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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 13:51:28 -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/t1259959921ikdcw5sfbagdmds.htm/, Retrieved Sun, 28 Apr 2024 18:12:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64152, Retrieved Sun, 28 Apr 2024 18:12:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact96

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Standard Deviation-Mean Plot] [Identifying Integ...] [2009-11-22 12:50:05] [b98453cac15ba1066b407e146608df68]
-    D        [Standard Deviation-Mean Plot] [standard deviatio...] [2009-11-24 21:20:13] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D          [Standard Deviation-Mean Plot] [SHw WS8] [2009-11-26 18:11:50] [af2352cd9a951bedd08ebe247d0de1a2]
- RM                [Variance Reduction Matrix] [] [2009-12-04 20:51:28] [0545e25c765ce26b196961216dc11e13] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
627
696
825
677
656
785
412
352
839
729
696
641
695
638
762
635
721
854
418
367
824
687
601
676
740
691
683
594
729
731
386
331
707
715
657
653
642
643
718
654
632
731
392
344
792
852
649
629
685
617
715
715
629
916
531
357
917
828
708
858

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=64152&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=64152&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64152&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)20966.6056497175Range586Trim Var.14383.7386443047
V(Y[t],d=1,D=0)39285.9409701929Range996Trim Var.20044.2931785196
V(Y[t],d=2,D=0)97958.9452510587Range1406Trim Var.63876.5082956259
V(Y[t],d=3,D=0)270647.327067669Range2337Trim Var.166790.763137255
V(Y[t],d=0,D=1)5587.22296099291Range352Trim Var.2969.69802555168
V(Y[t],d=1,D=1)7716.03237742831Range345Trim Var.5051.38048780488
V(Y[t],d=2,D=1)19144.1178743961Range515Trim Var.13219.2717948718
V(Y[t],d=3,D=1)58170.1434343434Range992Trim Var.35802.8839406208
V(Y[t],d=0,D=2)11360.9928571429Range445Trim Var.7503.99899193548
V(Y[t],d=1,D=2)17310.3983193277Range437Trim Var.13295.4516129032
V(Y[t],d=2,D=2)40474.8021390374Range747Trim Var.26891.0298850575
V(Y[t],d=3,D=2)115287.926136364Range1417Trim Var.73861.1477832512

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 20966.6056497175 & Range & 586 & Trim Var. & 14383.7386443047 \tabularnewline
V(Y[t],d=1,D=0) & 39285.9409701929 & Range & 996 & Trim Var. & 20044.2931785196 \tabularnewline
V(Y[t],d=2,D=0) & 97958.9452510587 & Range & 1406 & Trim Var. & 63876.5082956259 \tabularnewline
V(Y[t],d=3,D=0) & 270647.327067669 & Range & 2337 & Trim Var. & 166790.763137255 \tabularnewline
V(Y[t],d=0,D=1) & 5587.22296099291 & Range & 352 & Trim Var. & 2969.69802555168 \tabularnewline
V(Y[t],d=1,D=1) & 7716.03237742831 & Range & 345 & Trim Var. & 5051.38048780488 \tabularnewline
V(Y[t],d=2,D=1) & 19144.1178743961 & Range & 515 & Trim Var. & 13219.2717948718 \tabularnewline
V(Y[t],d=3,D=1) & 58170.1434343434 & Range & 992 & Trim Var. & 35802.8839406208 \tabularnewline
V(Y[t],d=0,D=2) & 11360.9928571429 & Range & 445 & Trim Var. & 7503.99899193548 \tabularnewline
V(Y[t],d=1,D=2) & 17310.3983193277 & Range & 437 & Trim Var. & 13295.4516129032 \tabularnewline
V(Y[t],d=2,D=2) & 40474.8021390374 & Range & 747 & Trim Var. & 26891.0298850575 \tabularnewline
V(Y[t],d=3,D=2) & 115287.926136364 & Range & 1417 & Trim Var. & 73861.1477832512 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64152&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]20966.6056497175[/C][C]Range[/C][C]586[/C][C]Trim Var.[/C][C]14383.7386443047[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]39285.9409701929[/C][C]Range[/C][C]996[/C][C]Trim Var.[/C][C]20044.2931785196[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]97958.9452510587[/C][C]Range[/C][C]1406[/C][C]Trim Var.[/C][C]63876.5082956259[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]270647.327067669[/C][C]Range[/C][C]2337[/C][C]Trim Var.[/C][C]166790.763137255[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5587.22296099291[/C][C]Range[/C][C]352[/C][C]Trim Var.[/C][C]2969.69802555168[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7716.03237742831[/C][C]Range[/C][C]345[/C][C]Trim Var.[/C][C]5051.38048780488[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]19144.1178743961[/C][C]Range[/C][C]515[/C][C]Trim Var.[/C][C]13219.2717948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]58170.1434343434[/C][C]Range[/C][C]992[/C][C]Trim Var.[/C][C]35802.8839406208[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11360.9928571429[/C][C]Range[/C][C]445[/C][C]Trim Var.[/C][C]7503.99899193548[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]17310.3983193277[/C][C]Range[/C][C]437[/C][C]Trim Var.[/C][C]13295.4516129032[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]40474.8021390374[/C][C]Range[/C][C]747[/C][C]Trim Var.[/C][C]26891.0298850575[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]115287.926136364[/C][C]Range[/C][C]1417[/C][C]Trim Var.[/C][C]73861.1477832512[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64152&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64152&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)20966.6056497175Range586Trim Var.14383.7386443047
V(Y[t],d=1,D=0)39285.9409701929Range996Trim Var.20044.2931785196
V(Y[t],d=2,D=0)97958.9452510587Range1406Trim Var.63876.5082956259
V(Y[t],d=3,D=0)270647.327067669Range2337Trim Var.166790.763137255
V(Y[t],d=0,D=1)5587.22296099291Range352Trim Var.2969.69802555168
V(Y[t],d=1,D=1)7716.03237742831Range345Trim Var.5051.38048780488
V(Y[t],d=2,D=1)19144.1178743961Range515Trim Var.13219.2717948718
V(Y[t],d=3,D=1)58170.1434343434Range992Trim Var.35802.8839406208
V(Y[t],d=0,D=2)11360.9928571429Range445Trim Var.7503.99899193548
V(Y[t],d=1,D=2)17310.3983193277Range437Trim Var.13295.4516129032
V(Y[t],d=2,D=2)40474.8021390374Range747Trim Var.26891.0298850575
V(Y[t],d=3,D=2)115287.926136364Range1417Trim Var.73861.1477832512


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')