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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 08:53:27 -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/Nov/26/t12592508596od4aijfh0cropk.htm/, Retrieved Sun, 28 Apr 2024 22:31:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60130, Retrieved Sun, 28 Apr 2024 22:31:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact153

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] [Variance reductio...] [2009-11-26 15:53:27] [a5b01ef1969ffd97a40c5fefe56a50d0] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.8
1.6
1.9
1.7
1.6
1.3
1.1
1.9
2.6
2.3
2.4
2.2
2
2.9
2.6
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

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=60130&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=60130&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60130&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)1.38865573770492Range4.8Trim Var.0.677605224963716
V(Y[t],d=1,D=0)0.151217514124294Range1.7Trim Var.0.0872549019607843
V(Y[t],d=2,D=0)0.281870251315020Range2.4Trim Var.0.161719457013575
V(Y[t],d=3,D=0)0.797716273442226Range4.5Trim Var.0.491704374057315
V(Y[t],d=0,D=1)2.70353741496599Range6.5Trim Var.1.65581395348837
V(Y[t],d=1,D=1)0.393173758865248Range3.1Trim Var.0.220238095238095
V(Y[t],d=2,D=1)0.792571692876966Range3.9Trim Var.0.34574358974359
V(Y[t],d=3,D=1)2.1432077294686Range6.5Trim Var.1.32541025641026
V(Y[t],d=0,D=2)5.58033033033033Range8.5Trim Var.3.69802419354839
V(Y[t],d=1,D=2)1.28021428571429Range5Trim Var.0.765645161290323
V(Y[t],d=2,D=2)2.57020168067227Range6.6Trim Var.1.48533333333333
V(Y[t],d=3,D=2)6.29647950089127Range10Trim Var.4.40326436781609

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.38865573770492 & Range & 4.8 & Trim Var. & 0.677605224963716 \tabularnewline
V(Y[t],d=1,D=0) & 0.151217514124294 & Range & 1.7 & Trim Var. & 0.0872549019607843 \tabularnewline
V(Y[t],d=2,D=0) & 0.281870251315020 & Range & 2.4 & Trim Var. & 0.161719457013575 \tabularnewline
V(Y[t],d=3,D=0) & 0.797716273442226 & Range & 4.5 & Trim Var. & 0.491704374057315 \tabularnewline
V(Y[t],d=0,D=1) & 2.70353741496599 & Range & 6.5 & Trim Var. & 1.65581395348837 \tabularnewline
V(Y[t],d=1,D=1) & 0.393173758865248 & Range & 3.1 & Trim Var. & 0.220238095238095 \tabularnewline
V(Y[t],d=2,D=1) & 0.792571692876966 & Range & 3.9 & Trim Var. & 0.34574358974359 \tabularnewline
V(Y[t],d=3,D=1) & 2.1432077294686 & Range & 6.5 & Trim Var. & 1.32541025641026 \tabularnewline
V(Y[t],d=0,D=2) & 5.58033033033033 & Range & 8.5 & Trim Var. & 3.69802419354839 \tabularnewline
V(Y[t],d=1,D=2) & 1.28021428571429 & Range & 5 & Trim Var. & 0.765645161290323 \tabularnewline
V(Y[t],d=2,D=2) & 2.57020168067227 & Range & 6.6 & Trim Var. & 1.48533333333333 \tabularnewline
V(Y[t],d=3,D=2) & 6.29647950089127 & Range & 10 & Trim Var. & 4.40326436781609 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60130&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.38865573770492[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.677605224963716[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.151217514124294[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0872549019607843[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.281870251315020[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.161719457013575[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.797716273442226[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.491704374057315[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.70353741496599[/C][C]Range[/C][C]6.5[/C][C]Trim Var.[/C][C]1.65581395348837[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.393173758865248[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.220238095238095[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.792571692876966[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.34574358974359[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.1432077294686[/C][C]Range[/C][C]6.5[/C][C]Trim Var.[/C][C]1.32541025641026[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.58033033033033[/C][C]Range[/C][C]8.5[/C][C]Trim Var.[/C][C]3.69802419354839[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.28021428571429[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.765645161290323[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.57020168067227[/C][C]Range[/C][C]6.6[/C][C]Trim Var.[/C][C]1.48533333333333[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6.29647950089127[/C][C]Range[/C][C]10[/C][C]Trim Var.[/C][C]4.40326436781609[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60130&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60130&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)1.38865573770492Range4.8Trim Var.0.677605224963716
V(Y[t],d=1,D=0)0.151217514124294Range1.7Trim Var.0.0872549019607843
V(Y[t],d=2,D=0)0.281870251315020Range2.4Trim Var.0.161719457013575
V(Y[t],d=3,D=0)0.797716273442226Range4.5Trim Var.0.491704374057315
V(Y[t],d=0,D=1)2.70353741496599Range6.5Trim Var.1.65581395348837
V(Y[t],d=1,D=1)0.393173758865248Range3.1Trim Var.0.220238095238095
V(Y[t],d=2,D=1)0.792571692876966Range3.9Trim Var.0.34574358974359
V(Y[t],d=3,D=1)2.1432077294686Range6.5Trim Var.1.32541025641026
V(Y[t],d=0,D=2)5.58033033033033Range8.5Trim Var.3.69802419354839
V(Y[t],d=1,D=2)1.28021428571429Range5Trim Var.0.765645161290323
V(Y[t],d=2,D=2)2.57020168067227Range6.6Trim Var.1.48533333333333
V(Y[t],d=3,D=2)6.29647950089127Range10Trim Var.4.40326436781609


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')