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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 04:51:16 -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/t1259927537oxe7o81jen2wm7s.htm/, Retrieved Sun, 28 Apr 2024 04:03:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63319, Retrieved Sun, 28 Apr 2024 04:03:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact126

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] [Variance reductio...] [2009-12-04 11:51:16] [4996e0131d5120d29a6e9a8dccb25dc3] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
19
18
19
19
22
23
20
14
14
14
15
11
17
16
20
24
23
20
21
19
23
23
23
23
27
26
17
24
26
24
27
27
26
24
23
23
24
17
21
19
22
22
18
16
14
12
14
16
8
3
0
5
1
1
3
6
7
8
14
14
13

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=63319&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=63319&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63319&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)51.5885245901639Range27Trim Var.27.3163265306122
V(Y[t],d=1,D=0)11.0067796610169Range16Trim Var.6.32040531097135
V(Y[t],d=2,D=0)25.2068965517241Range26Trim Var.13.2533936651584
V(Y[t],d=3,D=0)77.6639443436177Range45Trim Var.39.0925490196078
V(Y[t],d=0,D=1)74.6666666666667Range33Trim Var.48.4772978959025
V(Y[t],d=1,D=1)23.3612588652482Range26Trim Var.12.1492450638792
V(Y[t],d=2,D=1)58.9990749306198Range41Trim Var.26.2951219512195
V(Y[t],d=3,D=1)193.271497584541Range73Trim Var.88.101923076923
V(Y[t],d=0,D=2)110.644144144144Range46Trim Var.59.8954022988506
V(Y[t],d=1,D=2)79.3357142857143Range46Trim Var.30.9849462365591
V(Y[t],d=2,D=2)210.961344537815Range74Trim Var.87.5225806451613
V(Y[t],d=3,D=2)690.057040998217Range134Trim Var.269.406896551724

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 51.5885245901639 & Range & 27 & Trim Var. & 27.3163265306122 \tabularnewline
V(Y[t],d=1,D=0) & 11.0067796610169 & Range & 16 & Trim Var. & 6.32040531097135 \tabularnewline
V(Y[t],d=2,D=0) & 25.2068965517241 & Range & 26 & Trim Var. & 13.2533936651584 \tabularnewline
V(Y[t],d=3,D=0) & 77.6639443436177 & Range & 45 & Trim Var. & 39.0925490196078 \tabularnewline
V(Y[t],d=0,D=1) & 74.6666666666667 & Range & 33 & Trim Var. & 48.4772978959025 \tabularnewline
V(Y[t],d=1,D=1) & 23.3612588652482 & Range & 26 & Trim Var. & 12.1492450638792 \tabularnewline
V(Y[t],d=2,D=1) & 58.9990749306198 & Range & 41 & Trim Var. & 26.2951219512195 \tabularnewline
V(Y[t],d=3,D=1) & 193.271497584541 & Range & 73 & Trim Var. & 88.101923076923 \tabularnewline
V(Y[t],d=0,D=2) & 110.644144144144 & Range & 46 & Trim Var. & 59.8954022988506 \tabularnewline
V(Y[t],d=1,D=2) & 79.3357142857143 & Range & 46 & Trim Var. & 30.9849462365591 \tabularnewline
V(Y[t],d=2,D=2) & 210.961344537815 & Range & 74 & Trim Var. & 87.5225806451613 \tabularnewline
V(Y[t],d=3,D=2) & 690.057040998217 & Range & 134 & Trim Var. & 269.406896551724 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63319&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]51.5885245901639[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]27.3163265306122[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11.0067796610169[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.32040531097135[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25.2068965517241[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]13.2533936651584[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]77.6639443436177[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]39.0925490196078[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]74.6666666666667[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]48.4772978959025[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]23.3612588652482[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]12.1492450638792[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]58.9990749306198[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]26.2951219512195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]193.271497584541[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]88.101923076923[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]110.644144144144[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]59.8954022988506[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]79.3357142857143[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]30.9849462365591[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]210.961344537815[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]87.5225806451613[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]690.057040998217[/C][C]Range[/C][C]134[/C][C]Trim Var.[/C][C]269.406896551724[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63319&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63319&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)51.5885245901639Range27Trim Var.27.3163265306122
V(Y[t],d=1,D=0)11.0067796610169Range16Trim Var.6.32040531097135
V(Y[t],d=2,D=0)25.2068965517241Range26Trim Var.13.2533936651584
V(Y[t],d=3,D=0)77.6639443436177Range45Trim Var.39.0925490196078
V(Y[t],d=0,D=1)74.6666666666667Range33Trim Var.48.4772978959025
V(Y[t],d=1,D=1)23.3612588652482Range26Trim Var.12.1492450638792
V(Y[t],d=2,D=1)58.9990749306198Range41Trim Var.26.2951219512195
V(Y[t],d=3,D=1)193.271497584541Range73Trim Var.88.101923076923
V(Y[t],d=0,D=2)110.644144144144Range46Trim Var.59.8954022988506
V(Y[t],d=1,D=2)79.3357142857143Range46Trim Var.30.9849462365591
V(Y[t],d=2,D=2)210.961344537815Range74Trim Var.87.5225806451613
V(Y[t],d=3,D=2)690.057040998217Range134Trim Var.269.406896551724


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')