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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 computationFri, 27 Nov 2009 06:07:05 -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/t1259327252xo46km7y8utnj69.htm/, Retrieved Mon, 29 Apr 2024 07:55:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60705, Retrieved Mon, 29 Apr 2024 07:55:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact133

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] [] [2009-11-27 13:07:05] [0545e25c765ce26b196961216dc11e13] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,4
1,2
1
1,7
2,4
2
2,1
2
1,8
2,7
2,3
1,9
2
2,3
2,8
2,4
2,3
2,7
2,7
2,9
3
2,2
2,3
2,8
2,8
2,8
2,2
2,6
2,8
2,5
2,4
2,3
1,9
1,7
2
2,1
1,7
1,8
1,8
1,8
1,3
1,3
1,3
1,2
1,4
2,2
2,9
3,1
3,5
3,6
4,4
4,1
5,1
5,8
5,9
5,4
5,5
4,8
3,2
2,7

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=60705&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=60705&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60705&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)1.36185310734463Range4.9Trim Var.0.830440251572327
V(Y[t],d=1,D=0)0.216919929865576Range2.6Trim Var.0.114008295625943
V(Y[t],d=2,D=0)0.353130671506352Range2.6Trim Var.0.233495475113122
V(Y[t],d=3,D=0)0.978728070175439Range4.8Trim Var.0.605207843137255
V(Y[t],d=0,D=1)2.55613031914894Range6.1Trim Var.1.5935656213705
V(Y[t],d=1,D=1)0.563450508788159Range3.8Trim Var.0.285512195121951
V(Y[t],d=2,D=1)0.909082125603865Range4.2Trim Var.0.511788461538461
V(Y[t],d=3,D=1)2.47446464646465Range6.8Trim Var.1.49445344129555
V(Y[t],d=0,D=2)5.84478571428571Range8.1Trim Var.4.36322580645161
V(Y[t],d=1,D=2)1.43078991596639Range5Trim Var.0.834129032258064
V(Y[t],d=2,D=2)2.32969696969697Range6.6Trim Var.1.12827586206897
V(Y[t],d=3,D=2)6.17484848484848Range10.4Trim Var.3.77044334975369

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.36185310734463 & Range & 4.9 & Trim Var. & 0.830440251572327 \tabularnewline
V(Y[t],d=1,D=0) & 0.216919929865576 & Range & 2.6 & Trim Var. & 0.114008295625943 \tabularnewline
V(Y[t],d=2,D=0) & 0.353130671506352 & Range & 2.6 & Trim Var. & 0.233495475113122 \tabularnewline
V(Y[t],d=3,D=0) & 0.978728070175439 & Range & 4.8 & Trim Var. & 0.605207843137255 \tabularnewline
V(Y[t],d=0,D=1) & 2.55613031914894 & Range & 6.1 & Trim Var. & 1.5935656213705 \tabularnewline
V(Y[t],d=1,D=1) & 0.563450508788159 & Range & 3.8 & Trim Var. & 0.285512195121951 \tabularnewline
V(Y[t],d=2,D=1) & 0.909082125603865 & Range & 4.2 & Trim Var. & 0.511788461538461 \tabularnewline
V(Y[t],d=3,D=1) & 2.47446464646465 & Range & 6.8 & Trim Var. & 1.49445344129555 \tabularnewline
V(Y[t],d=0,D=2) & 5.84478571428571 & Range & 8.1 & Trim Var. & 4.36322580645161 \tabularnewline
V(Y[t],d=1,D=2) & 1.43078991596639 & Range & 5 & Trim Var. & 0.834129032258064 \tabularnewline
V(Y[t],d=2,D=2) & 2.32969696969697 & Range & 6.6 & Trim Var. & 1.12827586206897 \tabularnewline
V(Y[t],d=3,D=2) & 6.17484848484848 & Range & 10.4 & Trim Var. & 3.77044334975369 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60705&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.36185310734463[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.830440251572327[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.216919929865576[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.114008295625943[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.353130671506352[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.233495475113122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.978728070175439[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.605207843137255[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.55613031914894[/C][C]Range[/C][C]6.1[/C][C]Trim Var.[/C][C]1.5935656213705[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.563450508788159[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.285512195121951[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.909082125603865[/C][C]Range[/C][C]4.2[/C][C]Trim Var.[/C][C]0.511788461538461[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.47446464646465[/C][C]Range[/C][C]6.8[/C][C]Trim Var.[/C][C]1.49445344129555[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.84478571428571[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]4.36322580645161[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.43078991596639[/C][C]Range[/C][C]5[/C][C]Trim Var.[/C][C]0.834129032258064[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.32969696969697[/C][C]Range[/C][C]6.6[/C][C]Trim Var.[/C][C]1.12827586206897[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6.17484848484848[/C][C]Range[/C][C]10.4[/C][C]Trim Var.[/C][C]3.77044334975369[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60705&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60705&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)1.36185310734463Range4.9Trim Var.0.830440251572327
V(Y[t],d=1,D=0)0.216919929865576Range2.6Trim Var.0.114008295625943
V(Y[t],d=2,D=0)0.353130671506352Range2.6Trim Var.0.233495475113122
V(Y[t],d=3,D=0)0.978728070175439Range4.8Trim Var.0.605207843137255
V(Y[t],d=0,D=1)2.55613031914894Range6.1Trim Var.1.5935656213705
V(Y[t],d=1,D=1)0.563450508788159Range3.8Trim Var.0.285512195121951
V(Y[t],d=2,D=1)0.909082125603865Range4.2Trim Var.0.511788461538461
V(Y[t],d=3,D=1)2.47446464646465Range6.8Trim Var.1.49445344129555
V(Y[t],d=0,D=2)5.84478571428571Range8.1Trim Var.4.36322580645161
V(Y[t],d=1,D=2)1.43078991596639Range5Trim Var.0.834129032258064
V(Y[t],d=2,D=2)2.32969696969697Range6.6Trim Var.1.12827586206897
V(Y[t],d=3,D=2)6.17484848484848Range10.4Trim Var.3.77044334975369


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')