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Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sat, 19 Dec 2009 09:28:40 -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/t1261240218r6q866gbpmvqicy.htm/, Retrieved Fri, 03 May 2024 17:33:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69680, Retrieved Fri, 03 May 2024 17:33:51 +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)

-       [Variance Reduction Matrix] [] [2009-12-19 16:28:40] [e24e91da8d334fb8882bf413603fde71] [Current]

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Histogram

Boxplots

6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3

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=69680&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=69680&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69680&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)	0.432288158246458	Range	3.2	Trim Var.	0.278876123876124
V(Y[t],d=1,D=0)	0.130868673050616	Range	2.2	Trim Var.	0.0543171171171171
V(Y[t],d=2,D=0)	0.160084033613445	Range	2.2	Trim Var.	0.0787062404870624
V(Y[t],d=3,D=0)	0.315058806655192	Range	3.1	Trim Var.	0.123896704924102
V(Y[t],d=0,D=1)	0.130868673050616	Range	2.2	Trim Var.	0.0543171171171171
V(Y[t],d=1,D=1)	0.160084033613445	Range	2.2	Trim Var.	0.0787062404870624
V(Y[t],d=2,D=1)	0.315058806655192	Range	3.1	Trim Var.	0.123896704924102
V(Y[t],d=3,D=1)	0.840011754334411	Range	5.3	Trim Var.	0.302933789954338
V(Y[t],d=0,D=2)	0.160084033613445	Range	2.2	Trim Var.	0.0787062404870624
V(Y[t],d=1,D=2)	0.315058806655192	Range	3.1	Trim Var.	0.123896704924102
V(Y[t],d=2,D=2)	0.840011754334411	Range	5.3	Trim Var.	0.302933789954338
V(Y[t],d=3,D=2)	2.68886479975911	Range	9.1	Trim Var.	1.01229264475743

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.432288158246458 & Range & 3.2 & Trim Var. & 0.278876123876124 \tabularnewline
V(Y[t],d=1,D=0) & 0.130868673050616 & Range & 2.2 & Trim Var. & 0.0543171171171171 \tabularnewline
V(Y[t],d=2,D=0) & 0.160084033613445 & Range & 2.2 & Trim Var. & 0.0787062404870624 \tabularnewline
V(Y[t],d=3,D=0) & 0.315058806655192 & Range & 3.1 & Trim Var. & 0.123896704924102 \tabularnewline
V(Y[t],d=0,D=1) & 0.130868673050616 & Range & 2.2 & Trim Var. & 0.0543171171171171 \tabularnewline
V(Y[t],d=1,D=1) & 0.160084033613445 & Range & 2.2 & Trim Var. & 0.0787062404870624 \tabularnewline
V(Y[t],d=2,D=1) & 0.315058806655192 & Range & 3.1 & Trim Var. & 0.123896704924102 \tabularnewline
V(Y[t],d=3,D=1) & 0.840011754334411 & Range & 5.3 & Trim Var. & 0.302933789954338 \tabularnewline
V(Y[t],d=0,D=2) & 0.160084033613445 & Range & 2.2 & Trim Var. & 0.0787062404870624 \tabularnewline
V(Y[t],d=1,D=2) & 0.315058806655192 & Range & 3.1 & Trim Var. & 0.123896704924102 \tabularnewline
V(Y[t],d=2,D=2) & 0.840011754334411 & Range & 5.3 & Trim Var. & 0.302933789954338 \tabularnewline
V(Y[t],d=3,D=2) & 2.68886479975911 & Range & 9.1 & Trim Var. & 1.01229264475743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69680&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.432288158246458[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.278876123876124[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.130868673050616[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0543171171171171[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.160084033613445[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0787062404870624[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.315058806655192[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.123896704924102[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.130868673050616[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0543171171171171[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.160084033613445[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0787062404870624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.315058806655192[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.123896704924102[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.840011754334411[/C][C]Range[/C][C]5.3[/C][C]Trim Var.[/C][C]0.302933789954338[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.160084033613445[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0787062404870624[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.315058806655192[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.123896704924102[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.840011754334411[/C][C]Range[/C][C]5.3[/C][C]Trim Var.[/C][C]0.302933789954338[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.68886479975911[/C][C]Range[/C][C]9.1[/C][C]Trim Var.[/C][C]1.01229264475743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69680&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69680&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)	0.432288158246458	Range	3.2	Trim Var.	0.278876123876124
V(Y[t],d=1,D=0)	0.130868673050616	Range	2.2	Trim Var.	0.0543171171171171
V(Y[t],d=2,D=0)	0.160084033613445	Range	2.2	Trim Var.	0.0787062404870624
V(Y[t],d=3,D=0)	0.315058806655192	Range	3.1	Trim Var.	0.123896704924102
V(Y[t],d=0,D=1)	0.130868673050616	Range	2.2	Trim Var.	0.0543171171171171
V(Y[t],d=1,D=1)	0.160084033613445	Range	2.2	Trim Var.	0.0787062404870624
V(Y[t],d=2,D=1)	0.315058806655192	Range	3.1	Trim Var.	0.123896704924102
V(Y[t],d=3,D=1)	0.840011754334411	Range	5.3	Trim Var.	0.302933789954338
V(Y[t],d=0,D=2)	0.160084033613445	Range	2.2	Trim Var.	0.0787062404870624
V(Y[t],d=1,D=2)	0.315058806655192	Range	3.1	Trim Var.	0.123896704924102
V(Y[t],d=2,D=2)	0.840011754334411	Range	5.3	Trim Var.	0.302933789954338
V(Y[t],d=3,D=2)	2.68886479975911	Range	9.1	Trim Var.	1.01229264475743

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 1 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 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