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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 06:02:55 -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/t1259931831m4emh65ixfwd9z8.htm/, Retrieved Sun, 28 Apr 2024 08:17:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63451, Retrieved Sun, 28 Apr 2024 08:17:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact131

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] [] [2009-12-04 13:02:55] [d1856923bab8a0db5ebd860815c7444f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3,2
1,9
0
0,6
0,2
0,9
2,4
4,7
9,4
12,5
15,8
18,2
16,8
17,3
19,3
17,9
20,2
18,7
20,1
18,2
18,4
18,2
18,9
19,9
21,3
20
19,5
19,6
20,9
21
19,9
19,6
20,9
21,7
22,9
21,5
21,3
23,5
21,6
24,5
22,2
23,5
20,9
20,7
18,1
17,1
14,8
13,8
15,2
16
17,6
15
15
16,3
19,4
21,3
20,5
21,1
21,6
22,6

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=63451&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=63451&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63451&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)43.3323700564972Range24.5Trim Var.29.7029629629630
V(Y[t],d=1,D=0)2.84691408533022Range7.3Trim Var.1.87784313725490
V(Y[t],d=2,D=0)5.15506654567453Range10Trim Var.3.57817119155355
V(Y[t],d=3,D=0)17.3162280701754Range18.9Trim Var.11.0027372549020
V(Y[t],d=0,D=1)57.099414893617Range29.5Trim Var.36.9854355400697
V(Y[t],d=1,D=1)6.7554301572618Range11.2Trim Var.4.34882051282051
V(Y[t],d=2,D=1)14.0164251207729Range16.8Trim Var.9.0876858974359
V(Y[t],d=3,D=1)49.5087070707071Range30.7Trim Var.32.8876113360324
V(Y[t],d=0,D=2)76.229992063492Range35.8Trim Var.45.3410383064516
V(Y[t],d=1,D=2)17.5933949579832Range15.5Trim Var.13.0783655913978
V(Y[t],d=2,D=2)39.1013547237077Range27.4Trim Var.25.912
V(Y[t],d=3,D=2)140.650018939394Range50.4Trim Var.87.3842857142857

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 43.3323700564972 & Range & 24.5 & Trim Var. & 29.7029629629630 \tabularnewline
V(Y[t],d=1,D=0) & 2.84691408533022 & Range & 7.3 & Trim Var. & 1.87784313725490 \tabularnewline
V(Y[t],d=2,D=0) & 5.15506654567453 & Range & 10 & Trim Var. & 3.57817119155355 \tabularnewline
V(Y[t],d=3,D=0) & 17.3162280701754 & Range & 18.9 & Trim Var. & 11.0027372549020 \tabularnewline
V(Y[t],d=0,D=1) & 57.099414893617 & Range & 29.5 & Trim Var. & 36.9854355400697 \tabularnewline
V(Y[t],d=1,D=1) & 6.7554301572618 & Range & 11.2 & Trim Var. & 4.34882051282051 \tabularnewline
V(Y[t],d=2,D=1) & 14.0164251207729 & Range & 16.8 & Trim Var. & 9.0876858974359 \tabularnewline
V(Y[t],d=3,D=1) & 49.5087070707071 & Range & 30.7 & Trim Var. & 32.8876113360324 \tabularnewline
V(Y[t],d=0,D=2) & 76.229992063492 & Range & 35.8 & Trim Var. & 45.3410383064516 \tabularnewline
V(Y[t],d=1,D=2) & 17.5933949579832 & Range & 15.5 & Trim Var. & 13.0783655913978 \tabularnewline
V(Y[t],d=2,D=2) & 39.1013547237077 & Range & 27.4 & Trim Var. & 25.912 \tabularnewline
V(Y[t],d=3,D=2) & 140.650018939394 & Range & 50.4 & Trim Var. & 87.3842857142857 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63451&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]43.3323700564972[/C][C]Range[/C][C]24.5[/C][C]Trim Var.[/C][C]29.7029629629630[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.84691408533022[/C][C]Range[/C][C]7.3[/C][C]Trim Var.[/C][C]1.87784313725490[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5.15506654567453[/C][C]Range[/C][C]10[/C][C]Trim Var.[/C][C]3.57817119155355[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]17.3162280701754[/C][C]Range[/C][C]18.9[/C][C]Trim Var.[/C][C]11.0027372549020[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]57.099414893617[/C][C]Range[/C][C]29.5[/C][C]Trim Var.[/C][C]36.9854355400697[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6.7554301572618[/C][C]Range[/C][C]11.2[/C][C]Trim Var.[/C][C]4.34882051282051[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]14.0164251207729[/C][C]Range[/C][C]16.8[/C][C]Trim Var.[/C][C]9.0876858974359[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]49.5087070707071[/C][C]Range[/C][C]30.7[/C][C]Trim Var.[/C][C]32.8876113360324[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]76.229992063492[/C][C]Range[/C][C]35.8[/C][C]Trim Var.[/C][C]45.3410383064516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]17.5933949579832[/C][C]Range[/C][C]15.5[/C][C]Trim Var.[/C][C]13.0783655913978[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]39.1013547237077[/C][C]Range[/C][C]27.4[/C][C]Trim Var.[/C][C]25.912[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]140.650018939394[/C][C]Range[/C][C]50.4[/C][C]Trim Var.[/C][C]87.3842857142857[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63451&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63451&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)43.3323700564972Range24.5Trim Var.29.7029629629630
V(Y[t],d=1,D=0)2.84691408533022Range7.3Trim Var.1.87784313725490
V(Y[t],d=2,D=0)5.15506654567453Range10Trim Var.3.57817119155355
V(Y[t],d=3,D=0)17.3162280701754Range18.9Trim Var.11.0027372549020
V(Y[t],d=0,D=1)57.099414893617Range29.5Trim Var.36.9854355400697
V(Y[t],d=1,D=1)6.7554301572618Range11.2Trim Var.4.34882051282051
V(Y[t],d=2,D=1)14.0164251207729Range16.8Trim Var.9.0876858974359
V(Y[t],d=3,D=1)49.5087070707071Range30.7Trim Var.32.8876113360324
V(Y[t],d=0,D=2)76.229992063492Range35.8Trim Var.45.3410383064516
V(Y[t],d=1,D=2)17.5933949579832Range15.5Trim Var.13.0783655913978
V(Y[t],d=2,D=2)39.1013547237077Range27.4Trim Var.25.912
V(Y[t],d=3,D=2)140.650018939394Range50.4Trim Var.87.3842857142857


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')