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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

Thu, 29 Nov 2007 02:20:04 -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/29/t1196327637oex41325sj575q2.htm/, Retrieved Fri, 03 May 2024 08:29:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7296, Retrieved Fri, 03 May 2024 08:29:51 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

246

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

-       [Variance Reduction Matrix] [Inducing Stationa...] [2007-11-29 09:20:04] [031886dbad66702fa31ca1c4d15fdd0f] [Current]

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Dataseries X:

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Histogram

Boxplots

5,22
5,09
4,77
4,54
4,56
4,39
4,73
4,44
4,3
4,24
4,01
3,5
3,23
3,28
3,49
3,7
3,63
3,95
3,73
3,87
3,66
3,49
3,4
3,32
3,11
3,06
2,68
2,55
2,34
2,34
2,39
2,21
2,09
2,14
2,31
2,14
2,45
2,52
2,3
2,25
2,06
1,99
2,25
2,26
2,36
2,3
2,19
2,31
2,21
2,21
2,26
2,18
2,21
2,33
2,12
2,08
1,97
2,09
2,11
2,24
2,45
2,68
2,73
2,76
2,83
3,16
3,22
3,22
3,34
3,35
3,42
3,58
3,71
3,68
3,83
3,94
3,88
4,03
4,15
4,32
4,4
4,37
4,14
4,11
4,16

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=7296&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=7296&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7296&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)	0.804220224089636	Range	3.25	Trim Var.	0.617397778600518
V(Y[t],d=1,D=0)	0.0287304073436604	Range	0.85	Trim Var.	0.0169004998148834
V(Y[t],d=2,D=0)	0.0471220687628563	Range	1.14000000000000	Trim Var.	0.0258223591549296
V(Y[t],d=3,D=0)	0.145461863896417	Range	2.04000000000000	Trim Var.	0.0736197183098591
V(Y[t],d=0,D=1)	0.78208900304414	Range	3.36	Trim Var.	0.576965
V(Y[t],d=1,D=1)	0.0595818466353678	Range	1.12	Trim Var.	0.0346098958333333
V(Y[t],d=2,D=1)	0.120029255533199	Range	2.04000000000000	Trim Var.	0.0643562211981567
V(Y[t],d=3,D=1)	0.388083726708075	Range	3.67	Trim Var.	0.184500687466949
V(Y[t],d=0,D=2)	0.676672786885246	Range	3.04	Trim Var.	0.469046008708273
V(Y[t],d=1,D=2)	0.179649039548023	Range	1.95000000000000	Trim Var.	0.114335709294200
V(Y[t],d=2,D=2)	0.361046054938633	Range	3.22000000000000	Trim Var.	0.215218650217707
V(Y[t],d=3,D=2)	1.16190574712644	Range	5.71	Trim Var.	0.637301809954751

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.804220224089636 & Range & 3.25 & Trim Var. & 0.617397778600518 \tabularnewline
V(Y[t],d=1,D=0) & 0.0287304073436604 & Range & 0.85 & Trim Var. & 0.0169004998148834 \tabularnewline
V(Y[t],d=2,D=0) & 0.0471220687628563 & Range & 1.14000000000000 & Trim Var. & 0.0258223591549296 \tabularnewline
V(Y[t],d=3,D=0) & 0.145461863896417 & Range & 2.04000000000000 & Trim Var. & 0.0736197183098591 \tabularnewline
V(Y[t],d=0,D=1) & 0.78208900304414 & Range & 3.36 & Trim Var. & 0.576965 \tabularnewline
V(Y[t],d=1,D=1) & 0.0595818466353678 & Range & 1.12 & Trim Var. & 0.0346098958333333 \tabularnewline
V(Y[t],d=2,D=1) & 0.120029255533199 & Range & 2.04000000000000 & Trim Var. & 0.0643562211981567 \tabularnewline
V(Y[t],d=3,D=1) & 0.388083726708075 & Range & 3.67 & Trim Var. & 0.184500687466949 \tabularnewline
V(Y[t],d=0,D=2) & 0.676672786885246 & Range & 3.04 & Trim Var. & 0.469046008708273 \tabularnewline
V(Y[t],d=1,D=2) & 0.179649039548023 & Range & 1.95000000000000 & Trim Var. & 0.114335709294200 \tabularnewline
V(Y[t],d=2,D=2) & 0.361046054938633 & Range & 3.22000000000000 & Trim Var. & 0.215218650217707 \tabularnewline
V(Y[t],d=3,D=2) & 1.16190574712644 & Range & 5.71 & Trim Var. & 0.637301809954751 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7296&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.804220224089636[/C][C]Range[/C][C]3.25[/C][C]Trim Var.[/C][C]0.617397778600518[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0287304073436604[/C][C]Range[/C][C]0.85[/C][C]Trim Var.[/C][C]0.0169004998148834[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0471220687628563[/C][C]Range[/C][C]1.14000000000000[/C][C]Trim Var.[/C][C]0.0258223591549296[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.145461863896417[/C][C]Range[/C][C]2.04000000000000[/C][C]Trim Var.[/C][C]0.0736197183098591[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.78208900304414[/C][C]Range[/C][C]3.36[/C][C]Trim Var.[/C][C]0.576965[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0595818466353678[/C][C]Range[/C][C]1.12[/C][C]Trim Var.[/C][C]0.0346098958333333[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.120029255533199[/C][C]Range[/C][C]2.04000000000000[/C][C]Trim Var.[/C][C]0.0643562211981567[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.388083726708075[/C][C]Range[/C][C]3.67[/C][C]Trim Var.[/C][C]0.184500687466949[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.676672786885246[/C][C]Range[/C][C]3.04[/C][C]Trim Var.[/C][C]0.469046008708273[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.179649039548023[/C][C]Range[/C][C]1.95000000000000[/C][C]Trim Var.[/C][C]0.114335709294200[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.361046054938633[/C][C]Range[/C][C]3.22000000000000[/C][C]Trim Var.[/C][C]0.215218650217707[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.16190574712644[/C][C]Range[/C][C]5.71[/C][C]Trim Var.[/C][C]0.637301809954751[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7296&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7296&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)	0.804220224089636	Range	3.25	Trim Var.	0.617397778600518
V(Y[t],d=1,D=0)	0.0287304073436604	Range	0.85	Trim Var.	0.0169004998148834
V(Y[t],d=2,D=0)	0.0471220687628563	Range	1.14000000000000	Trim Var.	0.0258223591549296
V(Y[t],d=3,D=0)	0.145461863896417	Range	2.04000000000000	Trim Var.	0.0736197183098591
V(Y[t],d=0,D=1)	0.78208900304414	Range	3.36	Trim Var.	0.576965
V(Y[t],d=1,D=1)	0.0595818466353678	Range	1.12	Trim Var.	0.0346098958333333
V(Y[t],d=2,D=1)	0.120029255533199	Range	2.04000000000000	Trim Var.	0.0643562211981567
V(Y[t],d=3,D=1)	0.388083726708075	Range	3.67	Trim Var.	0.184500687466949
V(Y[t],d=0,D=2)	0.676672786885246	Range	3.04	Trim Var.	0.469046008708273
V(Y[t],d=1,D=2)	0.179649039548023	Range	1.95000000000000	Trim Var.	0.114335709294200
V(Y[t],d=2,D=2)	0.361046054938633	Range	3.22000000000000	Trim Var.	0.215218650217707
V(Y[t],d=3,D=2)	1.16190574712644	Range	5.71	Trim Var.	0.637301809954751

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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