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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 computationSat, 17 Dec 2011 13:10:18 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/17/t13241456379g51vj2mro5eudn.htm/, Retrieved Mon, 06 May 2024 16:48:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=156538, Retrieved Mon, 06 May 2024 16:48:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact81

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variantie Reducti...] [2011-12-17 18:10:18] [51aabe75794be7f34bed5d3096a085df] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
277
232
256
242
282
288
321
316
362
392
414
417
488
489
467
460
510
493
476
448
466
417
387
370
396
349
326
303
329
304
286
281
344
369
390
406
467
437
410
390

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'Herman Ole Andreas Wold' @ wold.wessa.net

\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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=156538&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=156538&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=156538&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'Herman Ole Andreas Wold' @ wold.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)6053.43012820513Range278Trim Var.4734.29206349206
V(Y[t],d=1,D=0)1018.77867746289Range120Trim Var.742.949579831933
V(Y[t],d=2,D=0)1903.63655761024Range160Trim Var.1338.25757575758
V(Y[t],d=3,D=0)5804.66966966967Range235Trim Var.4789.80113636364
V(Y[t],d=0,D=1)4727.15158730159Range215Trim Var.3925.68447580645
V(Y[t],d=1,D=1)707.776470588235Range106Trim Var.454.511827956989
V(Y[t],d=2,D=1)489.769162210339Range88Trim Var.306.202298850575
V(Y[t],d=3,D=1)1001.23863636364Range131Trim Var.629.312807881773
V(Y[t],d=0,D=2)5488.39415322581Range288Trim Var.3592.81878306878
V(Y[t],d=1,D=2)1393.43225806452Range154Trim Var.778.464387464387
V(Y[t],d=2,D=2)1050.75862068966Range129Trim Var.608.518461538462
V(Y[t],d=3,D=2)2236.52709359606Range190Trim Var.1201.34

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6053.43012820513 & Range & 278 & Trim Var. & 4734.29206349206 \tabularnewline
V(Y[t],d=1,D=0) & 1018.77867746289 & Range & 120 & Trim Var. & 742.949579831933 \tabularnewline
V(Y[t],d=2,D=0) & 1903.63655761024 & Range & 160 & Trim Var. & 1338.25757575758 \tabularnewline
V(Y[t],d=3,D=0) & 5804.66966966967 & Range & 235 & Trim Var. & 4789.80113636364 \tabularnewline
V(Y[t],d=0,D=1) & 4727.15158730159 & Range & 215 & Trim Var. & 3925.68447580645 \tabularnewline
V(Y[t],d=1,D=1) & 707.776470588235 & Range & 106 & Trim Var. & 454.511827956989 \tabularnewline
V(Y[t],d=2,D=1) & 489.769162210339 & Range & 88 & Trim Var. & 306.202298850575 \tabularnewline
V(Y[t],d=3,D=1) & 1001.23863636364 & Range & 131 & Trim Var. & 629.312807881773 \tabularnewline
V(Y[t],d=0,D=2) & 5488.39415322581 & Range & 288 & Trim Var. & 3592.81878306878 \tabularnewline
V(Y[t],d=1,D=2) & 1393.43225806452 & Range & 154 & Trim Var. & 778.464387464387 \tabularnewline
V(Y[t],d=2,D=2) & 1050.75862068966 & Range & 129 & Trim Var. & 608.518461538462 \tabularnewline
V(Y[t],d=3,D=2) & 2236.52709359606 & Range & 190 & Trim Var. & 1201.34 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=156538&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6053.43012820513[/C][C]Range[/C][C]278[/C][C]Trim Var.[/C][C]4734.29206349206[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1018.77867746289[/C][C]Range[/C][C]120[/C][C]Trim Var.[/C][C]742.949579831933[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1903.63655761024[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1338.25757575758[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5804.66966966967[/C][C]Range[/C][C]235[/C][C]Trim Var.[/C][C]4789.80113636364[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4727.15158730159[/C][C]Range[/C][C]215[/C][C]Trim Var.[/C][C]3925.68447580645[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]707.776470588235[/C][C]Range[/C][C]106[/C][C]Trim Var.[/C][C]454.511827956989[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]489.769162210339[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]306.202298850575[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1001.23863636364[/C][C]Range[/C][C]131[/C][C]Trim Var.[/C][C]629.312807881773[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5488.39415322581[/C][C]Range[/C][C]288[/C][C]Trim Var.[/C][C]3592.81878306878[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1393.43225806452[/C][C]Range[/C][C]154[/C][C]Trim Var.[/C][C]778.464387464387[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1050.75862068966[/C][C]Range[/C][C]129[/C][C]Trim Var.[/C][C]608.518461538462[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2236.52709359606[/C][C]Range[/C][C]190[/C][C]Trim Var.[/C][C]1201.34[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=156538&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=156538&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)6053.43012820513Range278Trim Var.4734.29206349206
V(Y[t],d=1,D=0)1018.77867746289Range120Trim Var.742.949579831933
V(Y[t],d=2,D=0)1903.63655761024Range160Trim Var.1338.25757575758
V(Y[t],d=3,D=0)5804.66966966967Range235Trim Var.4789.80113636364
V(Y[t],d=0,D=1)4727.15158730159Range215Trim Var.3925.68447580645
V(Y[t],d=1,D=1)707.776470588235Range106Trim Var.454.511827956989
V(Y[t],d=2,D=1)489.769162210339Range88Trim Var.306.202298850575
V(Y[t],d=3,D=1)1001.23863636364Range131Trim Var.629.312807881773
V(Y[t],d=0,D=2)5488.39415322581Range288Trim Var.3592.81878306878
V(Y[t],d=1,D=2)1393.43225806452Range154Trim Var.778.464387464387
V(Y[t],d=2,D=2)1050.75862068966Range129Trim Var.608.518461538462
V(Y[t],d=3,D=2)2236.52709359606Range190Trim Var.1201.34


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 1 ;
Parameters (R input):
par1 = 4 ;
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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()