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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

Wed, 15 Dec 2010 15:48:49 +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/15/t1292428474ntlz7uyttyh5vmt.htm/, Retrieved Fri, 03 May 2024 10:15:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110502, Retrieved Fri, 03 May 2024 10:15:24 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

115

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

-       [Variance Reduction Matrix] [Paper Variance Re...] [2010-12-15 15:48:49] [f38914513f1f4d866974b642cdd0baea] [Current]

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0,397232704
0,382767296
0,396037736
0,441761006
0,445220126
0,438490566
0,467484277
0,465786164
0,402075472
0,376163522
0,37591195
0,392955975
0,34490566
0,368553459
0,390880503
0,424842767
0,426855346
0,442327044
0,474842767
0,447610063
0,480754717
0,516037736
0,580628931
0,573522013
0,578867925
0,593584906
0,645974843
0,690503145
0,782201258
0,839056604
0,847484277
0,726855346
0,635534591
0,470943396
0,346163522
0,272327044
0,286792453
0,27672956
0,297421384
0,321698113
0,365597484
0,435220126
0,412893082
0,458679245
0,428427673
0,463522013
0,487169811
0,473584906
0,491886792
0,474842767
0,502327044
0,539371069
0,484402516
0,474654088
0,473522013
0,48754717
0,493333333
0,525157233
0,542704403

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110502&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110502&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110502&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.0154522627016693	Range	0.575157233	Trim Var.	0.00791954860106655
V(Y[t],d=1,D=0)	0.00227822073830103	Range	0.256289308	Trim Var.	0.00104892748273385
V(Y[t],d=2,D=0)	0.00218063675623642	Range	0.217358491	Trim Var.	0.00141423365132023
V(Y[t],d=3,D=0)	0.00590231767368598	Range	0.304213835	Trim Var.	0.00420999200762572
V(Y[t],d=0,D=1)	0.0509328338781645	Range	0.831320755	Trim Var.	0.0346304813490885
V(Y[t],d=1,D=1)	0.00579712188991609	Range	0.399559749	Trim Var.	0.00204961869049264
V(Y[t],d=2,D=1)	0.00470432937510433	Range	0.308805031	Trim Var.	0.00266923066195653
V(Y[t],d=3,D=1)	0.0126951335246299	Range	0.546477985	Trim Var.	0.00670690308398349
V(Y[t],d=0,D=2)	0.21639763456931	Range	1.393710693	Trim Var.	0.179167308539254
V(Y[t],d=1,D=2)	0.0223313829244646	Range	0.660628932	Trim Var.	0.0111278629494656
V(Y[t],d=2,D=2)	0.0143968154367636	Range	0.516603774	Trim Var.	0.00845240586632442
V(Y[t],d=3,D=2)	0.0377351662320042	Range	0.817484276	Trim Var.	0.0232913014051748

