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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 12:12:45 -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/t1259954083ox57qf63bq95513.htm/, Retrieved Sun, 28 Apr 2024 11:58:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64054, Retrieved Sun, 28 Apr 2024 11:58:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact100

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] [Variance Reductio...] [2009-12-04 19:12:45] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.4
1
-0.8
-2.9
-0.7
-0.7
1.5
3
3.2
3.1
3.9
1
1.3
0.8
1.2
2.9
3.9
4.5
4.5
3.3
2
1.5
1
2.1
3
4
5.1
4.5
4.2
3.3
2.7
1.8
1.4
0.5
-0.4
0.8
0.7
1.9
2
1.1
0.9
0.4
0.7
2.1
2.8
3.9
3.5
2
2
1.5
2.5
3.1
2.7
2.8
2.5
3
3.2
2.8
2.4
2
1.8
1.1
-1.5
-3.7

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=64054&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=64054&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64054&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)2.8967435515873Range8.8Trim Var.1.41609090909091
V(Y[t],d=1,D=0)1.13188940092166Range5.1Trim Var.0.577723905723906
V(Y[t],d=2,D=0)1.60766790058170Range8Trim Var.0.656579315164221
V(Y[t],d=3,D=0)4.69478142076503Range13.4Trim Var.1.84267053701016
V(Y[t],d=0,D=1)6.26302790346908Range12.6Trim Var.3.64466183574879
V(Y[t],d=1,D=1)2.39259607843137Range7.6Trim Var.1.13562367864693
V(Y[t],d=2,D=1)3.38988163265306Range10.3Trim Var.1.75306553911205
V(Y[t],d=3,D=1)9.7625850340136Range15.5Trim Var.4.53704994192799
V(Y[t],d=0,D=2)15.0640448717949Range14.2Trim Var.10.990756302521
V(Y[t],d=1,D=2)5.50470985155196Range9.9Trim Var.3.81878991596639
V(Y[t],d=2,D=2)8.070106685633Range12Trim Var.5.60976827094474
V(Y[t],d=3,D=2)23.2076576576577Range19Trim Var.16.5944318181818

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2.8967435515873 & Range & 8.8 & Trim Var. & 1.41609090909091 \tabularnewline
V(Y[t],d=1,D=0) & 1.13188940092166 & Range & 5.1 & Trim Var. & 0.577723905723906 \tabularnewline
V(Y[t],d=2,D=0) & 1.60766790058170 & Range & 8 & Trim Var. & 0.656579315164221 \tabularnewline
V(Y[t],d=3,D=0) & 4.69478142076503 & Range & 13.4 & Trim Var. & 1.84267053701016 \tabularnewline
V(Y[t],d=0,D=1) & 6.26302790346908 & Range & 12.6 & Trim Var. & 3.64466183574879 \tabularnewline
V(Y[t],d=1,D=1) & 2.39259607843137 & Range & 7.6 & Trim Var. & 1.13562367864693 \tabularnewline
V(Y[t],d=2,D=1) & 3.38988163265306 & Range & 10.3 & Trim Var. & 1.75306553911205 \tabularnewline
V(Y[t],d=3,D=1) & 9.7625850340136 & Range & 15.5 & Trim Var. & 4.53704994192799 \tabularnewline
V(Y[t],d=0,D=2) & 15.0640448717949 & Range & 14.2 & Trim Var. & 10.990756302521 \tabularnewline
V(Y[t],d=1,D=2) & 5.50470985155196 & Range & 9.9 & Trim Var. & 3.81878991596639 \tabularnewline
V(Y[t],d=2,D=2) & 8.070106685633 & Range & 12 & Trim Var. & 5.60976827094474 \tabularnewline
V(Y[t],d=3,D=2) & 23.2076576576577 & Range & 19 & Trim Var. & 16.5944318181818 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64054&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2.8967435515873[/C][C]Range[/C][C]8.8[/C][C]Trim Var.[/C][C]1.41609090909091[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.13188940092166[/C][C]Range[/C][C]5.1[/C][C]Trim Var.[/C][C]0.577723905723906[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.60766790058170[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]0.656579315164221[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4.69478142076503[/C][C]Range[/C][C]13.4[/C][C]Trim Var.[/C][C]1.84267053701016[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6.26302790346908[/C][C]Range[/C][C]12.6[/C][C]Trim Var.[/C][C]3.64466183574879[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2.39259607843137[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]1.13562367864693[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3.38988163265306[/C][C]Range[/C][C]10.3[/C][C]Trim Var.[/C][C]1.75306553911205[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]9.7625850340136[/C][C]Range[/C][C]15.5[/C][C]Trim Var.[/C][C]4.53704994192799[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]15.0640448717949[/C][C]Range[/C][C]14.2[/C][C]Trim Var.[/C][C]10.990756302521[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.50470985155196[/C][C]Range[/C][C]9.9[/C][C]Trim Var.[/C][C]3.81878991596639[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]8.070106685633[/C][C]Range[/C][C]12[/C][C]Trim Var.[/C][C]5.60976827094474[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]23.2076576576577[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]16.5944318181818[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64054&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64054&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)2.8967435515873Range8.8Trim Var.1.41609090909091
V(Y[t],d=1,D=0)1.13188940092166Range5.1Trim Var.0.577723905723906
V(Y[t],d=2,D=0)1.60766790058170Range8Trim Var.0.656579315164221
V(Y[t],d=3,D=0)4.69478142076503Range13.4Trim Var.1.84267053701016
V(Y[t],d=0,D=1)6.26302790346908Range12.6Trim Var.3.64466183574879
V(Y[t],d=1,D=1)2.39259607843137Range7.6Trim Var.1.13562367864693
V(Y[t],d=2,D=1)3.38988163265306Range10.3Trim Var.1.75306553911205
V(Y[t],d=3,D=1)9.7625850340136Range15.5Trim Var.4.53704994192799
V(Y[t],d=0,D=2)15.0640448717949Range14.2Trim Var.10.990756302521
V(Y[t],d=1,D=2)5.50470985155196Range9.9Trim Var.3.81878991596639
V(Y[t],d=2,D=2)8.070106685633Range12Trim Var.5.60976827094474
V(Y[t],d=3,D=2)23.2076576576577Range19Trim Var.16.5944318181818


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')