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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 17 Sep 2014 21:04:23 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/Sep/17/t1410984270ye30wfesr2bb3tv.htm/, Retrieved Tue, 14 May 2024 11:27:32 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Tue, 14 May 2024 11:27:32 +0200
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact0

Tree of Dependent Computations

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Sir Maurice George Kendall' @ kendall.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 & 0 seconds \tabularnewline
R Server & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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 time0 seconds
R Server'Sir Maurice George Kendall' @ kendall.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)5.61456Range10Trim Var.3.42212
V(Y[t],d=1,D=0)6.38397Range12Trim Var.2.93054
V(Y[t],d=2,D=0)19.3854Range21Trim Var.10.7428
V(Y[t],d=3,D=0)64.7604Range38Trim Var.38.5337
V(Y[t],d=0,D=1)11.3176Range15Trim Var.5.89538
V(Y[t],d=1,D=1)13.8616Range16Trim Var.7.58563
V(Y[t],d=2,D=1)41.5385Range26Trim Var.26.4027
V(Y[t],d=3,D=1)138.549Range48Trim Var.98.9311
V(Y[t],d=0,D=2)31.2455Range24Trim Var.19.5922
V(Y[t],d=1,D=2)43.9205Range28Trim Var.28.5514
V(Y[t],d=2,D=2)135.603Range48Trim Var.87.7971
V(Y[t],d=3,D=2)463.144Range85Trim Var.338.67

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5.61456 & Range & 10 & Trim Var. & 3.42212 \tabularnewline
V(Y[t],d=1,D=0) & 6.38397 & Range & 12 & Trim Var. & 2.93054 \tabularnewline
V(Y[t],d=2,D=0) & 19.3854 & Range & 21 & Trim Var. & 10.7428 \tabularnewline
V(Y[t],d=3,D=0) & 64.7604 & Range & 38 & Trim Var. & 38.5337 \tabularnewline
V(Y[t],d=0,D=1) & 11.3176 & Range & 15 & Trim Var. & 5.89538 \tabularnewline
V(Y[t],d=1,D=1) & 13.8616 & Range & 16 & Trim Var. & 7.58563 \tabularnewline
V(Y[t],d=2,D=1) & 41.5385 & Range & 26 & Trim Var. & 26.4027 \tabularnewline
V(Y[t],d=3,D=1) & 138.549 & Range & 48 & Trim Var. & 98.9311 \tabularnewline
V(Y[t],d=0,D=2) & 31.2455 & Range & 24 & Trim Var. & 19.5922 \tabularnewline
V(Y[t],d=1,D=2) & 43.9205 & Range & 28 & Trim Var. & 28.5514 \tabularnewline
V(Y[t],d=2,D=2) & 135.603 & Range & 48 & Trim Var. & 87.7971 \tabularnewline
V(Y[t],d=3,D=2) & 463.144 & Range & 85 & Trim Var. & 338.67 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5.61456[/C][C]Range[/C][C]10[/C][C]Trim Var.[/C][C]3.42212[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]6.38397[/C][C]Range[/C][C]12[/C][C]Trim Var.[/C][C]2.93054[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]19.3854[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]10.7428[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]64.7604[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]38.5337[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]11.3176[/C][C]Range[/C][C]15[/C][C]Trim Var.[/C][C]5.89538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]13.8616[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]7.58563[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]41.5385[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]26.4027[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]138.549[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]98.9311[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]31.2455[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]19.5922[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]43.9205[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]28.5514[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]135.603[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]87.7971[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]463.144[/C][C]Range[/C][C]85[/C][C]Trim Var.[/C][C]338.67[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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)5.61456Range10Trim Var.3.42212
V(Y[t],d=1,D=0)6.38397Range12Trim Var.2.93054
V(Y[t],d=2,D=0)19.3854Range21Trim Var.10.7428
V(Y[t],d=3,D=0)64.7604Range38Trim Var.38.5337
V(Y[t],d=0,D=1)11.3176Range15Trim Var.5.89538
V(Y[t],d=1,D=1)13.8616Range16Trim Var.7.58563
V(Y[t],d=2,D=1)41.5385Range26Trim Var.26.4027
V(Y[t],d=3,D=1)138.549Range48Trim Var.98.9311
V(Y[t],d=0,D=2)31.2455Range24Trim Var.19.5922
V(Y[t],d=1,D=2)43.9205Range28Trim Var.28.5514
V(Y[t],d=2,D=2)135.603Range48Trim Var.87.7971
V(Y[t],d=3,D=2)463.144Range85Trim Var.338.67


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()