FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 12:27:36 -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/t12592638478daannd7y1jrvht.htm/, Retrieved Sun, 28 Apr 2024 19:53:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60314, Retrieved Sun, 28 Apr 2024 19:53:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact123

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]
-   PD          [Variance Reduction Matrix] [] [2009-11-26 19:27:36] [aa8eb70c35ea8a87edcd21d6427e653e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10872
10625
10407
10463
10556
10646
10702
11353
11346
11451
11964
12574
13031
13812
14544
14931
14886
16005
17064
15168
16050
15839
15137
14954
15648
15305
15579
16348
15928
16171
15937
15713
15594
15683
16438
17032
17696
17745
19394
20148
20108
18584
18441
18391
19178
18079
18483
19644
19195
19650
20830
23595
22937
21814
21928
21777
21383
21467
22052
22680

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=60314&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=60314&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60314&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)13604845.4675141Range13188Trim Var.10638205.5908456
V(Y[t],d=1,D=0)546631.981297487Range4661Trim Var.249023.921625544
V(Y[t],d=2,D=0)1090671.16787659Range6201Trim Var.493961.131221719
V(Y[t],d=3,D=0)3120179.22431078Range10741Trim Var.1463605.28313725
V(Y[t],d=0,D=1)2247833.60593972Range7489Trim Var.1183828.96689895
V(Y[t],d=1,D=1)911160.272895467Range4558Trim Var.541044.475609756
V(Y[t],d=2,D=1)2224123.79565217Range6986Trim Var.1196629.47435897
V(Y[t],d=3,D=1)7185399.11818182Range12624Trim Var.4107912.72874494
V(Y[t],d=0,D=2)7365683.45Range11529Trim Var.4786518.06048387
V(Y[t],d=1,D=2)2748554.49915966Range6515Trim Var.1947023.35698925
V(Y[t],d=2,D=2)6819489.08734403Range12624Trim Var.3927758.57586207
V(Y[t],d=3,D=2)22756285.875Range21239Trim Var.14267069.2389163

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 13604845.4675141 & Range & 13188 & Trim Var. & 10638205.5908456 \tabularnewline
V(Y[t],d=1,D=0) & 546631.981297487 & Range & 4661 & Trim Var. & 249023.921625544 \tabularnewline
V(Y[t],d=2,D=0) & 1090671.16787659 & Range & 6201 & Trim Var. & 493961.131221719 \tabularnewline
V(Y[t],d=3,D=0) & 3120179.22431078 & Range & 10741 & Trim Var. & 1463605.28313725 \tabularnewline
V(Y[t],d=0,D=1) & 2247833.60593972 & Range & 7489 & Trim Var. & 1183828.96689895 \tabularnewline
V(Y[t],d=1,D=1) & 911160.272895467 & Range & 4558 & Trim Var. & 541044.475609756 \tabularnewline
V(Y[t],d=2,D=1) & 2224123.79565217 & Range & 6986 & Trim Var. & 1196629.47435897 \tabularnewline
V(Y[t],d=3,D=1) & 7185399.11818182 & Range & 12624 & Trim Var. & 4107912.72874494 \tabularnewline
V(Y[t],d=0,D=2) & 7365683.45 & Range & 11529 & Trim Var. & 4786518.06048387 \tabularnewline
V(Y[t],d=1,D=2) & 2748554.49915966 & Range & 6515 & Trim Var. & 1947023.35698925 \tabularnewline
V(Y[t],d=2,D=2) & 6819489.08734403 & Range & 12624 & Trim Var. & 3927758.57586207 \tabularnewline
V(Y[t],d=3,D=2) & 22756285.875 & Range & 21239 & Trim Var. & 14267069.2389163 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60314&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]13604845.4675141[/C][C]Range[/C][C]13188[/C][C]Trim Var.[/C][C]10638205.5908456[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]546631.981297487[/C][C]Range[/C][C]4661[/C][C]Trim Var.[/C][C]249023.921625544[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1090671.16787659[/C][C]Range[/C][C]6201[/C][C]Trim Var.[/C][C]493961.131221719[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3120179.22431078[/C][C]Range[/C][C]10741[/C][C]Trim Var.[/C][C]1463605.28313725[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2247833.60593972[/C][C]Range[/C][C]7489[/C][C]Trim Var.[/C][C]1183828.96689895[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]911160.272895467[/C][C]Range[/C][C]4558[/C][C]Trim Var.[/C][C]541044.475609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2224123.79565217[/C][C]Range[/C][C]6986[/C][C]Trim Var.[/C][C]1196629.47435897[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]7185399.11818182[/C][C]Range[/C][C]12624[/C][C]Trim Var.[/C][C]4107912.72874494[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]7365683.45[/C][C]Range[/C][C]11529[/C][C]Trim Var.[/C][C]4786518.06048387[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2748554.49915966[/C][C]Range[/C][C]6515[/C][C]Trim Var.[/C][C]1947023.35698925[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6819489.08734403[/C][C]Range[/C][C]12624[/C][C]Trim Var.[/C][C]3927758.57586207[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]22756285.875[/C][C]Range[/C][C]21239[/C][C]Trim Var.[/C][C]14267069.2389163[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60314&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60314&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)13604845.4675141Range13188Trim Var.10638205.5908456
V(Y[t],d=1,D=0)546631.981297487Range4661Trim Var.249023.921625544
V(Y[t],d=2,D=0)1090671.16787659Range6201Trim Var.493961.131221719
V(Y[t],d=3,D=0)3120179.22431078Range10741Trim Var.1463605.28313725
V(Y[t],d=0,D=1)2247833.60593972Range7489Trim Var.1183828.96689895
V(Y[t],d=1,D=1)911160.272895467Range4558Trim Var.541044.475609756
V(Y[t],d=2,D=1)2224123.79565217Range6986Trim Var.1196629.47435897
V(Y[t],d=3,D=1)7185399.11818182Range12624Trim Var.4107912.72874494
V(Y[t],d=0,D=2)7365683.45Range11529Trim Var.4786518.06048387
V(Y[t],d=1,D=2)2748554.49915966Range6515Trim Var.1947023.35698925
V(Y[t],d=2,D=2)6819489.08734403Range12624Trim Var.3927758.57586207
V(Y[t],d=3,D=2)22756285.875Range21239Trim Var.14267069.2389163


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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')