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 computationFri, 27 Nov 2009 05:18:56 -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/27/t12593243869mejde24rtub1yn.htm/, Retrieved Sun, 28 Apr 2024 19:48:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60625, Retrieved Sun, 28 Apr 2024 19:48:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact151

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       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
- RMPD          [Variance Reduction Matrix] [] [2009-11-27 12:18:56] [2f6049721194fa571920c3539d7b729e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
17
14
15
16
16
15
13
12
13
13
12
10
14
14
15
16
16
15
15
13
15
15
15
13
16
16
14
16
15
14
15
15
14
13
12
13
12
9
10
8
11
8
8
8
4
6
8
10
5
6
5
9
8
6
9
11
11
8
11
11
13

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=60625&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=60625&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60625&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)11.5655737704918Range13Trim Var.6.22756706753006
V(Y[t],d=1,D=0)3.75819209039548Range9Trim Var.1.63430851063830
V(Y[t],d=2,D=0)9.76855639976622Range13Trim Var.6.1368778280543
V(Y[t],d=3,D=0)30.9110707803993Range24Trim Var.20.1435294117647
V(Y[t],d=0,D=1)3.75819209039548Range9Trim Var.1.63430851063830
V(Y[t],d=1,D=1)9.76855639976622Range13Trim Var.6.1368778280543
V(Y[t],d=2,D=1)30.9110707803993Range24Trim Var.20.1435294117647
V(Y[t],d=3,D=1)106.492481203008Range41Trim Var.69.9455782312925
V(Y[t],d=0,D=2)9.76855639976622Range13Trim Var.6.1368778280543
V(Y[t],d=1,D=2)30.9110707803993Range24Trim Var.20.1435294117647
V(Y[t],d=2,D=2)106.492481203008Range41Trim Var.69.9455782312925
V(Y[t],d=3,D=2)382.087987012987Range80Trim Var.239.669769503546

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 11.5655737704918 & Range & 13 & Trim Var. & 6.22756706753006 \tabularnewline
V(Y[t],d=1,D=0) & 3.75819209039548 & Range & 9 & Trim Var. & 1.63430851063830 \tabularnewline
V(Y[t],d=2,D=0) & 9.76855639976622 & Range & 13 & Trim Var. & 6.1368778280543 \tabularnewline
V(Y[t],d=3,D=0) & 30.9110707803993 & Range & 24 & Trim Var. & 20.1435294117647 \tabularnewline
V(Y[t],d=0,D=1) & 3.75819209039548 & Range & 9 & Trim Var. & 1.63430851063830 \tabularnewline
V(Y[t],d=1,D=1) & 9.76855639976622 & Range & 13 & Trim Var. & 6.1368778280543 \tabularnewline
V(Y[t],d=2,D=1) & 30.9110707803993 & Range & 24 & Trim Var. & 20.1435294117647 \tabularnewline
V(Y[t],d=3,D=1) & 106.492481203008 & Range & 41 & Trim Var. & 69.9455782312925 \tabularnewline
V(Y[t],d=0,D=2) & 9.76855639976622 & Range & 13 & Trim Var. & 6.1368778280543 \tabularnewline
V(Y[t],d=1,D=2) & 30.9110707803993 & Range & 24 & Trim Var. & 20.1435294117647 \tabularnewline
V(Y[t],d=2,D=2) & 106.492481203008 & Range & 41 & Trim Var. & 69.9455782312925 \tabularnewline
V(Y[t],d=3,D=2) & 382.087987012987 & Range & 80 & Trim Var. & 239.669769503546 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60625&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]11.5655737704918[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]6.22756706753006[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3.75819209039548[/C][C]Range[/C][C]9[/C][C]Trim Var.[/C][C]1.63430851063830[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9.76855639976622[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]6.1368778280543[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]30.9110707803993[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]20.1435294117647[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3.75819209039548[/C][C]Range[/C][C]9[/C][C]Trim Var.[/C][C]1.63430851063830[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]9.76855639976622[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]6.1368778280543[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]30.9110707803993[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]20.1435294117647[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]106.492481203008[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]69.9455782312925[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]9.76855639976622[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]6.1368778280543[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]30.9110707803993[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]20.1435294117647[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]106.492481203008[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]69.9455782312925[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]382.087987012987[/C][C]Range[/C][C]80[/C][C]Trim Var.[/C][C]239.669769503546[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60625&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60625&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)11.5655737704918Range13Trim Var.6.22756706753006
V(Y[t],d=1,D=0)3.75819209039548Range9Trim Var.1.63430851063830
V(Y[t],d=2,D=0)9.76855639976622Range13Trim Var.6.1368778280543
V(Y[t],d=3,D=0)30.9110707803993Range24Trim Var.20.1435294117647
V(Y[t],d=0,D=1)3.75819209039548Range9Trim Var.1.63430851063830
V(Y[t],d=1,D=1)9.76855639976622Range13Trim Var.6.1368778280543
V(Y[t],d=2,D=1)30.9110707803993Range24Trim Var.20.1435294117647
V(Y[t],d=3,D=1)106.492481203008Range41Trim Var.69.9455782312925
V(Y[t],d=0,D=2)9.76855639976622Range13Trim Var.6.1368778280543
V(Y[t],d=1,D=2)30.9110707803993Range24Trim Var.20.1435294117647
V(Y[t],d=2,D=2)106.492481203008Range41Trim Var.69.9455782312925
V(Y[t],d=3,D=2)382.087987012987Range80Trim Var.239.669769503546


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')