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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 computationThu, 10 Dec 2009 01:28:40 -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/10/t1260433794d8jsjbxsps8pnhg.htm/, Retrieved Thu, 25 Apr 2024 09:56:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65233, Retrieved Thu, 25 Apr 2024 09:56:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact140

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...] [2009-12-10 08:28:40] [9a3898f49d4e2f0208d1968305d88f0a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
46
43
59
57
44
63
52
53
55
57
62
69
60
54
56
66
67
65
63
63
70
71
66
66
70
70
67
65
75
80
76
75
77
74
81
75
79
82
77
72
81
79
76
75
71
69
69
57
74
57
61
59
67
57
55
63
61
65
58
55
50

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=65233&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=65233&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65233&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)93.563387978142Range39Trim Var.58.944847605225
V(Y[t],d=1,D=0)48.1988700564972Range36Trim Var.25.1949685534591
V(Y[t],d=2,D=0)139.860900058445Range66Trim Var.60.7269984917044
V(Y[t],d=3,D=0)457.919237749546Range118Trim Var.201.744720965309
V(Y[t],d=0,D=1)147.937074829932Range48Trim Var.99.3280487804878
V(Y[t],d=1,D=1)76.5514184397163Range36Trim Var.43.0156794425087
V(Y[t],d=2,D=1)200.811285846438Range65Trim Var.88.809756097561
V(Y[t],d=3,D=1)604.295652173913Range117Trim Var.287.189102564103
V(Y[t],d=0,D=2)169.525525525526Range53Trim Var.111.145161290323
V(Y[t],d=1,D=2)162.65Range63Trim Var.84.8024193548387
V(Y[t],d=2,D=2)378.843697478992Range84Trim Var.221.812903225806
V(Y[t],d=3,D=2)1016.98395721925Range142Trim Var.571.729885057471

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 93.563387978142 & Range & 39 & Trim Var. & 58.944847605225 \tabularnewline
V(Y[t],d=1,D=0) & 48.1988700564972 & Range & 36 & Trim Var. & 25.1949685534591 \tabularnewline
V(Y[t],d=2,D=0) & 139.860900058445 & Range & 66 & Trim Var. & 60.7269984917044 \tabularnewline
V(Y[t],d=3,D=0) & 457.919237749546 & Range & 118 & Trim Var. & 201.744720965309 \tabularnewline
V(Y[t],d=0,D=1) & 147.937074829932 & Range & 48 & Trim Var. & 99.3280487804878 \tabularnewline
V(Y[t],d=1,D=1) & 76.5514184397163 & Range & 36 & Trim Var. & 43.0156794425087 \tabularnewline
V(Y[t],d=2,D=1) & 200.811285846438 & Range & 65 & Trim Var. & 88.809756097561 \tabularnewline
V(Y[t],d=3,D=1) & 604.295652173913 & Range & 117 & Trim Var. & 287.189102564103 \tabularnewline
V(Y[t],d=0,D=2) & 169.525525525526 & Range & 53 & Trim Var. & 111.145161290323 \tabularnewline
V(Y[t],d=1,D=2) & 162.65 & Range & 63 & Trim Var. & 84.8024193548387 \tabularnewline
V(Y[t],d=2,D=2) & 378.843697478992 & Range & 84 & Trim Var. & 221.812903225806 \tabularnewline
V(Y[t],d=3,D=2) & 1016.98395721925 & Range & 142 & Trim Var. & 571.729885057471 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65233&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]93.563387978142[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]58.944847605225[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]48.1988700564972[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]25.1949685534591[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]139.860900058445[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]60.7269984917044[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]457.919237749546[/C][C]Range[/C][C]118[/C][C]Trim Var.[/C][C]201.744720965309[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]147.937074829932[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]99.3280487804878[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]76.5514184397163[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]43.0156794425087[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]200.811285846438[/C][C]Range[/C][C]65[/C][C]Trim Var.[/C][C]88.809756097561[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]604.295652173913[/C][C]Range[/C][C]117[/C][C]Trim Var.[/C][C]287.189102564103[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]169.525525525526[/C][C]Range[/C][C]53[/C][C]Trim Var.[/C][C]111.145161290323[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]162.65[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]84.8024193548387[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]378.843697478992[/C][C]Range[/C][C]84[/C][C]Trim Var.[/C][C]221.812903225806[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1016.98395721925[/C][C]Range[/C][C]142[/C][C]Trim Var.[/C][C]571.729885057471[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65233&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65233&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)93.563387978142Range39Trim Var.58.944847605225
V(Y[t],d=1,D=0)48.1988700564972Range36Trim Var.25.1949685534591
V(Y[t],d=2,D=0)139.860900058445Range66Trim Var.60.7269984917044
V(Y[t],d=3,D=0)457.919237749546Range118Trim Var.201.744720965309
V(Y[t],d=0,D=1)147.937074829932Range48Trim Var.99.3280487804878
V(Y[t],d=1,D=1)76.5514184397163Range36Trim Var.43.0156794425087
V(Y[t],d=2,D=1)200.811285846438Range65Trim Var.88.809756097561
V(Y[t],d=3,D=1)604.295652173913Range117Trim Var.287.189102564103
V(Y[t],d=0,D=2)169.525525525526Range53Trim Var.111.145161290323
V(Y[t],d=1,D=2)162.65Range63Trim Var.84.8024193548387
V(Y[t],d=2,D=2)378.843697478992Range84Trim Var.221.812903225806
V(Y[t],d=3,D=2)1016.98395721925Range142Trim Var.571.729885057471


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')