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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, 21 Dec 2016 14:35:07 +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/2016/Dec/21/t14823274305js1g2zx46ol7i5.htm/, Retrieved Mon, 06 May 2024 17:42:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302278, Retrieved Mon, 06 May 2024 17:42:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact73

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] [Variance Reductio...] [2016-12-21 13:35:07] [02b5df5aa2382aa6805f6181aa5e25f1] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3800
4150
4200
3650
3750
4250
2700
3950
4400
4500
4500
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4250
4450
4500
3950
4300
4500
2800
4300
4750
4900
5000
4500
4500
4800
4450
4550
4150
4750
2950
4650
4950
5050
5300
4650
4600
4950
4950
4400
4550
4900
3100
4800
5200
5350
5450
4700
4800
5200
5200
4550
4800
5200
3350
5050
5550
5650
5700
5100
5200
5500
5200
5700
5200
5800
3700
5450
5950
6000
6200
5500
5550
6100
6150
5500
5700
6000
3750
5900
6350
6350
6500
5750
5850
6300
6550
5450
5750
6600
3850
6000
6750
6750
6850
6100
6400
6750
5800
6750
5850
6800
3800
6400
6800
7000
7300
6300
6500
6950
7100
6100
6550
6800

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302278&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=302278&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302278&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)1082050Range4600Trim Var.709985
V(Y[t],d=1,D=0)824914Range5600Trim Var.291452
V(Y[t],d=2,D=0)2472610Range9550Trim Var.950868
V(Y[t],d=3,D=0)8296040Range17350Trim Var.3750420
V(Y[t],d=0,D=1)81307.5Range2050Trim Var.17848
V(Y[t],d=1,D=1)231305Range4000Trim Var.51479.8
V(Y[t],d=2,D=1)786611Range6550Trim Var.216657
V(Y[t],d=3,D=1)2749500Range12850Trim Var.722278
V(Y[t],d=0,D=2)230362Range4000Trim Var.53297.5
V(Y[t],d=1,D=2)684943Range6550Trim Var.151404
V(Y[t],d=2,D=2)2338560Range12850Trim Var.540656
V(Y[t],d=3,D=2)8157690Range22750Trim Var.1832110

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1082050 & Range & 4600 & Trim Var. & 709985 \tabularnewline
V(Y[t],d=1,D=0) & 824914 & Range & 5600 & Trim Var. & 291452 \tabularnewline
V(Y[t],d=2,D=0) & 2472610 & Range & 9550 & Trim Var. & 950868 \tabularnewline
V(Y[t],d=3,D=0) & 8296040 & Range & 17350 & Trim Var. & 3750420 \tabularnewline
V(Y[t],d=0,D=1) & 81307.5 & Range & 2050 & Trim Var. & 17848 \tabularnewline
V(Y[t],d=1,D=1) & 231305 & Range & 4000 & Trim Var. & 51479.8 \tabularnewline
V(Y[t],d=2,D=1) & 786611 & Range & 6550 & Trim Var. & 216657 \tabularnewline
V(Y[t],d=3,D=1) & 2749500 & Range & 12850 & Trim Var. & 722278 \tabularnewline
V(Y[t],d=0,D=2) & 230362 & Range & 4000 & Trim Var. & 53297.5 \tabularnewline
V(Y[t],d=1,D=2) & 684943 & Range & 6550 & Trim Var. & 151404 \tabularnewline
V(Y[t],d=2,D=2) & 2338560 & Range & 12850 & Trim Var. & 540656 \tabularnewline
V(Y[t],d=3,D=2) & 8157690 & Range & 22750 & Trim Var. & 1832110 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302278&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1082050[/C][C]Range[/C][C]4600[/C][C]Trim Var.[/C][C]709985[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]824914[/C][C]Range[/C][C]5600[/C][C]Trim Var.[/C][C]291452[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2472610[/C][C]Range[/C][C]9550[/C][C]Trim Var.[/C][C]950868[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]8296040[/C][C]Range[/C][C]17350[/C][C]Trim Var.[/C][C]3750420[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]81307.5[/C][C]Range[/C][C]2050[/C][C]Trim Var.[/C][C]17848[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]231305[/C][C]Range[/C][C]4000[/C][C]Trim Var.[/C][C]51479.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]786611[/C][C]Range[/C][C]6550[/C][C]Trim Var.[/C][C]216657[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2749500[/C][C]Range[/C][C]12850[/C][C]Trim Var.[/C][C]722278[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]230362[/C][C]Range[/C][C]4000[/C][C]Trim Var.[/C][C]53297.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]684943[/C][C]Range[/C][C]6550[/C][C]Trim Var.[/C][C]151404[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2338560[/C][C]Range[/C][C]12850[/C][C]Trim Var.[/C][C]540656[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8157690[/C][C]Range[/C][C]22750[/C][C]Trim Var.[/C][C]1832110[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302278&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302278&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)1082050Range4600Trim Var.709985
V(Y[t],d=1,D=0)824914Range5600Trim Var.291452
V(Y[t],d=2,D=0)2472610Range9550Trim Var.950868
V(Y[t],d=3,D=0)8296040Range17350Trim Var.3750420
V(Y[t],d=0,D=1)81307.5Range2050Trim Var.17848
V(Y[t],d=1,D=1)231305Range4000Trim Var.51479.8
V(Y[t],d=2,D=1)786611Range6550Trim Var.216657
V(Y[t],d=3,D=1)2749500Range12850Trim Var.722278
V(Y[t],d=0,D=2)230362Range4000Trim Var.53297.5
V(Y[t],d=1,D=2)684943Range6550Trim Var.151404
V(Y[t],d=2,D=2)2338560Range12850Trim Var.540656
V(Y[t],d=3,D=2)8157690Range22750Trim Var.1832110


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par4 = 4 ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n.orig <- length(x)
x <- na.omit(x)
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)
if(n.orig!=n) {
a<-table.row.start(a)
a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F)
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()