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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 10:24:14 -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/t1259947499reuguf1xlxb3b1l.htm/, Retrieved Sat, 27 Apr 2024 14:03:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63938, Retrieved Sat, 27 Apr 2024 14:03:51 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

111

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [BBWS8-ACF1] [2009-11-28 15:24:25] [408e92805dcb18620260f240a7fb9d53]
-   P           [(Partial) Autocorrelation Function] [BBWS8-ACF2] [2009-11-28 15:29:29] [408e92805dcb18620260f240a7fb9d53]
F   P             [(Partial) Autocorrelation Function] [BBWS8-ACF3] [2009-11-28 15:34:32] [408e92805dcb18620260f240a7fb9d53]
- RMPD              [Variance Reduction Matrix] [W8: VRM] [2009-12-01 14:51:55] [1094881e1ea5909e0ae8508a91bf9041]
-   PD                  [Variance Reduction Matrix] [review Ws 8 vrm] [2009-12-04 17:24:14] [51d49d3536f6a59f2486a67bf50b2759] [Current]

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Dataseries X:

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Histogram

Boxplots

6.3
6.2
6.1
6.3
6.5
6.6
6.5
6.2
6.2
5.9
6.1
6.1
6.1
6.1
6.1
6.4
6.7
6.9
7
7
6.8
6.4
5.9
5.5
5.5
5.6
5.8
5.9
6.1
6.1
6
6
5.9
5.5
5.6
5.4
5.2
5.2
5.2
5.5
5.8
5.8
5.5
5.3
5.1
5.2
5.8
5.8
5.5
5
4.9
5.3
6.1
6.5
6.8
6.6
6.4
6.4
6.6
6.7
6.6

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=63938&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=63938&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63938&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)	0.287830601092896	Range	2.1	Trim Var.	0.156955782312925
V(Y[t],d=1,D=0)	0.064550847457627	Range	1.3	Trim Var.	0.0327413273001508
V(Y[t],d=2,D=0)	0.066206896551724	Range	1.1	Trim Var.	0.0404939668174962
V(Y[t],d=3,D=0)	0.135075620084694	Range	1.9	Trim Var.	0.0699660633484162
V(Y[t],d=0,D=1)	0.424277210884354	Range	2.3	Trim Var.	0.295415282392027
V(Y[t],d=1,D=1)	0.0739317375886525	Range	1.3	Trim Var.	0.0354390243902439
V(Y[t],d=2,D=1)	0.084995374653099	Range	1.2	Trim Var.	0.0492439024390244
V(Y[t],d=3,D=1)	0.193995169082126	Range	1.90000000000000	Trim Var.	0.115634615384616
V(Y[t],d=0,D=2)	0.841591591591592	Range	3.9	Trim Var.	0.517291666666667
V(Y[t],d=1,D=2)	0.168	Range	2.2	Trim Var.	0.0777016129032259
V(Y[t],d=2,D=2)	0.221983193277311	Range	2	Trim Var.	0.144623655913979
V(Y[t],d=3,D=2)	0.557798573975046	Range	3.3	Trim Var.	0.3416091954023

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.287830601092896 & Range & 2.1 & Trim Var. & 0.156955782312925 \tabularnewline
V(Y[t],d=1,D=0) & 0.064550847457627 & Range & 1.3 & Trim Var. & 0.0327413273001508 \tabularnewline
V(Y[t],d=2,D=0) & 0.066206896551724 & Range & 1.1 & Trim Var. & 0.0404939668174962 \tabularnewline
V(Y[t],d=3,D=0) & 0.135075620084694 & Range & 1.9 & Trim Var. & 0.0699660633484162 \tabularnewline
V(Y[t],d=0,D=1) & 0.424277210884354 & Range & 2.3 & Trim Var. & 0.295415282392027 \tabularnewline
V(Y[t],d=1,D=1) & 0.0739317375886525 & Range & 1.3 & Trim Var. & 0.0354390243902439 \tabularnewline
V(Y[t],d=2,D=1) & 0.084995374653099 & Range & 1.2 & Trim Var. & 0.0492439024390244 \tabularnewline
V(Y[t],d=3,D=1) & 0.193995169082126 & Range & 1.90000000000000 & Trim Var. & 0.115634615384616 \tabularnewline
V(Y[t],d=0,D=2) & 0.841591591591592 & Range & 3.9 & Trim Var. & 0.517291666666667 \tabularnewline
V(Y[t],d=1,D=2) & 0.168 & Range & 2.2 & Trim Var. & 0.0777016129032259 \tabularnewline
V(Y[t],d=2,D=2) & 0.221983193277311 & Range & 2 & Trim Var. & 0.144623655913979 \tabularnewline
V(Y[t],d=3,D=2) & 0.557798573975046 & Range & 3.3 & Trim Var. & 0.3416091954023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63938&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.287830601092896[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.156955782312925[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.064550847457627[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0327413273001508[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.066206896551724[/C][C]Range[/C][C]1.1[/C][C]Trim Var.[/C][C]0.0404939668174962[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.135075620084694[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0699660633484162[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.424277210884354[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.295415282392027[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0739317375886525[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0354390243902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.084995374653099[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0492439024390244[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.193995169082126[/C][C]Range[/C][C]1.90000000000000[/C][C]Trim Var.[/C][C]0.115634615384616[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.841591591591592[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.517291666666667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.168[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0777016129032259[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.221983193277311[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.144623655913979[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.557798573975046[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.3416091954023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63938&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63938&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)	0.287830601092896	Range	2.1	Trim Var.	0.156955782312925
V(Y[t],d=1,D=0)	0.064550847457627	Range	1.3	Trim Var.	0.0327413273001508
V(Y[t],d=2,D=0)	0.066206896551724	Range	1.1	Trim Var.	0.0404939668174962
V(Y[t],d=3,D=0)	0.135075620084694	Range	1.9	Trim Var.	0.0699660633484162
V(Y[t],d=0,D=1)	0.424277210884354	Range	2.3	Trim Var.	0.295415282392027
V(Y[t],d=1,D=1)	0.0739317375886525	Range	1.3	Trim Var.	0.0354390243902439
V(Y[t],d=2,D=1)	0.084995374653099	Range	1.2	Trim Var.	0.0492439024390244
V(Y[t],d=3,D=1)	0.193995169082126	Range	1.90000000000000	Trim Var.	0.115634615384616
V(Y[t],d=0,D=2)	0.841591591591592	Range	3.9	Trim Var.	0.517291666666667
V(Y[t],d=1,D=2)	0.168	Range	2.2	Trim Var.	0.0777016129032259
V(Y[t],d=2,D=2)	0.221983193277311	Range	2	Trim Var.	0.144623655913979
V(Y[t],d=3,D=2)	0.557798573975046	Range	3.3	Trim Var.	0.3416091954023

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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Dataset

Tables (Output of Computation)

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Input Parameters & R Code