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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 computationThu, 26 Nov 2009 03:18:39 -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/Nov/26/t1259230740g4onsn3xgcjok9x.htm/, Retrieved Mon, 29 Apr 2024 02:19:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59779, Retrieved Mon, 29 Apr 2024 02:19:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact146

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D          [Variance Reduction Matrix] [VRM] [2009-11-26 10:18:39] [371dc2189c569d90e2c1567f632c3ec0] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1919
1911
1870
2263
1802
1863
1989
2197
2409
2502
2593
2598
2053
2213
2238
2359
2151
2474
3079
2312
2565
1972
2484
2202
2151
1976
2012
2114
1772
1957
2070
1990
2182
2008
1916
2397
2114
1778
1641
2186
1773
1785
2217
2153
1895
2475
1793
2308
2051
1898
2142
1874
1560
1808
1575
1525
1997
1753
1623
2251
1890

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=59779&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=59779&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59779&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)88971.4491803279Range1554Trim Var.48504.9092888244
V(Y[t],d=1,D=0)109796.457344633Range1395Trim Var.75007.4199860238
V(Y[t],d=2,D=0)336616.706604325Range2569Trim Var.218816.288098694
V(Y[t],d=3,D=0)1122104.11373261Range4559Trim Var.714630.719457014
V(Y[t],d=0,D=1)139711.789965986Range2099Trim Var.69702.1129568106
V(Y[t],d=1,D=1)187977.871897163Range1738Trim Var.118597.593495935
V(Y[t],d=2,D=1)587354.562442183Range2930Trim Var.386810.08902439
V(Y[t],d=3,D=1)2055595.54444444Range5478Trim Var.1406840.98397436
V(Y[t],d=0,D=2)394169.807807808Range3255Trim Var.202991.070075758
V(Y[t],d=1,D=2)539311.92063492Range3240Trim Var.343664.737903226
V(Y[t],d=2,D=2)1679215.46722689Range5478Trim Var.1020749.16559140
V(Y[t],d=3,D=2)5884961.01336898Range9875Trim Var.3846033.01264368

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 88971.4491803279 & Range & 1554 & Trim Var. & 48504.9092888244 \tabularnewline
V(Y[t],d=1,D=0) & 109796.457344633 & Range & 1395 & Trim Var. & 75007.4199860238 \tabularnewline
V(Y[t],d=2,D=0) & 336616.706604325 & Range & 2569 & Trim Var. & 218816.288098694 \tabularnewline
V(Y[t],d=3,D=0) & 1122104.11373261 & Range & 4559 & Trim Var. & 714630.719457014 \tabularnewline
V(Y[t],d=0,D=1) & 139711.789965986 & Range & 2099 & Trim Var. & 69702.1129568106 \tabularnewline
V(Y[t],d=1,D=1) & 187977.871897163 & Range & 1738 & Trim Var. & 118597.593495935 \tabularnewline
V(Y[t],d=2,D=1) & 587354.562442183 & Range & 2930 & Trim Var. & 386810.08902439 \tabularnewline
V(Y[t],d=3,D=1) & 2055595.54444444 & Range & 5478 & Trim Var. & 1406840.98397436 \tabularnewline
V(Y[t],d=0,D=2) & 394169.807807808 & Range & 3255 & Trim Var. & 202991.070075758 \tabularnewline
V(Y[t],d=1,D=2) & 539311.92063492 & Range & 3240 & Trim Var. & 343664.737903226 \tabularnewline
V(Y[t],d=2,D=2) & 1679215.46722689 & Range & 5478 & Trim Var. & 1020749.16559140 \tabularnewline
V(Y[t],d=3,D=2) & 5884961.01336898 & Range & 9875 & Trim Var. & 3846033.01264368 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59779&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]88971.4491803279[/C][C]Range[/C][C]1554[/C][C]Trim Var.[/C][C]48504.9092888244[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]109796.457344633[/C][C]Range[/C][C]1395[/C][C]Trim Var.[/C][C]75007.4199860238[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]336616.706604325[/C][C]Range[/C][C]2569[/C][C]Trim Var.[/C][C]218816.288098694[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1122104.11373261[/C][C]Range[/C][C]4559[/C][C]Trim Var.[/C][C]714630.719457014[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]139711.789965986[/C][C]Range[/C][C]2099[/C][C]Trim Var.[/C][C]69702.1129568106[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]187977.871897163[/C][C]Range[/C][C]1738[/C][C]Trim Var.[/C][C]118597.593495935[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]587354.562442183[/C][C]Range[/C][C]2930[/C][C]Trim Var.[/C][C]386810.08902439[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2055595.54444444[/C][C]Range[/C][C]5478[/C][C]Trim Var.[/C][C]1406840.98397436[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]394169.807807808[/C][C]Range[/C][C]3255[/C][C]Trim Var.[/C][C]202991.070075758[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]539311.92063492[/C][C]Range[/C][C]3240[/C][C]Trim Var.[/C][C]343664.737903226[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1679215.46722689[/C][C]Range[/C][C]5478[/C][C]Trim Var.[/C][C]1020749.16559140[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5884961.01336898[/C][C]Range[/C][C]9875[/C][C]Trim Var.[/C][C]3846033.01264368[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59779&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59779&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)88971.4491803279Range1554Trim Var.48504.9092888244
V(Y[t],d=1,D=0)109796.457344633Range1395Trim Var.75007.4199860238
V(Y[t],d=2,D=0)336616.706604325Range2569Trim Var.218816.288098694
V(Y[t],d=3,D=0)1122104.11373261Range4559Trim Var.714630.719457014
V(Y[t],d=0,D=1)139711.789965986Range2099Trim Var.69702.1129568106
V(Y[t],d=1,D=1)187977.871897163Range1738Trim Var.118597.593495935
V(Y[t],d=2,D=1)587354.562442183Range2930Trim Var.386810.08902439
V(Y[t],d=3,D=1)2055595.54444444Range5478Trim Var.1406840.98397436
V(Y[t],d=0,D=2)394169.807807808Range3255Trim Var.202991.070075758
V(Y[t],d=1,D=2)539311.92063492Range3240Trim Var.343664.737903226
V(Y[t],d=2,D=2)1679215.46722689Range5478Trim Var.1020749.16559140
V(Y[t],d=3,D=2)5884961.01336898Range9875Trim Var.3846033.01264368


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')