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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 29 Dec 2010 16:15:24 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/29/t1293639222ctz5pguo7jco385.htm/, Retrieved Fri, 03 May 2024 07:24:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116950, Retrieved Fri, 03 May 2024 07:24:21 +0000

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Estimated Impact

126

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

-       [Variance Reduction Matrix] [] [2010-12-29 16:15:24] [393d554610c677f923bed472882d0fdb] [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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116950&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116950&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116950&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Variance Reduction Matrix
V(Y[t],d=0,D=0)	138.355783004243	Range	43.76	Trim Var.	108.881660572751
V(Y[t],d=1,D=0)	1.38870734487991	Range	4.51000000000005	Trim Var.	1.11475566808177
V(Y[t],d=2,D=0)	0.824261538250128	Range	4.58000000000004	Trim Var.	0.529709376446982
V(Y[t],d=3,D=0)	1.20066169636691	Range	7.11000000000018	Trim Var.	0.708129774021045
V(Y[t],d=0,D=1)	0.377960359244124	Range	3.40000000000003	Trim Var.	0.228713154771538
V(Y[t],d=1,D=1)	0.155043624972682	Range	2.54000000000002	Trim Var.	0.09762129599479
V(Y[t],d=2,D=1)	0.406597970409436	Range	3.94999999999999	Trim Var.	0.239794376296726
V(Y[t],d=3,D=1)	1.32876546188289	Range	7.41000000000008	Trim Var.	0.78663806097226
V(Y[t],d=0,D=2)	0.715288931445371	Range	5.34999999999985	Trim Var.	0.423075185376294
V(Y[t],d=1,D=2)	0.449967241406141	Range	4.17000000000002	Trim Var.	0.270366363479031
V(Y[t],d=2,D=2)	1.17711914385866	Range	7.55000000000007	Trim Var.	0.688072538263581
V(Y[t],d=3,D=2)	3.85266575079472	Range	12.6400000000002	Trim Var.	2.26217133177571

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 138.355783004243 & Range & 43.76 & Trim Var. & 108.881660572751 \tabularnewline
V(Y[t],d=1,D=0) & 1.38870734487991 & Range & 4.51000000000005 & Trim Var. & 1.11475566808177 \tabularnewline
V(Y[t],d=2,D=0) & 0.824261538250128 & Range & 4.58000000000004 & Trim Var. & 0.529709376446982 \tabularnewline
V(Y[t],d=3,D=0) & 1.20066169636691 & Range & 7.11000000000018 & Trim Var. & 0.708129774021045 \tabularnewline
V(Y[t],d=0,D=1) & 0.377960359244124 & Range & 3.40000000000003 & Trim Var. & 0.228713154771538 \tabularnewline
V(Y[t],d=1,D=1) & 0.155043624972682 & Range & 2.54000000000002 & Trim Var. & 0.09762129599479 \tabularnewline
V(Y[t],d=2,D=1) & 0.406597970409436 & Range & 3.94999999999999 & Trim Var. & 0.239794376296726 \tabularnewline
V(Y[t],d=3,D=1) & 1.32876546188289 & Range & 7.41000000000008 & Trim Var. & 0.78663806097226 \tabularnewline
V(Y[t],d=0,D=2) & 0.715288931445371 & Range & 5.34999999999985 & Trim Var. & 0.423075185376294 \tabularnewline
V(Y[t],d=1,D=2) & 0.449967241406141 & Range & 4.17000000000002 & Trim Var. & 0.270366363479031 \tabularnewline
V(Y[t],d=2,D=2) & 1.17711914385866 & Range & 7.55000000000007 & Trim Var. & 0.688072538263581 \tabularnewline
V(Y[t],d=3,D=2) & 3.85266575079472 & Range & 12.6400000000002 & Trim Var. & 2.26217133177571 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116950&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]138.355783004243[/C][C]Range[/C][C]43.76[/C][C]Trim Var.[/C][C]108.881660572751[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.38870734487991[/C][C]Range[/C][C]4.51000000000005[/C][C]Trim Var.[/C][C]1.11475566808177[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.824261538250128[/C][C]Range[/C][C]4.58000000000004[/C][C]Trim Var.[/C][C]0.529709376446982[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.20066169636691[/C][C]Range[/C][C]7.11000000000018[/C][C]Trim Var.[/C][C]0.708129774021045[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.377960359244124[/C][C]Range[/C][C]3.40000000000003[/C][C]Trim Var.[/C][C]0.228713154771538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.155043624972682[/C][C]Range[/C][C]2.54000000000002[/C][C]Trim Var.[/C][C]0.09762129599479[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.406597970409436[/C][C]Range[/C][C]3.94999999999999[/C][C]Trim Var.[/C][C]0.239794376296726[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.32876546188289[/C][C]Range[/C][C]7.41000000000008[/C][C]Trim Var.[/C][C]0.78663806097226[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.715288931445371[/C][C]Range[/C][C]5.34999999999985[/C][C]Trim Var.[/C][C]0.423075185376294[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.449967241406141[/C][C]Range[/C][C]4.17000000000002[/C][C]Trim Var.[/C][C]0.270366363479031[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.17711914385866[/C][C]Range[/C][C]7.55000000000007[/C][C]Trim Var.[/C][C]0.688072538263581[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3.85266575079472[/C][C]Range[/C][C]12.6400000000002[/C][C]Trim Var.[/C][C]2.26217133177571[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116950&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116950&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)	138.355783004243	Range	43.76	Trim Var.	108.881660572751
V(Y[t],d=1,D=0)	1.38870734487991	Range	4.51000000000005	Trim Var.	1.11475566808177
V(Y[t],d=2,D=0)	0.824261538250128	Range	4.58000000000004	Trim Var.	0.529709376446982
V(Y[t],d=3,D=0)	1.20066169636691	Range	7.11000000000018	Trim Var.	0.708129774021045
V(Y[t],d=0,D=1)	0.377960359244124	Range	3.40000000000003	Trim Var.	0.228713154771538
V(Y[t],d=1,D=1)	0.155043624972682	Range	2.54000000000002	Trim Var.	0.09762129599479
V(Y[t],d=2,D=1)	0.406597970409436	Range	3.94999999999999	Trim Var.	0.239794376296726
V(Y[t],d=3,D=1)	1.32876546188289	Range	7.41000000000008	Trim Var.	0.78663806097226
V(Y[t],d=0,D=2)	0.715288931445371	Range	5.34999999999985	Trim Var.	0.423075185376294
V(Y[t],d=1,D=2)	0.449967241406141	Range	4.17000000000002	Trim Var.	0.270366363479031
V(Y[t],d=2,D=2)	1.17711914385866	Range	7.55000000000007	Trim Var.	0.688072538263581
V(Y[t],d=3,D=2)	3.85266575079472	Range	12.6400000000002	Trim Var.	2.26217133177571

Figure 1

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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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