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0154522627016693 & Range & 0.575157233 & Trim Var. & 0.00791954860106655 \tabularnewline
V(Y[t],d=1,D=0) & 0.00227822073830103 & Range & 0.256289308 & Trim Var. & 0.00104892748273385 \tabularnewline
V(Y[t],d=2,D=0) & 0.00218063675623642 & Range & 0.217358491 & Trim Var. & 0.00141423365132023 \tabularnewline
V(Y[t],d=3,D=0) & 0.00590231767368598 & Range & 0.304213835 & Trim Var. & 0.00420999200762572 \tabularnewline
V(Y[t],d=0,D=1) & 0.0509328338781645 & Range & 0.831320755 & Trim Var. & 0.0346304813490885 \tabularnewline
V(Y[t],d=1,D=1) & 0.00579712188991609 & Range & 0.399559749 & Trim Var. & 0.00204961869049264 \tabularnewline
V(Y[t],d=2,D=1) & 0.00470432937510433 & Range & 0.308805031 & Trim Var. & 0.00266923066195653 \tabularnewline
V(Y[t],d=3,D=1) & 0.0126951335246299 & Range & 0.546477985 & Trim Var. & 0.00670690308398349 \tabularnewline
V(Y[t],d=0,D=2) & 0.21639763456931 & Range & 1.393710693 & Trim Var. & 0.179167308539254 \tabularnewline
V(Y[t],d=1,D=2) & 0.0223313829244646 & Range & 0.660628932 & Trim Var. & 0.0111278629494656 \tabularnewline
V(Y[t],d=2,D=2) & 0.0143968154367636 & Range & 0.516603774 & Trim Var. & 0.00845240586632442 \tabularnewline
V(Y[t],d=3,D=2) & 0.0377351662320042 & Range & 0.817484276 & Trim Var. & 0.0232913014051748 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110502&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0154522627016693[/C][C]Range[/C][C]0.575157233[/C][C]Trim Var.[/C][C]0.00791954860106655[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00227822073830103[/C][C]Range[/C][C]0.256289308[/C][C]Trim Var.[/C][C]0.00104892748273385[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00218063675623642[/C][C]Range[/C][C]0.217358491[/C][C]Trim Var.[/C][C]0.00141423365132023[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00590231767368598[/C][C]Range[/C][C]0.304213835[/C][C]Trim Var.[/C][C]0.00420999200762572[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0509328338781645[/C][C]Range[/C][C]0.831320755[/C][C]Trim Var.[/C][C]0.0346304813490885[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00579712188991609[/C][C]Range[/C][C]0.399559749[/C][C]Trim Var.[/C][C]0.00204961869049264[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00470432937510433[/C][C]Range[/C][C]0.308805031[/C][C]Trim Var.[/C][C]0.00266923066195653[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0126951335246299[/C][C]Range[/C][C]0.546477985[/C][C]Trim Var.[/C][C]0.00670690308398349[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.21639763456931[/C][C]Range[/C][C]1.393710693[/C][C]Trim Var.[/C][C]0.179167308539254[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0223313829244646[/C][C]Range[/C][C]0.660628932[/C][C]Trim Var.[/C][C]0.0111278629494656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0143968154367636[/C][C]Range[/C][C]0.516603774[/C][C]Trim Var.[/C][C]0.00845240586632442[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0377351662320042[/C][C]Range[/C][C]0.817484276[/C][C]Trim Var.[/C][C]0.0232913014051748[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110502&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110502&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)	0.0154522627016693	Range	0.575157233	Trim Var.	0.00791954860106655
V(Y[t],d=1,D=0)	0.00227822073830103	Range	0.256289308	Trim Var.	0.00104892748273385
V(Y[t],d=2,D=0)	0.00218063675623642	Range	0.217358491	Trim Var.	0.00141423365132023
V(Y[t],d=3,D=0)	0.00590231767368598	Range	0.304213835	Trim Var.	0.00420999200762572
V(Y[t],d=0,D=1)	0.0509328338781645	Range	0.831320755	Trim Var.	0.0346304813490885
V(Y[t],d=1,D=1)	0.00579712188991609	Range	0.399559749	Trim Var.	0.00204961869049264
V(Y[t],d=2,D=1)	0.00470432937510433	Range	0.308805031	Trim Var.	0.00266923066195653
V(Y[t],d=3,D=1)	0.0126951335246299	Range	0.546477985	Trim Var.	0.00670690308398349
V(Y[t],d=0,D=2)	0.21639763456931	Range	1.393710693	Trim Var.	0.179167308539254
V(Y[t],d=1,D=2)	0.0223313829244646	Range	0.660628932	Trim Var.	0.0111278629494656
V(Y[t],d=2,D=2)	0.0143968154367636	Range	0.516603774	Trim Var.	0.00845240586632442
V(Y[t],d=3,D=2)	0.0377351662320042	Range	0.817484276	Trim Var.	0.0232913014051748

Figure 1

PNG link

Postscript link

PDF link

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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code