| | *The author of this computation has been verified* | R Software Module: /rwasp_variancereduction.wasp (opens new window with default values) | Title produced by software: Variance Reduction Matrix | Date of computation: Wed, 29 Dec 2010 13:12:47 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/29/t1293628251q3ytc4jror9evr0.htm/, Retrieved Wed, 29 Dec 2010 14:10:52 +0100 | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/29/t1293628251q3ytc4jror9evr0.htm/},
year = {2010},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2010},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 01.303763
01.416094
01.052458
01.312283
01.309429
01.492409
01.026556
01.005406
01.334886
01.393873
01.128092
01.122787
01.213104
01.253528
01.094796
00.912944
01.195130
00.927499
00.965333
01.198078
00.966362
00.973685
00.994801
00.826262
00.688888
00.781307
00.604791
01.086240
00.774026
01.026032
00.676435
00.830525
00.791624
00.752391
00.670202
00.880336
00.914297
00.961042
00.930194
00.867966
00.989160
00.997288
00.798744
00.975379
00.934721
00.973234
00.815300
00.940209
00.794493
00.931340
00.922050
00.784517
00.822098
00.891026
00.807306
00.951441
01.147907
01.172609
01.281051
01.165962
00.978911
01.410951
01.197838
01.288368
01.102253
01.197657
01.299984
01.198611
01.299252
01.097604
01.399770
01.398396
01.401880
01.699717
01.397610
01.500135
01.400136
01.400427
01.341477
01.338580
01.482977
01.163253
01.328468
01.234550
01.484741
01.336579
01.339292
01.405225
01.333491
01.149740 | | Output produced by software: |
Variance Reduction Matrix | V(Y[t],d=0,D=0) | 0.0576668053961393 | Range | 1.094926 | Trim Var. | 0.0413284050513392 | V(Y[t],d=1,D=0) | 0.0332012320687436 | Range | 0.947302 | Trim Var. | 0.0197865128954447 | V(Y[t],d=2,D=0) | 0.102362213815903 | Range | 1.451628 | Trim Var. | 0.0641619024452516 | V(Y[t],d=3,D=0) | 0.351393311422364 | Range | 2.809511 | Trim Var. | 0.221665691838349 | V(Y[t],d=0,D=1) | 0.0664523629992942 | Range | 1.068761 | Trim Var. | 0.0450905788742476 | V(Y[t],d=1,D=1) | 0.0607698669111542 | Range | 1.257701 | Trim Var. | 0.0338261131373265 | V(Y[t],d=2,D=1) | 0.188610631243745 | Range | 2.371738 | Trim Var. | 0.102464007757757 | V(Y[t],d=3,D=1) | 0.655700879723951 | Range | 4.392843 | Trim Var. | 0.340286666397597 | V(Y[t],d=0,D=2) | 0.139969119834466 | Range | 1.467312 | Trim Var. | 0.101859991416778 | V(Y[t],d=1,D=2) | 0.177967534868507 | Range | 2.311956 | Trim Var. | 0.0713404973614173 | V(Y[t],d=2,D=2) | 0.566247565481746 | Range | 4.219204 | Trim Var. | 0.205657477335524 | V(Y[t],d=3,D=2) | 2.01225559411631 | Range | 7.860215 | Trim Var. | 0.691061761646458 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/29/t1293628251q3ytc4jror9evr0/2hk251293628366.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/29/t1293628251q3ytc4jror9evr0/2hk251293628366.ps (open in new window) |
| | 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,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) & smyx<quantile(smyx,0.95)]))
a<-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()
| |
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