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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 computationSun, 20 Dec 2009 06:24:16 -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/20/t1261315719s18lwcku5vby64b.htm/, Retrieved Sat, 27 Apr 2024 09:18:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69876, Retrieved Sat, 27 Apr 2024 09:18:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact111

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] [VRM] [2009-12-20 13:24:16] [e458b4e05bf28a297f8af8d9f96e59d6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
210
220
212
191
180
195
136
196
182
166
147
125
164
170
171
140
155
156
141
167
171
206
187
124
163
154
226
125
162
145
98
128
159
209
150
125
214
193
140
205
192
192
186
150
246
282
264
336
301
376
416
344
326
351
249
258
311
343
278

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=69876&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=69876&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69876&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)5263.25306838106Range318Trim Var.3456.77960784314
V(Y[t],d=1,D=0)1997.02238354507Range198Trim Var.1278.95135746606
V(Y[t],d=2,D=0)5280.1484962406Range311Trim Var.3730.05960784314
V(Y[t],d=3,D=0)16411.2646103896Range565Trim Var.11187.7142857143
V(Y[t],d=0,D=1)5726.82331174838Range362Trim Var.3062.24390243902
V(Y[t],d=1,D=1)3618.61642512077Range303Trim Var.1712.19935897436
V(Y[t],d=2,D=1)10902.4979797980Range521Trim Var.4693.99730094467
V(Y[t],d=3,D=1)36298.4820295983Range948Trim Var.18494.6287339972
V(Y[t],d=0,D=2)8277.51764705882Range503Trim Var.3286.51827956989
V(Y[t],d=1,D=2)11604.9278074866Range539Trim Var.5165.6091954023
V(Y[t],d=2,D=2)35576.7291666667Range953Trim Var.16591.9630541872
V(Y[t],d=3,D=2)118637.071572581Range1609Trim Var.58383.9153439153

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5263.25306838106 & Range & 318 & Trim Var. & 3456.77960784314 \tabularnewline
V(Y[t],d=1,D=0) & 1997.02238354507 & Range & 198 & Trim Var. & 1278.95135746606 \tabularnewline
V(Y[t],d=2,D=0) & 5280.1484962406 & Range & 311 & Trim Var. & 3730.05960784314 \tabularnewline
V(Y[t],d=3,D=0) & 16411.2646103896 & Range & 565 & Trim Var. & 11187.7142857143 \tabularnewline
V(Y[t],d=0,D=1) & 5726.82331174838 & Range & 362 & Trim Var. & 3062.24390243902 \tabularnewline
V(Y[t],d=1,D=1) & 3618.61642512077 & Range & 303 & Trim Var. & 1712.19935897436 \tabularnewline
V(Y[t],d=2,D=1) & 10902.4979797980 & Range & 521 & Trim Var. & 4693.99730094467 \tabularnewline
V(Y[t],d=3,D=1) & 36298.4820295983 & Range & 948 & Trim Var. & 18494.6287339972 \tabularnewline
V(Y[t],d=0,D=2) & 8277.51764705882 & Range & 503 & Trim Var. & 3286.51827956989 \tabularnewline
V(Y[t],d=1,D=2) & 11604.9278074866 & Range & 539 & Trim Var. & 5165.6091954023 \tabularnewline
V(Y[t],d=2,D=2) & 35576.7291666667 & Range & 953 & Trim Var. & 16591.9630541872 \tabularnewline
V(Y[t],d=3,D=2) & 118637.071572581 & Range & 1609 & Trim Var. & 58383.9153439153 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69876&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5263.25306838106[/C][C]Range[/C][C]318[/C][C]Trim Var.[/C][C]3456.77960784314[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1997.02238354507[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]1278.95135746606[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5280.1484962406[/C][C]Range[/C][C]311[/C][C]Trim Var.[/C][C]3730.05960784314[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]16411.2646103896[/C][C]Range[/C][C]565[/C][C]Trim Var.[/C][C]11187.7142857143[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5726.82331174838[/C][C]Range[/C][C]362[/C][C]Trim Var.[/C][C]3062.24390243902[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3618.61642512077[/C][C]Range[/C][C]303[/C][C]Trim Var.[/C][C]1712.19935897436[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]10902.4979797980[/C][C]Range[/C][C]521[/C][C]Trim Var.[/C][C]4693.99730094467[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]36298.4820295983[/C][C]Range[/C][C]948[/C][C]Trim Var.[/C][C]18494.6287339972[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]8277.51764705882[/C][C]Range[/C][C]503[/C][C]Trim Var.[/C][C]3286.51827956989[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]11604.9278074866[/C][C]Range[/C][C]539[/C][C]Trim Var.[/C][C]5165.6091954023[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]35576.7291666667[/C][C]Range[/C][C]953[/C][C]Trim Var.[/C][C]16591.9630541872[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]118637.071572581[/C][C]Range[/C][C]1609[/C][C]Trim Var.[/C][C]58383.9153439153[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69876&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69876&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)5263.25306838106Range318Trim Var.3456.77960784314
V(Y[t],d=1,D=0)1997.02238354507Range198Trim Var.1278.95135746606
V(Y[t],d=2,D=0)5280.1484962406Range311Trim Var.3730.05960784314
V(Y[t],d=3,D=0)16411.2646103896Range565Trim Var.11187.7142857143
V(Y[t],d=0,D=1)5726.82331174838Range362Trim Var.3062.24390243902
V(Y[t],d=1,D=1)3618.61642512077Range303Trim Var.1712.19935897436
V(Y[t],d=2,D=1)10902.4979797980Range521Trim Var.4693.99730094467
V(Y[t],d=3,D=1)36298.4820295983Range948Trim Var.18494.6287339972
V(Y[t],d=0,D=2)8277.51764705882Range503Trim Var.3286.51827956989
V(Y[t],d=1,D=2)11604.9278074866Range539Trim Var.5165.6091954023
V(Y[t],d=2,D=2)35576.7291666667Range953Trim Var.16591.9630541872
V(Y[t],d=3,D=2)118637.071572581Range1609Trim Var.58383.9153439153


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')