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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, 04 Dec 2008 05:52:15 -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/2008/Dec/04/t1228395158m57cmp5fn9ndo61.htm/, Retrieved Mon, 27 May 2024 04:02:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28921, Retrieved Mon, 27 May 2024 04:02:33 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

196

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

F     [Cross Correlation Function] [] [2008-12-02 16:29:33] [b53e8d20687f12ca59f39c9b7c3a629a]
- RMPD    [Variance Reduction Matrix] [] [2008-12-04 12:52:15] [86e877ba38171644c8ca01af8044e645] [Current]

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Dataseries X:

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Histogram

Boxplots

15.9
15.5
15.3
14.5
14.4
14.7
19.1
21.6
20.2
17.9
15.7
14.5
14.1
13.9
14.2
15.3
15.4
15.2
16.5
18.2
18.6
21.0
19.2
18.7
18.4
17.8
17.2
16.2
15.5
15.3
18.3
19.2
19.0
18.7
18.1
18.5
21.1
21.0
20.4
19.5
18.6
18.8
23.7
24.8
25.0
23.6
22.3
21.8
20.8
19.7
18.3
17.4
17.0
18.1
23.9
25.6
25.3
23.6
21.9
21.4
20.6
20.5
20.2
20.6
19.7
19.3
22.8
23.5
23.8
22.6
22.0
21.7
20.7
20.2
19.1
19.5
18.7
18.6
22.2
23.2
23.5
21.3
20.0
18.7
18.9
18.3
18.4
19.9
19.2
18.5
20.9
20.5
19.4
18.1
17.0
17.0
17.3
16.7
15.5
15.3
13.7
14.1
17.3
18.1
18.1

Summary of computational 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 computational 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=28921&T=0

[TABLE]
[ROW][C]Summary of computational 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=28921&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28921&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 computational 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)	8.28270512820513	Range	11.9	Trim Var.	5.60253389434315
V(Y[t],d=1,D=0)	2.20051904406273	Range	8.1	Trim Var.	0.976506211180124
V(Y[t],d=2,D=0)	2.97959261374453	Range	8.9	Trim Var.	1.37724297924298
V(Y[t],d=3,D=0)	7.18128907008347	Range	14.3	Trim Var.	3.60929463171036
V(Y[t],d=0,D=1)	6.08605423094904	Range	11.5	Trim Var.	3.90312959153688
V(Y[t],d=1,D=1)	1.45920090778786	Range	8.3	Trim Var.	0.645126467931346
V(Y[t],d=2,D=1)	1.75823443223443	Range	8.2	Trim Var.	0.890688271604938
V(Y[t],d=3,D=1)	4.31795755305868	Range	13.2	Trim Var.	1.88630379746835
V(Y[t],d=0,D=2)	11.5452623456790	Range	13.2	Trim Var.	8.36565392354125
V(Y[t],d=1,D=2)	3.96296044303798	Range	12.2	Trim Var.	1.93914710485133
V(Y[t],d=2,D=2)	4.47190197987667	Range	13.2	Trim Var.	2.07041046277666
V(Y[t],d=3,D=2)	10.9927755577756	Range	22.3	Trim Var.	4.62213043478262

