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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 08:17:03 -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/t12593350568ydkv4kl1o194kd.htm/, Retrieved Sun, 28 Apr 2024 19:45:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60894, Retrieved Sun, 28 Apr 2024 19:45:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact111

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] [ws8: vrm] [2009-11-27 15:17:03] [b090d569c0a4c77894e0b029f4429f19] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9.9
9.8
9.3
8.3
8
8.5
10.4
11.1
10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60894&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]1 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=60894&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60894&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.962060109289617Range4.6Trim Var.0.524600870827286
V(Y[t],d=1,D=0)0.247412429378531Range2.9Trim Var.0.103591893780573
V(Y[t],d=2,D=0)0.273343074225599Range2.6Trim Var.0.160633484162896
V(Y[t],d=3,D=0)0.485505142165759Range3.8Trim Var.0.214031372549020
V(Y[t],d=0,D=1)0.624668367346939Range3.3Trim Var.0.370254706533776
V(Y[t],d=1,D=1)0.179290780141844Range2Trim Var.0.0990243902439024
V(Y[t],d=2,D=1)0.139491211840888Range1.7Trim Var.0.0779756097560974
V(Y[t],d=3,D=1)0.178647342995169Range2.1Trim Var.0.0835357624831305
V(Y[t],d=0,D=2)1.35325825825826Range5.3Trim Var.0.734545454545455
V(Y[t],d=1,D=2)0.408087301587302Range3.2Trim Var.0.202473118279570
V(Y[t],d=2,D=2)0.31163025210084Range2.7Trim Var.0.161247311827957
V(Y[t],d=3,D=2)0.395944741532975Range3.20000000000000Trim Var.0.166160919540228

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.962060109289617 & Range & 4.6 & Trim Var. & 0.524600870827286 \tabularnewline
V(Y[t],d=1,D=0) & 0.247412429378531 & Range & 2.9 & Trim Var. & 0.103591893780573 \tabularnewline
V(Y[t],d=2,D=0) & 0.273343074225599 & Range & 2.6 & Trim Var. & 0.160633484162896 \tabularnewline
V(Y[t],d=3,D=0) & 0.485505142165759 & Range & 3.8 & Trim Var. & 0.214031372549020 \tabularnewline
V(Y[t],d=0,D=1) & 0.624668367346939 & Range & 3.3 & Trim Var. & 0.370254706533776 \tabularnewline
V(Y[t],d=1,D=1) & 0.179290780141844 & Range & 2 & Trim Var. & 0.0990243902439024 \tabularnewline
V(Y[t],d=2,D=1) & 0.139491211840888 & Range & 1.7 & Trim Var. & 0.0779756097560974 \tabularnewline
V(Y[t],d=3,D=1) & 0.178647342995169 & Range & 2.1 & Trim Var. & 0.0835357624831305 \tabularnewline
V(Y[t],d=0,D=2) & 1.35325825825826 & Range & 5.3 & Trim Var. & 0.734545454545455 \tabularnewline
V(Y[t],d=1,D=2) & 0.408087301587302 & Range & 3.2 & Trim Var. & 0.202473118279570 \tabularnewline
V(Y[t],d=2,D=2) & 0.31163025210084 & Range & 2.7 & Trim Var. & 0.161247311827957 \tabularnewline
V(Y[t],d=3,D=2) & 0.395944741532975 & Range & 3.20000000000000 & Trim Var. & 0.166160919540228 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60894&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.962060109289617[/C][C]Range[/C][C]4.6[/C][C]Trim Var.[/C][C]0.524600870827286[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.247412429378531[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.103591893780573[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.273343074225599[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.160633484162896[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.485505142165759[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.214031372549020[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.624668367346939[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.370254706533776[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.179290780141844[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.0990243902439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.139491211840888[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0779756097560974[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.178647342995169[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0835357624831305[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.35325825825826[/C][C]Range[/C][C]5.3[/C][C]Trim Var.[/C][C]0.734545454545455[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.408087301587302[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.202473118279570[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.31163025210084[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.161247311827957[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.395944741532975[/C][C]Range[/C][C]3.20000000000000[/C][C]Trim Var.[/C][C]0.166160919540228[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60894&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60894&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)0.962060109289617Range4.6Trim Var.0.524600870827286
V(Y[t],d=1,D=0)0.247412429378531Range2.9Trim Var.0.103591893780573
V(Y[t],d=2,D=0)0.273343074225599Range2.6Trim Var.0.160633484162896
V(Y[t],d=3,D=0)0.485505142165759Range3.8Trim Var.0.214031372549020
V(Y[t],d=0,D=1)0.624668367346939Range3.3Trim Var.0.370254706533776
V(Y[t],d=1,D=1)0.179290780141844Range2Trim Var.0.0990243902439024
V(Y[t],d=2,D=1)0.139491211840888Range1.7Trim Var.0.0779756097560974
V(Y[t],d=3,D=1)0.178647342995169Range2.1Trim Var.0.0835357624831305
V(Y[t],d=0,D=2)1.35325825825826Range5.3Trim Var.0.734545454545455
V(Y[t],d=1,D=2)0.408087301587302Range3.2Trim Var.0.202473118279570
V(Y[t],d=2,D=2)0.31163025210084Range2.7Trim Var.0.161247311827957
V(Y[t],d=3,D=2)0.395944741532975Range3.20000000000000Trim Var.0.166160919540228


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; 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')