FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationTue, 17 Dec 2013 15:06:30 -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/17/t1387311161vgcl81d7bom9rhv.htm/, Retrieved Tue, 16 Apr 2024 08:55:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=232418, Retrieved Tue, 16 Apr 2024 08:55:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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] [Werkloosheid vari...] [2013-12-17 20:06:30] [2e4b2f9d3944a9ae720fcdd8099335ae] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
136524
132111
125326
122716
116615
113719
110737
112093
143565
149946
149147
134339
122683
115614
116566
111272
104609
101802
94542
93051
124129
130374
123946
114971
105531
104919
104782
101281
94545
93248
84031
87486
115867
120327
117008
108811
104519
106758
109337
109078
108293
106534
99197
103493
130676
137448
134704
123725
118277
121225
120528
118240
112514
107304
100001
102082
130455
135574
132540
119920
112454
109415
109843
106365
102304
97968
92462
92286
120092
126656
124144
114045
108120
105698
111203
110030
104009
99772
96301
97680
121563
134210
133111
124527
117589
115699
117830
115874
111267
107985
102185
102101
128932
135782
136971
126292
119260

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232418&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232418&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232418&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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)191361000Range65915Trim Var.127239000
V(Y[t],d=1,D=0)97115600Range46280Trim Var.47237800
V(Y[t],d=2,D=0)132283000Range57660Trim Var.64863300
V(Y[t],d=3,D=0)297934000Range84202Trim Var.133340000
V(Y[t],d=0,D=1)106573000Range42897Trim Var.74939000
V(Y[t],d=1,D=1)8173600Range13724Trim Var.4493900
V(Y[t],d=2,D=1)17016200Range21883Trim Var.8308400
V(Y[t],d=3,D=1)54324500Range37769Trim Var.28870100
V(Y[t],d=0,D=2)187846000Range53445Trim Var.139538000
V(Y[t],d=1,D=2)19977600Range20993Trim Var.11779700
V(Y[t],d=2,D=2)41757500Range32054Trim Var.22376200
V(Y[t],d=3,D=2)132470000Range60146Trim Var.72388100

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 191361000 & Range & 65915 & Trim Var. & 127239000 \tabularnewline
V(Y[t],d=1,D=0) & 97115600 & Range & 46280 & Trim Var. & 47237800 \tabularnewline
V(Y[t],d=2,D=0) & 132283000 & Range & 57660 & Trim Var. & 64863300 \tabularnewline
V(Y[t],d=3,D=0) & 297934000 & Range & 84202 & Trim Var. & 133340000 \tabularnewline
V(Y[t],d=0,D=1) & 106573000 & Range & 42897 & Trim Var. & 74939000 \tabularnewline
V(Y[t],d=1,D=1) & 8173600 & Range & 13724 & Trim Var. & 4493900 \tabularnewline
V(Y[t],d=2,D=1) & 17016200 & Range & 21883 & Trim Var. & 8308400 \tabularnewline
V(Y[t],d=3,D=1) & 54324500 & Range & 37769 & Trim Var. & 28870100 \tabularnewline
V(Y[t],d=0,D=2) & 187846000 & Range & 53445 & Trim Var. & 139538000 \tabularnewline
V(Y[t],d=1,D=2) & 19977600 & Range & 20993 & Trim Var. & 11779700 \tabularnewline
V(Y[t],d=2,D=2) & 41757500 & Range & 32054 & Trim Var. & 22376200 \tabularnewline
V(Y[t],d=3,D=2) & 132470000 & Range & 60146 & Trim Var. & 72388100 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232418&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]191361000[/C][C]Range[/C][C]65915[/C][C]Trim Var.[/C][C]127239000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]97115600[/C][C]Range[/C][C]46280[/C][C]Trim Var.[/C][C]47237800[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]132283000[/C][C]Range[/C][C]57660[/C][C]Trim Var.[/C][C]64863300[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]297934000[/C][C]Range[/C][C]84202[/C][C]Trim Var.[/C][C]133340000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]106573000[/C][C]Range[/C][C]42897[/C][C]Trim Var.[/C][C]74939000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8173600[/C][C]Range[/C][C]13724[/C][C]Trim Var.[/C][C]4493900[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]17016200[/C][C]Range[/C][C]21883[/C][C]Trim Var.[/C][C]8308400[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]54324500[/C][C]Range[/C][C]37769[/C][C]Trim Var.[/C][C]28870100[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]187846000[/C][C]Range[/C][C]53445[/C][C]Trim Var.[/C][C]139538000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]19977600[/C][C]Range[/C][C]20993[/C][C]Trim Var.[/C][C]11779700[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]41757500[/C][C]Range[/C][C]32054[/C][C]Trim Var.[/C][C]22376200[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]132470000[/C][C]Range[/C][C]60146[/C][C]Trim Var.[/C][C]72388100[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232418&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232418&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)191361000Range65915Trim Var.127239000
V(Y[t],d=1,D=0)97115600Range46280Trim Var.47237800
V(Y[t],d=2,D=0)132283000Range57660Trim Var.64863300
V(Y[t],d=3,D=0)297934000Range84202Trim Var.133340000
V(Y[t],d=0,D=1)106573000Range42897Trim Var.74939000
V(Y[t],d=1,D=1)8173600Range13724Trim Var.4493900
V(Y[t],d=2,D=1)17016200Range21883Trim Var.8308400
V(Y[t],d=3,D=1)54324500Range37769Trim Var.28870100
V(Y[t],d=0,D=2)187846000Range53445Trim Var.139538000
V(Y[t],d=1,D=2)19977600Range20993Trim Var.11779700
V(Y[t],d=2,D=2)41757500Range32054Trim Var.22376200
V(Y[t],d=3,D=2)132470000Range60146Trim Var.72388100


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()