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Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Mon, 10 Dec 2007 12:40:10 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/10/t1197314771qjgqpity2zi4hqd.htm/, Retrieved Sun, 19 Jan 2025 15:59:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3024, Retrieved Sun, 19 Jan 2025 15:59:14 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Lise Swinnen

Estimated Impact

272

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Variance Reduction Matrix] [paper (VRM)] [2007-12-10 19:40:10] [a526d213baffe7453818dd375c9a7100] [Current]

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Dataseries X:

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Histogram

Boxplots

0,007850049
0,008671912
0,008391986
0,008691954
0,008724839
0,008949762
0,009344295
0,009971514
0,010388067
0,008884599
0,01000981
0,012393539
0,007933519
0,008087396
0,008120881
0,008147148
0,00917087
0,009668358
0,009897495
0,011217878
0,010190084
0,009560637
0,011200671
0,013546776
0,008524882
0,009142143
0,008793047
0,009296235
0,009974995
0,009692013
0,010120046
0,011004981
0,010328492
0,009428406
0,011114429
0,011798579
0,008997058
0,008803914
0,007974159
0,008460945
0,009917747
0,009604284
0,011028851
0,011162991
0,010420855
0,009897095
0,010715298
0,012461041
0,008754735
0,009381664
0,008843755
0,009235122
0,009973356
0,009146341
0,011038445
0,010830104
0,010585414
0,010560523
0,010897526
0,014012667

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3024&T=0

[TABLE]
[ROW][C]Summary of compuational 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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3024&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3024&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1.76410436251878e-06	Range	0.006162618	Trim Var.	1.03137422870052e-06
V(Y[t],d=1,D=0)	2.10040574334751e-06	Range	0.008137035	Trim Var.	7.7367345575215e-07
V(Y[t],d=2,D=0)	5.29464741687761e-06	Range	0.013007154	Trim Var.	1.92405117688956e-06
V(Y[t],d=3,D=0)	1.62152493349224e-05	Range	0.021109421	Trim Var.	6.73006764769271e-06
V(Y[t],d=0,D=1)	4.14326261114963e-07	Range	0.003299823	Trim Var.	2.34368460818697e-07
V(Y[t],d=1,D=1)	5.51913242493715e-07	Range	0.003882328	Trim Var.	2.95449959669095e-07
V(Y[t],d=2,D=1)	1.644237186518e-06	Range	0.006913106	Trim Var.	8.27246758828767e-07
V(Y[t],d=3,D=1)	5.60953623051171e-06	Range	0.012503378	Trim Var.	2.89836832331779e-06
V(Y[t],d=0,D=2)	1.29345276649076e-06	Range	0.005312093	Trim Var.	7.82116093485513e-07
V(Y[t],d=1,D=2)	1.51650886500243e-06	Range	0.005907405	Trim Var.	7.99908061080224e-07
V(Y[t],d=2,D=2)	4.65989790894505e-06	Range	0.010604342	Trim Var.	2.10701957090488e-06
V(Y[t],d=3,D=2)	1.65898308075230e-05	Range	0.020090405	Trim Var.	8.0552634866174e-06

