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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

Tue, 24 Nov 2009 13:34:29 -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/Nov/24/t1259094973k0xzir5a3r8rrr0.htm/, Retrieved Thu, 05 Dec 2024 21:28:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59269, Retrieved Thu, 05 Dec 2024 21:28:13 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

vrm

Estimated Impact

184

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] [vrm_WS8] [2009-11-24 20:34:29] [f0f26816ac6124f58333f11f6c174000] [Current]
-    D            [Variance Reduction Matrix] [SHw WS8] [2009-11-25 19:38:24] [af2352cd9a951bedd08ebe247d0de1a2] 
-                 [Variance Reduction Matrix] [] [2009-11-27 09:55:28] [08fc5c07292c885b941f0cb515ce13f3] 
-    D            [Variance Reduction Matrix] [WS8(4)] [2009-11-27 10:54:03] [7d268329e554b8694908ba13e6e6f258] 
-    D              [Variance Reduction Matrix] [VRM] [2009-12-16 18:48:51] [7d268329e554b8694908ba13e6e6f258] 
-   PD            [Variance Reduction Matrix] [paper timeserie VRM] [2010-12-07 09:54:07] [814f53995537cd15c528d8efbf1cf544] 

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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=59269&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=59269&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59269&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)	619.191855981742	Range	90.6	Trim Var.	479.504240201005
V(Y[t],d=1,D=0)	0.137798246677171	Range	3	Trim Var.	0.0635330310880834
V(Y[t],d=2,D=0)	0.213252822958708	Range	3.00000000000003	Trim Var.	0.0933873724694214
V(Y[t],d=3,D=0)	0.621665158371053	Range	5.00000000000006	Trim Var.	0.325008805552688
V(Y[t],d=0,D=1)	1.55203143163731	Range	6.70000000000002	Trim Var.	0.80471128683582
V(Y[t],d=1,D=1)	0.205215526969083	Range	3.60000000000002	Trim Var.	0.0936863895118177
V(Y[t],d=2,D=1)	0.327556163135116	Range	3.10000000000002	Trim Var.	0.174067621183375
V(Y[t],d=3,D=1)	0.968786805299985	Range	5.10000000000005	Trim Var.	0.53067015402501
V(Y[t],d=0,D=2)	3.31406407035177	Range	9.4	Trim Var.	1.84039106145252
V(Y[t],d=1,D=2)	0.630185777371712	Range	6.40000000000003	Trim Var.	0.293301593347302
V(Y[t],d=2,D=2)	0.965862687791635	Range	5.79999999999993	Trim Var.	0.551782200215839
V(Y[t],d=3,D=2)	2.79608515487418	Range	9.40000000000003	Trim Var.	1.61409347714435

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 619.191855981742 & Range & 90.6 & Trim Var. & 479.504240201005 \tabularnewline
V(Y[t],d=1,D=0) & 0.137798246677171 & Range & 3 & Trim Var. & 0.0635330310880834 \tabularnewline
V(Y[t],d=2,D=0) & 0.213252822958708 & Range & 3.00000000000003 & Trim Var. & 0.0933873724694214 \tabularnewline
V(Y[t],d=3,D=0) & 0.621665158371053 & Range & 5.00000000000006 & Trim Var. & 0.325008805552688 \tabularnewline
V(Y[t],d=0,D=1) & 1.55203143163731 & Range & 6.70000000000002 & Trim Var. & 0.80471128683582 \tabularnewline
V(Y[t],d=1,D=1) & 0.205215526969083 & Range & 3.60000000000002 & Trim Var. & 0.0936863895118177 \tabularnewline
V(Y[t],d=2,D=1) & 0.327556163135116 & Range & 3.10000000000002 & Trim Var. & 0.174067621183375 \tabularnewline
V(Y[t],d=3,D=1) & 0.968786805299985 & Range & 5.10000000000005 & Trim Var. & 0.53067015402501 \tabularnewline
V(Y[t],d=0,D=2) & 3.31406407035177 & Range & 9.4 & Trim Var. & 1.84039106145252 \tabularnewline
V(Y[t],d=1,D=2) & 0.630185777371712 & Range & 6.40000000000003 & Trim Var. & 0.293301593347302 \tabularnewline
V(Y[t],d=2,D=2) & 0.965862687791635 & Range & 5.79999999999993 & Trim Var. & 0.551782200215839 \tabularnewline
V(Y[t],d=3,D=2) & 2.79608515487418 & Range & 9.40000000000003 & Trim Var. & 1.61409347714435 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59269&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]619.191855981742[/C][C]Range[/C][C]90.6[/C][C]Trim Var.[/C][C]479.504240201005[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.137798246677171[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.0635330310880834[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.213252822958708[/C][C]Range[/C][C]3.00000000000003[/C][C]Trim Var.[/C][C]0.0933873724694214[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.621665158371053[/C][C]Range[/C][C]5.00000000000006[/C][C]Trim Var.[/C][C]0.325008805552688[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.55203143163731[/C][C]Range[/C][C]6.70000000000002[/C][C]Trim Var.[/C][C]0.80471128683582[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.205215526969083[/C][C]Range[/C][C]3.60000000000002[/C][C]Trim Var.[/C][C]0.0936863895118177[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.327556163135116[/C][C]Range[/C][C]3.10000000000002[/C][C]Trim Var.[/C][C]0.174067621183375[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.968786805299985[/C][C]Range[/C][C]5.10000000000005[/C][C]Trim Var.[/C][C]0.53067015402501[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3.31406407035177[/C][C]Range[/C][C]9.4[/C][C]Trim Var.[/C][C]1.84039106145252[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.630185777371712[/C][C]Range[/C][C]6.40000000000003[/C][C]Trim Var.[/C][C]0.293301593347302[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.965862687791635[/C][C]Range[/C][C]5.79999999999993[/C][C]Trim Var.[/C][C]0.551782200215839[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.79608515487418[/C][C]Range[/C][C]9.40000000000003[/C][C]Trim Var.[/C][C]1.61409347714435[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59269&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59269&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)	619.191855981742	Range	90.6	Trim Var.	479.504240201005
V(Y[t],d=1,D=0)	0.137798246677171	Range	3	Trim Var.	0.0635330310880834
V(Y[t],d=2,D=0)	0.213252822958708	Range	3.00000000000003	Trim Var.	0.0933873724694214
V(Y[t],d=3,D=0)	0.621665158371053	Range	5.00000000000006	Trim Var.	0.325008805552688
V(Y[t],d=0,D=1)	1.55203143163731	Range	6.70000000000002	Trim Var.	0.80471128683582
V(Y[t],d=1,D=1)	0.205215526969083	Range	3.60000000000002	Trim Var.	0.0936863895118177
V(Y[t],d=2,D=1)	0.327556163135116	Range	3.10000000000002	Trim Var.	0.174067621183375
V(Y[t],d=3,D=1)	0.968786805299985	Range	5.10000000000005	Trim Var.	0.53067015402501
V(Y[t],d=0,D=2)	3.31406407035177	Range	9.4	Trim Var.	1.84039106145252
V(Y[t],d=1,D=2)	0.630185777371712	Range	6.40000000000003	Trim Var.	0.293301593347302
V(Y[t],d=2,D=2)	0.965862687791635	Range	5.79999999999993	Trim Var.	0.551782200215839
V(Y[t],d=3,D=2)	2.79608515487418	Range	9.40000000000003	Trim Var.	1.61409347714435

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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Input Parameters & R Code