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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, 17 Dec 2009 08:44:00 -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/17/t126106475311rk66muc93fgrj.htm/, Retrieved Tue, 30 Apr 2024 06:05:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68961, Retrieved Tue, 30 Apr 2024 06:05:31 +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)
-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
-    D  [Multiple Regression] [Paper] [2008-12-16 19:46:15] [74be16979710d4c4e7c6647856088456]
- RM D    [Multiple Regression] [] [2009-12-16 17:12:08] [ff47dd0689925b5f8d992b55e66ceb45]
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-17 14:49:59] [ff47dd0689925b5f8d992b55e66ceb45]
- RM D          [Variance Reduction Matrix] [] [2009-12-17 15:44:00] [208e60166df5802f3c494097313a670f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.3

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=68961&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=68961&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68961&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)0.491044420941301Range3.2Trim Var.0.272525490196078
V(Y[t],d=1,D=0)0.108393442622951Range1.8Trim Var.0.0413207547169811
V(Y[t],d=2,D=0)0.145762711864407Range1.9Trim Var.0.0851596516690856
V(Y[t],d=3,D=0)0.295815312682641Range2.8Trim Var.0.142119013062409
V(Y[t],d=0,D=1)0.491020408163265Range2.9Trim Var.0.305158562367865
V(Y[t],d=1,D=1)0.10125Range1.5Trim Var.0.0458139534883721
V(Y[t],d=2,D=1)0.096099290780142Range1.40000000000000Trim Var.0.0573112659698026
V(Y[t],d=3,D=1)0.147826086956522Range1.7Trim Var.0.0832439024390244
V(Y[t],d=0,D=2)1.15036273115220Range4Trim Var.0.759688057040998
V(Y[t],d=1,D=2)0.267987987987988Range2.5Trim Var.0.136553030303030
V(Y[t],d=2,D=2)0.251515873015873Range2.10000000000000Trim Var.0.154264112903226
V(Y[t],d=3,D=2)0.377613445378151Range2.60000000000000Trim Var.0.219118279569892

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.491044420941301 & Range & 3.2 & Trim Var. & 0.272525490196078 \tabularnewline
V(Y[t],d=1,D=0) & 0.108393442622951 & Range & 1.8 & Trim Var. & 0.0413207547169811 \tabularnewline
V(Y[t],d=2,D=0) & 0.145762711864407 & Range & 1.9 & Trim Var. & 0.0851596516690856 \tabularnewline
V(Y[t],d=3,D=0) & 0.295815312682641 & Range & 2.8 & Trim Var. & 0.142119013062409 \tabularnewline
V(Y[t],d=0,D=1) & 0.491020408163265 & Range & 2.9 & Trim Var. & 0.305158562367865 \tabularnewline
V(Y[t],d=1,D=1) & 0.10125 & Range & 1.5 & Trim Var. & 0.0458139534883721 \tabularnewline
V(Y[t],d=2,D=1) & 0.096099290780142 & Range & 1.40000000000000 & Trim Var. & 0.0573112659698026 \tabularnewline
V(Y[t],d=3,D=1) & 0.147826086956522 & Range & 1.7 & Trim Var. & 0.0832439024390244 \tabularnewline
V(Y[t],d=0,D=2) & 1.15036273115220 & Range & 4 & Trim Var. & 0.759688057040998 \tabularnewline
V(Y[t],d=1,D=2) & 0.267987987987988 & Range & 2.5 & Trim Var. & 0.136553030303030 \tabularnewline
V(Y[t],d=2,D=2) & 0.251515873015873 & Range & 2.10000000000000 & Trim Var. & 0.154264112903226 \tabularnewline
V(Y[t],d=3,D=2) & 0.377613445378151 & Range & 2.60000000000000 & Trim Var. & 0.219118279569892 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68961&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.491044420941301[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.272525490196078[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.108393442622951[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0413207547169811[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.145762711864407[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0851596516690856[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.295815312682641[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.142119013062409[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.491020408163265[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.305158562367865[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.10125[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0458139534883721[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.096099290780142[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0573112659698026[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.147826086956522[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0832439024390244[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.15036273115220[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.759688057040998[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.267987987987988[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.136553030303030[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.251515873015873[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.154264112903226[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.377613445378151[/C][C]Range[/C][C]2.60000000000000[/C][C]Trim Var.[/C][C]0.219118279569892[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68961&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68961&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)0.491044420941301Range3.2Trim Var.0.272525490196078
V(Y[t],d=1,D=0)0.108393442622951Range1.8Trim Var.0.0413207547169811
V(Y[t],d=2,D=0)0.145762711864407Range1.9Trim Var.0.0851596516690856
V(Y[t],d=3,D=0)0.295815312682641Range2.8Trim Var.0.142119013062409
V(Y[t],d=0,D=1)0.491020408163265Range2.9Trim Var.0.305158562367865
V(Y[t],d=1,D=1)0.10125Range1.5Trim Var.0.0458139534883721
V(Y[t],d=2,D=1)0.096099290780142Range1.40000000000000Trim Var.0.0573112659698026
V(Y[t],d=3,D=1)0.147826086956522Range1.7Trim Var.0.0832439024390244
V(Y[t],d=0,D=2)1.15036273115220Range4Trim Var.0.759688057040998
V(Y[t],d=1,D=2)0.267987987987988Range2.5Trim Var.0.136553030303030
V(Y[t],d=2,D=2)0.251515873015873Range2.10000000000000Trim Var.0.154264112903226
V(Y[t],d=3,D=2)0.377613445378151Range2.60000000000000Trim Var.0.219118279569892


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')