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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, 15 Jan 2008 09:44:49 -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/Jan/15/t1200415252ybo1wwgnkqw5v11.htm/, Retrieved Thu, 16 May 2024 01:18:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7962, Retrieved Thu, 16 May 2024 01:18:50 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

vari diesel

Estimated Impact

322

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

-       [Variance Reduction Matrix] [s 0650692 paper] [2008-01-15 16:44:49] [011cc8cdd02d5893b5258ac3f5e21d83] [Current]
-  M D    [Variance Reduction Matrix] [] [2010-12-22 13:41:31] [d7b28a0391ab3b2ddc9f9fba95a43f33] 
-  M D    [Variance Reduction Matrix] [] [2010-12-22 13:41:31] [d7b28a0391ab3b2ddc9f9fba95a43f33] 
-  M D    [Variance Reduction Matrix] [VRM] [2010-12-22 14:02:32] [fb3a7008aea9486db3846dc25434607b] 

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Dataseries X:

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Histogram

Boxplots

0.73
0.74
0.75
0.74
0.76
0.76
0.78
0.79
0.89
0.88
0.88
0.84
0.76
0.77
0.76
0.77
0.78
0.79
0.78
0.76
0.78
0.76
0.74
0.73
0.72
0.71
0.73
0.75
0.75
0.72
0.72
0.72
0.74
0.78
0.74
0.74
0.75
0.78
0.81
0.75
0.7
0.71
0.71
0.73
0.74
0.74
0.75
0.74
0.74
0.73
0.76
0.8
0.83
0.81
0.83
0.88
0.89
0.93
0.91
0.9
0.86
0.88
0.93
0.98
0.97
1.03
1.06
1.06
1.08
1.09
1.04
1

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	9 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 9 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7962&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]9 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7962&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7962&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	9 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.0106422535211268	Range	0.39	Trim Var.	0.00687579365079365
V(Y[t],d=1,D=0)	0.000858189134808854	Range	0.18	Trim Var.	0.000427547363031234
V(Y[t],d=2,D=0)	0.00140383022774327	Range	0.2	Trim Var.	0.000589717514124294
V(Y[t],d=3,D=0)	0.0039573316283035	Range	0.33	Trim Var.	0.00223989071038252
V(Y[t],d=0,D=1)	0.00884022598870057	Range	0.37	Trim Var.	0.00598231523378583
V(Y[t],d=1,D=1)	0.00137270601987142	Range	0.18	Trim Var.	0.000764819004524888
V(Y[t],d=2,D=1)	0.00262955232909861	Range	0.230000000000000	Trim Var.	0.00161231372549020
V(Y[t],d=3,D=1)	0.0075641604010025	Range	0.359999999999999	Trim Var.	0.00542564705882354
V(Y[t],d=0,D=2)	0.00902123226950355	Range	0.36	Trim Var.	0.00625325203252033
V(Y[t],d=1,D=2)	0.00408038852913969	Range	0.3	Trim Var.	0.00233890243902439
V(Y[t],d=2,D=2)	0.00828217391304348	Range	0.43	Trim Var.	0.00447282051282052
V(Y[t],d=3,D=2)	0.0229676767676768	Range	0.639999999999999	Trim Var.	0.0143080971659919

