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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, 23 Dec 2008 08:01:37 -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/2008/Dec/23/t1230044560gpwdfycoxvr6z4t.htm/, Retrieved Fri, 17 May 2024 10:32:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36310, Retrieved Fri, 17 May 2024 10:32:46 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

171

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

-     [Variance Reduction Matrix] [Variance Reductio...] [2007-12-16 14:35:02] [9fd02a4fb76a6860fd38131ad7f5d02f]
-    D    [Variance Reduction Matrix] [] [2008-12-23 15:01:37] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Histogram

Boxplots

0.2
0.8
1.2
4.5
0.4
5.9
6.5
12.8
4.2
-3.3
-12.5
-16.3
-10.5
-11.8
-11.4
-17.7
-17.3
-18.6
-17.9
-21.4
-19.4
-15.5
-7.7
-0.7
-1.6
1.4
0.7
9.5
1.4
4.1
6.6
18.4
16.9
9.2
-4.3
-5.9
-7.7
-5.4
-2.3
-4.8
2.3
-5.2
-10
-17.1
-14.4
-3.9
3.7
6.5
0.9
-4.1
-7
-12.2
-2.5
4.4
13.7
12.3
13.4
2.2
1.7
-7.2
-4.8
-2.9
-2.4
-2.5
-5.3
-7.1
-8
-8.9
-7.7
-1.1
4
9.6
10.9
13

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=36310&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=36310&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36310&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)	87.9355423917068	Range	39.8	Trim Var.	60.8265571095571
V(Y[t],d=1,D=0)	29.7691057838661	Range	25.3	Trim Var.	19.3885
V(Y[t],d=2,D=0)	47.3304049295775	Range	31.8	Trim Var.	29.4048586309524
V(Y[t],d=3,D=0)	140.256084507042	Range	54.1	Trim Var.	90.3522171018945
V(Y[t],d=0,D=1)	314.204740877842	Range	75.3	Trim Var.	200.254874213836
V(Y[t],d=1,D=1)	102.788010928962	Range	42.8	Trim Var.	64.3249419448476
V(Y[t],d=2,D=1)	148.814855932203	Range	51.9	Trim Var.	104.188176100629
V(Y[t],d=3,D=1)	422.169205143191	Range	93.5	Trim Var.	287.014172714078
V(Y[t],d=0,D=2)	1203.45233061224	Range	149.3	Trim Var.	764.243298097252
V(Y[t],d=1,D=2)	397.271666666667	Range	82.3	Trim Var.	252.250708748616
V(Y[t],d=2,D=2)	540.349428191489	Range	89.3	Trim Var.	372.989181184669
V(Y[t],d=3,D=2)	1465.52930619796	Range	169.4	Trim Var.	917.31287804878

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 87.9355423917068 & Range & 39.8 & Trim Var. & 60.8265571095571 \tabularnewline
V(Y[t],d=1,D=0) & 29.7691057838661 & Range & 25.3 & Trim Var. & 19.3885 \tabularnewline
V(Y[t],d=2,D=0) & 47.3304049295775 & Range & 31.8 & Trim Var. & 29.4048586309524 \tabularnewline
V(Y[t],d=3,D=0) & 140.256084507042 & Range & 54.1 & Trim Var. & 90.3522171018945 \tabularnewline
V(Y[t],d=0,D=1) & 314.204740877842 & Range & 75.3 & Trim Var. & 200.254874213836 \tabularnewline
V(Y[t],d=1,D=1) & 102.788010928962 & Range & 42.8 & Trim Var. & 64.3249419448476 \tabularnewline
V(Y[t],d=2,D=1) & 148.814855932203 & Range & 51.9 & Trim Var. & 104.188176100629 \tabularnewline
V(Y[t],d=3,D=1) & 422.169205143191 & Range & 93.5 & Trim Var. & 287.014172714078 \tabularnewline
V(Y[t],d=0,D=2) & 1203.45233061224 & Range & 149.3 & Trim Var. & 764.243298097252 \tabularnewline
V(Y[t],d=1,D=2) & 397.271666666667 & Range & 82.3 & Trim Var. & 252.250708748616 \tabularnewline
V(Y[t],d=2,D=2) & 540.349428191489 & Range & 89.3 & Trim Var. & 372.989181184669 \tabularnewline
V(Y[t],d=3,D=2) & 1465.52930619796 & Range & 169.4 & Trim Var. & 917.31287804878 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36310&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]87.9355423917068[/C][C]Range[/C][C]39.8[/C][C]Trim Var.[/C][C]60.8265571095571[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]29.7691057838661[/C][C]Range[/C][C]25.3[/C][C]Trim Var.[/C][C]19.3885[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]47.3304049295775[/C][C]Range[/C][C]31.8[/C][C]Trim Var.[/C][C]29.4048586309524[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]140.256084507042[/C][C]Range[/C][C]54.1[/C][C]Trim Var.[/C][C]90.3522171018945[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]314.204740877842[/C][C]Range[/C][C]75.3[/C][C]Trim Var.[/C][C]200.254874213836[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]102.788010928962[/C][C]Range[/C][C]42.8[/C][C]Trim Var.[/C][C]64.3249419448476[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]148.814855932203[/C][C]Range[/C][C]51.9[/C][C]Trim Var.[/C][C]104.188176100629[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]422.169205143191[/C][C]Range[/C][C]93.5[/C][C]Trim Var.[/C][C]287.014172714078[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1203.45233061224[/C][C]Range[/C][C]149.3[/C][C]Trim Var.[/C][C]764.243298097252[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]397.271666666667[/C][C]Range[/C][C]82.3[/C][C]Trim Var.[/C][C]252.250708748616[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]540.349428191489[/C][C]Range[/C][C]89.3[/C][C]Trim Var.[/C][C]372.989181184669[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1465.52930619796[/C][C]Range[/C][C]169.4[/C][C]Trim Var.[/C][C]917.31287804878[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36310&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36310&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)	87.9355423917068	Range	39.8	Trim Var.	60.8265571095571
V(Y[t],d=1,D=0)	29.7691057838661	Range	25.3	Trim Var.	19.3885
V(Y[t],d=2,D=0)	47.3304049295775	Range	31.8	Trim Var.	29.4048586309524
V(Y[t],d=3,D=0)	140.256084507042	Range	54.1	Trim Var.	90.3522171018945
V(Y[t],d=0,D=1)	314.204740877842	Range	75.3	Trim Var.	200.254874213836
V(Y[t],d=1,D=1)	102.788010928962	Range	42.8	Trim Var.	64.3249419448476
V(Y[t],d=2,D=1)	148.814855932203	Range	51.9	Trim Var.	104.188176100629
V(Y[t],d=3,D=1)	422.169205143191	Range	93.5	Trim Var.	287.014172714078
V(Y[t],d=0,D=2)	1203.45233061224	Range	149.3	Trim Var.	764.243298097252
V(Y[t],d=1,D=2)	397.271666666667	Range	82.3	Trim Var.	252.250708748616
V(Y[t],d=2,D=2)	540.349428191489	Range	89.3	Trim Var.	372.989181184669
V(Y[t],d=3,D=2)	1465.52930619796	Range	169.4	Trim Var.	917.31287804878

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