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

Fri, 29 Nov 2013 11:58:28 -0500

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/2013/Nov/29/t13857444183w7pn9bmwz98i1n.htm/, Retrieved Sun, 05 May 2024 22:30:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=229570, Retrieved Sun, 05 May 2024 22:30:48 +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

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

-       [Variance Reduction Matrix] [WS901] [2013-11-29 16:58:28] [f1e366d257cd544a6a94e0c7cf247a26] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=229570&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=229570&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=229570&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' @ jenkins.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	83765800	Range	33879	Trim Var.	64220700
V(Y[t],d=1,D=0)	942109	Range	5771	Trim Var.	452660
V(Y[t],d=2,D=0)	2731860	Range	9529	Trim Var.	1266990
V(Y[t],d=3,D=0)	9242740	Range	17491	Trim Var.	4687380
V(Y[t],d=0,D=1)	4212650	Range	10151	Trim Var.	2738860
V(Y[t],d=1,D=1)	2522530	Range	9529	Trim Var.	1528260
V(Y[t],d=2,D=1)	7647850	Range	17367	Trim Var.	4476630
V(Y[t],d=3,D=1)	26378300	Range	32524	Trim Var.	14688000
V(Y[t],d=0,D=2)	9982500	Range	16107	Trim Var.	6395180
V(Y[t],d=1,D=2)	8316900	Range	17356	Trim Var.	4860070
V(Y[t],d=2,D=2)	25458900	Range	31106	Trim Var.	14525900
V(Y[t],d=3,D=2)	87714700	Range	56836	Trim Var.	48552500

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 83765800 & Range & 33879 & Trim Var. & 64220700 \tabularnewline
V(Y[t],d=1,D=0) & 942109 & Range & 5771 & Trim Var. & 452660 \tabularnewline
V(Y[t],d=2,D=0) & 2731860 & Range & 9529 & Trim Var. & 1266990 \tabularnewline
V(Y[t],d=3,D=0) & 9242740 & Range & 17491 & Trim Var. & 4687380 \tabularnewline
V(Y[t],d=0,D=1) & 4212650 & Range & 10151 & Trim Var. & 2738860 \tabularnewline
V(Y[t],d=1,D=1) & 2522530 & Range & 9529 & Trim Var. & 1528260 \tabularnewline
V(Y[t],d=2,D=1) & 7647850 & Range & 17367 & Trim Var. & 4476630 \tabularnewline
V(Y[t],d=3,D=1) & 26378300 & Range & 32524 & Trim Var. & 14688000 \tabularnewline
V(Y[t],d=0,D=2) & 9982500 & Range & 16107 & Trim Var. & 6395180 \tabularnewline
V(Y[t],d=1,D=2) & 8316900 & Range & 17356 & Trim Var. & 4860070 \tabularnewline
V(Y[t],d=2,D=2) & 25458900 & Range & 31106 & Trim Var. & 14525900 \tabularnewline
V(Y[t],d=3,D=2) & 87714700 & Range & 56836 & Trim Var. & 48552500 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=229570&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]83765800[/C][C]Range[/C][C]33879[/C][C]Trim Var.[/C][C]64220700[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]942109[/C][C]Range[/C][C]5771[/C][C]Trim Var.[/C][C]452660[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2731860[/C][C]Range[/C][C]9529[/C][C]Trim Var.[/C][C]1266990[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]9242740[/C][C]Range[/C][C]17491[/C][C]Trim Var.[/C][C]4687380[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4212650[/C][C]Range[/C][C]10151[/C][C]Trim Var.[/C][C]2738860[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2522530[/C][C]Range[/C][C]9529[/C][C]Trim Var.[/C][C]1528260[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7647850[/C][C]Range[/C][C]17367[/C][C]Trim Var.[/C][C]4476630[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]26378300[/C][C]Range[/C][C]32524[/C][C]Trim Var.[/C][C]14688000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]9982500[/C][C]Range[/C][C]16107[/C][C]Trim Var.[/C][C]6395180[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]8316900[/C][C]Range[/C][C]17356[/C][C]Trim Var.[/C][C]4860070[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]25458900[/C][C]Range[/C][C]31106[/C][C]Trim Var.[/C][C]14525900[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]87714700[/C][C]Range[/C][C]56836[/C][C]Trim Var.[/C][C]48552500[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=229570&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=229570&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)	83765800	Range	33879	Trim Var.	64220700
V(Y[t],d=1,D=0)	942109	Range	5771	Trim Var.	452660
V(Y[t],d=2,D=0)	2731860	Range	9529	Trim Var.	1266990
V(Y[t],d=3,D=0)	9242740	Range	17491	Trim Var.	4687380
V(Y[t],d=0,D=1)	4212650	Range	10151	Trim Var.	2738860
V(Y[t],d=1,D=1)	2522530	Range	9529	Trim Var.	1528260
V(Y[t],d=2,D=1)	7647850	Range	17367	Trim Var.	4476630
V(Y[t],d=3,D=1)	26378300	Range	32524	Trim Var.	14688000
V(Y[t],d=0,D=2)	9982500	Range	16107	Trim Var.	6395180
V(Y[t],d=1,D=2)	8316900	Range	17356	Trim Var.	4860070
V(Y[t],d=2,D=2)	25458900	Range	31106	Trim Var.	14525900
V(Y[t],d=3,D=2)	87714700	Range	56836	Trim Var.	48552500

Figure 1

PNG link

Postscript link

PDF link

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(myx,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code