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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 10:29:48 -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/t1259343026faae9900zk52lep.htm/, Retrieved Sun, 28 Apr 2024 20:57:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61036, Retrieved Sun, 28 Apr 2024 20:57:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112

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]
- R  D          [Variance Reduction Matrix] [Variance Reductio...] [2009-11-27 17:29:48] [18c0746232b29e9668aa6bedcb8dd698] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
12,6
15,7
13,2
20,3
12,8
8
0,9
3,6
14,1
21,7
24,5
18,9
13,9
11
5,8
15,5
22,4
31,7
30,3
31,4
20,2
19,7
10,8
13,2
15,1
15,6
15,5
12,7
10,9
10
9,1
10,3
16,9
22
27,6
28,9
31
32,9
38,1
28,8
29
21,8
28,8
25,6
28,2
20,2
17,9
16,3
13,2
8,1
4,5
-0,1
0
2,3
2,8
2,9
0,1
3,5
8,6
13,8

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=61036&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=61036&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61036&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)93.9477372881356Range38.2Trim Var.70.8447658979734
V(Y[t],d=1,D=0)25.7340619520748Range21.7Trim Var.17.5116763425254
V(Y[t],d=2,D=0)42.909016938899Range29.5Trim Var.25.8757880844646
V(Y[t],d=3,D=0)134.722142857143Range48.4Trim Var.88.5437647058823
V(Y[t],d=0,D=1)294.664237588652Range63Trim Var.216.157839721254
V(Y[t],d=1,D=1)70.5381036077706Range39.5Trim Var.42.790256097561
V(Y[t],d=2,D=1)96.7328502415459Range39.8Trim Var.61.52225
V(Y[t],d=3,D=1)289.690727272727Range63.6Trim Var.211.639716599190
V(Y[t],d=0,D=2)881.343706349206Range97.1Trim Var.720.589314516129
V(Y[t],d=1,D=2)221.767277310924Range63.8Trim Var.139.00511827957
V(Y[t],d=2,D=2)272.697798573975Range73.1Trim Var.163.486310344828
V(Y[t],d=3,D=2)798.388598484848Range115.9Trim Var.534.931674876847

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 93.9477372881356 & Range & 38.2 & Trim Var. & 70.8447658979734 \tabularnewline
V(Y[t],d=1,D=0) & 25.7340619520748 & Range & 21.7 & Trim Var. & 17.5116763425254 \tabularnewline
V(Y[t],d=2,D=0) & 42.909016938899 & Range & 29.5 & Trim Var. & 25.8757880844646 \tabularnewline
V(Y[t],d=3,D=0) & 134.722142857143 & Range & 48.4 & Trim Var. & 88.5437647058823 \tabularnewline
V(Y[t],d=0,D=1) & 294.664237588652 & Range & 63 & Trim Var. & 216.157839721254 \tabularnewline
V(Y[t],d=1,D=1) & 70.5381036077706 & Range & 39.5 & Trim Var. & 42.790256097561 \tabularnewline
V(Y[t],d=2,D=1) & 96.7328502415459 & Range & 39.8 & Trim Var. & 61.52225 \tabularnewline
V(Y[t],d=3,D=1) & 289.690727272727 & Range & 63.6 & Trim Var. & 211.639716599190 \tabularnewline
V(Y[t],d=0,D=2) & 881.343706349206 & Range & 97.1 & Trim Var. & 720.589314516129 \tabularnewline
V(Y[t],d=1,D=2) & 221.767277310924 & Range & 63.8 & Trim Var. & 139.00511827957 \tabularnewline
V(Y[t],d=2,D=2) & 272.697798573975 & Range & 73.1 & Trim Var. & 163.486310344828 \tabularnewline
V(Y[t],d=3,D=2) & 798.388598484848 & Range & 115.9 & Trim Var. & 534.931674876847 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61036&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]93.9477372881356[/C][C]Range[/C][C]38.2[/C][C]Trim Var.[/C][C]70.8447658979734[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]25.7340619520748[/C][C]Range[/C][C]21.7[/C][C]Trim Var.[/C][C]17.5116763425254[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]42.909016938899[/C][C]Range[/C][C]29.5[/C][C]Trim Var.[/C][C]25.8757880844646[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]134.722142857143[/C][C]Range[/C][C]48.4[/C][C]Trim Var.[/C][C]88.5437647058823[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]294.664237588652[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]216.157839721254[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]70.5381036077706[/C][C]Range[/C][C]39.5[/C][C]Trim Var.[/C][C]42.790256097561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]96.7328502415459[/C][C]Range[/C][C]39.8[/C][C]Trim Var.[/C][C]61.52225[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]289.690727272727[/C][C]Range[/C][C]63.6[/C][C]Trim Var.[/C][C]211.639716599190[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]881.343706349206[/C][C]Range[/C][C]97.1[/C][C]Trim Var.[/C][C]720.589314516129[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]221.767277310924[/C][C]Range[/C][C]63.8[/C][C]Trim Var.[/C][C]139.00511827957[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]272.697798573975[/C][C]Range[/C][C]73.1[/C][C]Trim Var.[/C][C]163.486310344828[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]798.388598484848[/C][C]Range[/C][C]115.9[/C][C]Trim Var.[/C][C]534.931674876847[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61036&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61036&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)93.9477372881356Range38.2Trim Var.70.8447658979734
V(Y[t],d=1,D=0)25.7340619520748Range21.7Trim Var.17.5116763425254
V(Y[t],d=2,D=0)42.909016938899Range29.5Trim Var.25.8757880844646
V(Y[t],d=3,D=0)134.722142857143Range48.4Trim Var.88.5437647058823
V(Y[t],d=0,D=1)294.664237588652Range63Trim Var.216.157839721254
V(Y[t],d=1,D=1)70.5381036077706Range39.5Trim Var.42.790256097561
V(Y[t],d=2,D=1)96.7328502415459Range39.8Trim Var.61.52225
V(Y[t],d=3,D=1)289.690727272727Range63.6Trim Var.211.639716599190
V(Y[t],d=0,D=2)881.343706349206Range97.1Trim Var.720.589314516129
V(Y[t],d=1,D=2)221.767277310924Range63.8Trim Var.139.00511827957
V(Y[t],d=2,D=2)272.697798573975Range73.1Trim Var.163.486310344828
V(Y[t],d=3,D=2)798.388598484848Range115.9Trim Var.534.931674876847


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')