Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 06 Dec 2007 14:01:05 -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/2007/Dec/06/t1196974220iwzhwara75c9qj8.htm/, Retrieved Fri, 03 May 2024 12:32:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2714, Retrieved Fri, 03 May 2024 12:32:57 +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

180

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

-       [Variance Reduction Matrix] [Paper II varredmtr] [2007-12-06 21:01:05] [fd802f308f037a9692de8c23f8b60e49] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of compuational 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 compuational 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=2714&T=0

[TABLE]
[ROW][C]Summary of compuational 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=2714&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2714&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 compuational 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)	41772445.8132768	Range	27004	Trim Var.	28711853.6006289
V(Y[t],d=1,D=0)	42145173.5604909	Range	32229	Trim Var.	18761684.6625544
V(Y[t],d=2,D=0)	106771004.059589	Range	55574	Trim Var.	46967975.6662896
V(Y[t],d=3,D=0)	330204670.919800	Range	88322	Trim Var.	166256022.574902
V(Y[t],d=0,D=1)	12669207.8652482	Range	15648	Trim Var.	7223554.03252032
V(Y[t],d=1,D=1)	13005847.9491212	Range	13582	Trim Var.	8715902.37804878
V(Y[t],d=2,D=1)	33960015.3874396	Range	24574	Trim Var.	22811118.3788462
V(Y[t],d=3,D=1)	108919754.8	Range	43602	Trim Var.	74731731.1511471
V(Y[t],d=0,D=2)	45130503.5325397	Range	28919	Trim Var.	26740078.3215726
V(Y[t],d=1,D=2)	35306832.0789916	Range	23128	Trim Var.	23867159.2516129
V(Y[t],d=2,D=2)	87066526.1212121	Range	40196	Trim Var.	55947955.8402299
V(Y[t],d=3,D=2)	281100063.965909	Range	69519	Trim Var.	184169761.266010

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 41772445.8132768 & Range & 27004 & Trim Var. & 28711853.6006289 \tabularnewline
V(Y[t],d=1,D=0) & 42145173.5604909 & Range & 32229 & Trim Var. & 18761684.6625544 \tabularnewline
V(Y[t],d=2,D=0) & 106771004.059589 & Range & 55574 & Trim Var. & 46967975.6662896 \tabularnewline
V(Y[t],d=3,D=0) & 330204670.919800 & Range & 88322 & Trim Var. & 166256022.574902 \tabularnewline
V(Y[t],d=0,D=1) & 12669207.8652482 & Range & 15648 & Trim Var. & 7223554.03252032 \tabularnewline
V(Y[t],d=1,D=1) & 13005847.9491212 & Range & 13582 & Trim Var. & 8715902.37804878 \tabularnewline
V(Y[t],d=2,D=1) & 33960015.3874396 & Range & 24574 & Trim Var. & 22811118.3788462 \tabularnewline
V(Y[t],d=3,D=1) & 108919754.8 & Range & 43602 & Trim Var. & 74731731.1511471 \tabularnewline
V(Y[t],d=0,D=2) & 45130503.5325397 & Range & 28919 & Trim Var. & 26740078.3215726 \tabularnewline
V(Y[t],d=1,D=2) & 35306832.0789916 & Range & 23128 & Trim Var. & 23867159.2516129 \tabularnewline
V(Y[t],d=2,D=2) & 87066526.1212121 & Range & 40196 & Trim Var. & 55947955.8402299 \tabularnewline
V(Y[t],d=3,D=2) & 281100063.965909 & Range & 69519 & Trim Var. & 184169761.266010 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2714&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]41772445.8132768[/C][C]Range[/C][C]27004[/C][C]Trim Var.[/C][C]28711853.6006289[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]42145173.5604909[/C][C]Range[/C][C]32229[/C][C]Trim Var.[/C][C]18761684.6625544[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]106771004.059589[/C][C]Range[/C][C]55574[/C][C]Trim Var.[/C][C]46967975.6662896[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]330204670.919800[/C][C]Range[/C][C]88322[/C][C]Trim Var.[/C][C]166256022.574902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12669207.8652482[/C][C]Range[/C][C]15648[/C][C]Trim Var.[/C][C]7223554.03252032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]13005847.9491212[/C][C]Range[/C][C]13582[/C][C]Trim Var.[/C][C]8715902.37804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]33960015.3874396[/C][C]Range[/C][C]24574[/C][C]Trim Var.[/C][C]22811118.3788462[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]108919754.8[/C][C]Range[/C][C]43602[/C][C]Trim Var.[/C][C]74731731.1511471[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]45130503.5325397[/C][C]Range[/C][C]28919[/C][C]Trim Var.[/C][C]26740078.3215726[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]35306832.0789916[/C][C]Range[/C][C]23128[/C][C]Trim Var.[/C][C]23867159.2516129[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]87066526.1212121[/C][C]Range[/C][C]40196[/C][C]Trim Var.[/C][C]55947955.8402299[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]281100063.965909[/C][C]Range[/C][C]69519[/C][C]Trim Var.[/C][C]184169761.266010[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2714&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2714&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)	41772445.8132768	Range	27004	Trim Var.	28711853.6006289
V(Y[t],d=1,D=0)	42145173.5604909	Range	32229	Trim Var.	18761684.6625544
V(Y[t],d=2,D=0)	106771004.059589	Range	55574	Trim Var.	46967975.6662896
V(Y[t],d=3,D=0)	330204670.919800	Range	88322	Trim Var.	166256022.574902
V(Y[t],d=0,D=1)	12669207.8652482	Range	15648	Trim Var.	7223554.03252032
V(Y[t],d=1,D=1)	13005847.9491212	Range	13582	Trim Var.	8715902.37804878
V(Y[t],d=2,D=1)	33960015.3874396	Range	24574	Trim Var.	22811118.3788462
V(Y[t],d=3,D=1)	108919754.8	Range	43602	Trim Var.	74731731.1511471
V(Y[t],d=0,D=2)	45130503.5325397	Range	28919	Trim Var.	26740078.3215726
V(Y[t],d=1,D=2)	35306832.0789916	Range	23128	Trim Var.	23867159.2516129
V(Y[t],d=2,D=2)	87066526.1212121	Range	40196	Trim Var.	55947955.8402299
V(Y[t],d=3,D=2)	281100063.965909	Range	69519	Trim Var.	184169761.266010

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code