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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 computationWed, 19 Dec 2012 12:15:26 -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/2012/Dec/19/t1355937351aqu18z3rb1pnahd.htm/, Retrieved Fri, 03 May 2024 19:06:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=202205, Retrieved Fri, 03 May 2024 19:06:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact72

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] [] [2012-12-19 17:15:26] [f3ca428ef12de0510f6752588dd725b0] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
37
30
47
35
30
43
82
40
47
19
52
136
80
42
54
66
81
63
137
72
107
58
36
52
79
77
54
84
48
96
83
66
61
53
30
74
69
59
42
65
70
100
63
105
82
81
75
102
121
98
76
77
63
37
35
23
40
29
37
51
20
28
13
22
25
13
16
13
16
17
9
17
25
14
8
7
10
7
10
3

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ jenkins.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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=202205&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=202205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=202205&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 time2 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)1018.82Range134Trim Var.701.627
V(Y[t],d=1,D=0)672.838Range149Trim Var.344.643
V(Y[t],d=2,D=0)1907.66Range240Trim Var.905.476
V(Y[t],d=3,D=0)6364.93Range470Trim Var.3134.08
V(Y[t],d=0,D=1)1340.81Range161Trim Var.850.617
V(Y[t],d=1,D=1)1064.23Range170Trim Var.601.132
V(Y[t],d=2,D=1)3143.14Range304Trim Var.1678.82
V(Y[t],d=3,D=1)11004.1Range558Trim Var.5900.91
V(Y[t],d=0,D=2)3593.73Range259Trim Var.2299.62
V(Y[t],d=1,D=2)3056.24Range219Trim Var.2017.97
V(Y[t],d=2,D=2)9251.05Range412Trim Var.5792.58
V(Y[t],d=3,D=2)32993.8Range799Trim Var.21266.3

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1018.82 & Range & 134 & Trim Var. & 701.627 \tabularnewline
V(Y[t],d=1,D=0) & 672.838 & Range & 149 & Trim Var. & 344.643 \tabularnewline
V(Y[t],d=2,D=0) & 1907.66 & Range & 240 & Trim Var. & 905.476 \tabularnewline
V(Y[t],d=3,D=0) & 6364.93 & Range & 470 & Trim Var. & 3134.08 \tabularnewline
V(Y[t],d=0,D=1) & 1340.81 & Range & 161 & Trim Var. & 850.617 \tabularnewline
V(Y[t],d=1,D=1) & 1064.23 & Range & 170 & Trim Var. & 601.132 \tabularnewline
V(Y[t],d=2,D=1) & 3143.14 & Range & 304 & Trim Var. & 1678.82 \tabularnewline
V(Y[t],d=3,D=1) & 11004.1 & Range & 558 & Trim Var. & 5900.91 \tabularnewline
V(Y[t],d=0,D=2) & 3593.73 & Range & 259 & Trim Var. & 2299.62 \tabularnewline
V(Y[t],d=1,D=2) & 3056.24 & Range & 219 & Trim Var. & 2017.97 \tabularnewline
V(Y[t],d=2,D=2) & 9251.05 & Range & 412 & Trim Var. & 5792.58 \tabularnewline
V(Y[t],d=3,D=2) & 32993.8 & Range & 799 & Trim Var. & 21266.3 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=202205&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1018.82[/C][C]Range[/C][C]134[/C][C]Trim Var.[/C][C]701.627[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]672.838[/C][C]Range[/C][C]149[/C][C]Trim Var.[/C][C]344.643[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1907.66[/C][C]Range[/C][C]240[/C][C]Trim Var.[/C][C]905.476[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6364.93[/C][C]Range[/C][C]470[/C][C]Trim Var.[/C][C]3134.08[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1340.81[/C][C]Range[/C][C]161[/C][C]Trim Var.[/C][C]850.617[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1064.23[/C][C]Range[/C][C]170[/C][C]Trim Var.[/C][C]601.132[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3143.14[/C][C]Range[/C][C]304[/C][C]Trim Var.[/C][C]1678.82[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]11004.1[/C][C]Range[/C][C]558[/C][C]Trim Var.[/C][C]5900.91[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3593.73[/C][C]Range[/C][C]259[/C][C]Trim Var.[/C][C]2299.62[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3056.24[/C][C]Range[/C][C]219[/C][C]Trim Var.[/C][C]2017.97[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9251.05[/C][C]Range[/C][C]412[/C][C]Trim Var.[/C][C]5792.58[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]32993.8[/C][C]Range[/C][C]799[/C][C]Trim Var.[/C][C]21266.3[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=202205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=202205&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)1018.82Range134Trim Var.701.627
V(Y[t],d=1,D=0)672.838Range149Trim Var.344.643
V(Y[t],d=2,D=0)1907.66Range240Trim Var.905.476
V(Y[t],d=3,D=0)6364.93Range470Trim Var.3134.08
V(Y[t],d=0,D=1)1340.81Range161Trim Var.850.617
V(Y[t],d=1,D=1)1064.23Range170Trim Var.601.132
V(Y[t],d=2,D=1)3143.14Range304Trim Var.1678.82
V(Y[t],d=3,D=1)11004.1Range558Trim Var.5900.91
V(Y[t],d=0,D=2)3593.73Range259Trim Var.2299.62
V(Y[t],d=1,D=2)3056.24Range219Trim Var.2017.97
V(Y[t],d=2,D=2)9251.05Range412Trim Var.5792.58
V(Y[t],d=3,D=2)32993.8Range799Trim Var.21266.3


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,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(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()