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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 computationFri, 18 Dec 2009 06:58:12 -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/t1261144735diyggazqujjm5ub.htm/, Retrieved Sat, 27 Apr 2024 07:41:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69336, Retrieved Sat, 27 Apr 2024 07:41:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact102

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D    [Variance Reduction Matrix] [] [2009-12-04 15:05:07] [ac45432a6622e5ac7affd14a540160b0]
-             [Variance Reduction Matrix] [] [2009-12-18 13:58:12] [612b7913d2a3b4fa79d126829bd148db] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8
8,1
7,7
7,5
7,6
7,8
7,8
7,8
7,5
7,5
7,1
7,5
7,5
7,6
7,7
7,7
7,9
8,1
8,2
8,2
8,2
7,9
7,3
6,9
6,6
6,7
6,9
7
7,1
7,2
7,1
6,9
7
6,8
6,4
6,7
6,6
6,4
6,3
6,2
6,5
6,8
6,8
6,4
6,1
5,8
6,1
7,2
7,3
6,9
6,1
5,8
6,2
7,1
7,7
7,9
7,7
7,4
7,5
8
8,1

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=69336&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=69336&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69336&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)0.439491803278688Range2.4Trim Var.0.273404081632653
V(Y[t],d=1,D=0)0.109658192090395Range1.9Trim Var.0.0551118099231306
V(Y[t],d=2,D=0)0.133103448275862Range1.8Trim Var.0.085544267053701
V(Y[t],d=3,D=0)0.268944343617665Range3Trim Var.0.124555052790347
V(Y[t],d=0,D=1)0.598180272108844Range2.9Trim Var.0.395404208194906
V(Y[t],d=1,D=1)0.121165780141844Range1.6Trim Var.0.0630662020905923
V(Y[t],d=2,D=1)0.123478260869565Range1.4Trim Var.0.0792564102564102
V(Y[t],d=3,D=1)0.229995169082125Range2.10000000000000Trim Var.0.120198717948718
V(Y[t],d=0,D=2)1.18330330330330Range4.5Trim Var.0.734545454545455
V(Y[t],d=1,D=2)0.247515873015873Range2.9Trim Var.0.096844758064516
V(Y[t],d=2,D=2)0.256436974789916Range2.2Trim Var.0.135397849462365
V(Y[t],d=3,D=2)0.498324420677360Range3.8Trim Var.0.229885057471264

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.439491803278688 & Range & 2.4 & Trim Var. & 0.273404081632653 \tabularnewline
V(Y[t],d=1,D=0) & 0.109658192090395 & Range & 1.9 & Trim Var. & 0.0551118099231306 \tabularnewline
V(Y[t],d=2,D=0) & 0.133103448275862 & Range & 1.8 & Trim Var. & 0.085544267053701 \tabularnewline
V(Y[t],d=3,D=0) & 0.268944343617665 & Range & 3 & Trim Var. & 0.124555052790347 \tabularnewline
V(Y[t],d=0,D=1) & 0.598180272108844 & Range & 2.9 & Trim Var. & 0.395404208194906 \tabularnewline
V(Y[t],d=1,D=1) & 0.121165780141844 & Range & 1.6 & Trim Var. & 0.0630662020905923 \tabularnewline
V(Y[t],d=2,D=1) & 0.123478260869565 & Range & 1.4 & Trim Var. & 0.0792564102564102 \tabularnewline
V(Y[t],d=3,D=1) & 0.229995169082125 & Range & 2.10000000000000 & Trim Var. & 0.120198717948718 \tabularnewline
V(Y[t],d=0,D=2) & 1.18330330330330 & Range & 4.5 & Trim Var. & 0.734545454545455 \tabularnewline
V(Y[t],d=1,D=2) & 0.247515873015873 & Range & 2.9 & Trim Var. & 0.096844758064516 \tabularnewline
V(Y[t],d=2,D=2) & 0.256436974789916 & Range & 2.2 & Trim Var. & 0.135397849462365 \tabularnewline
V(Y[t],d=3,D=2) & 0.498324420677360 & Range & 3.8 & Trim Var. & 0.229885057471264 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69336&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.439491803278688[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.273404081632653[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.109658192090395[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0551118099231306[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.133103448275862[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.085544267053701[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.268944343617665[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.124555052790347[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.598180272108844[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.395404208194906[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.121165780141844[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0630662020905923[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.123478260869565[/C][C]Range[/C][C]1.4[/C][C]Trim Var.[/C][C]0.0792564102564102[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.229995169082125[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.120198717948718[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.18330330330330[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.734545454545455[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.247515873015873[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.096844758064516[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.256436974789916[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.135397849462365[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.498324420677360[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.229885057471264[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69336&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69336&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)0.439491803278688Range2.4Trim Var.0.273404081632653
V(Y[t],d=1,D=0)0.109658192090395Range1.9Trim Var.0.0551118099231306
V(Y[t],d=2,D=0)0.133103448275862Range1.8Trim Var.0.085544267053701
V(Y[t],d=3,D=0)0.268944343617665Range3Trim Var.0.124555052790347
V(Y[t],d=0,D=1)0.598180272108844Range2.9Trim Var.0.395404208194906
V(Y[t],d=1,D=1)0.121165780141844Range1.6Trim Var.0.0630662020905923
V(Y[t],d=2,D=1)0.123478260869565Range1.4Trim Var.0.0792564102564102
V(Y[t],d=3,D=1)0.229995169082125Range2.10000000000000Trim Var.0.120198717948718
V(Y[t],d=0,D=2)1.18330330330330Range4.5Trim Var.0.734545454545455
V(Y[t],d=1,D=2)0.247515873015873Range2.9Trim Var.0.096844758064516
V(Y[t],d=2,D=2)0.256436974789916Range2.2Trim Var.0.135397849462365
V(Y[t],d=3,D=2)0.498324420677360Range3.8Trim Var.0.229885057471264


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ; par2 = ; par3 = ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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')