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.76410436251878e-06 & Range & 0.006162618 & Trim Var. & 1.03137422870052e-06 \tabularnewline
V(Y[t],d=1,D=0) & 2.10040574334751e-06 & Range & 0.008137035 & Trim Var. & 7.7367345575215e-07 \tabularnewline
V(Y[t],d=2,D=0) & 5.29464741687761e-06 & Range & 0.013007154 & Trim Var. & 1.92405117688956e-06 \tabularnewline
V(Y[t],d=3,D=0) & 1.62152493349224e-05 & Range & 0.021109421 & Trim Var. & 6.73006764769271e-06 \tabularnewline
V(Y[t],d=0,D=1) & 4.14326261114963e-07 & Range & 0.003299823 & Trim Var. & 2.34368460818697e-07 \tabularnewline
V(Y[t],d=1,D=1) & 5.51913242493715e-07 & Range & 0.003882328 & Trim Var. & 2.95449959669095e-07 \tabularnewline
V(Y[t],d=2,D=1) & 1.644237186518e-06 & Range & 0.006913106 & Trim Var. & 8.27246758828767e-07 \tabularnewline
V(Y[t],d=3,D=1) & 5.60953623051171e-06 & Range & 0.012503378 & Trim Var. & 2.89836832331779e-06 \tabularnewline
V(Y[t],d=0,D=2) & 1.29345276649076e-06 & Range & 0.005312093 & Trim Var. & 7.82116093485513e-07 \tabularnewline
V(Y[t],d=1,D=2) & 1.51650886500243e-06 & Range & 0.005907405 & Trim Var. & 7.99908061080224e-07 \tabularnewline
V(Y[t],d=2,D=2) & 4.65989790894505e-06 & Range & 0.010604342 & Trim Var. & 2.10701957090488e-06 \tabularnewline
V(Y[t],d=3,D=2) & 1.65898308075230e-05 & Range & 0.020090405 & Trim Var. & 8.0552634866174e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3024&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.76410436251878e-06[/C][C]Range[/C][C]0.006162618[/C][C]Trim Var.[/C][C]1.03137422870052e-06[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.10040574334751e-06[/C][C]Range[/C][C]0.008137035[/C][C]Trim Var.[/C][C]7.7367345575215e-07[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5.29464741687761e-06[/C][C]Range[/C][C]0.013007154[/C][C]Trim Var.[/C][C]1.92405117688956e-06[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.62152493349224e-05[/C][C]Range[/C][C]0.021109421[/C][C]Trim Var.[/C][C]6.73006764769271e-06[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4.14326261114963e-07[/C][C]Range[/C][C]0.003299823[/C][C]Trim Var.[/C][C]2.34368460818697e-07[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.51913242493715e-07[/C][C]Range[/C][C]0.003882328[/C][C]Trim Var.[/C][C]2.95449959669095e-07[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.644237186518e-06[/C][C]Range[/C][C]0.006913106[/C][C]Trim Var.[/C][C]8.27246758828767e-07[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5.60953623051171e-06[/C][C]Range[/C][C]0.012503378[/C][C]Trim Var.[/C][C]2.89836832331779e-06[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.29345276649076e-06[/C][C]Range[/C][C]0.005312093[/C][C]Trim Var.[/C][C]7.82116093485513e-07[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.51650886500243e-06[/C][C]Range[/C][C]0.005907405[/C][C]Trim Var.[/C][C]7.99908061080224e-07[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4.65989790894505e-06[/C][C]Range[/C][C]0.010604342[/C][C]Trim Var.[/C][C]2.10701957090488e-06[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.65898308075230e-05[/C][C]Range[/C][C]0.020090405[/C][C]Trim Var.[/C][C]8.0552634866174e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3024&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3024&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1.76410436251878e-06	Range	0.006162618	Trim Var.	1.03137422870052e-06
V(Y[t],d=1,D=0)	2.10040574334751e-06	Range	0.008137035	Trim Var.	7.7367345575215e-07
V(Y[t],d=2,D=0)	5.29464741687761e-06	Range	0.013007154	Trim Var.	1.92405117688956e-06
V(Y[t],d=3,D=0)	1.62152493349224e-05	Range	0.021109421	Trim Var.	6.73006764769271e-06
V(Y[t],d=0,D=1)	4.14326261114963e-07	Range	0.003299823	Trim Var.	2.34368460818697e-07
V(Y[t],d=1,D=1)	5.51913242493715e-07	Range	0.003882328	Trim Var.	2.95449959669095e-07
V(Y[t],d=2,D=1)	1.644237186518e-06	Range	0.006913106	Trim Var.	8.27246758828767e-07
V(Y[t],d=3,D=1)	5.60953623051171e-06	Range	0.012503378	Trim Var.	2.89836832331779e-06
V(Y[t],d=0,D=2)	1.29345276649076e-06	Range	0.005312093	Trim Var.	7.82116093485513e-07
V(Y[t],d=1,D=2)	1.51650886500243e-06	Range	0.005907405	Trim Var.	7.99908061080224e-07
V(Y[t],d=2,D=2)	4.65989790894505e-06	Range	0.010604342	Trim Var.	2.10701957090488e-06
V(Y[t],d=3,D=2)	1.65898308075230e-05	Range	0.020090405	Trim Var.	8.0552634866174e-06

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(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code