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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 08:56:02 -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/t1259251026a2vo32eo82ikihl.htm/, Retrieved Mon, 29 Apr 2024 00:57:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60133, Retrieved Mon, 29 Apr 2024 00:57:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact133

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] [] [2009-11-26 15:56:02] [27b6e36591879260e4dc6bb7e89a38fd] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516
528
533
536
537
524
536
587
597
581

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=60133&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=60133&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60133&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)1768.18306010929Range160Trim Var.1237.90638606676
V(Y[t],d=1,D=0)346.185310734463Range88Trim Var.183.459119496855
V(Y[t],d=2,D=0)529.873758036236Range114Trim Var.295.707547169811
V(Y[t],d=3,D=0)1237.77041742287Range179Trim Var.628.013574660633
V(Y[t],d=0,D=1)1418.51615646259Range141Trim Var.967.109634551495
V(Y[t],d=1,D=1)78.1702127659574Range38Trim Var.41.5621951219512
V(Y[t],d=2,D=1)133.691951896392Range61Trim Var.59.219512195122
V(Y[t],d=3,D=1)417.710144927536Range109Trim Var.187.535897435897
V(Y[t],d=0,D=2)2992.27477477477Range175Trim Var.2467.28030303030
V(Y[t],d=1,D=2)181.653968253968Range52Trim Var.116.966733870968
V(Y[t],d=2,D=2)437.18487394958Range93Trim Var.268.916129032258
V(Y[t],d=3,D=2)1435.99286987522Range136Trim Var.1020.40919540230

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1768.18306010929 & Range & 160 & Trim Var. & 1237.90638606676 \tabularnewline
V(Y[t],d=1,D=0) & 346.185310734463 & Range & 88 & Trim Var. & 183.459119496855 \tabularnewline
V(Y[t],d=2,D=0) & 529.873758036236 & Range & 114 & Trim Var. & 295.707547169811 \tabularnewline
V(Y[t],d=3,D=0) & 1237.77041742287 & Range & 179 & Trim Var. & 628.013574660633 \tabularnewline
V(Y[t],d=0,D=1) & 1418.51615646259 & Range & 141 & Trim Var. & 967.109634551495 \tabularnewline
V(Y[t],d=1,D=1) & 78.1702127659574 & Range & 38 & Trim Var. & 41.5621951219512 \tabularnewline
V(Y[t],d=2,D=1) & 133.691951896392 & Range & 61 & Trim Var. & 59.219512195122 \tabularnewline
V(Y[t],d=3,D=1) & 417.710144927536 & Range & 109 & Trim Var. & 187.535897435897 \tabularnewline
V(Y[t],d=0,D=2) & 2992.27477477477 & Range & 175 & Trim Var. & 2467.28030303030 \tabularnewline
V(Y[t],d=1,D=2) & 181.653968253968 & Range & 52 & Trim Var. & 116.966733870968 \tabularnewline
V(Y[t],d=2,D=2) & 437.18487394958 & Range & 93 & Trim Var. & 268.916129032258 \tabularnewline
V(Y[t],d=3,D=2) & 1435.99286987522 & Range & 136 & Trim Var. & 1020.40919540230 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60133&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1768.18306010929[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1237.90638606676[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]346.185310734463[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]183.459119496855[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]529.873758036236[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]295.707547169811[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1237.77041742287[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]628.013574660633[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1418.51615646259[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]967.109634551495[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]78.1702127659574[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]41.5621951219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]133.691951896392[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]59.219512195122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]417.710144927536[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]187.535897435897[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2992.27477477477[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]2467.28030303030[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]181.653968253968[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]116.966733870968[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]437.18487394958[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]268.916129032258[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1435.99286987522[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]1020.40919540230[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60133&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60133&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)1768.18306010929Range160Trim Var.1237.90638606676
V(Y[t],d=1,D=0)346.185310734463Range88Trim Var.183.459119496855
V(Y[t],d=2,D=0)529.873758036236Range114Trim Var.295.707547169811
V(Y[t],d=3,D=0)1237.77041742287Range179Trim Var.628.013574660633
V(Y[t],d=0,D=1)1418.51615646259Range141Trim Var.967.109634551495
V(Y[t],d=1,D=1)78.1702127659574Range38Trim Var.41.5621951219512
V(Y[t],d=2,D=1)133.691951896392Range61Trim Var.59.219512195122
V(Y[t],d=3,D=1)417.710144927536Range109Trim Var.187.535897435897
V(Y[t],d=0,D=2)2992.27477477477Range175Trim Var.2467.28030303030
V(Y[t],d=1,D=2)181.653968253968Range52Trim Var.116.966733870968
V(Y[t],d=2,D=2)437.18487394958Range93Trim Var.268.916129032258
V(Y[t],d=3,D=2)1435.99286987522Range136Trim Var.1020.40919540230


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')