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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

Sat, 05 Dec 2009 11:32:23 -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/05/t1260037979of6n9y3kjeha6wa.htm/, Retrieved Tue, 30 Apr 2024 03:39:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64298, Retrieved Tue, 30 Apr 2024 03:39:41 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

110

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]
-    D    [Variance Reduction Matrix] [Stap 2 workshop 5] [2009-12-04 17:25:54] [a542c511726eba04a1fc2f4bd37a90f8]
-    D      [Variance Reduction Matrix] [Stap 1 Workshop 5] [2009-12-04 18:18:33] [a542c511726eba04a1fc2f4bd37a90f8]
- R PD          [Variance Reduction Matrix] [] [2009-12-05 18:32:23] [0744dbfa8cdb263e2e292d0a5ee9dc89] [Current]

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Dataseries X:

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Histogram

Boxplots

8
8,2
8,3
8,1
7,4
7,3
7,7
8
8
7,7
6,9
6,6
6,9
7,5
7,9
7,7
6,5
6,1
6,4
6,8
7,1
7,3
7,2
7
7
7
7,3
7,5
7,2
7,7
8
7,9
8
8
7,9
7,9
8
8,1
8,1
8,2
8
8,3
8,5
8,6
8,7
8,7
8,5
8,4
8,5
8,7
8,7
8,6
7,9
8,1
8,2
8,5
8,6
8,5
8,3
8,2
8,7
9,3
9,3
8,8
7,4
7,2
7,5
8,3
8,8
8,9
8,6
8,4
8,4
8,4
8,4
8,3
7,6
7,6
7,9
8
8,2
8,3
8,2
8,1
8
7,8
7,6
7,5
6,8
6,9
7,1
7,3
7,4
7,6
7,6
7,5
7,5
6,8
6,4
6,2
6
6,3
6,3
6,1
6,1
6,3
6,6
6,8
7
7,1
7,3
6,8
6,3
6,4
6,7
6,8
7,2
7,5
7,7
7,8
8,1

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=64298&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=64298&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64298&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)	0.593778236914601	Range	3.3	Trim Var.	0.363680838672102
V(Y[t],d=1,D=0)	0.113192577030812	Range	2.2	Trim Var.	0.054291277258567
V(Y[t],d=2,D=0)	0.139745050562598	Range	2.2	Trim Var.	0.0744195867026056
V(Y[t],d=3,D=0)	0.291019122120817	Range	3.1	Trim Var.	0.134347708894879
V(Y[t],d=0,D=1)	0.113192577030812	Range	2.2	Trim Var.	0.054291277258567
V(Y[t],d=1,D=1)	0.139745050562598	Range	2.2	Trim Var.	0.0744195867026056
V(Y[t],d=2,D=1)	0.291019122120817	Range	3.1	Trim Var.	0.134347708894879
V(Y[t],d=3,D=1)	0.822136752136753	Range	5.3	Trim Var.	0.375782051282051
V(Y[t],d=0,D=2)	0.139745050562598	Range	2.2	Trim Var.	0.0744195867026056
V(Y[t],d=1,D=2)	0.291019122120817	Range	3.1	Trim Var.	0.134347708894879
V(Y[t],d=2,D=2)	0.822136752136753	Range	5.3	Trim Var.	0.375782051282051
V(Y[t],d=3,D=2)	2.68616716641679	Range	9.1	Trim Var.	1.31917849141150

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.593778236914601 & Range & 3.3 & Trim Var. & 0.363680838672102 \tabularnewline
V(Y[t],d=1,D=0) & 0.113192577030812 & Range & 2.2 & Trim Var. & 0.054291277258567 \tabularnewline
V(Y[t],d=2,D=0) & 0.139745050562598 & Range & 2.2 & Trim Var. & 0.0744195867026056 \tabularnewline
V(Y[t],d=3,D=0) & 0.291019122120817 & Range & 3.1 & Trim Var. & 0.134347708894879 \tabularnewline
V(Y[t],d=0,D=1) & 0.113192577030812 & Range & 2.2 & Trim Var. & 0.054291277258567 \tabularnewline
V(Y[t],d=1,D=1) & 0.139745050562598 & Range & 2.2 & Trim Var. & 0.0744195867026056 \tabularnewline
V(Y[t],d=2,D=1) & 0.291019122120817 & Range & 3.1 & Trim Var. & 0.134347708894879 \tabularnewline
V(Y[t],d=3,D=1) & 0.822136752136753 & Range & 5.3 & Trim Var. & 0.375782051282051 \tabularnewline
V(Y[t],d=0,D=2) & 0.139745050562598 & Range & 2.2 & Trim Var. & 0.0744195867026056 \tabularnewline
V(Y[t],d=1,D=2) & 0.291019122120817 & Range & 3.1 & Trim Var. & 0.134347708894879 \tabularnewline
V(Y[t],d=2,D=2) & 0.822136752136753 & Range & 5.3 & Trim Var. & 0.375782051282051 \tabularnewline
V(Y[t],d=3,D=2) & 2.68616716641679 & Range & 9.1 & Trim Var. & 1.31917849141150 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64298&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.593778236914601[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.363680838672102[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.113192577030812[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.054291277258567[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.139745050562598[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0744195867026056[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.291019122120817[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.134347708894879[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.113192577030812[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.054291277258567[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.139745050562598[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0744195867026056[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.291019122120817[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.134347708894879[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.822136752136753[/C][C]Range[/C][C]5.3[/C][C]Trim Var.[/C][C]0.375782051282051[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.139745050562598[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0744195867026056[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.291019122120817[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.134347708894879[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.822136752136753[/C][C]Range[/C][C]5.3[/C][C]Trim Var.[/C][C]0.375782051282051[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.68616716641679[/C][C]Range[/C][C]9.1[/C][C]Trim Var.[/C][C]1.31917849141150[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64298&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64298&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)	0.593778236914601	Range	3.3	Trim Var.	0.363680838672102
V(Y[t],d=1,D=0)	0.113192577030812	Range	2.2	Trim Var.	0.054291277258567
V(Y[t],d=2,D=0)	0.139745050562598	Range	2.2	Trim Var.	0.0744195867026056
V(Y[t],d=3,D=0)	0.291019122120817	Range	3.1	Trim Var.	0.134347708894879
V(Y[t],d=0,D=1)	0.113192577030812	Range	2.2	Trim Var.	0.054291277258567
V(Y[t],d=1,D=1)	0.139745050562598	Range	2.2	Trim Var.	0.0744195867026056
V(Y[t],d=2,D=1)	0.291019122120817	Range	3.1	Trim Var.	0.134347708894879
V(Y[t],d=3,D=1)	0.822136752136753	Range	5.3	Trim Var.	0.375782051282051
V(Y[t],d=0,D=2)	0.139745050562598	Range	2.2	Trim Var.	0.0744195867026056
V(Y[t],d=1,D=2)	0.291019122120817	Range	3.1	Trim Var.	0.134347708894879
V(Y[t],d=2,D=2)	0.822136752136753	Range	5.3	Trim Var.	0.375782051282051
V(Y[t],d=3,D=2)	2.68616716641679	Range	9.1	Trim Var.	1.31917849141150

Parameters (Session):

par1 = 1 ;

Parameters (R input):

par1 = 1 ;

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