Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

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

Sun, 13 Dec 2009 02:33:03 -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/13/t1260696818nvu7nov1ahs4ctf.htm/, Retrieved Sat, 27 Apr 2024 17:09:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67173, Retrieved Sat, 27 Apr 2024 17:09:59 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

129

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       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D        [Variance Reduction Matrix] [workshop 8 bereke...] [2009-11-27 10:13:44] [eaf42bcf5162b5692bb3c7f9d4636222]
-    D            [Variance Reduction Matrix] [paper VRM] [2009-12-13 09:33:03] [78d370e6d5f4594e9982a5085e7604c6] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

2.04
2.16
2.75
2.79
2.88
3.36
2.97
3.10
2.49
2.20
2.25
2.09
2.79
3.14
2.93
2.65
2.67
2.26
2.35
2.13
2.18
2.90
2.63
2.67
1.81
1.33
0.88
1.28
1.26
1.26
1.29
1.10
1.37
1.21
1.74
1.76
1.48
1.04
1.62
1.49
1.79
1.80
1.58
1.86
1.74
1.59
1.26
1.13
1.92
2.61
2.26
2.41
2.26
2.03
2.86
2.55
2.27
2.26
2.57
3.07
2.76
2.51
2.87
3.14
3.11
3.16
2.47
2.57
2.89
2.63
2.38
1.69
1.96
2.19
1.87
1.60
1.63
1.22
1.21
1.49
1.64
1.66
1.77
1.82
1.78
1.28
1.29
1.37
1.12
1.51
2.24
2.94
3.09
3.46
3.64
4.39
4.15
5.21
5.80
5.91
5.39
5.46
4.72
3.14
2.63
2.32
1.93
0.62

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=67173&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=67173&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67173&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)	1.07716333506404	Range	5.29	Trim Var.	0.478382796052632
V(Y[t],d=1,D=0)	0.184505237171575	Range	2.64	Trim Var.	0.0965122732362822
V(Y[t],d=2,D=0)	0.286689604672057	Range	2.44	Trim Var.	0.186271974376573
V(Y[t],d=3,D=0)	0.816158644688645	Range	4.49	Trim Var.	0.535580107526882
V(Y[t],d=0,D=1)	2.11985315789474	Range	8.31	Trim Var.	1.00058839945280
V(Y[t],d=1,D=1)	0.493603650615901	Range	3.84	Trim Var.	0.276460448179272
V(Y[t],d=2,D=1)	0.827525932280943	Range	3.99	Trim Var.	0.544574684452094
V(Y[t],d=3,D=1)	2.37060570359981	Range	6.66	Trim Var.	1.68751072583015
V(Y[t],d=0,D=2)	4.29822735226621	Range	11.43	Trim Var.	2.29492447241762
V(Y[t],d=1,D=2)	1.37051037320012	Range	5.05	Trim Var.	0.836664497716895
V(Y[t],d=2,D=2)	2.65316982836495	Range	6.8	Trim Var.	1.61812016823161
V(Y[t],d=3,D=2)	7.68778141975309	Range	12.17	Trim Var.	5.2605847082495

