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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, 28 Nov 2007 05:09:37 -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/28/t1196251158ccfsgcgsrzygtck.htm/, Retrieved Thu, 02 May 2024 07:51:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7043, Retrieved Thu, 02 May 2024 07:51:37 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

185

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

-       [Variance Reduction Matrix] [Inducing Stationa...] [2007-11-28 12:09:37] [157a0cf3c12a7482b4e6935b4c49d48f] [Current]

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Dataseries X:

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Histogram

Boxplots

1.43
1.43
1.43
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1.48
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1.48
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1.57
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1.6
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1.61
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1.62
1.63
1.63
1.64
1.64
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1.65
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1.65
1.65

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=7043&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=7043&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7043&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)	0.00600937010954617	Range	0.22	Trim Var.	0.00440412244897959
V(Y[t],d=1,D=0)	0.000141690140845071	Range	0.09	Trim Var.	NA
V(Y[t],d=2,D=0)	0.000263768115942029	Range	0.17	Trim Var.	1.81818181818174e-06
V(Y[t],d=3,D=0)	0.000764705882352942	Range	0.26	Trim Var.	2.65341905318525e-05
V(Y[t],d=0,D=1)	0.00188067796610170	Range	0.14	Trim Var.	0.000733770161290326
V(Y[t],d=1,D=1)	0.000327118644067798	Range	0.170000000000000	Trim Var.	0
V(Y[t],d=2,D=1)	0.000610526315789476	Range	0.180000000000000	Trim Var.	8.03544494720967e-05
V(Y[t],d=3,D=1)	0.00177857142857144	Range	0.330000000000001	Trim Var.	0.000250000000000001
V(Y[t],d=0,D=2)	0.00527335992907803	Range	0.230000000000000	Trim Var.	0.0039098780487805
V(Y[t],d=1,D=2)	0.00103006475485662	Range	0.260000000000000	Trim Var.	0
V(Y[t],d=2,D=2)	0.00192444444444445	Range	0.330000000000001	Trim Var.	0.000184615384615385
V(Y[t],d=3,D=2)	0.00562727272727275	Range	0.520000000000001	Trim Var.	0.000827260458839408

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00600937010954617 & Range & 0.22 & Trim Var. & 0.00440412244897959 \tabularnewline
V(Y[t],d=1,D=0) & 0.000141690140845071 & Range & 0.09 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 0.000263768115942029 & Range & 0.17 & Trim Var. & 1.81818181818174e-06 \tabularnewline
V(Y[t],d=3,D=0) & 0.000764705882352942 & Range & 0.26 & Trim Var. & 2.65341905318525e-05 \tabularnewline
V(Y[t],d=0,D=1) & 0.00188067796610170 & Range & 0.14 & Trim Var. & 0.000733770161290326 \tabularnewline
V(Y[t],d=1,D=1) & 0.000327118644067798 & Range & 0.170000000000000 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 0.000610526315789476 & Range & 0.180000000000000 & Trim Var. & 8.03544494720967e-05 \tabularnewline
V(Y[t],d=3,D=1) & 0.00177857142857144 & Range & 0.330000000000001 & Trim Var. & 0.000250000000000001 \tabularnewline
V(Y[t],d=0,D=2) & 0.00527335992907803 & Range & 0.230000000000000 & Trim Var. & 0.0039098780487805 \tabularnewline
V(Y[t],d=1,D=2) & 0.00103006475485662 & Range & 0.260000000000000 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=2) & 0.00192444444444445 & Range & 0.330000000000001 & Trim Var. & 0.000184615384615385 \tabularnewline
V(Y[t],d=3,D=2) & 0.00562727272727275 & Range & 0.520000000000001 & Trim Var. & 0.000827260458839408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7043&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00600937010954617[/C][C]Range[/C][C]0.22[/C][C]Trim Var.[/C][C]0.00440412244897959[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000141690140845071[/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]0.000263768115942029[/C][C]Range[/C][C]0.17[/C][C]Trim Var.[/C][C]1.81818181818174e-06[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000764705882352942[/C][C]Range[/C][C]0.26[/C][C]Trim Var.[/C][C]2.65341905318525e-05[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00188067796610170[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000733770161290326[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000327118644067798[/C][C]Range[/C][C]0.170000000000000[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000610526315789476[/C][C]Range[/C][C]0.180000000000000[/C][C]Trim Var.[/C][C]8.03544494720967e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00177857142857144[/C][C]Range[/C][C]0.330000000000001[/C][C]Trim Var.[/C][C]0.000250000000000001[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00527335992907803[/C][C]Range[/C][C]0.230000000000000[/C][C]Trim Var.[/C][C]0.0039098780487805[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00103006475485662[/C][C]Range[/C][C]0.260000000000000[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00192444444444445[/C][C]Range[/C][C]0.330000000000001[/C][C]Trim Var.[/C][C]0.000184615384615385[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00562727272727275[/C][C]Range[/C][C]0.520000000000001[/C][C]Trim Var.[/C][C]0.000827260458839408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7043&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7043&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)	0.00600937010954617	Range	0.22	Trim Var.	0.00440412244897959
V(Y[t],d=1,D=0)	0.000141690140845071	Range	0.09	Trim Var.	NA
V(Y[t],d=2,D=0)	0.000263768115942029	Range	0.17	Trim Var.	1.81818181818174e-06
V(Y[t],d=3,D=0)	0.000764705882352942	Range	0.26	Trim Var.	2.65341905318525e-05
V(Y[t],d=0,D=1)	0.00188067796610170	Range	0.14	Trim Var.	0.000733770161290326
V(Y[t],d=1,D=1)	0.000327118644067798	Range	0.170000000000000	Trim Var.	0
V(Y[t],d=2,D=1)	0.000610526315789476	Range	0.180000000000000	Trim Var.	8.03544494720967e-05
V(Y[t],d=3,D=1)	0.00177857142857144	Range	0.330000000000001	Trim Var.	0.000250000000000001
V(Y[t],d=0,D=2)	0.00527335992907803	Range	0.230000000000000	Trim Var.	0.0039098780487805
V(Y[t],d=1,D=2)	0.00103006475485662	Range	0.260000000000000	Trim Var.	0
V(Y[t],d=2,D=2)	0.00192444444444445	Range	0.330000000000001	Trim Var.	0.000184615384615385
V(Y[t],d=3,D=2)	0.00562727272727275	Range	0.520000000000001	Trim Var.	0.000827260458839408

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 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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Tables (Output of Computation)

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Input Parameters & R Code