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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, 26 Dec 2009 14:12:27 -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/26/t1261862033e0asrdcc1zgzze0.htm/, Retrieved Sun, 28 Apr 2024 20:14:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70781, Retrieved Sun, 28 Apr 2024 20:14:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsP8
Estimated Impact150

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] [Paper] [2009-12-21 20:59:37] [0df1a6455bedfaf424729b1e006090d0]
-   PD  [Variance Reduction Matrix] [Paper(8) - Varian...] [2009-12-25 13:07:55] [aba88da643e3763d32ff92bd8f92a385]
-   PD      [Variance Reduction Matrix] [Paper(8) - Varian...] [2009-12-26 21:12:27] [a53416c107f5e7e1e12bb9940270d09d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2.3
2.3
2.6
3.1
2.8
2.5
2.9
3.1
3.1
3.2
2.5
2.6
2.9
2.6
2.4
1.7
2
2.2
1.9
1.6
1.6
1.2
1.2
1.5
1.6
1.7
1.8
1.8
1.8
1.3
1.3
1.4
1.1
1.5
2.2
2.9
3.1
3.5
3.6
4.4
4.2
5.2
5.8
5.9
5.4
5.5
4.7
3.1
2.6
2.3
1.9
0.6
0.6
-0.4
-1.1
-1.7
-0.8
-1.2
-1
-0.1

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=70781&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=70781&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70781&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)2.8150593220339Range7.6Trim Var.1.71487421383648
V(Y[t],d=1,D=0)0.267282291057861Range2.6Trim Var.0.148040638606676
V(Y[t],d=2,D=0)0.383790078644888Range2.8Trim Var.0.251357466063348
V(Y[t],d=3,D=0)1.12887844611529Range5Trim Var.0.617959183673469
V(Y[t],d=0,D=1)8.8319104609929Range12.1Trim Var.5.2005574912892
V(Y[t],d=1,D=1)0.847234042553191Range4.8Trim Var.0.373219512195122
V(Y[t],d=2,D=1)1.08110144927536Range4.5Trim Var.0.634301282051282
V(Y[t],d=3,D=1)3.14104040404040Range8.4Trim Var.1.57649122807018
V(Y[t],d=0,D=2)25.5861825396825Range17.2Trim Var.18.6864946236559
V(Y[t],d=1,D=2)2.58546218487395Range8.3Trim Var.1.26113978494624
V(Y[t],d=2,D=2)2.79198752228164Range7.2Trim Var.1.74593103448276
V(Y[t],d=3,D=2)7.91166666666667Range12.9Trim Var.4.34812807881773

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2.8150593220339 & Range & 7.6 & Trim Var. & 1.71487421383648 \tabularnewline
V(Y[t],d=1,D=0) & 0.267282291057861 & Range & 2.6 & Trim Var. & 0.148040638606676 \tabularnewline
V(Y[t],d=2,D=0) & 0.383790078644888 & Range & 2.8 & Trim Var. & 0.251357466063348 \tabularnewline
V(Y[t],d=3,D=0) & 1.12887844611529 & Range & 5 & Trim Var. & 0.617959183673469 \tabularnewline
V(Y[t],d=0,D=1) & 8.8319104609929 & Range & 12.1 & Trim Var. & 5.2005574912892 \tabularnewline
V(Y[t],d=1,D=1) & 0.847234042553191 & Range & 4.8 & Trim Var. & 0.373219512195122 \tabularnewline
V(Y[t],d=2,D=1) & 1.08110144927536 & Range & 4.5 & Trim Var. & 0.634301282051282 \tabularnewline
V(Y[t],d=3,D=1) & 3.14104040404040 & Range & 8.4 & Trim Var. & 1.57649122807018 \tabularnewline
V(Y[t],d=0,D=2) & 25.5861825396825 & Range & 17.2 & Trim Var. & 18.6864946236559 \tabularnewline
V(Y[t],d=1,D=2) & 2.58546218487395 & Range & 8.3 & Trim Var. & 1.26113978494624 \tabularnewline
V(Y[t],d=2,D=2) & 2.79198752228164 & Range & 7.2 & Trim Var. & 1.74593103448276 \tabularnewline
V(Y[t],d=3,D=2) & 7.91166666666667 & Range & 12.9 & Trim Var. & 4.34812807881773 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70781&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2.8150593220339[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]1.71487421383648[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.267282291057861[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.148040638606676[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.383790078644888[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.251357466063348[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.12887844611529[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.617959183673469[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8.8319104609929[/C][C]Range[/C][C]12.1[/C][C]Trim Var.[/C][C]5.2005574912892[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.847234042553191[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.373219512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.08110144927536[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.634301282051282[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.14104040404040[/C][C]Range[/C][C]8.4[/C][C]Trim Var.[/C][C]1.57649122807018[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]25.5861825396825[/C][C]Range[/C][C]17.2[/C][C]Trim Var.[/C][C]18.6864946236559[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2.58546218487395[/C][C]Range[/C][C]8.3[/C][C]Trim Var.[/C][C]1.26113978494624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.79198752228164[/C][C]Range[/C][C]7.2[/C][C]Trim Var.[/C][C]1.74593103448276[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]7.91166666666667[/C][C]Range[/C][C]12.9[/C][C]Trim Var.[/C][C]4.34812807881773[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70781&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70781&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)2.8150593220339Range7.6Trim Var.1.71487421383648
V(Y[t],d=1,D=0)0.267282291057861Range2.6Trim Var.0.148040638606676
V(Y[t],d=2,D=0)0.383790078644888Range2.8Trim Var.0.251357466063348
V(Y[t],d=3,D=0)1.12887844611529Range5Trim Var.0.617959183673469
V(Y[t],d=0,D=1)8.8319104609929Range12.1Trim Var.5.2005574912892
V(Y[t],d=1,D=1)0.847234042553191Range4.8Trim Var.0.373219512195122
V(Y[t],d=2,D=1)1.08110144927536Range4.5Trim Var.0.634301282051282
V(Y[t],d=3,D=1)3.14104040404040Range8.4Trim Var.1.57649122807018
V(Y[t],d=0,D=2)25.5861825396825Range17.2Trim Var.18.6864946236559
V(Y[t],d=1,D=2)2.58546218487395Range8.3Trim Var.1.26113978494624
V(Y[t],d=2,D=2)2.79198752228164Range7.2Trim Var.1.74593103448276
V(Y[t],d=3,D=2)7.91166666666667Range12.9Trim Var.4.34812807881773


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')