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 06:05:25 -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/t1259327153616d41nn31eljb1.htm/, Retrieved Mon, 29 Apr 2024 03:01:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60703, Retrieved Mon, 29 Apr 2024 03:01:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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] [Workshop 8] [2009-11-27 13:05:25] [0bdf648420800d03e6dbfbd39fe2311c] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
62
64
62
64
64
69
69
65
56
58
53
62
55
60
59
58
53
57
57
53
54
53
57
57
55
49
50
49
54
58
58
52
56
52
59
53
52
53
51
50
56
52
46
48
46
48
48
49
53
48
51
48
50
55
52
53
52
55
53
53
56
54
52
55
54
59
56
56
51
53
52
51
46
49
46
55
57
53
52
53
50
54
53
50
51
52
47
51
49
53
52
45
53
51
48
48
48
48
40
43
40
39
39
36
41
39
40
39
46
40
37
37
44
41
40
36
38
43
42
45
46

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=60703&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=60703&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60703&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)47.6833333333333Range33Trim Var.23.7390062821245
V(Y[t],d=1,D=0)13.8140056022409Range18Trim Var.8.17271062271062
V(Y[t],d=2,D=0)38.8558609884632Range31Trim Var.24.9226415094340
V(Y[t],d=3,D=0)130.837317108504Range58Trim Var.82.2320578716924
V(Y[t],d=0,D=1)28.6257220523276Range21Trim Var.19.3970884658455
V(Y[t],d=1,D=1)22.1172551055729Range22Trim Var.13.7788377192982
V(Y[t],d=2,D=1)63.606065949568Range37Trim Var.38.9283325370282
V(Y[t],d=3,D=1)216.756154537287Range68Trim Var.139.849462365591
V(Y[t],d=0,D=2)74.3286082474227Range33Trim Var.55.1180574555404
V(Y[t],d=1,D=2)56.6604166666667Range32Trim Var.37.1388508891929
V(Y[t],d=2,D=2)148.989249720045Range50Trim Var.102.271231266530
V(Y[t],d=3,D=2)477.520590253946Range91Trim Var.342.607429718875

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 47.6833333333333 & Range & 33 & Trim Var. & 23.7390062821245 \tabularnewline
V(Y[t],d=1,D=0) & 13.8140056022409 & Range & 18 & Trim Var. & 8.17271062271062 \tabularnewline
V(Y[t],d=2,D=0) & 38.8558609884632 & Range & 31 & Trim Var. & 24.9226415094340 \tabularnewline
V(Y[t],d=3,D=0) & 130.837317108504 & Range & 58 & Trim Var. & 82.2320578716924 \tabularnewline
V(Y[t],d=0,D=1) & 28.6257220523276 & Range & 21 & Trim Var. & 19.3970884658455 \tabularnewline
V(Y[t],d=1,D=1) & 22.1172551055729 & Range & 22 & Trim Var. & 13.7788377192982 \tabularnewline
V(Y[t],d=2,D=1) & 63.606065949568 & Range & 37 & Trim Var. & 38.9283325370282 \tabularnewline
V(Y[t],d=3,D=1) & 216.756154537287 & Range & 68 & Trim Var. & 139.849462365591 \tabularnewline
V(Y[t],d=0,D=2) & 74.3286082474227 & Range & 33 & Trim Var. & 55.1180574555404 \tabularnewline
V(Y[t],d=1,D=2) & 56.6604166666667 & Range & 32 & Trim Var. & 37.1388508891929 \tabularnewline
V(Y[t],d=2,D=2) & 148.989249720045 & Range & 50 & Trim Var. & 102.271231266530 \tabularnewline
V(Y[t],d=3,D=2) & 477.520590253946 & Range & 91 & Trim Var. & 342.607429718875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60703&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]47.6833333333333[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]23.7390062821245[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13.8140056022409[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]8.17271062271062[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]38.8558609884632[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]24.9226415094340[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]130.837317108504[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]82.2320578716924[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]28.6257220523276[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]19.3970884658455[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]22.1172551055729[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]13.7788377192982[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]63.606065949568[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]38.9283325370282[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]216.756154537287[/C][C]Range[/C][C]68[/C][C]Trim Var.[/C][C]139.849462365591[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]74.3286082474227[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]55.1180574555404[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]56.6604166666667[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]37.1388508891929[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]148.989249720045[/C][C]Range[/C][C]50[/C][C]Trim Var.[/C][C]102.271231266530[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]477.520590253946[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]342.607429718875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60703&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60703&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)47.6833333333333Range33Trim Var.23.7390062821245
V(Y[t],d=1,D=0)13.8140056022409Range18Trim Var.8.17271062271062
V(Y[t],d=2,D=0)38.8558609884632Range31Trim Var.24.9226415094340
V(Y[t],d=3,D=0)130.837317108504Range58Trim Var.82.2320578716924
V(Y[t],d=0,D=1)28.6257220523276Range21Trim Var.19.3970884658455
V(Y[t],d=1,D=1)22.1172551055729Range22Trim Var.13.7788377192982
V(Y[t],d=2,D=1)63.606065949568Range37Trim Var.38.9283325370282
V(Y[t],d=3,D=1)216.756154537287Range68Trim Var.139.849462365591
V(Y[t],d=0,D=2)74.3286082474227Range33Trim Var.55.1180574555404
V(Y[t],d=1,D=2)56.6604166666667Range32Trim Var.37.1388508891929
V(Y[t],d=2,D=2)148.989249720045Range50Trim Var.102.271231266530
V(Y[t],d=3,D=2)477.520590253946Range91Trim Var.342.607429718875


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')