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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 computationMon, 14 Dec 2009 02:00:06 -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/14/t1260781252b97agwo60ovkb8j.htm/, Retrieved Sun, 05 May 2024 10:05:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67449, Retrieved Sun, 05 May 2024 10:05:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact182

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] [variance reductio...] [2009-11-26 16:20:43] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D          [Variance Reduction Matrix] [Workshop8] [2009-11-27 11:16:35] [34b80aeb109c116fd63bf2eb7493a276]
-    D            [Variance Reduction Matrix] [methode2] [2009-12-12 10:41:15] [34b80aeb109c116fd63bf2eb7493a276]
-    D                [Variance Reduction Matrix] [methode 2] [2009-12-14 09:00:06] [307139c5e328127f586f26d5bcc435d8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2.7
2.5
2.2
2.9
3.1
3
2.8
2.5
1.9
1.9
1.8
2
2.6
2.5
2.5
1.6
1.4
0.8
1.1
1.3
1.2
1.3
1.1
1.3
1.2
1.6
1.7
1.5
0.9
1.5
1.4
1.6
1.7
1.4
1.8
1.7
1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67449&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]3 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=67449&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67449&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.384475409836066Range2.3Trim Var.0.259396078431373
V(Y[t],d=1,D=0)0.142539548022599Range1.8Trim Var.0.0776470588235294
V(Y[t],d=2,D=0)0.307574517825833Range2.5Trim Var.0.175631372549020
V(Y[t],d=3,D=0)0.902407743496673Range4.2Trim Var.0.577435294117647
V(Y[t],d=0,D=1)0.767423469387755Range4Trim Var.0.450343300110742
V(Y[t],d=1,D=1)0.455172872340426Range3Trim Var.0.246806039488966
V(Y[t],d=2,D=1)1.09128584643848Range4.5Trim Var.0.673451219512195
V(Y[t],d=3,D=1)3.3184154589372Range7.7Trim Var.2.049
V(Y[t],d=0,D=2)1.18608108108108Range4.7Trim Var.0.726212121212121
V(Y[t],d=1,D=2)1.47792857142857Range5.2Trim Var.0.961764112903226
V(Y[t],d=2,D=2)3.90078991596639Range8.1Trim Var.2.40858064516129
V(Y[t],d=3,D=2)12.4040730837790Range13.7Trim Var.8.25757471264368

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.384475409836066 & Range & 2.3 & Trim Var. & 0.259396078431373 \tabularnewline
V(Y[t],d=1,D=0) & 0.142539548022599 & Range & 1.8 & Trim Var. & 0.0776470588235294 \tabularnewline
V(Y[t],d=2,D=0) & 0.307574517825833 & Range & 2.5 & Trim Var. & 0.175631372549020 \tabularnewline
V(Y[t],d=3,D=0) & 0.902407743496673 & Range & 4.2 & Trim Var. & 0.577435294117647 \tabularnewline
V(Y[t],d=0,D=1) & 0.767423469387755 & Range & 4 & Trim Var. & 0.450343300110742 \tabularnewline
V(Y[t],d=1,D=1) & 0.455172872340426 & Range & 3 & Trim Var. & 0.246806039488966 \tabularnewline
V(Y[t],d=2,D=1) & 1.09128584643848 & Range & 4.5 & Trim Var. & 0.673451219512195 \tabularnewline
V(Y[t],d=3,D=1) & 3.3184154589372 & Range & 7.7 & Trim Var. & 2.049 \tabularnewline
V(Y[t],d=0,D=2) & 1.18608108108108 & Range & 4.7 & Trim Var. & 0.726212121212121 \tabularnewline
V(Y[t],d=1,D=2) & 1.47792857142857 & Range & 5.2 & Trim Var. & 0.961764112903226 \tabularnewline
V(Y[t],d=2,D=2) & 3.90078991596639 & Range & 8.1 & Trim Var. & 2.40858064516129 \tabularnewline
V(Y[t],d=3,D=2) & 12.4040730837790 & Range & 13.7 & Trim Var. & 8.25757471264368 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67449&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.384475409836066[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.259396078431373[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.142539548022599[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0776470588235294[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.307574517825833[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.175631372549020[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.902407743496673[/C][C]Range[/C][C]4.2[/C][C]Trim Var.[/C][C]0.577435294117647[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.767423469387755[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.450343300110742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.455172872340426[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.246806039488966[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.09128584643848[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.673451219512195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.3184154589372[/C][C]Range[/C][C]7.7[/C][C]Trim Var.[/C][C]2.049[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.18608108108108[/C][C]Range[/C][C]4.7[/C][C]Trim Var.[/C][C]0.726212121212121[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.47792857142857[/C][C]Range[/C][C]5.2[/C][C]Trim Var.[/C][C]0.961764112903226[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.90078991596639[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]2.40858064516129[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]12.4040730837790[/C][C]Range[/C][C]13.7[/C][C]Trim Var.[/C][C]8.25757471264368[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67449&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67449&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)0.384475409836066Range2.3Trim Var.0.259396078431373
V(Y[t],d=1,D=0)0.142539548022599Range1.8Trim Var.0.0776470588235294
V(Y[t],d=2,D=0)0.307574517825833Range2.5Trim Var.0.175631372549020
V(Y[t],d=3,D=0)0.902407743496673Range4.2Trim Var.0.577435294117647
V(Y[t],d=0,D=1)0.767423469387755Range4Trim Var.0.450343300110742
V(Y[t],d=1,D=1)0.455172872340426Range3Trim Var.0.246806039488966
V(Y[t],d=2,D=1)1.09128584643848Range4.5Trim Var.0.673451219512195
V(Y[t],d=3,D=1)3.3184154589372Range7.7Trim Var.2.049
V(Y[t],d=0,D=2)1.18608108108108Range4.7Trim Var.0.726212121212121
V(Y[t],d=1,D=2)1.47792857142857Range5.2Trim Var.0.961764112903226
V(Y[t],d=2,D=2)3.90078991596639Range8.1Trim Var.2.40858064516129
V(Y[t],d=3,D=2)12.4040730837790Range13.7Trim Var.8.25757471264368


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')