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0106422535211268 & Range & 0.39 & Trim Var. & 0.00687579365079365 \tabularnewline
V(Y[t],d=1,D=0) & 0.000858189134808854 & Range & 0.18 & Trim Var. & 0.000427547363031234 \tabularnewline
V(Y[t],d=2,D=0) & 0.00140383022774327 & Range & 0.2 & Trim Var. & 0.000589717514124294 \tabularnewline
V(Y[t],d=3,D=0) & 0.0039573316283035 & Range & 0.33 & Trim Var. & 0.00223989071038252 \tabularnewline
V(Y[t],d=0,D=1) & 0.00884022598870057 & Range & 0.37 & Trim Var. & 0.00598231523378583 \tabularnewline
V(Y[t],d=1,D=1) & 0.00137270601987142 & Range & 0.18 & Trim Var. & 0.000764819004524888 \tabularnewline
V(Y[t],d=2,D=1) & 0.00262955232909861 & Range & 0.230000000000000 & Trim Var. & 0.00161231372549020 \tabularnewline
V(Y[t],d=3,D=1) & 0.0075641604010025 & Range & 0.359999999999999 & Trim Var. & 0.00542564705882354 \tabularnewline
V(Y[t],d=0,D=2) & 0.00902123226950355 & Range & 0.36 & Trim Var. & 0.00625325203252033 \tabularnewline
V(Y[t],d=1,D=2) & 0.00408038852913969 & Range & 0.3 & Trim Var. & 0.00233890243902439 \tabularnewline
V(Y[t],d=2,D=2) & 0.00828217391304348 & Range & 0.43 & Trim Var. & 0.00447282051282052 \tabularnewline
V(Y[t],d=3,D=2) & 0.0229676767676768 & Range & 0.639999999999999 & Trim Var. & 0.0143080971659919 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7962&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0106422535211268[/C][C]Range[/C][C]0.39[/C][C]Trim Var.[/C][C]0.00687579365079365[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000858189134808854[/C][C]Range[/C][C]0.18[/C][C]Trim Var.[/C][C]0.000427547363031234[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00140383022774327[/C][C]Range[/C][C]0.2[/C][C]Trim Var.[/C][C]0.000589717514124294[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0039573316283035[/C][C]Range[/C][C]0.33[/C][C]Trim Var.[/C][C]0.00223989071038252[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00884022598870057[/C][C]Range[/C][C]0.37[/C][C]Trim Var.[/C][C]0.00598231523378583[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00137270601987142[/C][C]Range[/C][C]0.18[/C][C]Trim Var.[/C][C]0.000764819004524888[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00262955232909861[/C][C]Range[/C][C]0.230000000000000[/C][C]Trim Var.[/C][C]0.00161231372549020[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0075641604010025[/C][C]Range[/C][C]0.359999999999999[/C][C]Trim Var.[/C][C]0.00542564705882354[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00902123226950355[/C][C]Range[/C][C]0.36[/C][C]Trim Var.[/C][C]0.00625325203252033[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00408038852913969[/C][C]Range[/C][C]0.3[/C][C]Trim Var.[/C][C]0.00233890243902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00828217391304348[/C][C]Range[/C][C]0.43[/C][C]Trim Var.[/C][C]0.00447282051282052[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0229676767676768[/C][C]Range[/C][C]0.639999999999999[/C][C]Trim Var.[/C][C]0.0143080971659919[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7962&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7962&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)	0.0106422535211268	Range	0.39	Trim Var.	0.00687579365079365
V(Y[t],d=1,D=0)	0.000858189134808854	Range	0.18	Trim Var.	0.000427547363031234
V(Y[t],d=2,D=0)	0.00140383022774327	Range	0.2	Trim Var.	0.000589717514124294
V(Y[t],d=3,D=0)	0.0039573316283035	Range	0.33	Trim Var.	0.00223989071038252
V(Y[t],d=0,D=1)	0.00884022598870057	Range	0.37	Trim Var.	0.00598231523378583
V(Y[t],d=1,D=1)	0.00137270601987142	Range	0.18	Trim Var.	0.000764819004524888
V(Y[t],d=2,D=1)	0.00262955232909861	Range	0.230000000000000	Trim Var.	0.00161231372549020
V(Y[t],d=3,D=1)	0.0075641604010025	Range	0.359999999999999	Trim Var.	0.00542564705882354
V(Y[t],d=0,D=2)	0.00902123226950355	Range	0.36	Trim Var.	0.00625325203252033
V(Y[t],d=1,D=2)	0.00408038852913969	Range	0.3	Trim Var.	0.00233890243902439
V(Y[t],d=2,D=2)	0.00828217391304348	Range	0.43	Trim Var.	0.00447282051282052
V(Y[t],d=3,D=2)	0.0229676767676768	Range	0.639999999999999	Trim Var.	0.0143080971659919

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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Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code