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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 computationSun, 13 Dec 2009 08:23:40 -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/13/t1260717848wchdjznibu35nk7.htm/, Retrieved Sat, 27 Apr 2024 15:56:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67326, Retrieved Sat, 27 Apr 2024 15:56:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact121

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       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D        [Variance Reduction Matrix] [SHW WS8] [2009-11-24 12:00:42] [253127ae8da904b75450fbd69fe4eb21]
-   PD          [Variance Reduction Matrix] [ws8 model2.1] [2009-11-27 16:46:34] [95cead3ebb75668735f848316249436a]
-   PD              [Variance Reduction Matrix] [paper vrm1] [2009-12-13 15:23:40] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]
-    D                [Variance Reduction Matrix] [deel2 vrm] [2009-12-13 17:15:37] [95cead3ebb75668735f848316249436a]
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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
775
785
1006
789
734
906
532
387
991
841

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=67326&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=67326&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67326&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)24394.5879917184Range675Trim Var.15127.2913802221
V(Y[t],d=1,D=0)43567.2101449275Range1040Trim Var.20328.8628415301
V(Y[t],d=2,D=0)111048.025241440Range1503Trim Var.67560.3827683616
V(Y[t],d=3,D=0)303535.341022162Range2457Trim Var.178970.230859147
V(Y[t],d=0,D=1)6669.42316999395Range414Trim Var.3597.30769230769
V(Y[t],d=1,D=1)8283.28446115288Range405Trim Var.5693.69960784314
V(Y[t],d=2,D=1)22432.3555194805Range594Trim Var.15594.9424489796
V(Y[t],d=3,D=1)69831.8767676768Range1087Trim Var.47087.4693877551
V(Y[t],d=0,D=2)13045.8246376812Range489Trim Var.7726
V(Y[t],d=1,D=2)20093.9090909091Range531Trim Var.13650.4912280702
V(Y[t],d=2,D=2)52892.8350951374Range832Trim Var.35218.8108108108
V(Y[t],d=3,D=2)159469.501661130Range1532Trim Var.100544.415915916

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 24394.5879917184 & Range & 675 & Trim Var. & 15127.2913802221 \tabularnewline
V(Y[t],d=1,D=0) & 43567.2101449275 & Range & 1040 & Trim Var. & 20328.8628415301 \tabularnewline
V(Y[t],d=2,D=0) & 111048.025241440 & Range & 1503 & Trim Var. & 67560.3827683616 \tabularnewline
V(Y[t],d=3,D=0) & 303535.341022162 & Range & 2457 & Trim Var. & 178970.230859147 \tabularnewline
V(Y[t],d=0,D=1) & 6669.42316999395 & Range & 414 & Trim Var. & 3597.30769230769 \tabularnewline
V(Y[t],d=1,D=1) & 8283.28446115288 & Range & 405 & Trim Var. & 5693.69960784314 \tabularnewline
V(Y[t],d=2,D=1) & 22432.3555194805 & Range & 594 & Trim Var. & 15594.9424489796 \tabularnewline
V(Y[t],d=3,D=1) & 69831.8767676768 & Range & 1087 & Trim Var. & 47087.4693877551 \tabularnewline
V(Y[t],d=0,D=2) & 13045.8246376812 & Range & 489 & Trim Var. & 7726 \tabularnewline
V(Y[t],d=1,D=2) & 20093.9090909091 & Range & 531 & Trim Var. & 13650.4912280702 \tabularnewline
V(Y[t],d=2,D=2) & 52892.8350951374 & Range & 832 & Trim Var. & 35218.8108108108 \tabularnewline
V(Y[t],d=3,D=2) & 159469.501661130 & Range & 1532 & Trim Var. & 100544.415915916 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67326&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]24394.5879917184[/C][C]Range[/C][C]675[/C][C]Trim Var.[/C][C]15127.2913802221[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]43567.2101449275[/C][C]Range[/C][C]1040[/C][C]Trim Var.[/C][C]20328.8628415301[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]111048.025241440[/C][C]Range[/C][C]1503[/C][C]Trim Var.[/C][C]67560.3827683616[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]303535.341022162[/C][C]Range[/C][C]2457[/C][C]Trim Var.[/C][C]178970.230859147[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6669.42316999395[/C][C]Range[/C][C]414[/C][C]Trim Var.[/C][C]3597.30769230769[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8283.28446115288[/C][C]Range[/C][C]405[/C][C]Trim Var.[/C][C]5693.69960784314[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]22432.3555194805[/C][C]Range[/C][C]594[/C][C]Trim Var.[/C][C]15594.9424489796[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]69831.8767676768[/C][C]Range[/C][C]1087[/C][C]Trim Var.[/C][C]47087.4693877551[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]13045.8246376812[/C][C]Range[/C][C]489[/C][C]Trim Var.[/C][C]7726[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]20093.9090909091[/C][C]Range[/C][C]531[/C][C]Trim Var.[/C][C]13650.4912280702[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]52892.8350951374[/C][C]Range[/C][C]832[/C][C]Trim Var.[/C][C]35218.8108108108[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]159469.501661130[/C][C]Range[/C][C]1532[/C][C]Trim Var.[/C][C]100544.415915916[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67326&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67326&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)24394.5879917184Range675Trim Var.15127.2913802221
V(Y[t],d=1,D=0)43567.2101449275Range1040Trim Var.20328.8628415301
V(Y[t],d=2,D=0)111048.025241440Range1503Trim Var.67560.3827683616
V(Y[t],d=3,D=0)303535.341022162Range2457Trim Var.178970.230859147
V(Y[t],d=0,D=1)6669.42316999395Range414Trim Var.3597.30769230769
V(Y[t],d=1,D=1)8283.28446115288Range405Trim Var.5693.69960784314
V(Y[t],d=2,D=1)22432.3555194805Range594Trim Var.15594.9424489796
V(Y[t],d=3,D=1)69831.8767676768Range1087Trim Var.47087.4693877551
V(Y[t],d=0,D=2)13045.8246376812Range489Trim Var.7726
V(Y[t],d=1,D=2)20093.9090909091Range531Trim Var.13650.4912280702
V(Y[t],d=2,D=2)52892.8350951374Range832Trim Var.35218.8108108108
V(Y[t],d=3,D=2)159469.501661130Range1532Trim Var.100544.415915916


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')