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Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Fri, 04 Dec 2009 02:46:47 -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/2009/Dec/04/t1259920050l7oopt5jskoc6e2.htm/, Retrieved Sat, 27 Apr 2024 16:51:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63215, Retrieved Sat, 27 Apr 2024 16:51:10 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

122

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
- R  D      [Variance Reduction Matrix] [Workshop 5: C] [2009-12-04 09:46:47] [b58cdc967a53abb3723a2bc8f9332128] [Current]
- R  D        [Variance Reduction Matrix] [2] [2009-12-06 16:29:00] [9dbb467a28ad600d808a4e47d5e0774e] 

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Dataseries X:

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Histogram

Boxplots

7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63215&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63215&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63215&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 computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.490850961538461	Range	3.2	Trim Var.	0.2722206095791
V(Y[t],d=1,D=0)	0.139117063492064	Range	2	Trim Var.	0.0461750841750842
V(Y[t],d=2,D=0)	0.179815668202765	Range	2.2	Trim Var.	0.093986531986532
V(Y[t],d=3,D=0)	0.354978847170809	Range	3.1	Trim Var.	0.135531097134871
V(Y[t],d=0,D=1)	0.491937590711176	Range	2.9	Trim Var.	0.319343200740056
V(Y[t],d=1,D=1)	0.110573152337858	Range	1.6	Trim Var.	0.0536086956521739
V(Y[t],d=2,D=1)	0.095607843137255	Range	1.40000000000000	Trim Var.	0.0595252525252526
V(Y[t],d=3,D=1)	0.146791836734694	Range	1.7	Trim Var.	0.0866120507399579
V(Y[t],d=0,D=2)	1.09343902439024	Range	4	Trim Var.	0.586941176470588
V(Y[t],d=1,D=2)	0.248967948717949	Range	2.5	Trim Var.	0.125968253968254
V(Y[t],d=2,D=2)	0.228677462887989	Range	2.10000000000000	Trim Var.	0.137344537815126
V(Y[t],d=3,D=2)	0.349964438122332	Range	2.60000000000000	Trim Var.	0.202611408199643

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.490850961538461 & Range & 3.2 & Trim Var. & 0.2722206095791 \tabularnewline
V(Y[t],d=1,D=0) & 0.139117063492064 & Range & 2 & Trim Var. & 0.0461750841750842 \tabularnewline
V(Y[t],d=2,D=0) & 0.179815668202765 & Range & 2.2 & Trim Var. & 0.093986531986532 \tabularnewline
V(Y[t],d=3,D=0) & 0.354978847170809 & Range & 3.1 & Trim Var. & 0.135531097134871 \tabularnewline
V(Y[t],d=0,D=1) & 0.491937590711176 & Range & 2.9 & Trim Var. & 0.319343200740056 \tabularnewline
V(Y[t],d=1,D=1) & 0.110573152337858 & Range & 1.6 & Trim Var. & 0.0536086956521739 \tabularnewline
V(Y[t],d=2,D=1) & 0.095607843137255 & Range & 1.40000000000000 & Trim Var. & 0.0595252525252526 \tabularnewline
V(Y[t],d=3,D=1) & 0.146791836734694 & Range & 1.7 & Trim Var. & 0.0866120507399579 \tabularnewline
V(Y[t],d=0,D=2) & 1.09343902439024 & Range & 4 & Trim Var. & 0.586941176470588 \tabularnewline
V(Y[t],d=1,D=2) & 0.248967948717949 & Range & 2.5 & Trim Var. & 0.125968253968254 \tabularnewline
V(Y[t],d=2,D=2) & 0.228677462887989 & Range & 2.10000000000000 & Trim Var. & 0.137344537815126 \tabularnewline
V(Y[t],d=3,D=2) & 0.349964438122332 & Range & 2.60000000000000 & Trim Var. & 0.202611408199643 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63215&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.490850961538461[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.2722206095791[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.139117063492064[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.0461750841750842[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.179815668202765[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.093986531986532[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.354978847170809[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.135531097134871[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.491937590711176[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.319343200740056[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.110573152337858[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0536086956521739[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.095607843137255[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0595252525252526[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.146791836734694[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0866120507399579[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.09343902439024[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.586941176470588[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.248967948717949[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.125968253968254[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.228677462887989[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.137344537815126[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.349964438122332[/C][C]Range[/C][C]2.60000000000000[/C][C]Trim Var.[/C][C]0.202611408199643[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63215&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63215&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)	0.490850961538461	Range	3.2	Trim Var.	0.2722206095791
V(Y[t],d=1,D=0)	0.139117063492064	Range	2	Trim Var.	0.0461750841750842
V(Y[t],d=2,D=0)	0.179815668202765	Range	2.2	Trim Var.	0.093986531986532
V(Y[t],d=3,D=0)	0.354978847170809	Range	3.1	Trim Var.	0.135531097134871
V(Y[t],d=0,D=1)	0.491937590711176	Range	2.9	Trim Var.	0.319343200740056
V(Y[t],d=1,D=1)	0.110573152337858	Range	1.6	Trim Var.	0.0536086956521739
V(Y[t],d=2,D=1)	0.095607843137255	Range	1.40000000000000	Trim Var.	0.0595252525252526
V(Y[t],d=3,D=1)	0.146791836734694	Range	1.7	Trim Var.	0.0866120507399579
V(Y[t],d=0,D=2)	1.09343902439024	Range	4	Trim Var.	0.586941176470588
V(Y[t],d=1,D=2)	0.248967948717949	Range	2.5	Trim Var.	0.125968253968254
V(Y[t],d=2,D=2)	0.228677462887989	Range	2.10000000000000	Trim Var.	0.137344537815126
V(Y[t],d=3,D=2)	0.349964438122332	Range	2.60000000000000	Trim Var.	0.202611408199643

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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Input Parameters & R Code