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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 05:06:20 -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/t1259928531dagl4jr5dydg0dp.htm/, Retrieved Sat, 27 Apr 2024 18:38:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63354, Retrieved Sat, 27 Apr 2024 18:38:33 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ETP(25)

Estimated Impact

121

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

-       [Variance Reduction Matrix] [Paper statistiek:...] [2009-12-04 12:06:20] [af31b947d6acaef3c71f428c4bb503e9] [Current]

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Dataseries X:

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Histogram

Boxplots

1,43
1,43
1,43
1,43
1,43
1,43
1,44
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,57
1,58
1,58
1,58
1,58
1,59
1,6
1,6
1,61
1,61
1,61
1,62
1,63
1,63
1,64
1,64
1,64
1,64
1,64
1,65
1,65
1,65
1,65

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63354&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63354&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63354&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.00564234463276836	Range	0.22	Trim Var.	0.00440412244897959
V(Y[t],d=1,D=0)	0.000168614845119813	Range	0.09	Trim Var.	NA
V(Y[t],d=2,D=0)	0.000319298245614036	Range	0.17	Trim Var.	2.32558139534874e-06
V(Y[t],d=3,D=0)	0.00092857142857143	Range	0.26	Trim Var.	4.57482993197277e-05
V(Y[t],d=0,D=1)	0.00208067375886525	Range	0.14	Trim Var.	0.000751538461538466
V(Y[t],d=1,D=1)	0.000376040703052730	Range	0.170000000000000	Trim Var.	0
V(Y[t],d=2,D=1)	0.000715555555555558	Range	0.180000000000000	Trim Var.	5.64102564102565e-05
V(Y[t],d=3,D=1)	0.00210454545454546	Range	0.330000000000001	Trim Var.	0.000204623044096729
V(Y[t],d=0,D=2)	0.0062827777777778	Range	0.230000000000000	Trim Var.	0.00458645320197046
V(Y[t],d=1,D=2)	0.00120453781512605	Range	0.260000000000000	Trim Var.	2.11640211640212e-05
V(Y[t],d=2,D=2)	0.00230909090909092	Range	0.330000000000001	Trim Var.	0.000234022988505748
V(Y[t],d=3,D=2)	0.00686250000000003	Range	0.520000000000001	Trim Var.	0.00133842364532020

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00564234463276836 & Range & 0.22 & Trim Var. & 0.00440412244897959 \tabularnewline
V(Y[t],d=1,D=0) & 0.000168614845119813 & Range & 0.09 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 0.000319298245614036 & Range & 0.17 & Trim Var. & 2.32558139534874e-06 \tabularnewline
V(Y[t],d=3,D=0) & 0.00092857142857143 & Range & 0.26 & Trim Var. & 4.57482993197277e-05 \tabularnewline
V(Y[t],d=0,D=1) & 0.00208067375886525 & Range & 0.14 & Trim Var. & 0.000751538461538466 \tabularnewline
V(Y[t],d=1,D=1) & 0.000376040703052730 & Range & 0.170000000000000 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 0.000715555555555558 & Range & 0.180000000000000 & Trim Var. & 5.64102564102565e-05 \tabularnewline
V(Y[t],d=3,D=1) & 0.00210454545454546 & Range & 0.330000000000001 & Trim Var. & 0.000204623044096729 \tabularnewline
V(Y[t],d=0,D=2) & 0.0062827777777778 & Range & 0.230000000000000 & Trim Var. & 0.00458645320197046 \tabularnewline
V(Y[t],d=1,D=2) & 0.00120453781512605 & Range & 0.260000000000000 & Trim Var. & 2.11640211640212e-05 \tabularnewline
V(Y[t],d=2,D=2) & 0.00230909090909092 & Range & 0.330000000000001 & Trim Var. & 0.000234022988505748 \tabularnewline
V(Y[t],d=3,D=2) & 0.00686250000000003 & Range & 0.520000000000001 & Trim Var. & 0.00133842364532020 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63354&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00564234463276836[/C][C]Range[/C][C]0.22[/C][C]Trim Var.[/C][C]0.00440412244897959[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000168614845119813[/C][C]Range[/C][C]0.09[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000319298245614036[/C][C]Range[/C][C]0.17[/C][C]Trim Var.[/C][C]2.32558139534874e-06[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00092857142857143[/C][C]Range[/C][C]0.26[/C][C]Trim Var.[/C][C]4.57482993197277e-05[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00208067375886525[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000751538461538466[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000376040703052730[/C][C]Range[/C][C]0.170000000000000[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000715555555555558[/C][C]Range[/C][C]0.180000000000000[/C][C]Trim Var.[/C][C]5.64102564102565e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00210454545454546[/C][C]Range[/C][C]0.330000000000001[/C][C]Trim Var.[/C][C]0.000204623044096729[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0062827777777778[/C][C]Range[/C][C]0.230000000000000[/C][C]Trim Var.[/C][C]0.00458645320197046[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00120453781512605[/C][C]Range[/C][C]0.260000000000000[/C][C]Trim Var.[/C][C]2.11640211640212e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00230909090909092[/C][C]Range[/C][C]0.330000000000001[/C][C]Trim Var.[/C][C]0.000234022988505748[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00686250000000003[/C][C]Range[/C][C]0.520000000000001[/C][C]Trim Var.[/C][C]0.00133842364532020[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63354&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63354&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)	0.00564234463276836	Range	0.22	Trim Var.	0.00440412244897959
V(Y[t],d=1,D=0)	0.000168614845119813	Range	0.09	Trim Var.	NA
V(Y[t],d=2,D=0)	0.000319298245614036	Range	0.17	Trim Var.	2.32558139534874e-06
V(Y[t],d=3,D=0)	0.00092857142857143	Range	0.26	Trim Var.	4.57482993197277e-05
V(Y[t],d=0,D=1)	0.00208067375886525	Range	0.14	Trim Var.	0.000751538461538466
V(Y[t],d=1,D=1)	0.000376040703052730	Range	0.170000000000000	Trim Var.	0
V(Y[t],d=2,D=1)	0.000715555555555558	Range	0.180000000000000	Trim Var.	5.64102564102565e-05
V(Y[t],d=3,D=1)	0.00210454545454546	Range	0.330000000000001	Trim Var.	0.000204623044096729
V(Y[t],d=0,D=2)	0.0062827777777778	Range	0.230000000000000	Trim Var.	0.00458645320197046
V(Y[t],d=1,D=2)	0.00120453781512605	Range	0.260000000000000	Trim Var.	2.11640211640212e-05
V(Y[t],d=2,D=2)	0.00230909090909092	Range	0.330000000000001	Trim Var.	0.000234022988505748
V(Y[t],d=3,D=2)	0.00686250000000003	Range	0.520000000000001	Trim Var.	0.00133842364532020

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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