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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 10:42:51 -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/Nov/26/t1259257456k83mwc1z4yeqhnf.htm/, Retrieved Mon, 29 Apr 2024 01:37:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60199, Retrieved Mon, 29 Apr 2024 01:37:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112

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 17:42:51] [14869f38c4320b00c96ca15cc00142de] [Current]
-    D    [Variance Reduction Matrix] [] [2009-12-15 21:07:31] [73863f7f907331e734eff34b7de6fc83]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
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

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=60199&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=60199&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60199&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)3052.75567292645Range198Trim Var.2316.62673611111
V(Y[t],d=1,D=0)352.055935613682Range94Trim Var.142.026625704045
V(Y[t],d=2,D=0)507.622360248447Range113Trim Var.219.293759915389
V(Y[t],d=3,D=0)1254.93094629156Range169Trim Var.547.252459016393
V(Y[t],d=0,D=1)461.664124293785Range95Trim Var.288.0321453529
V(Y[t],d=1,D=1)47.1087083576856Range40Trim Var.23.841628959276
V(Y[t],d=2,D=1)75.2283726557774Range43Trim Var.40.0638297872340
V(Y[t],d=3,D=1)206.645363408521Range74Trim Var.124.579607843137
V(Y[t],d=0,D=2)543.695035460993Range91Trim Var.359.101045296167
V(Y[t],d=1,D=2)104.067530064755Range51Trim Var.46.574358974359
V(Y[t],d=2,D=2)188.143478260870Range59Trim Var.114.410256410256
V(Y[t],d=3,D=2)516.055555555556Range91Trim Var.285.921052631579

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3052.75567292645 & Range & 198 & Trim Var. & 2316.62673611111 \tabularnewline
V(Y[t],d=1,D=0) & 352.055935613682 & Range & 94 & Trim Var. & 142.026625704045 \tabularnewline
V(Y[t],d=2,D=0) & 507.622360248447 & Range & 113 & Trim Var. & 219.293759915389 \tabularnewline
V(Y[t],d=3,D=0) & 1254.93094629156 & Range & 169 & Trim Var. & 547.252459016393 \tabularnewline
V(Y[t],d=0,D=1) & 461.664124293785 & Range & 95 & Trim Var. & 288.0321453529 \tabularnewline
V(Y[t],d=1,D=1) & 47.1087083576856 & Range & 40 & Trim Var. & 23.841628959276 \tabularnewline
V(Y[t],d=2,D=1) & 75.2283726557774 & Range & 43 & Trim Var. & 40.0638297872340 \tabularnewline
V(Y[t],d=3,D=1) & 206.645363408521 & Range & 74 & Trim Var. & 124.579607843137 \tabularnewline
V(Y[t],d=0,D=2) & 543.695035460993 & Range & 91 & Trim Var. & 359.101045296167 \tabularnewline
V(Y[t],d=1,D=2) & 104.067530064755 & Range & 51 & Trim Var. & 46.574358974359 \tabularnewline
V(Y[t],d=2,D=2) & 188.143478260870 & Range & 59 & Trim Var. & 114.410256410256 \tabularnewline
V(Y[t],d=3,D=2) & 516.055555555556 & Range & 91 & Trim Var. & 285.921052631579 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60199&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3052.75567292645[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]2316.62673611111[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]352.055935613682[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]142.026625704045[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]507.622360248447[/C][C]Range[/C][C]113[/C][C]Trim Var.[/C][C]219.293759915389[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1254.93094629156[/C][C]Range[/C][C]169[/C][C]Trim Var.[/C][C]547.252459016393[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]461.664124293785[/C][C]Range[/C][C]95[/C][C]Trim Var.[/C][C]288.0321453529[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]47.1087083576856[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]23.841628959276[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]75.2283726557774[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]40.0638297872340[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]206.645363408521[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]124.579607843137[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]543.695035460993[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]359.101045296167[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]104.067530064755[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]46.574358974359[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]188.143478260870[/C][C]Range[/C][C]59[/C][C]Trim Var.[/C][C]114.410256410256[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]516.055555555556[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]285.921052631579[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60199&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60199&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)3052.75567292645Range198Trim Var.2316.62673611111
V(Y[t],d=1,D=0)352.055935613682Range94Trim Var.142.026625704045
V(Y[t],d=2,D=0)507.622360248447Range113Trim Var.219.293759915389
V(Y[t],d=3,D=0)1254.93094629156Range169Trim Var.547.252459016393
V(Y[t],d=0,D=1)461.664124293785Range95Trim Var.288.0321453529
V(Y[t],d=1,D=1)47.1087083576856Range40Trim Var.23.841628959276
V(Y[t],d=2,D=1)75.2283726557774Range43Trim Var.40.0638297872340
V(Y[t],d=3,D=1)206.645363408521Range74Trim Var.124.579607843137
V(Y[t],d=0,D=2)543.695035460993Range91Trim Var.359.101045296167
V(Y[t],d=1,D=2)104.067530064755Range51Trim Var.46.574358974359
V(Y[t],d=2,D=2)188.143478260870Range59Trim Var.114.410256410256
V(Y[t],d=3,D=2)516.055555555556Range91Trim Var.285.921052631579


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')