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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 computationFri, 18 Dec 2009 04:56:03 -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/18/t1261137454c6ngto7bny356mh.htm/, Retrieved Sat, 27 Apr 2024 12:43:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69260, Retrieved Sat, 27 Apr 2024 12:43:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact99

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] [] [2009-12-18 11:56:03] [02cb93c9d037d32bf77dfc632a3a9fbe] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100.00
100.00
93.55
88.17
89.25
91.40
92.47
91.40
88.17
87.10
84.95
92.47
93.55
93.55
91.40
90.32
91.40
93.55
93.55
92.47
91.40
89.25
86.02
88.17
87.10
87.10
86.02
84.95
84.95
86.02
86.02
84.95
86.02
82.80
77.42
80.65
78.49
75.27
75.27
75.27
77.42
78.49
76.34
73.12
68.82
65.59
69.89
82.80
84.95
80.65
74.19
70.97
74.19
82.80
86.02
86.02
82.80
78.49
79.57
87.10
89.25

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=69260&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=69260&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69260&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)57.3733293989071Range34.41Trim Var.31.6794566938776
V(Y[t],d=1,D=0)12.7493094632768Range19.37Trim Var.5.97119811320755
V(Y[t],d=2,D=0)17.0734233196961Range20.4300000000000Trim Var.10.5684460087083
V(Y[t],d=3,D=0)34.6551466727162Range30.14Trim Var.16.6202079562594
V(Y[t],d=0,D=1)55.4059683673469Range31.19Trim Var.31.8802156213705
V(Y[t],d=1,D=1)11.6134797429078Range16.14Trim Var.4.98646457607433
V(Y[t],d=2,D=1)10.9655869565217Range15.08Trim Var.6.30427451219511
V(Y[t],d=3,D=1)17.4634542995169Range18.31Trim Var.9.82806256410248
V(Y[t],d=0,D=2)136.684535285285Range43Trim Var.90.4677954545454
V(Y[t],d=1,D=2)31.0516228571428Range26.8900000000000Trim Var.15.4487982862903
V(Y[t],d=2,D=2)27.1822163025209Range22.6000000000000Trim Var.15.2972462365591
V(Y[t],d=3,D=2)44.9155016042779Range27.9199999999999Trim Var.26.1299889655171

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 57.3733293989071 & Range & 34.41 & Trim Var. & 31.6794566938776 \tabularnewline
V(Y[t],d=1,D=0) & 12.7493094632768 & Range & 19.37 & Trim Var. & 5.97119811320755 \tabularnewline
V(Y[t],d=2,D=0) & 17.0734233196961 & Range & 20.4300000000000 & Trim Var. & 10.5684460087083 \tabularnewline
V(Y[t],d=3,D=0) & 34.6551466727162 & Range & 30.14 & Trim Var. & 16.6202079562594 \tabularnewline
V(Y[t],d=0,D=1) & 55.4059683673469 & Range & 31.19 & Trim Var. & 31.8802156213705 \tabularnewline
V(Y[t],d=1,D=1) & 11.6134797429078 & Range & 16.14 & Trim Var. & 4.98646457607433 \tabularnewline
V(Y[t],d=2,D=1) & 10.9655869565217 & Range & 15.08 & Trim Var. & 6.30427451219511 \tabularnewline
V(Y[t],d=3,D=1) & 17.4634542995169 & Range & 18.31 & Trim Var. & 9.82806256410248 \tabularnewline
V(Y[t],d=0,D=2) & 136.684535285285 & Range & 43 & Trim Var. & 90.4677954545454 \tabularnewline
V(Y[t],d=1,D=2) & 31.0516228571428 & Range & 26.8900000000000 & Trim Var. & 15.4487982862903 \tabularnewline
V(Y[t],d=2,D=2) & 27.1822163025209 & Range & 22.6000000000000 & Trim Var. & 15.2972462365591 \tabularnewline
V(Y[t],d=3,D=2) & 44.9155016042779 & Range & 27.9199999999999 & Trim Var. & 26.1299889655171 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69260&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]57.3733293989071[/C][C]Range[/C][C]34.41[/C][C]Trim Var.[/C][C]31.6794566938776[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]12.7493094632768[/C][C]Range[/C][C]19.37[/C][C]Trim Var.[/C][C]5.97119811320755[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]17.0734233196961[/C][C]Range[/C][C]20.4300000000000[/C][C]Trim Var.[/C][C]10.5684460087083[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]34.6551466727162[/C][C]Range[/C][C]30.14[/C][C]Trim Var.[/C][C]16.6202079562594[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]55.4059683673469[/C][C]Range[/C][C]31.19[/C][C]Trim Var.[/C][C]31.8802156213705[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]11.6134797429078[/C][C]Range[/C][C]16.14[/C][C]Trim Var.[/C][C]4.98646457607433[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]10.9655869565217[/C][C]Range[/C][C]15.08[/C][C]Trim Var.[/C][C]6.30427451219511[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]17.4634542995169[/C][C]Range[/C][C]18.31[/C][C]Trim Var.[/C][C]9.82806256410248[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]136.684535285285[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]90.4677954545454[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]31.0516228571428[/C][C]Range[/C][C]26.8900000000000[/C][C]Trim Var.[/C][C]15.4487982862903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]27.1822163025209[/C][C]Range[/C][C]22.6000000000000[/C][C]Trim Var.[/C][C]15.2972462365591[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]44.9155016042779[/C][C]Range[/C][C]27.9199999999999[/C][C]Trim Var.[/C][C]26.1299889655171[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69260&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69260&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)57.3733293989071Range34.41Trim Var.31.6794566938776
V(Y[t],d=1,D=0)12.7493094632768Range19.37Trim Var.5.97119811320755
V(Y[t],d=2,D=0)17.0734233196961Range20.4300000000000Trim Var.10.5684460087083
V(Y[t],d=3,D=0)34.6551466727162Range30.14Trim Var.16.6202079562594
V(Y[t],d=0,D=1)55.4059683673469Range31.19Trim Var.31.8802156213705
V(Y[t],d=1,D=1)11.6134797429078Range16.14Trim Var.4.98646457607433
V(Y[t],d=2,D=1)10.9655869565217Range15.08Trim Var.6.30427451219511
V(Y[t],d=3,D=1)17.4634542995169Range18.31Trim Var.9.82806256410248
V(Y[t],d=0,D=2)136.684535285285Range43Trim Var.90.4677954545454
V(Y[t],d=1,D=2)31.0516228571428Range26.8900000000000Trim Var.15.4487982862903
V(Y[t],d=2,D=2)27.1822163025209Range22.6000000000000Trim Var.15.2972462365591
V(Y[t],d=3,D=2)44.9155016042779Range27.9199999999999Trim Var.26.1299889655171


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')