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

Wed, 19 Dec 2007 04:47:17 -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/19/t1198064270yuiimtk75y8o38w.htm/, Retrieved Mon, 06 May 2024 21:34:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4637, Retrieved Mon, 06 May 2024 21:34:41 +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

244

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

-       [Variance Reduction Matrix] [VRM] [2007-12-19 11:47:17] [5ac741e139b03fb8a6fb673aeace8af7] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

1,04
1,08
1,06
1,12
1,18
1,13
1,08
1,06
1,09
1,02
1,01
1,01
1
1,01
1,03
1,09
1,07
1,05
1,06
1,06
1,08
1,07
1,04
1,04
1,06
1,09
1,09
1,05
1,01
1,02
1,03
1,06
1,08
1,05
1,05
1,05
1,04
1,05
1,07
1,1
1,16
1,16
1,17
1,17
1,18
1,21
1,18
1,13
1,12
1,17
1,19
1,26
1,25
1,28
1,35
1,39
1,45
1,41
1,32
1,31
1,33
1,32
1,32
1,4
1,43
1,43
1,45
1,45
1,33
1,27
1,27
1,29
1,25
1,26
1,32
1,36
1,4
1,41
1,42
1,39

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=4637&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=4637&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4637&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)	0.0201817088607595	Range	0.45	Trim Var.	0.0159273084886128
V(Y[t],d=1,D=0)	0.00137114573190522	Range	0.200000000000000	Trim Var.	0.000688388937664617
V(Y[t],d=2,D=0)	0.00201346986346986	Range	0.2	Trim Var.	0.00120882352941176
V(Y[t],d=3,D=0)	0.00489466848940533	Range	0.33	Trim Var.	0.00304040920716112
V(Y[t],d=0,D=1)	0.00902816066725197	Range	0.41	Trim Var.	0.00629220338983051
V(Y[t],d=1,D=1)	0.00224839439167797	Range	0.28	Trim Var.	0.00103918831168831
V(Y[t],d=2,D=1)	0.004	Range	0.3	Trim Var.	0.00235401002506266
V(Y[t],d=3,D=1)	0.00995586538461538	Range	0.47	Trim Var.	0.0060140977443609
V(Y[t],d=0,D=2)	0.0194664610389610	Range	0.6	Trim Var.	0.0125660816326531
V(Y[t],d=1,D=2)	0.00603185185185185	Range	0.4	Trim Var.	0.00336989795918367
V(Y[t],d=2,D=2)	0.0109843466107617	Range	0.47	Trim Var.	0.00722393617021276
V(Y[t],d=3,D=2)	0.0270976777939042	Range	0.74	Trim Var.	0.0173985198889917

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0201817088607595 & Range & 0.45 & Trim Var. & 0.0159273084886128 \tabularnewline
V(Y[t],d=1,D=0) & 0.00137114573190522 & Range & 0.200000000000000 & Trim Var. & 0.000688388937664617 \tabularnewline
V(Y[t],d=2,D=0) & 0.00201346986346986 & Range & 0.2 & Trim Var. & 0.00120882352941176 \tabularnewline
V(Y[t],d=3,D=0) & 0.00489466848940533 & Range & 0.33 & Trim Var. & 0.00304040920716112 \tabularnewline
V(Y[t],d=0,D=1) & 0.00902816066725197 & Range & 0.41 & Trim Var. & 0.00629220338983051 \tabularnewline
V(Y[t],d=1,D=1) & 0.00224839439167797 & Range & 0.28 & Trim Var. & 0.00103918831168831 \tabularnewline
V(Y[t],d=2,D=1) & 0.004 & Range & 0.3 & Trim Var. & 0.00235401002506266 \tabularnewline
V(Y[t],d=3,D=1) & 0.00995586538461538 & Range & 0.47 & Trim Var. & 0.0060140977443609 \tabularnewline
V(Y[t],d=0,D=2) & 0.0194664610389610 & Range & 0.6 & Trim Var. & 0.0125660816326531 \tabularnewline
V(Y[t],d=1,D=2) & 0.00603185185185185 & Range & 0.4 & Trim Var. & 0.00336989795918367 \tabularnewline
V(Y[t],d=2,D=2) & 0.0109843466107617 & Range & 0.47 & Trim Var. & 0.00722393617021276 \tabularnewline
V(Y[t],d=3,D=2) & 0.0270976777939042 & Range & 0.74 & Trim Var. & 0.0173985198889917 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4637&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0201817088607595[/C][C]Range[/C][C]0.45[/C][C]Trim Var.[/C][C]0.0159273084886128[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00137114573190522[/C][C]Range[/C][C]0.200000000000000[/C][C]Trim Var.[/C][C]0.000688388937664617[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00201346986346986[/C][C]Range[/C][C]0.2[/C][C]Trim Var.[/C][C]0.00120882352941176[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00489466848940533[/C][C]Range[/C][C]0.33[/C][C]Trim Var.[/C][C]0.00304040920716112[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00902816066725197[/C][C]Range[/C][C]0.41[/C][C]Trim Var.[/C][C]0.00629220338983051[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00224839439167797[/C][C]Range[/C][C]0.28[/C][C]Trim Var.[/C][C]0.00103918831168831[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.004[/C][C]Range[/C][C]0.3[/C][C]Trim Var.[/C][C]0.00235401002506266[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00995586538461538[/C][C]Range[/C][C]0.47[/C][C]Trim Var.[/C][C]0.0060140977443609[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0194664610389610[/C][C]Range[/C][C]0.6[/C][C]Trim Var.[/C][C]0.0125660816326531[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00603185185185185[/C][C]Range[/C][C]0.4[/C][C]Trim Var.[/C][C]0.00336989795918367[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0109843466107617[/C][C]Range[/C][C]0.47[/C][C]Trim Var.[/C][C]0.00722393617021276[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0270976777939042[/C][C]Range[/C][C]0.74[/C][C]Trim Var.[/C][C]0.0173985198889917[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4637&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4637&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)	0.0201817088607595	Range	0.45	Trim Var.	0.0159273084886128
V(Y[t],d=1,D=0)	0.00137114573190522	Range	0.200000000000000	Trim Var.	0.000688388937664617
V(Y[t],d=2,D=0)	0.00201346986346986	Range	0.2	Trim Var.	0.00120882352941176
V(Y[t],d=3,D=0)	0.00489466848940533	Range	0.33	Trim Var.	0.00304040920716112
V(Y[t],d=0,D=1)	0.00902816066725197	Range	0.41	Trim Var.	0.00629220338983051
V(Y[t],d=1,D=1)	0.00224839439167797	Range	0.28	Trim Var.	0.00103918831168831
V(Y[t],d=2,D=1)	0.004	Range	0.3	Trim Var.	0.00235401002506266
V(Y[t],d=3,D=1)	0.00995586538461538	Range	0.47	Trim Var.	0.0060140977443609
V(Y[t],d=0,D=2)	0.0194664610389610	Range	0.6	Trim Var.	0.0125660816326531
V(Y[t],d=1,D=2)	0.00603185185185185	Range	0.4	Trim Var.	0.00336989795918367
V(Y[t],d=2,D=2)	0.0109843466107617	Range	0.47	Trim Var.	0.00722393617021276
V(Y[t],d=3,D=2)	0.0270976777939042	Range	0.74	Trim Var.	0.0173985198889917

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