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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 08:38:25 -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/t1259249975mvqw3wmc66rhxz3.htm/, Retrieved Sun, 28 Apr 2024 19:14:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60108, Retrieved Sun, 28 Apr 2024 19:14:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact130

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] [] [2009-11-26 15:38:25] [8b8f95c5f2993a04d1b74eff1a82c018] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
89
88
86
89
84
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85
86
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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=60108&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=60108&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60108&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)22.6497175141243Range17Trim Var.16.5701960784314
V(Y[t],d=1,D=0)4.37463471654003Range9Trim Var.2.85631349782293
V(Y[t],d=2,D=0)12.4900181488203Range15Trim Var.7.86285714285714
V(Y[t],d=3,D=0)42.4949874686717Range28Trim Var.28.1537254901961
V(Y[t],d=0,D=1)26.0598404255319Range16Trim Var.19.0967948717949
V(Y[t],d=1,D=1)7.60869565217391Range11Trim Var.4.65641025641026
V(Y[t],d=2,D=1)19.7106280193237Range18Trim Var.13.1256410256410
V(Y[t],d=3,D=1)62.2909090909091Range34Trim Var.33.2571428571429
V(Y[t],d=0,D=2)78.168253968254Range31Trim Var.45.0410052910053
V(Y[t],d=1,D=2)23.7848739495798Range20Trim Var.15.4279569892473
V(Y[t],d=2,D=2)58.1283422459893Range29Trim Var.39.1827586206897
V(Y[t],d=3,D=2)181.842803030303Range53Trim Var.103.876984126984

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 22.6497175141243 & Range & 17 & Trim Var. & 16.5701960784314 \tabularnewline
V(Y[t],d=1,D=0) & 4.37463471654003 & Range & 9 & Trim Var. & 2.85631349782293 \tabularnewline
V(Y[t],d=2,D=0) & 12.4900181488203 & Range & 15 & Trim Var. & 7.86285714285714 \tabularnewline
V(Y[t],d=3,D=0) & 42.4949874686717 & Range & 28 & Trim Var. & 28.1537254901961 \tabularnewline
V(Y[t],d=0,D=1) & 26.0598404255319 & Range & 16 & Trim Var. & 19.0967948717949 \tabularnewline
V(Y[t],d=1,D=1) & 7.60869565217391 & Range & 11 & Trim Var. & 4.65641025641026 \tabularnewline
V(Y[t],d=2,D=1) & 19.7106280193237 & Range & 18 & Trim Var. & 13.1256410256410 \tabularnewline
V(Y[t],d=3,D=1) & 62.2909090909091 & Range & 34 & Trim Var. & 33.2571428571429 \tabularnewline
V(Y[t],d=0,D=2) & 78.168253968254 & Range & 31 & Trim Var. & 45.0410052910053 \tabularnewline
V(Y[t],d=1,D=2) & 23.7848739495798 & Range & 20 & Trim Var. & 15.4279569892473 \tabularnewline
V(Y[t],d=2,D=2) & 58.1283422459893 & Range & 29 & Trim Var. & 39.1827586206897 \tabularnewline
V(Y[t],d=3,D=2) & 181.842803030303 & Range & 53 & Trim Var. & 103.876984126984 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60108&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]22.6497175141243[/C][C]Range[/C][C]17[/C][C]Trim Var.[/C][C]16.5701960784314[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4.37463471654003[/C][C]Range[/C][C]9[/C][C]Trim Var.[/C][C]2.85631349782293[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]12.4900181488203[/C][C]Range[/C][C]15[/C][C]Trim Var.[/C][C]7.86285714285714[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]42.4949874686717[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]28.1537254901961[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]26.0598404255319[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]19.0967948717949[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7.60869565217391[/C][C]Range[/C][C]11[/C][C]Trim Var.[/C][C]4.65641025641026[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]19.7106280193237[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]13.1256410256410[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]62.2909090909091[/C][C]Range[/C][C]34[/C][C]Trim Var.[/C][C]33.2571428571429[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]78.168253968254[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]45.0410052910053[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]23.7848739495798[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]15.4279569892473[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]58.1283422459893[/C][C]Range[/C][C]29[/C][C]Trim Var.[/C][C]39.1827586206897[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]181.842803030303[/C][C]Range[/C][C]53[/C][C]Trim Var.[/C][C]103.876984126984[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60108&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60108&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)22.6497175141243Range17Trim Var.16.5701960784314
V(Y[t],d=1,D=0)4.37463471654003Range9Trim Var.2.85631349782293
V(Y[t],d=2,D=0)12.4900181488203Range15Trim Var.7.86285714285714
V(Y[t],d=3,D=0)42.4949874686717Range28Trim Var.28.1537254901961
V(Y[t],d=0,D=1)26.0598404255319Range16Trim Var.19.0967948717949
V(Y[t],d=1,D=1)7.60869565217391Range11Trim Var.4.65641025641026
V(Y[t],d=2,D=1)19.7106280193237Range18Trim Var.13.1256410256410
V(Y[t],d=3,D=1)62.2909090909091Range34Trim Var.33.2571428571429
V(Y[t],d=0,D=2)78.168253968254Range31Trim Var.45.0410052910053
V(Y[t],d=1,D=2)23.7848739495798Range20Trim Var.15.4279569892473
V(Y[t],d=2,D=2)58.1283422459893Range29Trim Var.39.1827586206897
V(Y[t],d=3,D=2)181.842803030303Range53Trim Var.103.876984126984


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')