Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 29 Dec 2010 15:42:45 +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/29/t1293637226wbezf2it5t6q7pr.htm/, Retrieved Fri, 03 May 2024 05:50:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116917, Retrieved Fri, 03 May 2024 05:50:44 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

114

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

-       [Variance Reduction Matrix] [Paper] [2010-12-29 15:42:45] [d5e0edb7e0239841e94676417b2a1e2e] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	9 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 9 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116917&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]9 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116917&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116917&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	9 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	676133379.707847	Range	114844	Trim Var.	462088957.880696
V(Y[t],d=1,D=0)	144561108.526087	Range	58779	Trim Var.	66964025.7599154
V(Y[t],d=2,D=0)	224807099.146206	Range	68843	Trim Var.	129217679.752459
V(Y[t],d=3,D=0)	528703793.149034	Range	103986	Trim Var.	277896548.388701
V(Y[t],d=0,D=1)	674739739.82934	Range	90402	Trim Var.	539003466.399855
V(Y[t],d=1,D=1)	38141632.677556	Range	27176	Trim Var.	24431393.346908
V(Y[t],d=2,D=1)	78062502.872807	Range	44005	Trim Var.	39673492.1937255
V(Y[t],d=3,D=1)	262500993.012987	Range	76554	Trim Var.	147388062.471837
V(Y[t],d=0,D=2)	1048778865.68455	Range	101436	Trim Var.	857759689.690244
V(Y[t],d=1,D=2)	101688572.653623	Range	51423	Trim Var.	57306047.4608974
V(Y[t],d=2,D=2)	214567960.588889	Range	72160	Trim Var.	117045312.045884
V(Y[t],d=3,D=2)	710212019.134778	Range	137469	Trim Var.	366494218.167852

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 676133379.707847 & Range & 114844 & Trim Var. & 462088957.880696 \tabularnewline
V(Y[t],d=1,D=0) & 144561108.526087 & Range & 58779 & Trim Var. & 66964025.7599154 \tabularnewline
V(Y[t],d=2,D=0) & 224807099.146206 & Range & 68843 & Trim Var. & 129217679.752459 \tabularnewline
V(Y[t],d=3,D=0) & 528703793.149034 & Range & 103986 & Trim Var. & 277896548.388701 \tabularnewline
V(Y[t],d=0,D=1) & 674739739.82934 & Range & 90402 & Trim Var. & 539003466.399855 \tabularnewline
V(Y[t],d=1,D=1) & 38141632.677556 & Range & 27176 & Trim Var. & 24431393.346908 \tabularnewline
V(Y[t],d=2,D=1) & 78062502.872807 & Range & 44005 & Trim Var. & 39673492.1937255 \tabularnewline
V(Y[t],d=3,D=1) & 262500993.012987 & Range & 76554 & Trim Var. & 147388062.471837 \tabularnewline
V(Y[t],d=0,D=2) & 1048778865.68455 & Range & 101436 & Trim Var. & 857759689.690244 \tabularnewline
V(Y[t],d=1,D=2) & 101688572.653623 & Range & 51423 & Trim Var. & 57306047.4608974 \tabularnewline
V(Y[t],d=2,D=2) & 214567960.588889 & Range & 72160 & Trim Var. & 117045312.045884 \tabularnewline
V(Y[t],d=3,D=2) & 710212019.134778 & Range & 137469 & Trim Var. & 366494218.167852 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116917&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]676133379.707847[/C][C]Range[/C][C]114844[/C][C]Trim Var.[/C][C]462088957.880696[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]144561108.526087[/C][C]Range[/C][C]58779[/C][C]Trim Var.[/C][C]66964025.7599154[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]224807099.146206[/C][C]Range[/C][C]68843[/C][C]Trim Var.[/C][C]129217679.752459[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]528703793.149034[/C][C]Range[/C][C]103986[/C][C]Trim Var.[/C][C]277896548.388701[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]674739739.82934[/C][C]Range[/C][C]90402[/C][C]Trim Var.[/C][C]539003466.399855[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]38141632.677556[/C][C]Range[/C][C]27176[/C][C]Trim Var.[/C][C]24431393.346908[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]78062502.872807[/C][C]Range[/C][C]44005[/C][C]Trim Var.[/C][C]39673492.1937255[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]262500993.012987[/C][C]Range[/C][C]76554[/C][C]Trim Var.[/C][C]147388062.471837[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1048778865.68455[/C][C]Range[/C][C]101436[/C][C]Trim Var.[/C][C]857759689.690244[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]101688572.653623[/C][C]Range[/C][C]51423[/C][C]Trim Var.[/C][C]57306047.4608974[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]214567960.588889[/C][C]Range[/C][C]72160[/C][C]Trim Var.[/C][C]117045312.045884[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]710212019.134778[/C][C]Range[/C][C]137469[/C][C]Trim Var.[/C][C]366494218.167852[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116917&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116917&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)	676133379.707847	Range	114844	Trim Var.	462088957.880696
V(Y[t],d=1,D=0)	144561108.526087	Range	58779	Trim Var.	66964025.7599154
V(Y[t],d=2,D=0)	224807099.146206	Range	68843	Trim Var.	129217679.752459
V(Y[t],d=3,D=0)	528703793.149034	Range	103986	Trim Var.	277896548.388701
V(Y[t],d=0,D=1)	674739739.82934	Range	90402	Trim Var.	539003466.399855
V(Y[t],d=1,D=1)	38141632.677556	Range	27176	Trim Var.	24431393.346908
V(Y[t],d=2,D=1)	78062502.872807	Range	44005	Trim Var.	39673492.1937255
V(Y[t],d=3,D=1)	262500993.012987	Range	76554	Trim Var.	147388062.471837
V(Y[t],d=0,D=2)	1048778865.68455	Range	101436	Trim Var.	857759689.690244
V(Y[t],d=1,D=2)	101688572.653623	Range	51423	Trim Var.	57306047.4608974
V(Y[t],d=2,D=2)	214567960.588889	Range	72160	Trim Var.	117045312.045884
V(Y[t],d=3,D=2)	710212019.134778	Range	137469	Trim Var.	366494218.167852

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 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()

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code