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.07716333506404 & Range & 5.29 & Trim Var. & 0.478382796052632 \tabularnewline
V(Y[t],d=1,D=0) & 0.184505237171575 & Range & 2.64 & Trim Var. & 0.0965122732362822 \tabularnewline
V(Y[t],d=2,D=0) & 0.286689604672057 & Range & 2.44 & Trim Var. & 0.186271974376573 \tabularnewline
V(Y[t],d=3,D=0) & 0.816158644688645 & Range & 4.49 & Trim Var. & 0.535580107526882 \tabularnewline
V(Y[t],d=0,D=1) & 2.11985315789474 & Range & 8.31 & Trim Var. & 1.00058839945280 \tabularnewline
V(Y[t],d=1,D=1) & 0.493603650615901 & Range & 3.84 & Trim Var. & 0.276460448179272 \tabularnewline
V(Y[t],d=2,D=1) & 0.827525932280943 & Range & 3.99 & Trim Var. & 0.544574684452094 \tabularnewline
V(Y[t],d=3,D=1) & 2.37060570359981 & Range & 6.66 & Trim Var. & 1.68751072583015 \tabularnewline
V(Y[t],d=0,D=2) & 4.29822735226621 & Range & 11.43 & Trim Var. & 2.29492447241762 \tabularnewline
V(Y[t],d=1,D=2) & 1.37051037320012 & Range & 5.05 & Trim Var. & 0.836664497716895 \tabularnewline
V(Y[t],d=2,D=2) & 2.65316982836495 & Range & 6.8 & Trim Var. & 1.61812016823161 \tabularnewline
V(Y[t],d=3,D=2) & 7.68778141975309 & Range & 12.17 & Trim Var. & 5.2605847082495 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67173&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.07716333506404[/C][C]Range[/C][C]5.29[/C][C]Trim Var.[/C][C]0.478382796052632[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.184505237171575[/C][C]Range[/C][C]2.64[/C][C]Trim Var.[/C][C]0.0965122732362822[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.286689604672057[/C][C]Range[/C][C]2.44[/C][C]Trim Var.[/C][C]0.186271974376573[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.816158644688645[/C][C]Range[/C][C]4.49[/C][C]Trim Var.[/C][C]0.535580107526882[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.11985315789474[/C][C]Range[/C][C]8.31[/C][C]Trim Var.[/C][C]1.00058839945280[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.493603650615901[/C][C]Range[/C][C]3.84[/C][C]Trim Var.[/C][C]0.276460448179272[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.827525932280943[/C][C]Range[/C][C]3.99[/C][C]Trim Var.[/C][C]0.544574684452094[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.37060570359981[/C][C]Range[/C][C]6.66[/C][C]Trim Var.[/C][C]1.68751072583015[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]4.29822735226621[/C][C]Range[/C][C]11.43[/C][C]Trim Var.[/C][C]2.29492447241762[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.37051037320012[/C][C]Range[/C][C]5.05[/C][C]Trim Var.[/C][C]0.836664497716895[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.65316982836495[/C][C]Range[/C][C]6.8[/C][C]Trim Var.[/C][C]1.61812016823161[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]7.68778141975309[/C][C]Range[/C][C]12.17[/C][C]Trim Var.[/C][C]5.2605847082495[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67173&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67173&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)	1.07716333506404	Range	5.29	Trim Var.	0.478382796052632
V(Y[t],d=1,D=0)	0.184505237171575	Range	2.64	Trim Var.	0.0965122732362822
V(Y[t],d=2,D=0)	0.286689604672057	Range	2.44	Trim Var.	0.186271974376573
V(Y[t],d=3,D=0)	0.816158644688645	Range	4.49	Trim Var.	0.535580107526882
V(Y[t],d=0,D=1)	2.11985315789474	Range	8.31	Trim Var.	1.00058839945280
V(Y[t],d=1,D=1)	0.493603650615901	Range	3.84	Trim Var.	0.276460448179272
V(Y[t],d=2,D=1)	0.827525932280943	Range	3.99	Trim Var.	0.544574684452094
V(Y[t],d=3,D=1)	2.37060570359981	Range	6.66	Trim Var.	1.68751072583015
V(Y[t],d=0,D=2)	4.29822735226621	Range	11.43	Trim Var.	2.29492447241762
V(Y[t],d=1,D=2)	1.37051037320012	Range	5.05	Trim Var.	0.836664497716895
V(Y[t],d=2,D=2)	2.65316982836495	Range	6.8	Trim Var.	1.61812016823161
V(Y[t],d=3,D=2)	7.68778141975309	Range	12.17	Trim Var.	5.2605847082495

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code