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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 02:40:45 -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/14/t1260783689gsyx91tkhwpspw1.htm/, Retrieved Sun, 05 May 2024 10:44:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67473, Retrieved Sun, 05 May 2024 10:44:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact144

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] [WS 8: VRM] [2009-11-27 13:22:16] [b97b96148b0223bc16666763988dc147]
-    D            [Variance Reduction Matrix] [Paper: Variance R...] [2009-12-14 09:40:45] [17b3de9cda9f51722106e41c76160a49] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
423
427
441
449
452
462
455
461
461
463
462
456
455
456
472
472
471
465
459
465
468
467
463
460
462
461
476
476
471
453
443
442
444
438
427
424
416
406
431
434
418
412
404
409
412
406
398
397
385
390
413
413
401
397
397
409
419
424
428
430

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=67473&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=67473&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67473&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)692.423446327684Range91Trim Var.509.2
V(Y[t],d=1,D=0)72.3822326125073Range43Trim Var.37.6662895927602
V(Y[t],d=2,D=0)116.630369026013Range58Trim Var.67.3484162895928
V(Y[t],d=3,D=0)296.347744360902Range94Trim Var.134.324897959184
V(Y[t],d=0,D=1)597.955673758865Range88Trim Var.430.130081300813
V(Y[t],d=1,D=1)43.890841813136Range31Trim Var.24.6243902439024
V(Y[t],d=2,D=1)71.1826086956522Range40Trim Var.33.8564102564103
V(Y[t],d=3,D=1)218.537373737374Range73Trim Var.97.9325236167341
V(Y[t],d=0,D=2)1184.2Range120Trim Var.850.049462365591
V(Y[t],d=1,D=2)79.6050420168067Range37Trim Var.44.1333333333333
V(Y[t],d=2,D=2)170.727272727273Range67Trim Var.79.596551724138
V(Y[t],d=3,D=2)539.609848484848Range96Trim Var.251.951058201058

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 692.423446327684 & Range & 91 & Trim Var. & 509.2 \tabularnewline
V(Y[t],d=1,D=0) & 72.3822326125073 & Range & 43 & Trim Var. & 37.6662895927602 \tabularnewline
V(Y[t],d=2,D=0) & 116.630369026013 & Range & 58 & Trim Var. & 67.3484162895928 \tabularnewline
V(Y[t],d=3,D=0) & 296.347744360902 & Range & 94 & Trim Var. & 134.324897959184 \tabularnewline
V(Y[t],d=0,D=1) & 597.955673758865 & Range & 88 & Trim Var. & 430.130081300813 \tabularnewline
V(Y[t],d=1,D=1) & 43.890841813136 & Range & 31 & Trim Var. & 24.6243902439024 \tabularnewline
V(Y[t],d=2,D=1) & 71.1826086956522 & Range & 40 & Trim Var. & 33.8564102564103 \tabularnewline
V(Y[t],d=3,D=1) & 218.537373737374 & Range & 73 & Trim Var. & 97.9325236167341 \tabularnewline
V(Y[t],d=0,D=2) & 1184.2 & Range & 120 & Trim Var. & 850.049462365591 \tabularnewline
V(Y[t],d=1,D=2) & 79.6050420168067 & Range & 37 & Trim Var. & 44.1333333333333 \tabularnewline
V(Y[t],d=2,D=2) & 170.727272727273 & Range & 67 & Trim Var. & 79.596551724138 \tabularnewline
V(Y[t],d=3,D=2) & 539.609848484848 & Range & 96 & Trim Var. & 251.951058201058 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67473&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]692.423446327684[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]509.2[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]72.3822326125073[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]37.6662895927602[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]116.630369026013[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]67.3484162895928[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]296.347744360902[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]134.324897959184[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]597.955673758865[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]430.130081300813[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]43.890841813136[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]24.6243902439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]71.1826086956522[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]33.8564102564103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]218.537373737374[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]97.9325236167341[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1184.2[/C][C]Range[/C][C]120[/C][C]Trim Var.[/C][C]850.049462365591[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]79.6050420168067[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]44.1333333333333[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]170.727272727273[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]79.596551724138[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]539.609848484848[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]251.951058201058[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67473&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67473&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)692.423446327684Range91Trim Var.509.2
V(Y[t],d=1,D=0)72.3822326125073Range43Trim Var.37.6662895927602
V(Y[t],d=2,D=0)116.630369026013Range58Trim Var.67.3484162895928
V(Y[t],d=3,D=0)296.347744360902Range94Trim Var.134.324897959184
V(Y[t],d=0,D=1)597.955673758865Range88Trim Var.430.130081300813
V(Y[t],d=1,D=1)43.890841813136Range31Trim Var.24.6243902439024
V(Y[t],d=2,D=1)71.1826086956522Range40Trim Var.33.8564102564103
V(Y[t],d=3,D=1)218.537373737374Range73Trim Var.97.9325236167341
V(Y[t],d=0,D=2)1184.2Range120Trim Var.850.049462365591
V(Y[t],d=1,D=2)79.6050420168067Range37Trim Var.44.1333333333333
V(Y[t],d=2,D=2)170.727272727273Range67Trim Var.79.596551724138
V(Y[t],d=3,D=2)539.609848484848Range96Trim Var.251.951058201058


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')