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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 05:02:14 -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/t1198064728juwg4t8tg3the2j.htm/, Retrieved Mon, 06 May 2024 11:07:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4639, Retrieved Mon, 06 May 2024 11:07:58 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

222

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

-       [Variance Reduction Matrix] [] [2007-12-19 12:02:14] [5ac741e139b03fb8a6fb673aeace8af7] [Current]

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Dataseries X:

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Histogram

Boxplots

0,76
0,77
0,76
0,77
0,78
0,79
0,78
0,76
0,78
0,76
0,74
0,73
0,72
0,71
0,73
0,75
0,75
0,72
0,72
0,72
0,74
0,78
0,74
0,74
0,75
0,78
0,81
0,75
0,7
0,71
0,71
0,73
0,74
0,74
0,75
0,74
0,74
0,73
0,76
0,8
0,83
0,81
0,83
0,88
0,89
0,93
0,91
0,9
0,86
0,88
0,93
0,98
0,97
1,03
1,06
1,06
1,08
1,09
1,04
1
1,01
1,02
1,04
1,06
1,06
1,06
1,06
1,06
1,02
0,98
0,99
0,99
0,94
0,96
0,98
1,01
1,01
1,02
1,04
1,03

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=4639&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=4639&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4639&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)	0.0170529113924051	Range	0.39	Trim Var.	0.0131158751696065
V(Y[t],d=1,D=0)	0.000640733528075301	Range	0.12	Trim Var.	0.000395331991951711
V(Y[t],d=2,D=0)	0.00103629703629704	Range	0.16	Trim Var.	0.000595631469979296
V(Y[t],d=3,D=0)	0.00270393028024607	Range	0.23	Trim Var.	0.00166845694799659
V(Y[t],d=0,D=1)	0.00822429762949957	Range	0.34	Trim Var.	0.00617451298701299
V(Y[t],d=1,D=1)	0.00134694708276798	Range	0.18	Trim Var.	0.000727918935269208
V(Y[t],d=2,D=1)	0.00271536130536131	Range	0.230000000000000	Trim Var.	0.00155263157894737
V(Y[t],d=3,D=1)	0.00749846153846154	Range	0.36	Trim Var.	0.00507656641604011
V(Y[t],d=0,D=2)	0.0167742532467533	Range	0.5	Trim Var.	0.0121153061224490
V(Y[t],d=1,D=2)	0.00452996632996633	Range	0.32	Trim Var.	0.00285085034013606
V(Y[t],d=2,D=2)	0.00980394828791056	Range	0.43	Trim Var.	0.00623683510638299
V(Y[t],d=3,D=2)	0.0274229317851959	Range	0.66	Trim Var.	0.0194172062904718

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0170529113924051 & Range & 0.39 & Trim Var. & 0.0131158751696065 \tabularnewline
V(Y[t],d=1,D=0) & 0.000640733528075301 & Range & 0.12 & Trim Var. & 0.000395331991951711 \tabularnewline
V(Y[t],d=2,D=0) & 0.00103629703629704 & Range & 0.16 & Trim Var. & 0.000595631469979296 \tabularnewline
V(Y[t],d=3,D=0) & 0.00270393028024607 & Range & 0.23 & Trim Var. & 0.00166845694799659 \tabularnewline
V(Y[t],d=0,D=1) & 0.00822429762949957 & Range & 0.34 & Trim Var. & 0.00617451298701299 \tabularnewline
V(Y[t],d=1,D=1) & 0.00134694708276798 & Range & 0.18 & Trim Var. & 0.000727918935269208 \tabularnewline
V(Y[t],d=2,D=1) & 0.00271536130536131 & Range & 0.230000000000000 & Trim Var. & 0.00155263157894737 \tabularnewline
V(Y[t],d=3,D=1) & 0.00749846153846154 & Range & 0.36 & Trim Var. & 0.00507656641604011 \tabularnewline
V(Y[t],d=0,D=2) & 0.0167742532467533 & Range & 0.5 & Trim Var. & 0.0121153061224490 \tabularnewline
V(Y[t],d=1,D=2) & 0.00452996632996633 & Range & 0.32 & Trim Var. & 0.00285085034013606 \tabularnewline
V(Y[t],d=2,D=2) & 0.00980394828791056 & Range & 0.43 & Trim Var. & 0.00623683510638299 \tabularnewline
V(Y[t],d=3,D=2) & 0.0274229317851959 & Range & 0.66 & Trim Var. & 0.0194172062904718 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4639&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0170529113924051[/C][C]Range[/C][C]0.39[/C][C]Trim Var.[/C][C]0.0131158751696065[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000640733528075301[/C][C]Range[/C][C]0.12[/C][C]Trim Var.[/C][C]0.000395331991951711[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00103629703629704[/C][C]Range[/C][C]0.16[/C][C]Trim Var.[/C][C]0.000595631469979296[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00270393028024607[/C][C]Range[/C][C]0.23[/C][C]Trim Var.[/C][C]0.00166845694799659[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00822429762949957[/C][C]Range[/C][C]0.34[/C][C]Trim Var.[/C][C]0.00617451298701299[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00134694708276798[/C][C]Range[/C][C]0.18[/C][C]Trim Var.[/C][C]0.000727918935269208[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00271536130536131[/C][C]Range[/C][C]0.230000000000000[/C][C]Trim Var.[/C][C]0.00155263157894737[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00749846153846154[/C][C]Range[/C][C]0.36[/C][C]Trim Var.[/C][C]0.00507656641604011[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0167742532467533[/C][C]Range[/C][C]0.5[/C][C]Trim Var.[/C][C]0.0121153061224490[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00452996632996633[/C][C]Range[/C][C]0.32[/C][C]Trim Var.[/C][C]0.00285085034013606[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00980394828791056[/C][C]Range[/C][C]0.43[/C][C]Trim Var.[/C][C]0.00623683510638299[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0274229317851959[/C][C]Range[/C][C]0.66[/C][C]Trim Var.[/C][C]0.0194172062904718[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4639&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4639&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)	0.0170529113924051	Range	0.39	Trim Var.	0.0131158751696065
V(Y[t],d=1,D=0)	0.000640733528075301	Range	0.12	Trim Var.	0.000395331991951711
V(Y[t],d=2,D=0)	0.00103629703629704	Range	0.16	Trim Var.	0.000595631469979296
V(Y[t],d=3,D=0)	0.00270393028024607	Range	0.23	Trim Var.	0.00166845694799659
V(Y[t],d=0,D=1)	0.00822429762949957	Range	0.34	Trim Var.	0.00617451298701299
V(Y[t],d=1,D=1)	0.00134694708276798	Range	0.18	Trim Var.	0.000727918935269208
V(Y[t],d=2,D=1)	0.00271536130536131	Range	0.230000000000000	Trim Var.	0.00155263157894737
V(Y[t],d=3,D=1)	0.00749846153846154	Range	0.36	Trim Var.	0.00507656641604011
V(Y[t],d=0,D=2)	0.0167742532467533	Range	0.5	Trim Var.	0.0121153061224490
V(Y[t],d=1,D=2)	0.00452996632996633	Range	0.32	Trim Var.	0.00285085034013606
V(Y[t],d=2,D=2)	0.00980394828791056	Range	0.43	Trim Var.	0.00623683510638299
V(Y[t],d=3,D=2)	0.0274229317851959	Range	0.66	Trim Var.	0.0194172062904718

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