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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 11:43:41 -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/t1259261086vwahl08yat9labv.htm/, Retrieved Mon, 29 Apr 2024 00:51:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60265, Retrieved Mon, 29 Apr 2024 00:51:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact132

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] [Methode2] [2009-11-26 18:43:41] [82f29a5d509ab8039aab37a0145f886d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
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

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=60265&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=60265&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60265&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)1748.64644808743Range160Trim Var.1213.44194484761
V(Y[t],d=1,D=0)343.300564971751Range88Trim Var.180.128581411600
V(Y[t],d=2,D=0)510.933372296902Range114Trim Var.275.190130624093
V(Y[t],d=3,D=0)1228.92710223835Range179Trim Var.616.68778280543
V(Y[t],d=0,D=1)947.731292517007Range108Trim Var.674.02787456446
V(Y[t],d=1,D=1)68.0691489361702Range38Trim Var.30.5121794871795
V(Y[t],d=2,D=1)133.866790009251Range61Trim Var.59.3451219512195
V(Y[t],d=3,D=1)433.306763285024Range109Trim Var.205.250641025641
V(Y[t],d=0,D=2)1460.36186186186Range133Trim Var.1123.54166666667
V(Y[t],d=1,D=2)160.492063492063Range52Trim Var.95.5443548387097
V(Y[t],d=2,D=2)383.621848739496Range93Trim Var.207.911827956989
V(Y[t],d=3,D=2)1255.04188948307Range136Trim Var.813.044827586207

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1748.64644808743 & Range & 160 & Trim Var. & 1213.44194484761 \tabularnewline
V(Y[t],d=1,D=0) & 343.300564971751 & Range & 88 & Trim Var. & 180.128581411600 \tabularnewline
V(Y[t],d=2,D=0) & 510.933372296902 & Range & 114 & Trim Var. & 275.190130624093 \tabularnewline
V(Y[t],d=3,D=0) & 1228.92710223835 & Range & 179 & Trim Var. & 616.68778280543 \tabularnewline
V(Y[t],d=0,D=1) & 947.731292517007 & Range & 108 & Trim Var. & 674.02787456446 \tabularnewline
V(Y[t],d=1,D=1) & 68.0691489361702 & Range & 38 & Trim Var. & 30.5121794871795 \tabularnewline
V(Y[t],d=2,D=1) & 133.866790009251 & Range & 61 & Trim Var. & 59.3451219512195 \tabularnewline
V(Y[t],d=3,D=1) & 433.306763285024 & Range & 109 & Trim Var. & 205.250641025641 \tabularnewline
V(Y[t],d=0,D=2) & 1460.36186186186 & Range & 133 & Trim Var. & 1123.54166666667 \tabularnewline
V(Y[t],d=1,D=2) & 160.492063492063 & Range & 52 & Trim Var. & 95.5443548387097 \tabularnewline
V(Y[t],d=2,D=2) & 383.621848739496 & Range & 93 & Trim Var. & 207.911827956989 \tabularnewline
V(Y[t],d=3,D=2) & 1255.04188948307 & Range & 136 & Trim Var. & 813.044827586207 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60265&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1748.64644808743[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1213.44194484761[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]343.300564971751[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]180.128581411600[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]510.933372296902[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]275.190130624093[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1228.92710223835[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]616.68778280543[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]947.731292517007[/C][C]Range[/C][C]108[/C][C]Trim Var.[/C][C]674.02787456446[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]68.0691489361702[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]30.5121794871795[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]133.866790009251[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]59.3451219512195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]433.306763285024[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]205.250641025641[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1460.36186186186[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]1123.54166666667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]160.492063492063[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]95.5443548387097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]383.621848739496[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]207.911827956989[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1255.04188948307[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]813.044827586207[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60265&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60265&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)1748.64644808743Range160Trim Var.1213.44194484761
V(Y[t],d=1,D=0)343.300564971751Range88Trim Var.180.128581411600
V(Y[t],d=2,D=0)510.933372296902Range114Trim Var.275.190130624093
V(Y[t],d=3,D=0)1228.92710223835Range179Trim Var.616.68778280543
V(Y[t],d=0,D=1)947.731292517007Range108Trim Var.674.02787456446
V(Y[t],d=1,D=1)68.0691489361702Range38Trim Var.30.5121794871795
V(Y[t],d=2,D=1)133.866790009251Range61Trim Var.59.3451219512195
V(Y[t],d=3,D=1)433.306763285024Range109Trim Var.205.250641025641
V(Y[t],d=0,D=2)1460.36186186186Range133Trim Var.1123.54166666667
V(Y[t],d=1,D=2)160.492063492063Range52Trim Var.95.5443548387097
V(Y[t],d=2,D=2)383.621848739496Range93Trim Var.207.911827956989
V(Y[t],d=3,D=2)1255.04188948307Range136Trim Var.813.044827586207


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')