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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 19:36:08 +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/t1292441646awckhs5rc4fn7dp.htm/, Retrieved Fri, 03 May 2024 09:48:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110683, Retrieved Fri, 03 May 2024 09:48:39 +0000

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No (this computation is public)

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Estimated Impact

177

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

-       [Variance Reduction Matrix] [paper timeserie V...] [2010-12-15 19:36:08] [da925928e5a77063c5ecc7b801d712e1] [Current]
- R  D    [Variance Reduction Matrix] [] [2011-12-10 13:19:06] [74be16979710d4c4e7c6647856088456] 

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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=110683&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=110683&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110683&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)	69.6828169014085	Range	28.2	Trim Var.	49.3179617486339
V(Y[t],d=1,D=0)	0.0754205231388341	Range	1.30000000000001	Trim Var.	0.0454377880184341
V(Y[t],d=2,D=0)	0.128952380952385	Range	1.40000000000003	Trim Var.	0.0689378531073466
V(Y[t],d=3,D=0)	0.385144927536247	Range	2.50000000000006	Trim Var.	0.238403954802271
V(Y[t],d=0,D=1)	0.681412429378535	Range	3.80000000000001	Trim Var.	0.446289308176102
V(Y[t],d=1,D=1)	0.152781998831097	Range	1.90000000000003	Trim Var.	0.0883599419448502
V(Y[t],d=2,D=1)	0.264709618874786	Range	2.50000000000003	Trim Var.	0.142937405731533
V(Y[t],d=3,D=1)	0.795864661654183	Range	3.90000000000009	Trim Var.	0.516117647058858
V(Y[t],d=0,D=2)	1.43627216312057	Range	5.50000000000003	Trim Var.	0.89048199767712
V(Y[t],d=1,D=2)	0.3895004625347	Range	2.70000000000005	Trim Var.	0.208711538461545
V(Y[t],d=2,D=2)	0.666859903381676	Range	3.60000000000002	Trim Var.	0.342814102564126
V(Y[t],d=3,D=2)	1.92967676767688	Range	5.90000000000018	Trim Var.	1.06323886639684

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 69.6828169014085 & Range & 28.2 & Trim Var. & 49.3179617486339 \tabularnewline
V(Y[t],d=1,D=0) & 0.0754205231388341 & Range & 1.30000000000001 & Trim Var. & 0.0454377880184341 \tabularnewline
V(Y[t],d=2,D=0) & 0.128952380952385 & Range & 1.40000000000003 & Trim Var. & 0.0689378531073466 \tabularnewline
V(Y[t],d=3,D=0) & 0.385144927536247 & Range & 2.50000000000006 & Trim Var. & 0.238403954802271 \tabularnewline
V(Y[t],d=0,D=1) & 0.681412429378535 & Range & 3.80000000000001 & Trim Var. & 0.446289308176102 \tabularnewline
V(Y[t],d=1,D=1) & 0.152781998831097 & Range & 1.90000000000003 & Trim Var. & 0.0883599419448502 \tabularnewline
V(Y[t],d=2,D=1) & 0.264709618874786 & Range & 2.50000000000003 & Trim Var. & 0.142937405731533 \tabularnewline
V(Y[t],d=3,D=1) & 0.795864661654183 & Range & 3.90000000000009 & Trim Var. & 0.516117647058858 \tabularnewline
V(Y[t],d=0,D=2) & 1.43627216312057 & Range & 5.50000000000003 & Trim Var. & 0.89048199767712 \tabularnewline
V(Y[t],d=1,D=2) & 0.3895004625347 & Range & 2.70000000000005 & Trim Var. & 0.208711538461545 \tabularnewline
V(Y[t],d=2,D=2) & 0.666859903381676 & Range & 3.60000000000002 & Trim Var. & 0.342814102564126 \tabularnewline
V(Y[t],d=3,D=2) & 1.92967676767688 & Range & 5.90000000000018 & Trim Var. & 1.06323886639684 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110683&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]69.6828169014085[/C][C]Range[/C][C]28.2[/C][C]Trim Var.[/C][C]49.3179617486339[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0754205231388341[/C][C]Range[/C][C]1.30000000000001[/C][C]Trim Var.[/C][C]0.0454377880184341[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.128952380952385[/C][C]Range[/C][C]1.40000000000003[/C][C]Trim Var.[/C][C]0.0689378531073466[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.385144927536247[/C][C]Range[/C][C]2.50000000000006[/C][C]Trim Var.[/C][C]0.238403954802271[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.681412429378535[/C][C]Range[/C][C]3.80000000000001[/C][C]Trim Var.[/C][C]0.446289308176102[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.152781998831097[/C][C]Range[/C][C]1.90000000000003[/C][C]Trim Var.[/C][C]0.0883599419448502[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.264709618874786[/C][C]Range[/C][C]2.50000000000003[/C][C]Trim Var.[/C][C]0.142937405731533[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.795864661654183[/C][C]Range[/C][C]3.90000000000009[/C][C]Trim Var.[/C][C]0.516117647058858[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.43627216312057[/C][C]Range[/C][C]5.50000000000003[/C][C]Trim Var.[/C][C]0.89048199767712[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.3895004625347[/C][C]Range[/C][C]2.70000000000005[/C][C]Trim Var.[/C][C]0.208711538461545[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.666859903381676[/C][C]Range[/C][C]3.60000000000002[/C][C]Trim Var.[/C][C]0.342814102564126[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.92967676767688[/C][C]Range[/C][C]5.90000000000018[/C][C]Trim Var.[/C][C]1.06323886639684[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110683&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110683&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)	69.6828169014085	Range	28.2	Trim Var.	49.3179617486339
V(Y[t],d=1,D=0)	0.0754205231388341	Range	1.30000000000001	Trim Var.	0.0454377880184341
V(Y[t],d=2,D=0)	0.128952380952385	Range	1.40000000000003	Trim Var.	0.0689378531073466
V(Y[t],d=3,D=0)	0.385144927536247	Range	2.50000000000006	Trim Var.	0.238403954802271
V(Y[t],d=0,D=1)	0.681412429378535	Range	3.80000000000001	Trim Var.	0.446289308176102
V(Y[t],d=1,D=1)	0.152781998831097	Range	1.90000000000003	Trim Var.	0.0883599419448502
V(Y[t],d=2,D=1)	0.264709618874786	Range	2.50000000000003	Trim Var.	0.142937405731533
V(Y[t],d=3,D=1)	0.795864661654183	Range	3.90000000000009	Trim Var.	0.516117647058858
V(Y[t],d=0,D=2)	1.43627216312057	Range	5.50000000000003	Trim Var.	0.89048199767712
V(Y[t],d=1,D=2)	0.3895004625347	Range	2.70000000000005	Trim Var.	0.208711538461545
V(Y[t],d=2,D=2)	0.666859903381676	Range	3.60000000000002	Trim Var.	0.342814102564126
V(Y[t],d=3,D=2)	1.92967676767688	Range	5.90000000000018	Trim Var.	1.06323886639684

Figure 1

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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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