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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 computationSat, 19 Dec 2009 04:44:47 -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/19/t1261223128jpnlrxfm8ilewj9.htm/, Retrieved Fri, 03 May 2024 22:47:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69523, Retrieved Fri, 03 May 2024 22:47:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact121

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] [WS9: Differentie ...] [2009-12-04 17:23:31] [5c968c05ca472afa314d272082b56b09]
-    D        [Variance Reduction Matrix] [VRM] [2009-12-19 11:44:47] [91df150cd527c563f0151b3a845ecd72] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
113
110
107
103
98
98
137
148
147
139
130
128
127
123
118
114
108
111
151
159
158
148
138
137
136
133
126
120
114
116
153
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69523&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]0 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=69523&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69523&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)297.586440677966Range64Trim Var.225.561495457722
V(Y[t],d=1,D=0)153.876680303916Range55Trim Var.73.8243831640058
V(Y[t],d=2,D=0)208.591651542650Range71Trim Var.64.3036734693878
V(Y[t],d=3,D=0)505.244987468672Range103Trim Var.157.397959183673
V(Y[t],d=0,D=1)60.7446808510638Range30Trim Var.38.0109756097561
V(Y[t],d=1,D=1)3.06197964847364Range8Trim Var.1.52361673414305
V(Y[t],d=2,D=1)5.13285024154589Range8Trim Var.3.11470985155196
V(Y[t],d=3,D=1)14.1363636363636Range14Trim Var.7.53386809269162
V(Y[t],d=0,D=2)23.6Range18Trim Var.16.6683467741935
V(Y[t],d=1,D=2)6.65210084033613Range11Trim Var.2.56410256410256
V(Y[t],d=2,D=2)10.9313725490196Range13Trim Var.6.63793103448276
V(Y[t],d=3,D=2)29.9337121212121Range23Trim Var.18.5224867724868

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 297.586440677966 & Range & 64 & Trim Var. & 225.561495457722 \tabularnewline
V(Y[t],d=1,D=0) & 153.876680303916 & Range & 55 & Trim Var. & 73.8243831640058 \tabularnewline
V(Y[t],d=2,D=0) & 208.591651542650 & Range & 71 & Trim Var. & 64.3036734693878 \tabularnewline
V(Y[t],d=3,D=0) & 505.244987468672 & Range & 103 & Trim Var. & 157.397959183673 \tabularnewline
V(Y[t],d=0,D=1) & 60.7446808510638 & Range & 30 & Trim Var. & 38.0109756097561 \tabularnewline
V(Y[t],d=1,D=1) & 3.06197964847364 & Range & 8 & Trim Var. & 1.52361673414305 \tabularnewline
V(Y[t],d=2,D=1) & 5.13285024154589 & Range & 8 & Trim Var. & 3.11470985155196 \tabularnewline
V(Y[t],d=3,D=1) & 14.1363636363636 & Range & 14 & Trim Var. & 7.53386809269162 \tabularnewline
V(Y[t],d=0,D=2) & 23.6 & Range & 18 & Trim Var. & 16.6683467741935 \tabularnewline
V(Y[t],d=1,D=2) & 6.65210084033613 & Range & 11 & Trim Var. & 2.56410256410256 \tabularnewline
V(Y[t],d=2,D=2) & 10.9313725490196 & Range & 13 & Trim Var. & 6.63793103448276 \tabularnewline
V(Y[t],d=3,D=2) & 29.9337121212121 & Range & 23 & Trim Var. & 18.5224867724868 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69523&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]297.586440677966[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]225.561495457722[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]153.876680303916[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]73.8243831640058[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]208.591651542650[/C][C]Range[/C][C]71[/C][C]Trim Var.[/C][C]64.3036734693878[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]505.244987468672[/C][C]Range[/C][C]103[/C][C]Trim Var.[/C][C]157.397959183673[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]60.7446808510638[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]38.0109756097561[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3.06197964847364[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]1.52361673414305[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5.13285024154589[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]3.11470985155196[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]14.1363636363636[/C][C]Range[/C][C]14[/C][C]Trim Var.[/C][C]7.53386809269162[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]23.6[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]16.6683467741935[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6.65210084033613[/C][C]Range[/C][C]11[/C][C]Trim Var.[/C][C]2.56410256410256[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10.9313725490196[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]6.63793103448276[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]29.9337121212121[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]18.5224867724868[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69523&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69523&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)297.586440677966Range64Trim Var.225.561495457722
V(Y[t],d=1,D=0)153.876680303916Range55Trim Var.73.8243831640058
V(Y[t],d=2,D=0)208.591651542650Range71Trim Var.64.3036734693878
V(Y[t],d=3,D=0)505.244987468672Range103Trim Var.157.397959183673
V(Y[t],d=0,D=1)60.7446808510638Range30Trim Var.38.0109756097561
V(Y[t],d=1,D=1)3.06197964847364Range8Trim Var.1.52361673414305
V(Y[t],d=2,D=1)5.13285024154589Range8Trim Var.3.11470985155196
V(Y[t],d=3,D=1)14.1363636363636Range14Trim Var.7.53386809269162
V(Y[t],d=0,D=2)23.6Range18Trim Var.16.6683467741935
V(Y[t],d=1,D=2)6.65210084033613Range11Trim Var.2.56410256410256
V(Y[t],d=2,D=2)10.9313725490196Range13Trim Var.6.63793103448276
V(Y[t],d=3,D=2)29.9337121212121Range23Trim Var.18.5224867724868


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')