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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, 27 Dec 2009 03:22:51 -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/27/t1261910209n5saretgdflar8k.htm/, Retrieved Thu, 02 May 2024 23:14:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70822, Retrieved Thu, 02 May 2024 23:14:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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] [Paper] [2009-12-21 20:42:12] [0df1a6455bedfaf424729b1e006090d0]
- RMPD  [Variance Reduction Matrix] [Paper] [2009-12-26 16:14:03] [b6394cb5c2dcec6d17418d3cdf42d699]
-   P       [Variance Reduction Matrix] [Paper] [2009-12-27 10:22:51] [e2f800c9186517d2e5c4a809848912a7] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.2613
1.2646
1.2262
1.1985
1.2007
1.2138
1.2266
1.2176
1.2218
1.249
1.2991
1.3408
1.3119
1.3014
1.3201
1.2938
1.2694
1.2165
1.2037
1.2292
1.2256
1.2015
1.1786
1.1856
1.2103
1.1938
1.202
1.2271
1.277
1.265
1.2684
1.2811
1.2727
1.2611
1.2881
1.3213
1.2999
1.3074
1.3242
1.3516
1.3511
1.3419
1.3716
1.3622
1.3896
1.4227
1.4684
1.457
1.4718
1.4748
1.5527
1.5751
1.5557
1.5553
1.577
1.4975
1.437
1.3322
1.2732
1.3449

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=70822&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=70822&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70822&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)0.0120043996610169Range0.3984Trim Var.0.00873616199860238
V(Y[t],d=1,D=0)0.00112491488018702Range0.1827Trim Var.0.000584002837445572
V(Y[t],d=2,D=0)0.00149207675741076Range0.231900000000000Trim Var.0.00080847171568627
V(Y[t],d=3,D=0)0.00323794081453632Range0.250599999999999Trim Var.0.00221482720784312
V(Y[t],d=0,D=1)0.0114538167375887Range0.4237Trim Var.0.0077106724332172
V(Y[t],d=1,D=1)0.0022369585013876Range0.221Trim Var.0.00123840987804878
V(Y[t],d=2,D=1)0.00288712240096617Range0.260099999999999Trim Var.0.00171389481410255
V(Y[t],d=3,D=1)0.00573593204040399Range0.302499999999999Trim Var.0.00348214973009443
V(Y[t],d=0,D=2)0.0228747499285714Range0.6664Trim Var.0.0142395915221774
V(Y[t],d=1,D=2)0.00558574692436973Range0.310300000000000Trim Var.0.00366077189247311
V(Y[t],d=2,D=2)0.00740857230837785Range0.411699999999999Trim Var.0.00414966699999998
V(Y[t],d=3,D=2)0.0148326493371211Range0.554199999999998Trim Var.0.00945589615763536

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0120043996610169 & Range & 0.3984 & Trim Var. & 0.00873616199860238 \tabularnewline
V(Y[t],d=1,D=0) & 0.00112491488018702 & Range & 0.1827 & Trim Var. & 0.000584002837445572 \tabularnewline
V(Y[t],d=2,D=0) & 0.00149207675741076 & Range & 0.231900000000000 & Trim Var. & 0.00080847171568627 \tabularnewline
V(Y[t],d=3,D=0) & 0.00323794081453632 & Range & 0.250599999999999 & Trim Var. & 0.00221482720784312 \tabularnewline
V(Y[t],d=0,D=1) & 0.0114538167375887 & Range & 0.4237 & Trim Var. & 0.0077106724332172 \tabularnewline
V(Y[t],d=1,D=1) & 0.0022369585013876 & Range & 0.221 & Trim Var. & 0.00123840987804878 \tabularnewline
V(Y[t],d=2,D=1) & 0.00288712240096617 & Range & 0.260099999999999 & Trim Var. & 0.00171389481410255 \tabularnewline
V(Y[t],d=3,D=1) & 0.00573593204040399 & Range & 0.302499999999999 & Trim Var. & 0.00348214973009443 \tabularnewline
V(Y[t],d=0,D=2) & 0.0228747499285714 & Range & 0.6664 & Trim Var. & 0.0142395915221774 \tabularnewline
V(Y[t],d=1,D=2) & 0.00558574692436973 & Range & 0.310300000000000 & Trim Var. & 0.00366077189247311 \tabularnewline
V(Y[t],d=2,D=2) & 0.00740857230837785 & Range & 0.411699999999999 & Trim Var. & 0.00414966699999998 \tabularnewline
V(Y[t],d=3,D=2) & 0.0148326493371211 & Range & 0.554199999999998 & Trim Var. & 0.00945589615763536 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70822&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0120043996610169[/C][C]Range[/C][C]0.3984[/C][C]Trim Var.[/C][C]0.00873616199860238[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00112491488018702[/C][C]Range[/C][C]0.1827[/C][C]Trim Var.[/C][C]0.000584002837445572[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00149207675741076[/C][C]Range[/C][C]0.231900000000000[/C][C]Trim Var.[/C][C]0.00080847171568627[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00323794081453632[/C][C]Range[/C][C]0.250599999999999[/C][C]Trim Var.[/C][C]0.00221482720784312[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0114538167375887[/C][C]Range[/C][C]0.4237[/C][C]Trim Var.[/C][C]0.0077106724332172[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0022369585013876[/C][C]Range[/C][C]0.221[/C][C]Trim Var.[/C][C]0.00123840987804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00288712240096617[/C][C]Range[/C][C]0.260099999999999[/C][C]Trim Var.[/C][C]0.00171389481410255[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00573593204040399[/C][C]Range[/C][C]0.302499999999999[/C][C]Trim Var.[/C][C]0.00348214973009443[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0228747499285714[/C][C]Range[/C][C]0.6664[/C][C]Trim Var.[/C][C]0.0142395915221774[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00558574692436973[/C][C]Range[/C][C]0.310300000000000[/C][C]Trim Var.[/C][C]0.00366077189247311[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00740857230837785[/C][C]Range[/C][C]0.411699999999999[/C][C]Trim Var.[/C][C]0.00414966699999998[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0148326493371211[/C][C]Range[/C][C]0.554199999999998[/C][C]Trim Var.[/C][C]0.00945589615763536[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70822&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70822&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)0.0120043996610169Range0.3984Trim Var.0.00873616199860238
V(Y[t],d=1,D=0)0.00112491488018702Range0.1827Trim Var.0.000584002837445572
V(Y[t],d=2,D=0)0.00149207675741076Range0.231900000000000Trim Var.0.00080847171568627
V(Y[t],d=3,D=0)0.00323794081453632Range0.250599999999999Trim Var.0.00221482720784312
V(Y[t],d=0,D=1)0.0114538167375887Range0.4237Trim Var.0.0077106724332172
V(Y[t],d=1,D=1)0.0022369585013876Range0.221Trim Var.0.00123840987804878
V(Y[t],d=2,D=1)0.00288712240096617Range0.260099999999999Trim Var.0.00171389481410255
V(Y[t],d=3,D=1)0.00573593204040399Range0.302499999999999Trim Var.0.00348214973009443
V(Y[t],d=0,D=2)0.0228747499285714Range0.6664Trim Var.0.0142395915221774
V(Y[t],d=1,D=2)0.00558574692436973Range0.310300000000000Trim Var.0.00366077189247311
V(Y[t],d=2,D=2)0.00740857230837785Range0.411699999999999Trim Var.0.00414966699999998
V(Y[t],d=3,D=2)0.0148326493371211Range0.554199999999998Trim Var.0.00945589615763536


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')