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

Fri, 23 Nov 2007 08:42:15 -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/Nov/23/t1195832015bhqemyuquzsf9bb.htm/, Retrieved Mon, 29 Apr 2024 01:05:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6197, Retrieved Mon, 29 Apr 2024 01:05:28 +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

206

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

-       [Variance Reduction Matrix] [Workshop7-q2a] [2007-11-23 15:42:15] [129742d52914620af0bad7eb53591257] [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=6197&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=6197&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6197&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)	104835571.865680	Range	45568	Trim Var.	69847641.5009576
V(Y[t],d=1,D=0)	130968516.539754	Range	55177	Trim Var.	55816361.3338936
V(Y[t],d=2,D=0)	349277655.458248	Range	102564	Trim Var.	148032007.922404
V(Y[t],d=3,D=0)	1121803943.73001	Range	178466	Trim Var.	541558328.727299
V(Y[t],d=0,D=1)	29466591.3453815	Range	26132	Trim Var.	16226632.0570159
V(Y[t],d=1,D=1)	30985212.2530120	Range	31286	Trim Var.	17338033.5460426
V(Y[t],d=2,D=1)	86012440.928636	Range	43671	Trim Var.	50210427.4452269
V(Y[t],d=3,D=1)	277919351.691049	Range	80805	Trim Var.	167826271.785513
V(Y[t],d=0,D=2)	90818089.9278169	Range	44610	Trim Var.	53025504.4603175
V(Y[t],d=1,D=2)	89428710.6627767	Range	51315	Trim Var.	44449558.4352279
V(Y[t],d=2,D=2)	227876903.556108	Range	69962	Trim Var.	132610469.480962
V(Y[t],d=3,D=2)	713508310.928815	Range	124716	Trim Var.	426362272.512568

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 104835571.865680 & Range & 45568 & Trim Var. & 69847641.5009576 \tabularnewline
V(Y[t],d=1,D=0) & 130968516.539754 & Range & 55177 & Trim Var. & 55816361.3338936 \tabularnewline
V(Y[t],d=2,D=0) & 349277655.458248 & Range & 102564 & Trim Var. & 148032007.922404 \tabularnewline
V(Y[t],d=3,D=0) & 1121803943.73001 & Range & 178466 & Trim Var. & 541558328.727299 \tabularnewline
V(Y[t],d=0,D=1) & 29466591.3453815 & Range & 26132 & Trim Var. & 16226632.0570159 \tabularnewline
V(Y[t],d=1,D=1) & 30985212.2530120 & Range & 31286 & Trim Var. & 17338033.5460426 \tabularnewline
V(Y[t],d=2,D=1) & 86012440.928636 & Range & 43671 & Trim Var. & 50210427.4452269 \tabularnewline
V(Y[t],d=3,D=1) & 277919351.691049 & Range & 80805 & Trim Var. & 167826271.785513 \tabularnewline
V(Y[t],d=0,D=2) & 90818089.9278169 & Range & 44610 & Trim Var. & 53025504.4603175 \tabularnewline
V(Y[t],d=1,D=2) & 89428710.6627767 & Range & 51315 & Trim Var. & 44449558.4352279 \tabularnewline
V(Y[t],d=2,D=2) & 227876903.556108 & Range & 69962 & Trim Var. & 132610469.480962 \tabularnewline
V(Y[t],d=3,D=2) & 713508310.928815 & Range & 124716 & Trim Var. & 426362272.512568 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6197&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]104835571.865680[/C][C]Range[/C][C]45568[/C][C]Trim Var.[/C][C]69847641.5009576[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]130968516.539754[/C][C]Range[/C][C]55177[/C][C]Trim Var.[/C][C]55816361.3338936[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]349277655.458248[/C][C]Range[/C][C]102564[/C][C]Trim Var.[/C][C]148032007.922404[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1121803943.73001[/C][C]Range[/C][C]178466[/C][C]Trim Var.[/C][C]541558328.727299[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]29466591.3453815[/C][C]Range[/C][C]26132[/C][C]Trim Var.[/C][C]16226632.0570159[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]30985212.2530120[/C][C]Range[/C][C]31286[/C][C]Trim Var.[/C][C]17338033.5460426[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]86012440.928636[/C][C]Range[/C][C]43671[/C][C]Trim Var.[/C][C]50210427.4452269[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]277919351.691049[/C][C]Range[/C][C]80805[/C][C]Trim Var.[/C][C]167826271.785513[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]90818089.9278169[/C][C]Range[/C][C]44610[/C][C]Trim Var.[/C][C]53025504.4603175[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]89428710.6627767[/C][C]Range[/C][C]51315[/C][C]Trim Var.[/C][C]44449558.4352279[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]227876903.556108[/C][C]Range[/C][C]69962[/C][C]Trim Var.[/C][C]132610469.480962[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]713508310.928815[/C][C]Range[/C][C]124716[/C][C]Trim Var.[/C][C]426362272.512568[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6197&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6197&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)	104835571.865680	Range	45568	Trim Var.	69847641.5009576
V(Y[t],d=1,D=0)	130968516.539754	Range	55177	Trim Var.	55816361.3338936
V(Y[t],d=2,D=0)	349277655.458248	Range	102564	Trim Var.	148032007.922404
V(Y[t],d=3,D=0)	1121803943.73001	Range	178466	Trim Var.	541558328.727299
V(Y[t],d=0,D=1)	29466591.3453815	Range	26132	Trim Var.	16226632.0570159
V(Y[t],d=1,D=1)	30985212.2530120	Range	31286	Trim Var.	17338033.5460426
V(Y[t],d=2,D=1)	86012440.928636	Range	43671	Trim Var.	50210427.4452269
V(Y[t],d=3,D=1)	277919351.691049	Range	80805	Trim Var.	167826271.785513
V(Y[t],d=0,D=2)	90818089.9278169	Range	44610	Trim Var.	53025504.4603175
V(Y[t],d=1,D=2)	89428710.6627767	Range	51315	Trim Var.	44449558.4352279
V(Y[t],d=2,D=2)	227876903.556108	Range	69962	Trim Var.	132610469.480962
V(Y[t],d=3,D=2)	713508310.928815	Range	124716	Trim Var.	426362272.512568

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