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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 computationTue, 22 Dec 2009 03:51:02 -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/22/t1261479116bbatf83bi0kww4r.htm/, Retrieved Sat, 04 May 2024 08:37:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70428, Retrieved Sat, 04 May 2024 08:37:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper,TRA, inflatie2
Estimated Impact126

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] [] [2009-12-22 10:51:02] [30f5b608e5a1bbbae86b1702c0071566] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.1
1.2
1.1
1.2
1.4
1.5
1.5
1.8
1.6
1.5
1.4
1.4
1.4
1.4
1.5
1.4
1.1
1.1
0.9
0.9
0.9
0.9
1.1
1.3
1
1.1
1.4
1.4
1.3
1.4
1
1.8
1.5
1.5
1.4
1.6
1.6
1.6
1.4
1.7
1.8
1.9
2.2
2.1
2.4
2.6
2.8
2.7
2.6
2.9
2.8
2.2
2.2
2.2
2
2
1.7
1.4
1.3
1.4
1.3

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=70428&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=70428&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70428&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)0.268322404371585Range2Trim Var.0.159593613933237
V(Y[t],d=1,D=0)0.0467683615819209Range1.4Trim Var.0.0195959183673469
V(Y[t],d=2,D=0)0.112057276446522Range2.3Trim Var.0.0488197586726998
V(Y[t],d=3,D=0)0.362456140350877Range4Trim Var.0.157417043740573
V(Y[t],d=0,D=1)0.511955782312925Range2.9Trim Var.0.314429678848283
V(Y[t],d=1,D=1)0.126950354609929Range1.7Trim Var.0.0612137049941928
V(Y[t],d=2,D=1)0.304560592044403Range3.1Trim Var.0.133597560975610
V(Y[t],d=3,D=1)0.990768115942029Range5.4Trim Var.0.422147435897436
V(Y[t],d=0,D=2)1.30710210210210Range4.7Trim Var.0.85939393939394
V(Y[t],d=1,D=2)0.445968253968254Range2.8Trim Var.0.294193548387097
V(Y[t],d=2,D=2)1.19381512605042Range5.2Trim Var.0.579655913978494
V(Y[t],d=3,D=2)4.02966131907308Range9.6Trim Var.2.16254022988506

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.268322404371585 & Range & 2 & Trim Var. & 0.159593613933237 \tabularnewline
V(Y[t],d=1,D=0) & 0.0467683615819209 & Range & 1.4 & Trim Var. & 0.0195959183673469 \tabularnewline
V(Y[t],d=2,D=0) & 0.112057276446522 & Range & 2.3 & Trim Var. & 0.0488197586726998 \tabularnewline
V(Y[t],d=3,D=0) & 0.362456140350877 & Range & 4 & Trim Var. & 0.157417043740573 \tabularnewline
V(Y[t],d=0,D=1) & 0.511955782312925 & Range & 2.9 & Trim Var. & 0.314429678848283 \tabularnewline
V(Y[t],d=1,D=1) & 0.126950354609929 & Range & 1.7 & Trim Var. & 0.0612137049941928 \tabularnewline
V(Y[t],d=2,D=1) & 0.304560592044403 & Range & 3.1 & Trim Var. & 0.133597560975610 \tabularnewline
V(Y[t],d=3,D=1) & 0.990768115942029 & Range & 5.4 & Trim Var. & 0.422147435897436 \tabularnewline
V(Y[t],d=0,D=2) & 1.30710210210210 & Range & 4.7 & Trim Var. & 0.85939393939394 \tabularnewline
V(Y[t],d=1,D=2) & 0.445968253968254 & Range & 2.8 & Trim Var. & 0.294193548387097 \tabularnewline
V(Y[t],d=2,D=2) & 1.19381512605042 & Range & 5.2 & Trim Var. & 0.579655913978494 \tabularnewline
V(Y[t],d=3,D=2) & 4.02966131907308 & Range & 9.6 & Trim Var. & 2.16254022988506 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70428&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.268322404371585[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.159593613933237[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0467683615819209[/C][C]Range[/C][C]1.4[/C][C]Trim Var.[/C][C]0.0195959183673469[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.112057276446522[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.0488197586726998[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.362456140350877[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.157417043740573[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.511955782312925[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.314429678848283[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.126950354609929[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0612137049941928[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.304560592044403[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.133597560975610[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.990768115942029[/C][C]Range[/C][C]5.4[/C][C]Trim Var.[/C][C]0.422147435897436[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.30710210210210[/C][C]Range[/C][C]4.7[/C][C]Trim Var.[/C][C]0.85939393939394[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.445968253968254[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.294193548387097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.19381512605042[/C][C]Range[/C][C]5.2[/C][C]Trim Var.[/C][C]0.579655913978494[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4.02966131907308[/C][C]Range[/C][C]9.6[/C][C]Trim Var.[/C][C]2.16254022988506[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70428&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70428&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)0.268322404371585Range2Trim Var.0.159593613933237
V(Y[t],d=1,D=0)0.0467683615819209Range1.4Trim Var.0.0195959183673469
V(Y[t],d=2,D=0)0.112057276446522Range2.3Trim Var.0.0488197586726998
V(Y[t],d=3,D=0)0.362456140350877Range4Trim Var.0.157417043740573
V(Y[t],d=0,D=1)0.511955782312925Range2.9Trim Var.0.314429678848283
V(Y[t],d=1,D=1)0.126950354609929Range1.7Trim Var.0.0612137049941928
V(Y[t],d=2,D=1)0.304560592044403Range3.1Trim Var.0.133597560975610
V(Y[t],d=3,D=1)0.990768115942029Range5.4Trim Var.0.422147435897436
V(Y[t],d=0,D=2)1.30710210210210Range4.7Trim Var.0.85939393939394
V(Y[t],d=1,D=2)0.445968253968254Range2.8Trim Var.0.294193548387097
V(Y[t],d=2,D=2)1.19381512605042Range5.2Trim Var.0.579655913978494
V(Y[t],d=3,D=2)4.02966131907308Range9.6Trim Var.2.16254022988506


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')