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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, 16 Jan 2008 09:17:34 -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/16/t12005000416436nqk6rbtldz8.htm/, Retrieved Wed, 15 May 2024 01:28:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7995, Retrieved Wed, 15 May 2024 01:28:43 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

290

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

-     [Hierarchical Clustering] [paper] [2007-12-05 22:51:14] [8d3192ea84fef628e5e980e3df2ac42d]
- RMPD    [Variance Reduction Matrix] [] [2008-01-16 16:17:34] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Histogram

Boxplots

0,88
0,87
0,88
0,89
0,92
0,96
0,99
0,98
0,98
0,98
1,00
1,02
1,06
1,08
1,08
1,08
1,16
1,17
1,14
1,11
1,12
1,17
1,17
1,23
1,26
1,26
1,23
1,20
1,20
1,21
1,23
1,22
1,22
1,25
1,30
1,34
1,31
1,30
1,32
1,29
1,27
1,22
1,20
1,23
1,23
1,20
1,18
1,19
1,21
1,19
1,20
1,23
1,28
1,27
1,27
1,28
1,27
1,26
1,29
1,32

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	5 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 & 5 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=7995&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]5 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=7995&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7995&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	5 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.0163637005649718	Range	0.47	Trim Var.	0.0119874213836478
V(Y[t],d=1,D=0)	0.000698597311513735	Range	0.13	Trim Var.	0.000362721631205673
V(Y[t],d=2,D=0)	0.00101355111917725	Range	0.15	Trim Var.	0.000624547511312217
V(Y[t],d=3,D=0)	0.00242130325814536	Range	0.260000000000000	Trim Var.	0.00140564705882353
V(Y[t],d=0,D=1)	0.00983617021276596	Range	0.39	Trim Var.	0.0063340243902439
V(Y[t],d=1,D=1)	0.00147493061979648	Range	0.15	Trim Var.	0.000640998217468805
V(Y[t],d=2,D=1)	0.00216661835748792	Range	0.160000000000000	Trim Var.	0.00159173076923077
V(Y[t],d=3,D=1)	0.00499313131313131	Range	0.27	Trim Var.	0.00312726045883941
V(Y[t],d=0,D=2)	0.0138903968253968	Range	0.54	Trim Var.	0.00676118951612903
V(Y[t],d=1,D=2)	0.00460201680672269	Range	0.25	Trim Var.	0.00301850574712644
V(Y[t],d=2,D=2)	0.00700926916221034	Range	0.290000000000000	Trim Var.	0.00534540229885058
V(Y[t],d=3,D=2)	0.0162592803030303	Range	0.539999999999999	Trim Var.	0.0102027093596059

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0163637005649718 & Range & 0.47 & Trim Var. & 0.0119874213836478 \tabularnewline
V(Y[t],d=1,D=0) & 0.000698597311513735 & Range & 0.13 & Trim Var. & 0.000362721631205673 \tabularnewline
V(Y[t],d=2,D=0) & 0.00101355111917725 & Range & 0.15 & Trim Var. & 0.000624547511312217 \tabularnewline
V(Y[t],d=3,D=0) & 0.00242130325814536 & Range & 0.260000000000000 & Trim Var. & 0.00140564705882353 \tabularnewline
V(Y[t],d=0,D=1) & 0.00983617021276596 & Range & 0.39 & Trim Var. & 0.0063340243902439 \tabularnewline
V(Y[t],d=1,D=1) & 0.00147493061979648 & Range & 0.15 & Trim Var. & 0.000640998217468805 \tabularnewline
V(Y[t],d=2,D=1) & 0.00216661835748792 & Range & 0.160000000000000 & Trim Var. & 0.00159173076923077 \tabularnewline
V(Y[t],d=3,D=1) & 0.00499313131313131 & Range & 0.27 & Trim Var. & 0.00312726045883941 \tabularnewline
V(Y[t],d=0,D=2) & 0.0138903968253968 & Range & 0.54 & Trim Var. & 0.00676118951612903 \tabularnewline
V(Y[t],d=1,D=2) & 0.00460201680672269 & Range & 0.25 & Trim Var. & 0.00301850574712644 \tabularnewline
V(Y[t],d=2,D=2) & 0.00700926916221034 & Range & 0.290000000000000 & Trim Var. & 0.00534540229885058 \tabularnewline
V(Y[t],d=3,D=2) & 0.0162592803030303 & Range & 0.539999999999999 & Trim Var. & 0.0102027093596059 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7995&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0163637005649718[/C][C]Range[/C][C]0.47[/C][C]Trim Var.[/C][C]0.0119874213836478[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000698597311513735[/C][C]Range[/C][C]0.13[/C][C]Trim Var.[/C][C]0.000362721631205673[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00101355111917725[/C][C]Range[/C][C]0.15[/C][C]Trim Var.[/C][C]0.000624547511312217[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00242130325814536[/C][C]Range[/C][C]0.260000000000000[/C][C]Trim Var.[/C][C]0.00140564705882353[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00983617021276596[/C][C]Range[/C][C]0.39[/C][C]Trim Var.[/C][C]0.0063340243902439[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00147493061979648[/C][C]Range[/C][C]0.15[/C][C]Trim Var.[/C][C]0.000640998217468805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00216661835748792[/C][C]Range[/C][C]0.160000000000000[/C][C]Trim Var.[/C][C]0.00159173076923077[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00499313131313131[/C][C]Range[/C][C]0.27[/C][C]Trim Var.[/C][C]0.00312726045883941[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0138903968253968[/C][C]Range[/C][C]0.54[/C][C]Trim Var.[/C][C]0.00676118951612903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00460201680672269[/C][C]Range[/C][C]0.25[/C][C]Trim Var.[/C][C]0.00301850574712644[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00700926916221034[/C][C]Range[/C][C]0.290000000000000[/C][C]Trim Var.[/C][C]0.00534540229885058[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0162592803030303[/C][C]Range[/C][C]0.539999999999999[/C][C]Trim Var.[/C][C]0.0102027093596059[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7995&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7995&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)	0.0163637005649718	Range	0.47	Trim Var.	0.0119874213836478
V(Y[t],d=1,D=0)	0.000698597311513735	Range	0.13	Trim Var.	0.000362721631205673
V(Y[t],d=2,D=0)	0.00101355111917725	Range	0.15	Trim Var.	0.000624547511312217
V(Y[t],d=3,D=0)	0.00242130325814536	Range	0.260000000000000	Trim Var.	0.00140564705882353
V(Y[t],d=0,D=1)	0.00983617021276596	Range	0.39	Trim Var.	0.0063340243902439
V(Y[t],d=1,D=1)	0.00147493061979648	Range	0.15	Trim Var.	0.000640998217468805
V(Y[t],d=2,D=1)	0.00216661835748792	Range	0.160000000000000	Trim Var.	0.00159173076923077
V(Y[t],d=3,D=1)	0.00499313131313131	Range	0.27	Trim Var.	0.00312726045883941
V(Y[t],d=0,D=2)	0.0138903968253968	Range	0.54	Trim Var.	0.00676118951612903
V(Y[t],d=1,D=2)	0.00460201680672269	Range	0.25	Trim Var.	0.00301850574712644
V(Y[t],d=2,D=2)	0.00700926916221034	Range	0.290000000000000	Trim Var.	0.00534540229885058
V(Y[t],d=3,D=2)	0.0162592803030303	Range	0.539999999999999	Trim Var.	0.0102027093596059

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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