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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 computationSun, 15 Dec 2013 07:56:52 -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/2013/Dec/15/t138711230990eldcoeli2djwh.htm/, Retrieved Wed, 24 Apr 2024 15:49:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=232344, Retrieved Wed, 24 Apr 2024 15:49:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact160

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] [LB/BB/Visserie] [2013-12-15 12:56:52] [0d4b5c001fcd12491258e86d922016e4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9
7
2
8
5
8
9
5
16
5
1
13	
15

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=232344&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=232344&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232344&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)21.0769Range15Trim Var.13.9636
V(Y[t],d=1,D=0)45.7273Range23Trim Var.26.5
V(Y[t],d=2,D=0)138.855Range38Trim Var.79.8611
V(Y[t],d=3,D=0)472.9Range66Trim Var.292.982
V(Y[t],d=0,D=1)45.7273Range23Trim Var.26.5
V(Y[t],d=1,D=1)138.855Range38Trim Var.79.8611
V(Y[t],d=2,D=1)472.9Range66Trim Var.292.982
V(Y[t],d=3,D=1)1564.53Range123Trim Var.791
V(Y[t],d=0,D=2)138.855Range38Trim Var.79.8611
V(Y[t],d=1,D=2)472.9Range66Trim Var.292.982
V(Y[t],d=2,D=2)1564.53Range123Trim Var.791
V(Y[t],d=3,D=2)5483.27Range209Trim Var.3123.47

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 21.0769 & Range & 15 & Trim Var. & 13.9636 \tabularnewline
V(Y[t],d=1,D=0) & 45.7273 & Range & 23 & Trim Var. & 26.5 \tabularnewline
V(Y[t],d=2,D=0) & 138.855 & Range & 38 & Trim Var. & 79.8611 \tabularnewline
V(Y[t],d=3,D=0) & 472.9 & Range & 66 & Trim Var. & 292.982 \tabularnewline
V(Y[t],d=0,D=1) & 45.7273 & Range & 23 & Trim Var. & 26.5 \tabularnewline
V(Y[t],d=1,D=1) & 138.855 & Range & 38 & Trim Var. & 79.8611 \tabularnewline
V(Y[t],d=2,D=1) & 472.9 & Range & 66 & Trim Var. & 292.982 \tabularnewline
V(Y[t],d=3,D=1) & 1564.53 & Range & 123 & Trim Var. & 791 \tabularnewline
V(Y[t],d=0,D=2) & 138.855 & Range & 38 & Trim Var. & 79.8611 \tabularnewline
V(Y[t],d=1,D=2) & 472.9 & Range & 66 & Trim Var. & 292.982 \tabularnewline
V(Y[t],d=2,D=2) & 1564.53 & Range & 123 & Trim Var. & 791 \tabularnewline
V(Y[t],d=3,D=2) & 5483.27 & Range & 209 & Trim Var. & 3123.47 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232344&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]21.0769[/C][C]Range[/C][C]15[/C][C]Trim Var.[/C][C]13.9636[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]45.7273[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]26.5[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]138.855[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]79.8611[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]472.9[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]292.982[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]45.7273[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]26.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]138.855[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]79.8611[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]472.9[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]292.982[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1564.53[/C][C]Range[/C][C]123[/C][C]Trim Var.[/C][C]791[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]138.855[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]79.8611[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]472.9[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]292.982[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1564.53[/C][C]Range[/C][C]123[/C][C]Trim Var.[/C][C]791[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5483.27[/C][C]Range[/C][C]209[/C][C]Trim Var.[/C][C]3123.47[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232344&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232344&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)21.0769Range15Trim Var.13.9636
V(Y[t],d=1,D=0)45.7273Range23Trim Var.26.5
V(Y[t],d=2,D=0)138.855Range38Trim Var.79.8611
V(Y[t],d=3,D=0)472.9Range66Trim Var.292.982
V(Y[t],d=0,D=1)45.7273Range23Trim Var.26.5
V(Y[t],d=1,D=1)138.855Range38Trim Var.79.8611
V(Y[t],d=2,D=1)472.9Range66Trim Var.292.982
V(Y[t],d=3,D=1)1564.53Range123Trim Var.791
V(Y[t],d=0,D=2)138.855Range38Trim Var.79.8611
V(Y[t],d=1,D=2)472.9Range66Trim Var.292.982
V(Y[t],d=2,D=2)1564.53Range123Trim Var.791
V(Y[t],d=3,D=2)5483.27Range209Trim Var.3123.47


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
R code (references can be found in the software module):
par1 <- '12'
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()