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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

Tue, 28 Dec 2010 22:32:03 +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/28/t12935754392b66zpsof4ynyfh.htm/, Retrieved Sun, 05 May 2024 06:23:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116566, Retrieved Sun, 05 May 2024 06:23:55 +0000

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No (this computation is public)

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Estimated Impact

127

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

-       [Variance Reduction Matrix] [Paper Variantie r...] [2010-12-28 22:32:03] [a2e464febd5f86100a78930292e787b9] [Current]

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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	'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=116566&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=116566&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116566&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)	121263.396610169	Range	1050	Trim Var.	105808.559399022
V(Y[t],d=1,D=0)	2836.64699006429	Range	250	Trim Var.	1612.02539912917
V(Y[t],d=2,D=0)	7106.72837265578	Range	428	Trim Var.	3912.67269984917
V(Y[t],d=3,D=0)	21719.6353383459	Range	748	Trim Var.	11157.6941176471
V(Y[t],d=0,D=1)	11101.2978723404	Range	427	Trim Var.	7163.1806039489
V(Y[t],d=1,D=1)	7626.75300647549	Range	433	Trim Var.	3275.5743902439
V(Y[t],d=2,D=1)	20401.177294686	Range	692	Trim Var.	9180.54102564103
V(Y[t],d=3,D=1)	61511.204040404	Range	1292	Trim Var.	23112.9018492176
V(Y[t],d=0,D=2)	22005.853968254	Range	591	Trim Var.	16783.0796370968
V(Y[t],d=1,D=2)	21975.3697478992	Range	671	Trim Var.	10916.0989247312
V(Y[t],d=2,D=2)	63097.2272727273	Range	1098	Trim Var.	32338.1850574713
V(Y[t],d=3,D=2)	193762.517045455	Range	2064	Trim Var.	84603.1699507389

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 121263.396610169 & Range & 1050 & Trim Var. & 105808.559399022 \tabularnewline
V(Y[t],d=1,D=0) & 2836.64699006429 & Range & 250 & Trim Var. & 1612.02539912917 \tabularnewline
V(Y[t],d=2,D=0) & 7106.72837265578 & Range & 428 & Trim Var. & 3912.67269984917 \tabularnewline
V(Y[t],d=3,D=0) & 21719.6353383459 & Range & 748 & Trim Var. & 11157.6941176471 \tabularnewline
V(Y[t],d=0,D=1) & 11101.2978723404 & Range & 427 & Trim Var. & 7163.1806039489 \tabularnewline
V(Y[t],d=1,D=1) & 7626.75300647549 & Range & 433 & Trim Var. & 3275.5743902439 \tabularnewline
V(Y[t],d=2,D=1) & 20401.177294686 & Range & 692 & Trim Var. & 9180.54102564103 \tabularnewline
V(Y[t],d=3,D=1) & 61511.204040404 & Range & 1292 & Trim Var. & 23112.9018492176 \tabularnewline
V(Y[t],d=0,D=2) & 22005.853968254 & Range & 591 & Trim Var. & 16783.0796370968 \tabularnewline
V(Y[t],d=1,D=2) & 21975.3697478992 & Range & 671 & Trim Var. & 10916.0989247312 \tabularnewline
V(Y[t],d=2,D=2) & 63097.2272727273 & Range & 1098 & Trim Var. & 32338.1850574713 \tabularnewline
V(Y[t],d=3,D=2) & 193762.517045455 & Range & 2064 & Trim Var. & 84603.1699507389 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116566&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]121263.396610169[/C][C]Range[/C][C]1050[/C][C]Trim Var.[/C][C]105808.559399022[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2836.64699006429[/C][C]Range[/C][C]250[/C][C]Trim Var.[/C][C]1612.02539912917[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7106.72837265578[/C][C]Range[/C][C]428[/C][C]Trim Var.[/C][C]3912.67269984917[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]21719.6353383459[/C][C]Range[/C][C]748[/C][C]Trim Var.[/C][C]11157.6941176471[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]11101.2978723404[/C][C]Range[/C][C]427[/C][C]Trim Var.[/C][C]7163.1806039489[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7626.75300647549[/C][C]Range[/C][C]433[/C][C]Trim Var.[/C][C]3275.5743902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]20401.177294686[/C][C]Range[/C][C]692[/C][C]Trim Var.[/C][C]9180.54102564103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]61511.204040404[/C][C]Range[/C][C]1292[/C][C]Trim Var.[/C][C]23112.9018492176[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]22005.853968254[/C][C]Range[/C][C]591[/C][C]Trim Var.[/C][C]16783.0796370968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]21975.3697478992[/C][C]Range[/C][C]671[/C][C]Trim Var.[/C][C]10916.0989247312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]63097.2272727273[/C][C]Range[/C][C]1098[/C][C]Trim Var.[/C][C]32338.1850574713[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]193762.517045455[/C][C]Range[/C][C]2064[/C][C]Trim Var.[/C][C]84603.1699507389[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116566&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116566&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)	121263.396610169	Range	1050	Trim Var.	105808.559399022
V(Y[t],d=1,D=0)	2836.64699006429	Range	250	Trim Var.	1612.02539912917
V(Y[t],d=2,D=0)	7106.72837265578	Range	428	Trim Var.	3912.67269984917
V(Y[t],d=3,D=0)	21719.6353383459	Range	748	Trim Var.	11157.6941176471
V(Y[t],d=0,D=1)	11101.2978723404	Range	427	Trim Var.	7163.1806039489
V(Y[t],d=1,D=1)	7626.75300647549	Range	433	Trim Var.	3275.5743902439
V(Y[t],d=2,D=1)	20401.177294686	Range	692	Trim Var.	9180.54102564103
V(Y[t],d=3,D=1)	61511.204040404	Range	1292	Trim Var.	23112.9018492176
V(Y[t],d=0,D=2)	22005.853968254	Range	591	Trim Var.	16783.0796370968
V(Y[t],d=1,D=2)	21975.3697478992	Range	671	Trim Var.	10916.0989247312
V(Y[t],d=2,D=2)	63097.2272727273	Range	1098	Trim Var.	32338.1850574713
V(Y[t],d=3,D=2)	193762.517045455	Range	2064	Trim Var.	84603.1699507389

Figure 1

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Postscript link

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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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Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

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Input Parameters & R Code