FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 24 Dec 2009 05:53:23 -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/24/t1261659241mqv4m6bnxjfu056.htm/, Retrieved Mon, 06 May 2024 05:04:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70663, Retrieved Mon, 06 May 2024 05:04:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact94

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Blocked Bootstrap Plot - Central Tendency] [maandelijkse prij...] [2009-12-24 12:39:41] [74be16979710d4c4e7c6647856088456]
- RMPD  [Variance Reduction Matrix] [Aandelenmarkt BEL 20] [2009-12-24 12:50:14] [74be16979710d4c4e7c6647856088456]
-    D      [Variance Reduction Matrix] [maandelijkse prij...] [2009-12-24 12:53:23] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
40,22
44,23
45,85
53,38
53,26
51,8
55,3
57,81
63,96
63,77
59,15
56,12
57,42
63,52
61,71
63,01
68,18
72,03
69,75
74,41
74,33
64,24
60,03
59,44
62,5
55,04
58,34
61,92
67,65
67,68
70,3
75,26
71,44
76,36
81,71
92,6
90,6
92,23
94,09
102,79
109,65
124,05
132,69
135,81
116,07
101,42
75,73
55,48
43,8
45,29
44,01
47,48
51,07
57,84
69,04
65,61
72,87
68,41
73,25
77,43

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70663&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]2 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=70663&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70663&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)463.520581101695Range95.59Trim Var.260.463096610762
V(Y[t],d=1,D=0)56.4302512565751Range40.09Trim Var.25.0410745283019
V(Y[t],d=2,D=0)52.1397228372656Range36.03Trim Var.32.5649687405732
V(Y[t],d=3,D=0)141.589339160401Range50.3600000000001Trim Var.96.9096506666668
V(Y[t],d=0,D=1)1188.34030598404Range132.59Trim Var.772.114980255517
V(Y[t],d=1,D=1)142.955548843663Range61.67Trim Var.50.0465169512195
V(Y[t],d=2,D=1)123.994998454106Range50.3600000000001Trim Var.71.7808643589744
V(Y[t],d=3,D=1)363.075821010101Range93.02Trim Var.204.511917813765
V(Y[t],d=0,D=2)3464.05993992063Range192.59Trim Var.2716.19763830645
V(Y[t],d=1,D=2)511.119742352941Range104.19Trim Var.237.811644731183
V(Y[t],d=2,D=2)334.79405597148Range76.83Trim Var.209.802368850575
V(Y[t],d=3,D=2)944.661675757577Range109.67Trim Var.666.939110591133

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 463.520581101695 & Range & 95.59 & Trim Var. & 260.463096610762 \tabularnewline
V(Y[t],d=1,D=0) & 56.4302512565751 & Range & 40.09 & Trim Var. & 25.0410745283019 \tabularnewline
V(Y[t],d=2,D=0) & 52.1397228372656 & Range & 36.03 & Trim Var. & 32.5649687405732 \tabularnewline
V(Y[t],d=3,D=0) & 141.589339160401 & Range & 50.3600000000001 & Trim Var. & 96.9096506666668 \tabularnewline
V(Y[t],d=0,D=1) & 1188.34030598404 & Range & 132.59 & Trim Var. & 772.114980255517 \tabularnewline
V(Y[t],d=1,D=1) & 142.955548843663 & Range & 61.67 & Trim Var. & 50.0465169512195 \tabularnewline
V(Y[t],d=2,D=1) & 123.994998454106 & Range & 50.3600000000001 & Trim Var. & 71.7808643589744 \tabularnewline
V(Y[t],d=3,D=1) & 363.075821010101 & Range & 93.02 & Trim Var. & 204.511917813765 \tabularnewline
V(Y[t],d=0,D=2) & 3464.05993992063 & Range & 192.59 & Trim Var. & 2716.19763830645 \tabularnewline
V(Y[t],d=1,D=2) & 511.119742352941 & Range & 104.19 & Trim Var. & 237.811644731183 \tabularnewline
V(Y[t],d=2,D=2) & 334.79405597148 & Range & 76.83 & Trim Var. & 209.802368850575 \tabularnewline
V(Y[t],d=3,D=2) & 944.661675757577 & Range & 109.67 & Trim Var. & 666.939110591133 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70663&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]463.520581101695[/C][C]Range[/C][C]95.59[/C][C]Trim Var.[/C][C]260.463096610762[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]56.4302512565751[/C][C]Range[/C][C]40.09[/C][C]Trim Var.[/C][C]25.0410745283019[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]52.1397228372656[/C][C]Range[/C][C]36.03[/C][C]Trim Var.[/C][C]32.5649687405732[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]141.589339160401[/C][C]Range[/C][C]50.3600000000001[/C][C]Trim Var.[/C][C]96.9096506666668[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1188.34030598404[/C][C]Range[/C][C]132.59[/C][C]Trim Var.[/C][C]772.114980255517[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]142.955548843663[/C][C]Range[/C][C]61.67[/C][C]Trim Var.[/C][C]50.0465169512195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]123.994998454106[/C][C]Range[/C][C]50.3600000000001[/C][C]Trim Var.[/C][C]71.7808643589744[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]363.075821010101[/C][C]Range[/C][C]93.02[/C][C]Trim Var.[/C][C]204.511917813765[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3464.05993992063[/C][C]Range[/C][C]192.59[/C][C]Trim Var.[/C][C]2716.19763830645[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]511.119742352941[/C][C]Range[/C][C]104.19[/C][C]Trim Var.[/C][C]237.811644731183[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]334.79405597148[/C][C]Range[/C][C]76.83[/C][C]Trim Var.[/C][C]209.802368850575[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]944.661675757577[/C][C]Range[/C][C]109.67[/C][C]Trim Var.[/C][C]666.939110591133[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70663&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70663&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)463.520581101695Range95.59Trim Var.260.463096610762
V(Y[t],d=1,D=0)56.4302512565751Range40.09Trim Var.25.0410745283019
V(Y[t],d=2,D=0)52.1397228372656Range36.03Trim Var.32.5649687405732
V(Y[t],d=3,D=0)141.589339160401Range50.3600000000001Trim Var.96.9096506666668
V(Y[t],d=0,D=1)1188.34030598404Range132.59Trim Var.772.114980255517
V(Y[t],d=1,D=1)142.955548843663Range61.67Trim Var.50.0465169512195
V(Y[t],d=2,D=1)123.994998454106Range50.3600000000001Trim Var.71.7808643589744
V(Y[t],d=3,D=1)363.075821010101Range93.02Trim Var.204.511917813765
V(Y[t],d=0,D=2)3464.05993992063Range192.59Trim Var.2716.19763830645
V(Y[t],d=1,D=2)511.119742352941Range104.19Trim Var.237.811644731183
V(Y[t],d=2,D=2)334.79405597148Range76.83Trim Var.209.802368850575
V(Y[t],d=3,D=2)944.661675757577Range109.67Trim Var.666.939110591133


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')