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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

Mon, 27 Dec 2010 03:13:53 +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/27/t1293419561kq2defhvujkk32q.htm/, Retrieved Mon, 06 May 2024 17:50:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115851, Retrieved Mon, 06 May 2024 17:50:51 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

137

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

-       [Variance Reduction Matrix] [] [2010-12-27 03:13:53] [c984196f1244e05baf3e7c2e52d47a33] [Current]

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Dataseries X:

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Histogram

Boxplots

8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.1
7.9
7.9
8.3
8.6

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	'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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115851&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115851&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115851&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1.20647540983607	Range	7.8	Trim Var.	0.297728592162554
V(Y[t],d=1,D=0)	1.62355649717514	Range	13.4	Trim Var.	0.0621383647798742
V(Y[t],d=2,D=0)	5.20998831092928	Range	21.4	Trim Var.	0.0848981900452488
V(Y[t],d=3,D=0)	18.0478917120387	Range	42	Trim Var.	0.185230015082956
V(Y[t],d=0,D=1)	1.62355649717514	Range	13.4	Trim Var.	0.0621383647798742
V(Y[t],d=1,D=1)	5.20998831092928	Range	21.4	Trim Var.	0.0848981900452488
V(Y[t],d=2,D=1)	18.0478917120387	Range	42	Trim Var.	0.185230015082956
V(Y[t],d=3,D=1)	64.8722431077694	Range	72.2	Trim Var.	0.640141176470587
V(Y[t],d=0,D=2)	5.20998831092928	Range	21.4	Trim Var.	0.0848981900452488
V(Y[t],d=1,D=2)	18.0478917120387	Range	42	Trim Var.	0.185230015082956
V(Y[t],d=2,D=2)	64.8722431077694	Range	72.2	Trim Var.	0.640141176470587
V(Y[t],d=3,D=2)	238.82887987013	Range	142.3	Trim Var.	2.38839183673469

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.20647540983607 & Range & 7.8 & Trim Var. & 0.297728592162554 \tabularnewline
V(Y[t],d=1,D=0) & 1.62355649717514 & Range & 13.4 & Trim Var. & 0.0621383647798742 \tabularnewline
V(Y[t],d=2,D=0) & 5.20998831092928 & Range & 21.4 & Trim Var. & 0.0848981900452488 \tabularnewline
V(Y[t],d=3,D=0) & 18.0478917120387 & Range & 42 & Trim Var. & 0.185230015082956 \tabularnewline
V(Y[t],d=0,D=1) & 1.62355649717514 & Range & 13.4 & Trim Var. & 0.0621383647798742 \tabularnewline
V(Y[t],d=1,D=1) & 5.20998831092928 & Range & 21.4 & Trim Var. & 0.0848981900452488 \tabularnewline
V(Y[t],d=2,D=1) & 18.0478917120387 & Range & 42 & Trim Var. & 0.185230015082956 \tabularnewline
V(Y[t],d=3,D=1) & 64.8722431077694 & Range & 72.2 & Trim Var. & 0.640141176470587 \tabularnewline
V(Y[t],d=0,D=2) & 5.20998831092928 & Range & 21.4 & Trim Var. & 0.0848981900452488 \tabularnewline
V(Y[t],d=1,D=2) & 18.0478917120387 & Range & 42 & Trim Var. & 0.185230015082956 \tabularnewline
V(Y[t],d=2,D=2) & 64.8722431077694 & Range & 72.2 & Trim Var. & 0.640141176470587 \tabularnewline
V(Y[t],d=3,D=2) & 238.82887987013 & Range & 142.3 & Trim Var. & 2.38839183673469 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115851&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.20647540983607[/C][C]Range[/C][C]7.8[/C][C]Trim Var.[/C][C]0.297728592162554[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.62355649717514[/C][C]Range[/C][C]13.4[/C][C]Trim Var.[/C][C]0.0621383647798742[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5.20998831092928[/C][C]Range[/C][C]21.4[/C][C]Trim Var.[/C][C]0.0848981900452488[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]18.0478917120387[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]0.185230015082956[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.62355649717514[/C][C]Range[/C][C]13.4[/C][C]Trim Var.[/C][C]0.0621383647798742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.20998831092928[/C][C]Range[/C][C]21.4[/C][C]Trim Var.[/C][C]0.0848981900452488[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]18.0478917120387[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]0.185230015082956[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]64.8722431077694[/C][C]Range[/C][C]72.2[/C][C]Trim Var.[/C][C]0.640141176470587[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.20998831092928[/C][C]Range[/C][C]21.4[/C][C]Trim Var.[/C][C]0.0848981900452488[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]18.0478917120387[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]0.185230015082956[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]64.8722431077694[/C][C]Range[/C][C]72.2[/C][C]Trim Var.[/C][C]0.640141176470587[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]238.82887987013[/C][C]Range[/C][C]142.3[/C][C]Trim Var.[/C][C]2.38839183673469[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115851&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115851&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)	1.20647540983607	Range	7.8	Trim Var.	0.297728592162554
V(Y[t],d=1,D=0)	1.62355649717514	Range	13.4	Trim Var.	0.0621383647798742
V(Y[t],d=2,D=0)	5.20998831092928	Range	21.4	Trim Var.	0.0848981900452488
V(Y[t],d=3,D=0)	18.0478917120387	Range	42	Trim Var.	0.185230015082956
V(Y[t],d=0,D=1)	1.62355649717514	Range	13.4	Trim Var.	0.0621383647798742
V(Y[t],d=1,D=1)	5.20998831092928	Range	21.4	Trim Var.	0.0848981900452488
V(Y[t],d=2,D=1)	18.0478917120387	Range	42	Trim Var.	0.185230015082956
V(Y[t],d=3,D=1)	64.8722431077694	Range	72.2	Trim Var.	0.640141176470587
V(Y[t],d=0,D=2)	5.20998831092928	Range	21.4	Trim Var.	0.0848981900452488
V(Y[t],d=1,D=2)	18.0478917120387	Range	42	Trim Var.	0.185230015082956
V(Y[t],d=2,D=2)	64.8722431077694	Range	72.2	Trim Var.	0.640141176470587
V(Y[t],d=3,D=2)	238.82887987013	Range	142.3	Trim Var.	2.38839183673469

Figure 1

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Postscript link

PDF link

Parameters (Session):

par1 = 1 ;

Parameters (R input):

par1 = 1 ;

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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Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code