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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, 11 Aug 2012 09:54:00 -0400
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Aug/11/t1344693271m5uncr42s9cx73x.htm/, Retrieved Mon, 06 May 2024 14:26:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=169218, Retrieved Mon, 06 May 2024 14:26:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact167

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Workshop 6: Run s...] [2010-12-14 12:57:17] [b9eaf9df71639055b3e2389f5099ca2c]
- RMPD    [Variance Reduction Matrix] [Berekening 9] [2012-08-11 13:54:00] [0b94335bf72158573fe52322b9537409] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-6
-3
-3
-7
-9
-11
-13
-11
-9
-17
-22
-25
-20
-24
-24
-22
-19
-18
-17
-11
-11
-12
-10
-15
-15
-15
-13
-8
-13
-9
-7
-4
-4
-2
0
-2
-3
1
-2
-1
1
-3
-4
-9
-9
-7
-14
-12
-16
-20
-12
-12
-10
-10

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'AstonUniversity' @ aston.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 & 'AstonUniversity' @ aston.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=169218&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]'AstonUniversity' @ aston.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=169218&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=169218&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'AstonUniversity' @ aston.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)46.6572327044025Range26Trim Var.32.4237588652482
V(Y[t],d=1,D=0)11.3403483309144Range16Trim Var.5.37763012181617
V(Y[t],d=2,D=0)25.4279788838612Range22Trim Var.14.2828282828283
V(Y[t],d=3,D=0)79.7396078431373Range39Trim Var.47.6215644820296
V(Y[t],d=0,D=1)122.706736353078Range37Trim Var.87.1111111111111
V(Y[t],d=1,D=1)23.8951219512195Range20Trim Var.11.0967741935484
V(Y[t],d=2,D=1)54.050641025641Range34Trim Var.34.6
V(Y[t],d=3,D=1)166.914979757085Range55Trim Var.95.6434937611408
V(Y[t],d=0,D=2)323.558620689655Range69Trim Var.203.643333333333
V(Y[t],d=1,D=2)57.5960591133005Range29Trim Var.33.1766666666667
V(Y[t],d=2,D=2)134.924603174603Range54Trim Var.66.3405797101449
V(Y[t],d=3,D=2)390.960113960114Range86Trim Var.162.909090909091

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 46.6572327044025 & Range & 26 & Trim Var. & 32.4237588652482 \tabularnewline
V(Y[t],d=1,D=0) & 11.3403483309144 & Range & 16 & Trim Var. & 5.37763012181617 \tabularnewline
V(Y[t],d=2,D=0) & 25.4279788838612 & Range & 22 & Trim Var. & 14.2828282828283 \tabularnewline
V(Y[t],d=3,D=0) & 79.7396078431373 & Range & 39 & Trim Var. & 47.6215644820296 \tabularnewline
V(Y[t],d=0,D=1) & 122.706736353078 & Range & 37 & Trim Var. & 87.1111111111111 \tabularnewline
V(Y[t],d=1,D=1) & 23.8951219512195 & Range & 20 & Trim Var. & 11.0967741935484 \tabularnewline
V(Y[t],d=2,D=1) & 54.050641025641 & Range & 34 & Trim Var. & 34.6 \tabularnewline
V(Y[t],d=3,D=1) & 166.914979757085 & Range & 55 & Trim Var. & 95.6434937611408 \tabularnewline
V(Y[t],d=0,D=2) & 323.558620689655 & Range & 69 & Trim Var. & 203.643333333333 \tabularnewline
V(Y[t],d=1,D=2) & 57.5960591133005 & Range & 29 & Trim Var. & 33.1766666666667 \tabularnewline
V(Y[t],d=2,D=2) & 134.924603174603 & Range & 54 & Trim Var. & 66.3405797101449 \tabularnewline
V(Y[t],d=3,D=2) & 390.960113960114 & Range & 86 & Trim Var. & 162.909090909091 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=169218&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]46.6572327044025[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]32.4237588652482[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11.3403483309144[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]5.37763012181617[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25.4279788838612[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]14.2828282828283[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]79.7396078431373[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]47.6215644820296[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]122.706736353078[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]87.1111111111111[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]23.8951219512195[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]11.0967741935484[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]54.050641025641[/C][C]Range[/C][C]34[/C][C]Trim Var.[/C][C]34.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]166.914979757085[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]95.6434937611408[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]323.558620689655[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]203.643333333333[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]57.5960591133005[/C][C]Range[/C][C]29[/C][C]Trim Var.[/C][C]33.1766666666667[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]134.924603174603[/C][C]Range[/C][C]54[/C][C]Trim Var.[/C][C]66.3405797101449[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]390.960113960114[/C][C]Range[/C][C]86[/C][C]Trim Var.[/C][C]162.909090909091[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=169218&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=169218&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)46.6572327044025Range26Trim Var.32.4237588652482
V(Y[t],d=1,D=0)11.3403483309144Range16Trim Var.5.37763012181617
V(Y[t],d=2,D=0)25.4279788838612Range22Trim Var.14.2828282828283
V(Y[t],d=3,D=0)79.7396078431373Range39Trim Var.47.6215644820296
V(Y[t],d=0,D=1)122.706736353078Range37Trim Var.87.1111111111111
V(Y[t],d=1,D=1)23.8951219512195Range20Trim Var.11.0967741935484
V(Y[t],d=2,D=1)54.050641025641Range34Trim Var.34.6
V(Y[t],d=3,D=1)166.914979757085Range55Trim Var.95.6434937611408
V(Y[t],d=0,D=2)323.558620689655Range69Trim Var.203.643333333333
V(Y[t],d=1,D=2)57.5960591133005Range29Trim Var.33.1766666666667
V(Y[t],d=2,D=2)134.924603174603Range54Trim Var.66.3405797101449
V(Y[t],d=3,D=2)390.960113960114Range86Trim Var.162.909090909091


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(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()