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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, 19 Dec 2009 05:16:01 -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/19/t1261225415p8ecb6o0k19xn1r.htm/, Retrieved Fri, 03 May 2024 16:23:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69547, Retrieved Fri, 03 May 2024 16:23:37 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

VRM paper

Estimated Impact

109

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

-       [Variance Reduction Matrix] [VRM] [2009-12-19 12:16:01] [8b8f95c5f2993a04d1b74eff1a82c018] [Current]

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Dataseries X:

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Histogram

Boxplots

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

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=69547&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=69547&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69547&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)	0.494022219057114	Range	2.8	Trim Var.	0.369844824545935
V(Y[t],d=1,D=0)	0.0343328987396784	Range	1.2	Trim Var.	0.0133326732673267
V(Y[t],d=2,D=0)	0.0379192455054524	Range	1.2	Trim Var.	0.0218260073260073
V(Y[t],d=3,D=0)	0.0821731634182908	Range	1.9	Trim Var.	0.0402455190440627
V(Y[t],d=0,D=1)	0.487875154293775	Range	2.8	Trim Var.	0.350918253079507
V(Y[t],d=1,D=1)	0.0757708894878706	Range	1.40000000000000	Trim Var.	0.0389750629146648
V(Y[t],d=2,D=1)	0.0847930402930403	Range	1.6	Trim Var.	0.0426887243191591
V(Y[t],d=3,D=1)	0.181743838685586	Range	2.60000000000000	Trim Var.	0.0834603174603176
V(Y[t],d=0,D=2)	0.939970884658455	Range	3.7	Trim Var.	0.668677871148459
V(Y[t],d=1,D=2)	0.227839167238618	Range	2.6	Trim Var.	0.124337349397590
V(Y[t],d=2,D=2)	0.257470780738663	Range	2.4	Trim Var.	0.164989714957390
V(Y[t],d=3,D=2)	0.540100334448161	Range	4.1	Trim Var.	0.298056308340862

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.494022219057114 & Range & 2.8 & Trim Var. & 0.369844824545935 \tabularnewline
V(Y[t],d=1,D=0) & 0.0343328987396784 & Range & 1.2 & Trim Var. & 0.0133326732673267 \tabularnewline
V(Y[t],d=2,D=0) & 0.0379192455054524 & Range & 1.2 & Trim Var. & 0.0218260073260073 \tabularnewline
V(Y[t],d=3,D=0) & 0.0821731634182908 & Range & 1.9 & Trim Var. & 0.0402455190440627 \tabularnewline
V(Y[t],d=0,D=1) & 0.487875154293775 & Range & 2.8 & Trim Var. & 0.350918253079507 \tabularnewline
V(Y[t],d=1,D=1) & 0.0757708894878706 & Range & 1.40000000000000 & Trim Var. & 0.0389750629146648 \tabularnewline
V(Y[t],d=2,D=1) & 0.0847930402930403 & Range & 1.6 & Trim Var. & 0.0426887243191591 \tabularnewline
V(Y[t],d=3,D=1) & 0.181743838685586 & Range & 2.60000000000000 & Trim Var. & 0.0834603174603176 \tabularnewline
V(Y[t],d=0,D=2) & 0.939970884658455 & Range & 3.7 & Trim Var. & 0.668677871148459 \tabularnewline
V(Y[t],d=1,D=2) & 0.227839167238618 & Range & 2.6 & Trim Var. & 0.124337349397590 \tabularnewline
V(Y[t],d=2,D=2) & 0.257470780738663 & Range & 2.4 & Trim Var. & 0.164989714957390 \tabularnewline
V(Y[t],d=3,D=2) & 0.540100334448161 & Range & 4.1 & Trim Var. & 0.298056308340862 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69547&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.494022219057114[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.369844824545935[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0343328987396784[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0133326732673267[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0379192455054524[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0218260073260073[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0821731634182908[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0402455190440627[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.487875154293775[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.350918253079507[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0757708894878706[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0389750629146648[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0847930402930403[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0426887243191591[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.181743838685586[/C][C]Range[/C][C]2.60000000000000[/C][C]Trim Var.[/C][C]0.0834603174603176[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.939970884658455[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.668677871148459[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.227839167238618[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.124337349397590[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.257470780738663[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.164989714957390[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.540100334448161[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.298056308340862[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69547&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69547&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)	0.494022219057114	Range	2.8	Trim Var.	0.369844824545935
V(Y[t],d=1,D=0)	0.0343328987396784	Range	1.2	Trim Var.	0.0133326732673267
V(Y[t],d=2,D=0)	0.0379192455054524	Range	1.2	Trim Var.	0.0218260073260073
V(Y[t],d=3,D=0)	0.0821731634182908	Range	1.9	Trim Var.	0.0402455190440627
V(Y[t],d=0,D=1)	0.487875154293775	Range	2.8	Trim Var.	0.350918253079507
V(Y[t],d=1,D=1)	0.0757708894878706	Range	1.40000000000000	Trim Var.	0.0389750629146648
V(Y[t],d=2,D=1)	0.0847930402930403	Range	1.6	Trim Var.	0.0426887243191591
V(Y[t],d=3,D=1)	0.181743838685586	Range	2.60000000000000	Trim Var.	0.0834603174603176
V(Y[t],d=0,D=2)	0.939970884658455	Range	3.7	Trim Var.	0.668677871148459
V(Y[t],d=1,D=2)	0.227839167238618	Range	2.6	Trim Var.	0.124337349397590
V(Y[t],d=2,D=2)	0.257470780738663	Range	2.4	Trim Var.	0.164989714957390
V(Y[t],d=3,D=2)	0.540100334448161	Range	4.1	Trim Var.	0.298056308340862

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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code