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 8.28270512820513 & Range & 11.9 & Trim Var. & 5.60253389434315 \tabularnewline
V(Y[t],d=1,D=0) & 2.20051904406273 & Range & 8.1 & Trim Var. & 0.976506211180124 \tabularnewline
V(Y[t],d=2,D=0) & 2.97959261374453 & Range & 8.9 & Trim Var. & 1.37724297924298 \tabularnewline
V(Y[t],d=3,D=0) & 7.18128907008347 & Range & 14.3 & Trim Var. & 3.60929463171036 \tabularnewline
V(Y[t],d=0,D=1) & 6.08605423094904 & Range & 11.5 & Trim Var. & 3.90312959153688 \tabularnewline
V(Y[t],d=1,D=1) & 1.45920090778786 & Range & 8.3 & Trim Var. & 0.645126467931346 \tabularnewline
V(Y[t],d=2,D=1) & 1.75823443223443 & Range & 8.2 & Trim Var. & 0.890688271604938 \tabularnewline
V(Y[t],d=3,D=1) & 4.31795755305868 & Range & 13.2 & Trim Var. & 1.88630379746835 \tabularnewline
V(Y[t],d=0,D=2) & 11.5452623456790 & Range & 13.2 & Trim Var. & 8.36565392354125 \tabularnewline
V(Y[t],d=1,D=2) & 3.96296044303798 & Range & 12.2 & Trim Var. & 1.93914710485133 \tabularnewline
V(Y[t],d=2,D=2) & 4.47190197987667 & Range & 13.2 & Trim Var. & 2.07041046277666 \tabularnewline
V(Y[t],d=3,D=2) & 10.9927755577756 & Range & 22.3 & Trim Var. & 4.62213043478262 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28921&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]8.28270512820513[/C][C]Range[/C][C]11.9[/C][C]Trim Var.[/C][C]5.60253389434315[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.20051904406273[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]0.976506211180124[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2.97959261374453[/C][C]Range[/C][C]8.9[/C][C]Trim Var.[/C][C]1.37724297924298[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7.18128907008347[/C][C]Range[/C][C]14.3[/C][C]Trim Var.[/C][C]3.60929463171036[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6.08605423094904[/C][C]Range[/C][C]11.5[/C][C]Trim Var.[/C][C]3.90312959153688[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.45920090778786[/C][C]Range[/C][C]8.3[/C][C]Trim Var.[/C][C]0.645126467931346[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.75823443223443[/C][C]Range[/C][C]8.2[/C][C]Trim Var.[/C][C]0.890688271604938[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4.31795755305868[/C][C]Range[/C][C]13.2[/C][C]Trim Var.[/C][C]1.88630379746835[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11.5452623456790[/C][C]Range[/C][C]13.2[/C][C]Trim Var.[/C][C]8.36565392354125[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3.96296044303798[/C][C]Range[/C][C]12.2[/C][C]Trim Var.[/C][C]1.93914710485133[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4.47190197987667[/C][C]Range[/C][C]13.2[/C][C]Trim Var.[/C][C]2.07041046277666[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10.9927755577756[/C][C]Range[/C][C]22.3[/C][C]Trim Var.[/C][C]4.62213043478262[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28921&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28921&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)	8.28270512820513	Range	11.9	Trim Var.	5.60253389434315
V(Y[t],d=1,D=0)	2.20051904406273	Range	8.1	Trim Var.	0.976506211180124
V(Y[t],d=2,D=0)	2.97959261374453	Range	8.9	Trim Var.	1.37724297924298
V(Y[t],d=3,D=0)	7.18128907008347	Range	14.3	Trim Var.	3.60929463171036
V(Y[t],d=0,D=1)	6.08605423094904	Range	11.5	Trim Var.	3.90312959153688
V(Y[t],d=1,D=1)	1.45920090778786	Range	8.3	Trim Var.	0.645126467931346
V(Y[t],d=2,D=1)	1.75823443223443	Range	8.2	Trim Var.	0.890688271604938
V(Y[t],d=3,D=1)	4.31795755305868	Range	13.2	Trim Var.	1.88630379746835
V(Y[t],d=0,D=2)	11.5452623456790	Range	13.2	Trim Var.	8.36565392354125
V(Y[t],d=1,D=2)	3.96296044303798	Range	12.2	Trim Var.	1.93914710485133
V(Y[t],d=2,D=2)	4.47190197987667	Range	13.2	Trim Var.	2.07041046277666
V(Y[t],d=3,D=2)	10.9927755577756	Range	22.3	Trim Var.	4.62213043478262

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