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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

Fri, 24 Dec 2010 13:10:04 +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/24/t1293196116dx0x9khpiqgdws8.htm/, Retrieved Tue, 30 Apr 2024 03:15:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114898, Retrieved Tue, 30 Apr 2024 03:15:13 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

171

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

-       [Variance Reduction Matrix] [LKI VRM] [2010-12-24 13:10:04] [b6992a7b26e556359948e164e4227eba] [Current]
-         [Variance Reduction Matrix] [Variantie reductie] [2011-01-25 15:55:57] [49685effa955daf04c1708d99b86c41a] 

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Dataseries X:

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Histogram

Boxplots

81.71
87.703
90.09
100.639
83.042
89.956
89.561
105.38
86.554
93.131
92.812
102.195
88.925
94.184
94.196
108.932
91.134
97.149
96.415
112.432
92.47
98.61410515
97.80117197
111.8560178
95.63981455
104.1120262
104.0148224
118.1743476
102.033431
109.3138852
108.1523649
121.30381
103.8725146
112.7185207
109.0381253
122.4434864
106.6325686
113.8153852
111.1071252
130.039536
109.6121057
116.8592117
113.8982545
128.9375926
111.8120023
119.9689463
117.018539
132.4743387
116.3369106
124.6405636
121.025249
137.2054829
120.0187687
127.0443429
124.349043
143.6114438

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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114898&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114898&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114898&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	209.903997113983	Range	61.9014438	Trim Var.	143.428545714502
V(Y[t],d=1,D=0)	143.472077668744	Range	39.6898311	Trim Var.	115.933284041060
V(Y[t],d=2,D=0)	489.135976264140	Range	67.0343774	Trim Var.	419.292107904417
V(Y[t],d=3,D=0)	1817.08242995238	Range	128.0348893	Trim Var.	1591.7106450319
V(Y[t],d=0,D=1)	4.31481351785972	Range	10.7810496	Trim Var.	2.3444520054349
V(Y[t],d=1,D=1)	6.13101403027443	Range	11.992	Trim Var.	3.03070384786312
V(Y[t],d=2,D=1)	17.5669602615228	Range	22.1355622	Trim Var.	8.2002718238197
V(Y[t],d=3,D=1)	58.4965434684523	Range	37.3700000000000	Trim Var.	29.0841806042054
V(Y[t],d=0,D=2)	11.6789372222328	Range	18.6199930000000	Trim Var.	4.93978498099896
V(Y[t],d=1,D=2)	18.5958967705371	Range	23.495	Trim Var.	6.99526511546405
V(Y[t],d=2,D=2)	54.4096331047675	Range	40.364	Trim Var.	21.4108333599457
V(Y[t],d=3,D=2)	184.157107683282	Range	67.438	Trim Var.	73.5645855076984

