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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 17 Dec 2009 15:44:09 -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/t1261089877ce81u1w2f354nsm.htm/, Retrieved Tue, 30 Apr 2024 00:05:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69130, Retrieved Tue, 30 Apr 2024 00:05:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact91

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2009-12-17 22:44:09] [e24e91da8d334fb8882bf413603fde71] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2
2.7
2.1
1.9
0.6
0.7
-0.2
-1
-1.7
-0.7

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69130&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]2 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=69130&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69130&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)1.73242448543170Range7.6Trim Var.0.657604237867396
V(Y[t],d=1,D=0)0.225927496580027Range2.6Trim Var.0.117270175438596
V(Y[t],d=2,D=0)0.374098039215686Range3Trim Var.0.215106306306306
V(Y[t],d=3,D=0)1.05519793459552Range4.9Trim Var.0.614320621991855
V(Y[t],d=0,D=1)0.225927496580027Range2.6Trim Var.0.117270175438596
V(Y[t],d=1,D=1)0.374098039215686Range3Trim Var.0.215106306306306
V(Y[t],d=2,D=1)1.05519793459552Range4.9Trim Var.0.614320621991855
V(Y[t],d=3,D=1)3.45732882750514Range9.1Trim Var.1.94430745814307
V(Y[t],d=0,D=2)0.374098039215686Range3Trim Var.0.215106306306306
V(Y[t],d=1,D=2)1.05519793459552Range4.9Trim Var.0.614320621991855
V(Y[t],d=2,D=2)3.45732882750514Range9.1Trim Var.1.94430745814307
V(Y[t],d=3,D=2)12.1222237277928Range17.3Trim Var.7.11949921752739

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.73242448543170 & Range & 7.6 & Trim Var. & 0.657604237867396 \tabularnewline
V(Y[t],d=1,D=0) & 0.225927496580027 & Range & 2.6 & Trim Var. & 0.117270175438596 \tabularnewline
V(Y[t],d=2,D=0) & 0.374098039215686 & Range & 3 & Trim Var. & 0.215106306306306 \tabularnewline
V(Y[t],d=3,D=0) & 1.05519793459552 & Range & 4.9 & Trim Var. & 0.614320621991855 \tabularnewline
V(Y[t],d=0,D=1) & 0.225927496580027 & Range & 2.6 & Trim Var. & 0.117270175438596 \tabularnewline
V(Y[t],d=1,D=1) & 0.374098039215686 & Range & 3 & Trim Var. & 0.215106306306306 \tabularnewline
V(Y[t],d=2,D=1) & 1.05519793459552 & Range & 4.9 & Trim Var. & 0.614320621991855 \tabularnewline
V(Y[t],d=3,D=1) & 3.45732882750514 & Range & 9.1 & Trim Var. & 1.94430745814307 \tabularnewline
V(Y[t],d=0,D=2) & 0.374098039215686 & Range & 3 & Trim Var. & 0.215106306306306 \tabularnewline
V(Y[t],d=1,D=2) & 1.05519793459552 & Range & 4.9 & Trim Var. & 0.614320621991855 \tabularnewline
V(Y[t],d=2,D=2) & 3.45732882750514 & Range & 9.1 & Trim Var. & 1.94430745814307 \tabularnewline
V(Y[t],d=3,D=2) & 12.1222237277928 & Range & 17.3 & Trim Var. & 7.11949921752739 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69130&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.73242448543170[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]0.657604237867396[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.225927496580027[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.117270175438596[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.374098039215686[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.215106306306306[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.05519793459552[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.614320621991855[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.225927496580027[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.117270175438596[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.374098039215686[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.215106306306306[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.05519793459552[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.614320621991855[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.45732882750514[/C][C]Range[/C][C]9.1[/C][C]Trim Var.[/C][C]1.94430745814307[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.374098039215686[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.215106306306306[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.05519793459552[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.614320621991855[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.45732882750514[/C][C]Range[/C][C]9.1[/C][C]Trim Var.[/C][C]1.94430745814307[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]12.1222237277928[/C][C]Range[/C][C]17.3[/C][C]Trim Var.[/C][C]7.11949921752739[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69130&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69130&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)1.73242448543170Range7.6Trim Var.0.657604237867396
V(Y[t],d=1,D=0)0.225927496580027Range2.6Trim Var.0.117270175438596
V(Y[t],d=2,D=0)0.374098039215686Range3Trim Var.0.215106306306306
V(Y[t],d=3,D=0)1.05519793459552Range4.9Trim Var.0.614320621991855
V(Y[t],d=0,D=1)0.225927496580027Range2.6Trim Var.0.117270175438596
V(Y[t],d=1,D=1)0.374098039215686Range3Trim Var.0.215106306306306
V(Y[t],d=2,D=1)1.05519793459552Range4.9Trim Var.0.614320621991855
V(Y[t],d=3,D=1)3.45732882750514Range9.1Trim Var.1.94430745814307
V(Y[t],d=0,D=2)0.374098039215686Range3Trim Var.0.215106306306306
V(Y[t],d=1,D=2)1.05519793459552Range4.9Trim Var.0.614320621991855
V(Y[t],d=2,D=2)3.45732882750514Range9.1Trim Var.1.94430745814307
V(Y[t],d=3,D=2)12.1222237277928Range17.3Trim Var.7.11949921752739


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ; par2 = 0.0 ; par3 = 2 ; par4 = 0 ; par5 = 1 ; par6 = 2 ; par7 = 0 ; par8 = 0 ; par9 = 1 ; par10 = FALSE ;
Parameters (R input):
par1 = 1 ;
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')