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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

Tue, 27 Nov 2007 13:14:58 -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/27/t1196193942ba204qscabkqsvg.htm/, Retrieved Sun, 05 May 2024 14:49:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6940, Retrieved Sun, 05 May 2024 14:49:43 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

208

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

-       [Variance Reduction Matrix] [Variancie reducti...] [2007-11-27 20:14:58] [bebbf4ab6ac77d61a56e6916ab0650f9] [Current]

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Dataseries X:

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Histogram

Boxplots

1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,57
1,58
1,58
1,58
1,58
1,59
1,60
1,60
1,61
1,61
1,61
1,62
1,63
1,63
1,64
1,64
1,64
1,64
1,64
1,65
1,65
1,65
1,65
1,65
1,66
1,66
1,67
1,68
1,68
1,68
1,68
1,69
1,70
1,70
1,71
1,72
1,73
1,74
1,74
1,75
1,75
1,75

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=6940&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=6940&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6940&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)	0.00847827683615819	Range	0.27	Trim Var.	0.0021940620782726
V(Y[t],d=1,D=0)	0.000149386323787259	Range	0.09	Trim Var.	NA
V(Y[t],d=2,D=0)	0.000291228070175439	Range	0.17	Trim Var.	2.77777777777766e-06
V(Y[t],d=3,D=0)	0.000857142857142858	Range	0.26	Trim Var.	5.63636363636362e-05
V(Y[t],d=0,D=1)	0.00145514184397164	Range	0.14	Trim Var.	0.000688833570412521
V(Y[t],d=1,D=1)	0.000352081406105459	Range	0.170000000000000	Trim Var.	1.82606691023382e-33
V(Y[t],d=2,D=1)	0.000688888888888892	Range	0.180000000000000	Trim Var.	5.12802275960173e-05
V(Y[t],d=3,D=1)	0.00205000000000001	Range	0.330000000000001	Trim Var.	0.00026842105263158
V(Y[t],d=0,D=2)	0.00491015873015875	Range	0.250000000000000	Trim Var.	0.00243320105820107
V(Y[t],d=1,D=2)	0.00115495798319328	Range	0.250000000000001	Trim Var.	5.04615384615386e-05
V(Y[t],d=2,D=2)	0.00236363636363638	Range	0.330000000000001	Trim Var.	0.000282758620689656
V(Y[t],d=3,D=2)	0.00714678030303034	Range	0.520000000000001	Trim Var.	0.00143054187192119

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00847827683615819 & Range & 0.27 & Trim Var. & 0.0021940620782726 \tabularnewline
V(Y[t],d=1,D=0) & 0.000149386323787259 & Range & 0.09 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 0.000291228070175439 & Range & 0.17 & Trim Var. & 2.77777777777766e-06 \tabularnewline
V(Y[t],d=3,D=0) & 0.000857142857142858 & Range & 0.26 & Trim Var. & 5.63636363636362e-05 \tabularnewline
V(Y[t],d=0,D=1) & 0.00145514184397164 & Range & 0.14 & Trim Var. & 0.000688833570412521 \tabularnewline
V(Y[t],d=1,D=1) & 0.000352081406105459 & Range & 0.170000000000000 & Trim Var. & 1.82606691023382e-33 \tabularnewline
V(Y[t],d=2,D=1) & 0.000688888888888892 & Range & 0.180000000000000 & Trim Var. & 5.12802275960173e-05 \tabularnewline
V(Y[t],d=3,D=1) & 0.00205000000000001 & Range & 0.330000000000001 & Trim Var. & 0.00026842105263158 \tabularnewline
V(Y[t],d=0,D=2) & 0.00491015873015875 & Range & 0.250000000000000 & Trim Var. & 0.00243320105820107 \tabularnewline
V(Y[t],d=1,D=2) & 0.00115495798319328 & Range & 0.250000000000001 & Trim Var. & 5.04615384615386e-05 \tabularnewline
V(Y[t],d=2,D=2) & 0.00236363636363638 & Range & 0.330000000000001 & Trim Var. & 0.000282758620689656 \tabularnewline
V(Y[t],d=3,D=2) & 0.00714678030303034 & Range & 0.520000000000001 & Trim Var. & 0.00143054187192119 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6940&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00847827683615819[/C][C]Range[/C][C]0.27[/C][C]Trim Var.[/C][C]0.0021940620782726[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000149386323787259[/C][C]Range[/C][C]0.09[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000291228070175439[/C][C]Range[/C][C]0.17[/C][C]Trim Var.[/C][C]2.77777777777766e-06[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000857142857142858[/C][C]Range[/C][C]0.26[/C][C]Trim Var.[/C][C]5.63636363636362e-05[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00145514184397164[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000688833570412521[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000352081406105459[/C][C]Range[/C][C]0.170000000000000[/C][C]Trim Var.[/C][C]1.82606691023382e-33[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000688888888888892[/C][C]Range[/C][C]0.180000000000000[/C][C]Trim Var.[/C][C]5.12802275960173e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00205000000000001[/C][C]Range[/C][C]0.330000000000001[/C][C]Trim Var.[/C][C]0.00026842105263158[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00491015873015875[/C][C]Range[/C][C]0.250000000000000[/C][C]Trim Var.[/C][C]0.00243320105820107[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00115495798319328[/C][C]Range[/C][C]0.250000000000001[/C][C]Trim Var.[/C][C]5.04615384615386e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00236363636363638[/C][C]Range[/C][C]0.330000000000001[/C][C]Trim Var.[/C][C]0.000282758620689656[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00714678030303034[/C][C]Range[/C][C]0.520000000000001[/C][C]Trim Var.[/C][C]0.00143054187192119[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6940&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6940&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)	0.00847827683615819	Range	0.27	Trim Var.	0.0021940620782726
V(Y[t],d=1,D=0)	0.000149386323787259	Range	0.09	Trim Var.	NA
V(Y[t],d=2,D=0)	0.000291228070175439	Range	0.17	Trim Var.	2.77777777777766e-06
V(Y[t],d=3,D=0)	0.000857142857142858	Range	0.26	Trim Var.	5.63636363636362e-05
V(Y[t],d=0,D=1)	0.00145514184397164	Range	0.14	Trim Var.	0.000688833570412521
V(Y[t],d=1,D=1)	0.000352081406105459	Range	0.170000000000000	Trim Var.	1.82606691023382e-33
V(Y[t],d=2,D=1)	0.000688888888888892	Range	0.180000000000000	Trim Var.	5.12802275960173e-05
V(Y[t],d=3,D=1)	0.00205000000000001	Range	0.330000000000001	Trim Var.	0.00026842105263158
V(Y[t],d=0,D=2)	0.00491015873015875	Range	0.250000000000000	Trim Var.	0.00243320105820107
V(Y[t],d=1,D=2)	0.00115495798319328	Range	0.250000000000001	Trim Var.	5.04615384615386e-05
V(Y[t],d=2,D=2)	0.00236363636363638	Range	0.330000000000001	Trim Var.	0.000282758620689656
V(Y[t],d=3,D=2)	0.00714678030303034	Range	0.520000000000001	Trim Var.	0.00143054187192119

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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code