0841820768136554[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.29361111111111[/C][C]Range[/C][C]5.3[/C][C]Trim Var.[/C][C]0.641572580645162[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.402436974789916[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.187919540229885[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.307130124777183[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.151827586206896[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.407803030303029[/C][C]Range[/C][C]3.20000000000000[/C][C]Trim Var.[/C][C]0.171773399014777[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63308&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63308&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)0.972497175141243Range4.6Trim Var.0.605981830887491
V(Y[t],d=1,D=0)0.246814728229106Range2.9Trim Var.0.099455732946299
V(Y[t],d=2,D=0)0.277495462794918Range2.6Trim Var.0.163207843137255
V(Y[t],d=3,D=0)0.489442355889724Range3.8Trim Var.0.21185306122449
V(Y[t],d=0,D=1)0.621542553191489Range3.3Trim Var.0.362073170731707
V(Y[t],d=1,D=1)0.175633672525439Range2Trim Var.0.092280487804878
V(Y[t],d=2,D=1)0.139111111111111Range1.7Trim Var.0.0758717948717947
V(Y[t],d=3,D=1)0.181737373737373Range2.1Trim Var.0.0841820768136554
V(Y[t],d=0,D=2)1.29361111111111Range5.3Trim Var.0.641572580645162
V(Y[t],d=1,D=2)0.402436974789916Range3.2Trim Var.0.187919540229885
V(Y[t],d=2,D=2)0.307130124777183Range2.7Trim Var.0.151827586206896
V(Y[t],d=3,D=2)0.407803030303029Range3.20000000000000Trim Var.0.171773399014777


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')