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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 02:53:54 -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/t1196329434mz4yq2ghb3xvo1n.htm/, Retrieved Fri, 03 May 2024 10:29:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7328, Retrieved Fri, 03 May 2024 10:29:46 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

214

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

-       [Variance Reduction Matrix] [Q2_T2] [2007-11-29 09:53:54] [031886dbad66702fa31ca1c4d15fdd0f] [Current]

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Dataseries X:

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Histogram

Boxplots

5,35
5,3
5,05
4,94
4,94
4,84
5
5,2
5,14
5,16
4,96
4,97
4,76
4,61
4,85
4,94
5
5,24
5,24
5,25
5,11
4,96
4,68
4,49
4,58
4,58
4,41
4,23
4,01
4,09
4,23
3,91
3,7
4
4,16
4,23
4,29
4,41
4,34
4,2
4,15
3,99
4,19
4,33
4,39
4,28
4,12
4,09
3,97
3,85
3,64
3,58
3,59
3,76
3,55
3,37
3,2
3,26
3,3
3,13
3,29
3,49
3,38
3,34
3,5
3,68
3,94
4,01
4,01
4,03
3,9
3,77
3,81
3,74
3,8
4,06
4,1
3,99
4,2
4,33
4,61
4,59
4,39
4,35
4,4

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=7328&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=7328&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7328&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)	0.339385014005602	Range	2.22	Trim Var.	0.244255387387387
V(Y[t],d=1,D=0)	0.0226958548479633	Range	0.62	Trim Var.	0.0151880885311871
V(Y[t],d=2,D=0)	0.0335107258301499	Range	0.97	Trim Var.	0.0192369863013699
V(Y[t],d=3,D=0)	0.083474992472147	Range	1.22	Trim Var.	0.0568603873239437
V(Y[t],d=0,D=1)	0.327622678843227	Range	2.22	Trim Var.	0.238149375
V(Y[t],d=1,D=1)	0.0545417057902973	Range	0.9	Trim Var.	0.0379630704365079
V(Y[t],d=2,D=1)	0.0795132796780684	Range	1.33	Trim Var.	0.04690496671787
V(Y[t],d=3,D=1)	0.190131697722567	Range	1.84	Trim Var.	0.126815547329455
V(Y[t],d=0,D=2)	0.89118393442623	Range	3.98	Trim Var.	0.561846734397678
V(Y[t],d=1,D=2)	0.183201242937853	Range	1.78	Trim Var.	0.129617924528302
V(Y[t],d=2,D=2)	0.249219929865576	Range	2.4	Trim Var.	0.139371698113208
V(Y[t],d=3,D=2)	0.578838868723533	Range	3.33	Trim Var.	0.377029374057315

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.339385014005602 & Range & 2.22 & Trim Var. & 0.244255387387387 \tabularnewline
V(Y[t],d=1,D=0) & 0.0226958548479633 & Range & 0.62 & Trim Var. & 0.0151880885311871 \tabularnewline
V(Y[t],d=2,D=0) & 0.0335107258301499 & Range & 0.97 & Trim Var. & 0.0192369863013699 \tabularnewline
V(Y[t],d=3,D=0) & 0.083474992472147 & Range & 1.22 & Trim Var. & 0.0568603873239437 \tabularnewline
V(Y[t],d=0,D=1) & 0.327622678843227 & Range & 2.22 & Trim Var. & 0.238149375 \tabularnewline
V(Y[t],d=1,D=1) & 0.0545417057902973 & Range & 0.9 & Trim Var. & 0.0379630704365079 \tabularnewline
V(Y[t],d=2,D=1) & 0.0795132796780684 & Range & 1.33 & Trim Var. & 0.04690496671787 \tabularnewline
V(Y[t],d=3,D=1) & 0.190131697722567 & Range & 1.84 & Trim Var. & 0.126815547329455 \tabularnewline
V(Y[t],d=0,D=2) & 0.89118393442623 & Range & 3.98 & Trim Var. & 0.561846734397678 \tabularnewline
V(Y[t],d=1,D=2) & 0.183201242937853 & Range & 1.78 & Trim Var. & 0.129617924528302 \tabularnewline
V(Y[t],d=2,D=2) & 0.249219929865576 & Range & 2.4 & Trim Var. & 0.139371698113208 \tabularnewline
V(Y[t],d=3,D=2) & 0.578838868723533 & Range & 3.33 & Trim Var. & 0.377029374057315 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7328&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.339385014005602[/C][C]Range[/C][C]2.22[/C][C]Trim Var.[/C][C]0.244255387387387[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0226958548479633[/C][C]Range[/C][C]0.62[/C][C]Trim Var.[/C][C]0.0151880885311871[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0335107258301499[/C][C]Range[/C][C]0.97[/C][C]Trim Var.[/C][C]0.0192369863013699[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.083474992472147[/C][C]Range[/C][C]1.22[/C][C]Trim Var.[/C][C]0.0568603873239437[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.327622678843227[/C][C]Range[/C][C]2.22[/C][C]Trim Var.[/C][C]0.238149375[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0545417057902973[/C][C]Range[/C][C]0.9[/C][C]Trim Var.[/C][C]0.0379630704365079[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0795132796780684[/C][C]Range[/C][C]1.33[/C][C]Trim Var.[/C][C]0.04690496671787[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.190131697722567[/C][C]Range[/C][C]1.84[/C][C]Trim Var.[/C][C]0.126815547329455[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.89118393442623[/C][C]Range[/C][C]3.98[/C][C]Trim Var.[/C][C]0.561846734397678[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.183201242937853[/C][C]Range[/C][C]1.78[/C][C]Trim Var.[/C][C]0.129617924528302[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.249219929865576[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.139371698113208[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.578838868723533[/C][C]Range[/C][C]3.33[/C][C]Trim Var.[/C][C]0.377029374057315[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7328&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7328&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)	0.339385014005602	Range	2.22	Trim Var.	0.244255387387387
V(Y[t],d=1,D=0)	0.0226958548479633	Range	0.62	Trim Var.	0.0151880885311871
V(Y[t],d=2,D=0)	0.0335107258301499	Range	0.97	Trim Var.	0.0192369863013699
V(Y[t],d=3,D=0)	0.083474992472147	Range	1.22	Trim Var.	0.0568603873239437
V(Y[t],d=0,D=1)	0.327622678843227	Range	2.22	Trim Var.	0.238149375
V(Y[t],d=1,D=1)	0.0545417057902973	Range	0.9	Trim Var.	0.0379630704365079
V(Y[t],d=2,D=1)	0.0795132796780684	Range	1.33	Trim Var.	0.04690496671787
V(Y[t],d=3,D=1)	0.190131697722567	Range	1.84	Trim Var.	0.126815547329455
V(Y[t],d=0,D=2)	0.89118393442623	Range	3.98	Trim Var.	0.561846734397678
V(Y[t],d=1,D=2)	0.183201242937853	Range	1.78	Trim Var.	0.129617924528302
V(Y[t],d=2,D=2)	0.249219929865576	Range	2.4	Trim Var.	0.139371698113208
V(Y[t],d=3,D=2)	0.578838868723533	Range	3.33	Trim Var.	0.377029374057315

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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Dataset

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Input Parameters & R Code