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

Tue, 18 Dec 2007 02:49:25 -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/18/t1197970360gfkfjeu180pjqvu.htm/, Retrieved Sat, 04 May 2024 17:19:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4469, Retrieved Sat, 04 May 2024 17:19:45 +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

232

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

-       [Variance Reduction Matrix] [variance reductio...] [2007-12-18 09:49:25] [d02236afd58a58d13a748bbf41a37c2e] [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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4469&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4469&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4469&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	75097150.2132768	Range	36252	Trim Var.	50012091.2428372
V(Y[t],d=1,D=0)	96908386.2402104	Range	40646	Trim Var.	62369917.7068215
V(Y[t],d=2,D=0)	271806583.727768	Range	71393	Trim Var.	163760243.209653
V(Y[t],d=3,D=0)	917815553.459273	Range	121815	Trim Var.	588069111.812549
V(Y[t],d=0,D=1)	18937457.1631206	Range	25762	Trim Var.	8713263.30778165
V(Y[t],d=1,D=1)	42805140.7659574	Range	43949	Trim Var.	13888501.3195122
V(Y[t],d=2,D=1)	136638351.499517	Range	77739	Trim Var.	50136779.4358974
V(Y[t],d=3,D=1)	483264365.249495	Range	140417	Trim Var.	168601494.932524
V(Y[t],d=0,D=2)	38977082.5301587	Range	28522	Trim Var.	23750819.2893145
V(Y[t],d=1,D=2)	75674373.2638655	Range	44719	Trim Var.	37850644.0795699
V(Y[t],d=2,D=2)	215195139.708556	Range	78531	Trim Var.	104394359.688506
V(Y[t],d=3,D=2)	725681257.166667	Range	148157	Trim Var.	308169514.667488

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 75097150.2132768 & Range & 36252 & Trim Var. & 50012091.2428372 \tabularnewline
V(Y[t],d=1,D=0) & 96908386.2402104 & Range & 40646 & Trim Var. & 62369917.7068215 \tabularnewline
V(Y[t],d=2,D=0) & 271806583.727768 & Range & 71393 & Trim Var. & 163760243.209653 \tabularnewline
V(Y[t],d=3,D=0) & 917815553.459273 & Range & 121815 & Trim Var. & 588069111.812549 \tabularnewline
V(Y[t],d=0,D=1) & 18937457.1631206 & Range & 25762 & Trim Var. & 8713263.30778165 \tabularnewline
V(Y[t],d=1,D=1) & 42805140.7659574 & Range & 43949 & Trim Var. & 13888501.3195122 \tabularnewline
V(Y[t],d=2,D=1) & 136638351.499517 & Range & 77739 & Trim Var. & 50136779.4358974 \tabularnewline
V(Y[t],d=3,D=1) & 483264365.249495 & Range & 140417 & Trim Var. & 168601494.932524 \tabularnewline
V(Y[t],d=0,D=2) & 38977082.5301587 & Range & 28522 & Trim Var. & 23750819.2893145 \tabularnewline
V(Y[t],d=1,D=2) & 75674373.2638655 & Range & 44719 & Trim Var. & 37850644.0795699 \tabularnewline
V(Y[t],d=2,D=2) & 215195139.708556 & Range & 78531 & Trim Var. & 104394359.688506 \tabularnewline
V(Y[t],d=3,D=2) & 725681257.166667 & Range & 148157 & Trim Var. & 308169514.667488 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4469&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]75097150.2132768[/C][C]Range[/C][C]36252[/C][C]Trim Var.[/C][C]50012091.2428372[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]96908386.2402104[/C][C]Range[/C][C]40646[/C][C]Trim Var.[/C][C]62369917.7068215[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]271806583.727768[/C][C]Range[/C][C]71393[/C][C]Trim Var.[/C][C]163760243.209653[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]917815553.459273[/C][C]Range[/C][C]121815[/C][C]Trim Var.[/C][C]588069111.812549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]18937457.1631206[/C][C]Range[/C][C]25762[/C][C]Trim Var.[/C][C]8713263.30778165[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]42805140.7659574[/C][C]Range[/C][C]43949[/C][C]Trim Var.[/C][C]13888501.3195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]136638351.499517[/C][C]Range[/C][C]77739[/C][C]Trim Var.[/C][C]50136779.4358974[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]483264365.249495[/C][C]Range[/C][C]140417[/C][C]Trim Var.[/C][C]168601494.932524[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]38977082.5301587[/C][C]Range[/C][C]28522[/C][C]Trim Var.[/C][C]23750819.2893145[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]75674373.2638655[/C][C]Range[/C][C]44719[/C][C]Trim Var.[/C][C]37850644.0795699[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]215195139.708556[/C][C]Range[/C][C]78531[/C][C]Trim Var.[/C][C]104394359.688506[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]725681257.166667[/C][C]Range[/C][C]148157[/C][C]Trim Var.[/C][C]308169514.667488[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4469&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4469&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)	75097150.2132768	Range	36252	Trim Var.	50012091.2428372
V(Y[t],d=1,D=0)	96908386.2402104	Range	40646	Trim Var.	62369917.7068215
V(Y[t],d=2,D=0)	271806583.727768	Range	71393	Trim Var.	163760243.209653
V(Y[t],d=3,D=0)	917815553.459273	Range	121815	Trim Var.	588069111.812549
V(Y[t],d=0,D=1)	18937457.1631206	Range	25762	Trim Var.	8713263.30778165
V(Y[t],d=1,D=1)	42805140.7659574	Range	43949	Trim Var.	13888501.3195122
V(Y[t],d=2,D=1)	136638351.499517	Range	77739	Trim Var.	50136779.4358974
V(Y[t],d=3,D=1)	483264365.249495	Range	140417	Trim Var.	168601494.932524
V(Y[t],d=0,D=2)	38977082.5301587	Range	28522	Trim Var.	23750819.2893145
V(Y[t],d=1,D=2)	75674373.2638655	Range	44719	Trim Var.	37850644.0795699
V(Y[t],d=2,D=2)	215195139.708556	Range	78531	Trim Var.	104394359.688506
V(Y[t],d=3,D=2)	725681257.166667	Range	148157	Trim Var.	308169514.667488

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