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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

Sun, 25 Nov 2007 10:56:30 -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/25/t1196012869k2dz8us2uqta870.htm/, Retrieved Sat, 04 May 2024 08:16:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6510, Retrieved Sat, 04 May 2024 08:16:57 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

181

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

-       [Variance Reduction Matrix] [df] [2007-11-25 17:56:30] [fa77851485501f69e030fcd6dbd2de67] [Current]

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Boxplots

15
3
2
-2
1
1
-1
-6
-13
-25
-26
-9
1
3
6
2
5
5
0
-5
-4
-2
-1
-8
-16
-19
-28
-11
-4
-9
-12
-10
-2
-13
0
0
4
7
5
2
-2
6
-3
1
0
-7
-6
-4
-4
-2
2
-5
-15
-16
-18
-13
-23
-10
-10
-6
-3
-4
-7
-7
-7
-3
0
-5
-3
3
2
-7
-1
0
-3
4
2
3
0
-10
-10

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	'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 & 1 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=6510&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6510&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6510&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	63.3891975308642	Range	43	Trim Var.	30.4454390451833
V(Y[t],d=1,D=0)	37.4074367088608	Range	29	Trim Var.	19.3084886128364
V(Y[t],d=2,D=0)	77.7971437844856	Range	45	Trim Var.	39.8832298136646
V(Y[t],d=3,D=0)	232.506327006327	Range	80	Trim Var.	114.253416149068
V(Y[t],d=0,D=1)	156.914748508099	Range	67	Trim Var.	85.0426229508197
V(Y[t],d=1,D=1)	79.0190956979807	Range	45	Trim Var.	41.5955581531268
V(Y[t],d=2,D=1)	156.608774310267	Range	60	Trim Var.	85.25073056692
V(Y[t],d=3,D=1)	466.837529137529	Range	95	Trim Var.	268.064125831821
V(Y[t],d=0,D=2)	542.545739348371	Range	105	Trim Var.	351.240784313725
V(Y[t],d=1,D=2)	224.685714285714	Range	72	Trim Var.	134.689625850340
V(Y[t],d=2,D=2)	442.491582491583	Range	97	Trim Var.	256.368197278912
V(Y[t],d=3,D=2)	1300.35918937806	Range	166	Trim Var.	753.744680851064

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 63.3891975308642 & Range & 43 & Trim Var. & 30.4454390451833 \tabularnewline
V(Y[t],d=1,D=0) & 37.4074367088608 & Range & 29 & Trim Var. & 19.3084886128364 \tabularnewline
V(Y[t],d=2,D=0) & 77.7971437844856 & Range & 45 & Trim Var. & 39.8832298136646 \tabularnewline
V(Y[t],d=3,D=0) & 232.506327006327 & Range & 80 & Trim Var. & 114.253416149068 \tabularnewline
V(Y[t],d=0,D=1) & 156.914748508099 & Range & 67 & Trim Var. & 85.0426229508197 \tabularnewline
V(Y[t],d=1,D=1) & 79.0190956979807 & Range & 45 & Trim Var. & 41.5955581531268 \tabularnewline
V(Y[t],d=2,D=1) & 156.608774310267 & Range & 60 & Trim Var. & 85.25073056692 \tabularnewline
V(Y[t],d=3,D=1) & 466.837529137529 & Range & 95 & Trim Var. & 268.064125831821 \tabularnewline
V(Y[t],d=0,D=2) & 542.545739348371 & Range & 105 & Trim Var. & 351.240784313725 \tabularnewline
V(Y[t],d=1,D=2) & 224.685714285714 & Range & 72 & Trim Var. & 134.689625850340 \tabularnewline
V(Y[t],d=2,D=2) & 442.491582491583 & Range & 97 & Trim Var. & 256.368197278912 \tabularnewline
V(Y[t],d=3,D=2) & 1300.35918937806 & Range & 166 & Trim Var. & 753.744680851064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6510&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]63.3891975308642[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]30.4454390451833[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]37.4074367088608[/C][C]Range[/C][C]29[/C][C]Trim Var.[/C][C]19.3084886128364[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]77.7971437844856[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]39.8832298136646[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]232.506327006327[/C][C]Range[/C][C]80[/C][C]Trim Var.[/C][C]114.253416149068[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]156.914748508099[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]85.0426229508197[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]79.0190956979807[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]41.5955581531268[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]156.608774310267[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]85.25073056692[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]466.837529137529[/C][C]Range[/C][C]95[/C][C]Trim Var.[/C][C]268.064125831821[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]542.545739348371[/C][C]Range[/C][C]105[/C][C]Trim Var.[/C][C]351.240784313725[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]224.685714285714[/C][C]Range[/C][C]72[/C][C]Trim Var.[/C][C]134.689625850340[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]442.491582491583[/C][C]Range[/C][C]97[/C][C]Trim Var.[/C][C]256.368197278912[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1300.35918937806[/C][C]Range[/C][C]166[/C][C]Trim Var.[/C][C]753.744680851064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6510&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6510&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)	63.3891975308642	Range	43	Trim Var.	30.4454390451833
V(Y[t],d=1,D=0)	37.4074367088608	Range	29	Trim Var.	19.3084886128364
V(Y[t],d=2,D=0)	77.7971437844856	Range	45	Trim Var.	39.8832298136646
V(Y[t],d=3,D=0)	232.506327006327	Range	80	Trim Var.	114.253416149068
V(Y[t],d=0,D=1)	156.914748508099	Range	67	Trim Var.	85.0426229508197
V(Y[t],d=1,D=1)	79.0190956979807	Range	45	Trim Var.	41.5955581531268
V(Y[t],d=2,D=1)	156.608774310267	Range	60	Trim Var.	85.25073056692
V(Y[t],d=3,D=1)	466.837529137529	Range	95	Trim Var.	268.064125831821
V(Y[t],d=0,D=2)	542.545739348371	Range	105	Trim Var.	351.240784313725
V(Y[t],d=1,D=2)	224.685714285714	Range	72	Trim Var.	134.689625850340
V(Y[t],d=2,D=2)	442.491582491583	Range	97	Trim Var.	256.368197278912
V(Y[t],d=3,D=2)	1300.35918937806	Range	166	Trim Var.	753.744680851064

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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