Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Tue, 14 Dec 2010 13:08:10 +0000

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/2010/Dec/14/t1292332145u7lp1w4rl1y8hld.htm/, Retrieved Thu, 02 May 2024 22:09:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109561, Retrieved Thu, 02 May 2024 22:09:04 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

174

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

-       [Variance Reduction Matrix] [VRM] [2010-12-14 13:08:10] [186d70462ffc26ec970915be294cb975] [Current]
-         [Variance Reduction Matrix] [] [2010-12-16 18:17:14] [fa409bd323d47d7cf4d4bfe80571749f] 
-           [Variance Reduction Matrix] [] [2010-12-28 19:39:37] [fa409bd323d47d7cf4d4bfe80571749f] 
-   P       [Variance Reduction Matrix] [] [2010-12-29 09:27:05] [8a12eeeb546060995f18439d3f99cdb1] 
-   P       [Variance Reduction Matrix] [Variance Reductio...] [2010-12-29 10:19:50] [14bb7b0a8b81eed6207eeab240457b45] 
-         [Variance Reduction Matrix] [] [2010-12-16 19:07:53] [8a12eeeb546060995f18439d3f99cdb1] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109561&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109561&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109561&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Variance Reduction Matrix
V(Y[t],d=0,D=0)	2781145.19378904	Range	6107	Trim Var.	2241205.41424019
V(Y[t],d=1,D=0)	1315990.8766882	Range	5804	Trim Var.	841009.32110227
V(Y[t],d=2,D=0)	2106147.03094812	Range	7286	Trim Var.	1343063.10487256
V(Y[t],d=3,D=0)	6182222.94549419	Range	13052	Trim Var.	3791234.66285278
V(Y[t],d=0,D=1)	172027.294117647	Range	2911	Trim Var.	73169.5412772586
V(Y[t],d=1,D=1)	439812.114371172	Range	4321	Trim Var.	169031.430788221
V(Y[t],d=2,D=1)	1484005.07178039	Range	8392	Trim Var.	535148.910332435
V(Y[t],d=3,D=1)	5200958.0717654	Range	15662	Trim Var.	2012444.81007326
V(Y[t],d=0,D=2)	329957.535479405	Range	3527	Trim Var.	146144.531578947
V(Y[t],d=1,D=2)	796679.931405396	Range	4934	Trim Var.	376653.170212766
V(Y[t],d=2,D=2)	2615525.73450135	Range	9055	Trim Var.	1216429.1827957
V(Y[t],d=3,D=2)	9053513.86666667	Range	17759	Trim Var.	4263352.19518467

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2781145.19378904 & Range & 6107 & Trim Var. & 2241205.41424019 \tabularnewline
V(Y[t],d=1,D=0) & 1315990.8766882 & Range & 5804 & Trim Var. & 841009.32110227 \tabularnewline
V(Y[t],d=2,D=0) & 2106147.03094812 & Range & 7286 & Trim Var. & 1343063.10487256 \tabularnewline
V(Y[t],d=3,D=0) & 6182222.94549419 & Range & 13052 & Trim Var. & 3791234.66285278 \tabularnewline
V(Y[t],d=0,D=1) & 172027.294117647 & Range & 2911 & Trim Var. & 73169.5412772586 \tabularnewline
V(Y[t],d=1,D=1) & 439812.114371172 & Range & 4321 & Trim Var. & 169031.430788221 \tabularnewline
V(Y[t],d=2,D=1) & 1484005.07178039 & Range & 8392 & Trim Var. & 535148.910332435 \tabularnewline
V(Y[t],d=3,D=1) & 5200958.0717654 & Range & 15662 & Trim Var. & 2012444.81007326 \tabularnewline
V(Y[t],d=0,D=2) & 329957.535479405 & Range & 3527 & Trim Var. & 146144.531578947 \tabularnewline
V(Y[t],d=1,D=2) & 796679.931405396 & Range & 4934 & Trim Var. & 376653.170212766 \tabularnewline
V(Y[t],d=2,D=2) & 2615525.73450135 & Range & 9055 & Trim Var. & 1216429.1827957 \tabularnewline
V(Y[t],d=3,D=2) & 9053513.86666667 & Range & 17759 & Trim Var. & 4263352.19518467 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109561&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2781145.19378904[/C][C]Range[/C][C]6107[/C][C]Trim Var.[/C][C]2241205.41424019[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1315990.8766882[/C][C]Range[/C][C]5804[/C][C]Trim Var.[/C][C]841009.32110227[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2106147.03094812[/C][C]Range[/C][C]7286[/C][C]Trim Var.[/C][C]1343063.10487256[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6182222.94549419[/C][C]Range[/C][C]13052[/C][C]Trim Var.[/C][C]3791234.66285278[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]172027.294117647[/C][C]Range[/C][C]2911[/C][C]Trim Var.[/C][C]73169.5412772586[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]439812.114371172[/C][C]Range[/C][C]4321[/C][C]Trim Var.[/C][C]169031.430788221[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1484005.07178039[/C][C]Range[/C][C]8392[/C][C]Trim Var.[/C][C]535148.910332435[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5200958.0717654[/C][C]Range[/C][C]15662[/C][C]Trim Var.[/C][C]2012444.81007326[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]329957.535479405[/C][C]Range[/C][C]3527[/C][C]Trim Var.[/C][C]146144.531578947[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]796679.931405396[/C][C]Range[/C][C]4934[/C][C]Trim Var.[/C][C]376653.170212766[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2615525.73450135[/C][C]Range[/C][C]9055[/C][C]Trim Var.[/C][C]1216429.1827957[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9053513.86666667[/C][C]Range[/C][C]17759[/C][C]Trim Var.[/C][C]4263352.19518467[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109561&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109561&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)	2781145.19378904	Range	6107	Trim Var.	2241205.41424019
V(Y[t],d=1,D=0)	1315990.8766882	Range	5804	Trim Var.	841009.32110227
V(Y[t],d=2,D=0)	2106147.03094812	Range	7286	Trim Var.	1343063.10487256
V(Y[t],d=3,D=0)	6182222.94549419	Range	13052	Trim Var.	3791234.66285278
V(Y[t],d=0,D=1)	172027.294117647	Range	2911	Trim Var.	73169.5412772586
V(Y[t],d=1,D=1)	439812.114371172	Range	4321	Trim Var.	169031.430788221
V(Y[t],d=2,D=1)	1484005.07178039	Range	8392	Trim Var.	535148.910332435
V(Y[t],d=3,D=1)	5200958.0717654	Range	15662	Trim Var.	2012444.81007326
V(Y[t],d=0,D=2)	329957.535479405	Range	3527	Trim Var.	146144.531578947
V(Y[t],d=1,D=2)	796679.931405396	Range	4934	Trim Var.	376653.170212766
V(Y[t],d=2,D=2)	2615525.73450135	Range	9055	Trim Var.	1216429.1827957
V(Y[t],d=3,D=2)	9053513.86666667	Range	17759	Trim Var.	4263352.19518467

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code