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 209.903997113983 & Range & 61.9014438 & Trim Var. & 143.428545714502 \tabularnewline
V(Y[t],d=1,D=0) & 143.472077668744 & Range & 39.6898311 & Trim Var. & 115.933284041060 \tabularnewline
V(Y[t],d=2,D=0) & 489.135976264140 & Range & 67.0343774 & Trim Var. & 419.292107904417 \tabularnewline
V(Y[t],d=3,D=0) & 1817.08242995238 & Range & 128.0348893 & Trim Var. & 1591.7106450319 \tabularnewline
V(Y[t],d=0,D=1) & 4.31481351785972 & Range & 10.7810496 & Trim Var. & 2.3444520054349 \tabularnewline
V(Y[t],d=1,D=1) & 6.13101403027443 & Range & 11.992 & Trim Var. & 3.03070384786312 \tabularnewline
V(Y[t],d=2,D=1) & 17.5669602615228 & Range & 22.1355622 & Trim Var. & 8.2002718238197 \tabularnewline
V(Y[t],d=3,D=1) & 58.4965434684523 & Range & 37.3700000000000 & Trim Var. & 29.0841806042054 \tabularnewline
V(Y[t],d=0,D=2) & 11.6789372222328 & Range & 18.6199930000000 & Trim Var. & 4.93978498099896 \tabularnewline
V(Y[t],d=1,D=2) & 18.5958967705371 & Range & 23.495 & Trim Var. & 6.99526511546405 \tabularnewline
V(Y[t],d=2,D=2) & 54.4096331047675 & Range & 40.364 & Trim Var. & 21.4108333599457 \tabularnewline
V(Y[t],d=3,D=2) & 184.157107683282 & Range & 67.438 & Trim Var. & 73.5645855076984 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114898&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]209.903997113983[/C][C]Range[/C][C]61.9014438[/C][C]Trim Var.[/C][C]143.428545714502[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]143.472077668744[/C][C]Range[/C][C]39.6898311[/C][C]Trim Var.[/C][C]115.933284041060[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]489.135976264140[/C][C]Range[/C][C]67.0343774[/C][C]Trim Var.[/C][C]419.292107904417[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1817.08242995238[/C][C]Range[/C][C]128.0348893[/C][C]Trim Var.[/C][C]1591.7106450319[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4.31481351785972[/C][C]Range[/C][C]10.7810496[/C][C]Trim Var.[/C][C]2.3444520054349[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6.13101403027443[/C][C]Range[/C][C]11.992[/C][C]Trim Var.[/C][C]3.03070384786312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]17.5669602615228[/C][C]Range[/C][C]22.1355622[/C][C]Trim Var.[/C][C]8.2002718238197[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]58.4965434684523[/C][C]Range[/C][C]37.3700000000000[/C][C]Trim Var.[/C][C]29.0841806042054[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11.6789372222328[/C][C]Range[/C][C]18.6199930000000[/C][C]Trim Var.[/C][C]4.93978498099896[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]18.5958967705371[/C][C]Range[/C][C]23.495[/C][C]Trim Var.[/C][C]6.99526511546405[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]54.4096331047675[/C][C]Range[/C][C]40.364[/C][C]Trim Var.[/C][C]21.4108333599457[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]184.157107683282[/C][C]Range[/C][C]67.438[/C][C]Trim Var.[/C][C]73.5645855076984[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114898&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114898&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)	209.903997113983	Range	61.9014438	Trim Var.	143.428545714502
V(Y[t],d=1,D=0)	143.472077668744	Range	39.6898311	Trim Var.	115.933284041060
V(Y[t],d=2,D=0)	489.135976264140	Range	67.0343774	Trim Var.	419.292107904417
V(Y[t],d=3,D=0)	1817.08242995238	Range	128.0348893	Trim Var.	1591.7106450319
V(Y[t],d=0,D=1)	4.31481351785972	Range	10.7810496	Trim Var.	2.3444520054349
V(Y[t],d=1,D=1)	6.13101403027443	Range	11.992	Trim Var.	3.03070384786312
V(Y[t],d=2,D=1)	17.5669602615228	Range	22.1355622	Trim Var.	8.2002718238197
V(Y[t],d=3,D=1)	58.4965434684523	Range	37.3700000000000	Trim Var.	29.0841806042054
V(Y[t],d=0,D=2)	11.6789372222328	Range	18.6199930000000	Trim Var.	4.93978498099896
V(Y[t],d=1,D=2)	18.5958967705371	Range	23.495	Trim Var.	6.99526511546405
V(Y[t],d=2,D=2)	54.4096331047675	Range	40.364	Trim Var.	21.4108333599457
V(Y[t],d=3,D=2)	184.157107683282	Range	67.438	Trim Var.	73.5645855076984

Figure 1

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Postscript link

PDF link

Parameters (Session):

par1 = 4 ;

Parameters (R input):

par1 = 4 ;

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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Dataset

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Input Parameters & R Code