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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 27 Nov 2009 10:11:01 -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/t1259341895n44v1bbofshxpqg.htm/, Retrieved Mon, 29 Apr 2024 07:02:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61015, Retrieved Mon, 29 Apr 2024 07:02:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact183

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [] [2009-11-27 16:33:53] [a8dc04902f2584d6dc8a82e937850322]
- RMP     [Variance Reduction Matrix] [] [2009-11-27 17:11:01] [d39d4e1021a28f94dc953cf77db656ab] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
12.008	
9.169	
8.788	
8.417	
8.247	
8.197	
8.236	
8.253	
7.733	
8.366	
8.626	
8.863	
10.102	
8.463	
9.114	
8.563	
8.872	
8.301	
8.301	
8.278	
7.736	
7.973	
8.268	
9.476	
11.100	
8.962	
9.173	
8.738	
8.459	
8.078	
8.411	
8.291	
7.810	
8.616	
8.312	
9.692	
9.911	
8.915	
9.452	
9.112	
8.472	
8.230	
8.384	
8.625	
8.221	
8.649	
8.625	
10.443	
10.357	
8.586	
8.892	
8.329	
8.101	
7.922	
8.120	
7.838	
7.735	
8.406	
8.209	
9.451	
10.041	
9.411	
10.405	
8.467	
8.464	
8.102	
7.627	
7.513	
7.510	
8.291	
8.064	
9.383

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=61015&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=61015&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61015&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)0.707956858959311Range4.498Trim Var.0.354493551587302
V(Y[t],d=1,D=0)0.667348084909457Range4.657Trim Var.0.285506522785459
V(Y[t],d=2,D=0)1.47456088115942Range6.22Trim Var.0.746616945531465
V(Y[t],d=3,D=0)4.64242987851662Range10.667Trim Var.2.43630966994536
V(Y[t],d=0,D=1)0.290825975988700Range3.419Trim Var.0.135701474493361
V(Y[t],d=1,D=1)0.284597786674459Range2.60500000000000Trim Var.0.153534190856314
V(Y[t],d=2,D=1)0.587846971869328Range4.61Trim Var.0.287232025641025
V(Y[t],d=3,D=1)1.75735807581454Range7.487Trim Var.0.866299118431372
V(Y[t],d=0,D=2)0.82695054609929Range5.091Trim Var.0.351882799651568
V(Y[t],d=1,D=2)0.747161722479185Range3.83299999999999Trim Var.0.426909124390244
V(Y[t],d=2,D=2)1.42705167149758Range6.44799999999999Trim Var.0.749321968589742
V(Y[t],d=3,D=2)4.08194511919192Range8.72799999999999Trim Var.2.31186267611336

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.707956858959311 & Range & 4.498 & Trim Var. & 0.354493551587302 \tabularnewline
V(Y[t],d=1,D=0) & 0.667348084909457 & Range & 4.657 & Trim Var. & 0.285506522785459 \tabularnewline
V(Y[t],d=2,D=0) & 1.47456088115942 & Range & 6.22 & Trim Var. & 0.746616945531465 \tabularnewline
V(Y[t],d=3,D=0) & 4.64242987851662 & Range & 10.667 & Trim Var. & 2.43630966994536 \tabularnewline
V(Y[t],d=0,D=1) & 0.290825975988700 & Range & 3.419 & Trim Var. & 0.135701474493361 \tabularnewline
V(Y[t],d=1,D=1) & 0.284597786674459 & Range & 2.60500000000000 & Trim Var. & 0.153534190856314 \tabularnewline
V(Y[t],d=2,D=1) & 0.587846971869328 & Range & 4.61 & Trim Var. & 0.287232025641025 \tabularnewline
V(Y[t],d=3,D=1) & 1.75735807581454 & Range & 7.487 & Trim Var. & 0.866299118431372 \tabularnewline
V(Y[t],d=0,D=2) & 0.82695054609929 & Range & 5.091 & Trim Var. & 0.351882799651568 \tabularnewline
V(Y[t],d=1,D=2) & 0.747161722479185 & Range & 3.83299999999999 & Trim Var. & 0.426909124390244 \tabularnewline
V(Y[t],d=2,D=2) & 1.42705167149758 & Range & 6.44799999999999 & Trim Var. & 0.749321968589742 \tabularnewline
V(Y[t],d=3,D=2) & 4.08194511919192 & Range & 8.72799999999999 & Trim Var. & 2.31186267611336 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61015&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.707956858959311[/C][C]Range[/C][C]4.498[/C][C]Trim Var.[/C][C]0.354493551587302[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.667348084909457[/C][C]Range[/C][C]4.657[/C][C]Trim Var.[/C][C]0.285506522785459[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.47456088115942[/C][C]Range[/C][C]6.22[/C][C]Trim Var.[/C][C]0.746616945531465[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4.64242987851662[/C][C]Range[/C][C]10.667[/C][C]Trim Var.[/C][C]2.43630966994536[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.290825975988700[/C][C]Range[/C][C]3.419[/C][C]Trim Var.[/C][C]0.135701474493361[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.284597786674459[/C][C]Range[/C][C]2.60500000000000[/C][C]Trim Var.[/C][C]0.153534190856314[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.587846971869328[/C][C]Range[/C][C]4.61[/C][C]Trim Var.[/C][C]0.287232025641025[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.75735807581454[/C][C]Range[/C][C]7.487[/C][C]Trim Var.[/C][C]0.866299118431372[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.82695054609929[/C][C]Range[/C][C]5.091[/C][C]Trim Var.[/C][C]0.351882799651568[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.747161722479185[/C][C]Range[/C][C]3.83299999999999[/C][C]Trim Var.[/C][C]0.426909124390244[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.42705167149758[/C][C]Range[/C][C]6.44799999999999[/C][C]Trim Var.[/C][C]0.749321968589742[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4.08194511919192[/C][C]Range[/C][C]8.72799999999999[/C][C]Trim Var.[/C][C]2.31186267611336[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61015&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61015&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)0.707956858959311Range4.498Trim Var.0.354493551587302
V(Y[t],d=1,D=0)0.667348084909457Range4.657Trim Var.0.285506522785459
V(Y[t],d=2,D=0)1.47456088115942Range6.22Trim Var.0.746616945531465
V(Y[t],d=3,D=0)4.64242987851662Range10.667Trim Var.2.43630966994536
V(Y[t],d=0,D=1)0.290825975988700Range3.419Trim Var.0.135701474493361
V(Y[t],d=1,D=1)0.284597786674459Range2.60500000000000Trim Var.0.153534190856314
V(Y[t],d=2,D=1)0.587846971869328Range4.61Trim Var.0.287232025641025
V(Y[t],d=3,D=1)1.75735807581454Range7.487Trim Var.0.866299118431372
V(Y[t],d=0,D=2)0.82695054609929Range5.091Trim Var.0.351882799651568
V(Y[t],d=1,D=2)0.747161722479185Range3.83299999999999Trim Var.0.426909124390244
V(Y[t],d=2,D=2)1.42705167149758Range6.44799999999999Trim Var.0.749321968589742
V(Y[t],d=3,D=2)4.08194511919192Range8.72799999999999Trim Var.2.31186267611336


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')