Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

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, 03 Dec 2012 15:17:14 -0500

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/2012/Dec/03/t13545658801aa4dtitoyg2d4y.htm/, Retrieved Sun, 05 May 2024 06:40:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=196011, Retrieved Sun, 05 May 2024 06:40:58 +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

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

-     [(Partial) Autocorrelation Function] [Workshop 9 - auto...] [2012-12-03 19:55:49] [c85dbc843174c8f40de92b1c92b5205a]
- R P   [(Partial) Autocorrelation Function] [Workshop 9 - auto...] [2012-12-03 19:57:39] [c85dbc843174c8f40de92b1c92b5205a]
- RMP     [Spectral Analysis] [Workshop 9 - peri...] [2012-12-03 20:02:49] [c85dbc843174c8f40de92b1c92b5205a]
- R P       [Spectral Analysis] [Workshop 9 - peri...] [2012-12-03 20:04:57] [c85dbc843174c8f40de92b1c92b5205a]
- RMP           [Variance Reduction Matrix] [Workshop 9 - vari...] [2012-12-03 20:17:14] [729cfeb7382ca95684eaaf6b24800101] [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	1 seconds
R Server	'George Udny Yule' @ yule.wessa.net

\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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=196011&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=196011&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196011&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	'George Udny Yule' @ yule.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	2138366492.2638	Range	216668	Trim Var.	1244129898.11057
V(Y[t],d=1,D=0)	490565783.049903	Range	140424	Trim Var.	189163525.173608
V(Y[t],d=2,D=0)	1020748887.67101	Range	241384	Trim Var.	373769916.195622
V(Y[t],d=3,D=0)	2873241039.39058	Range	415205	Trim Var.	911227840.69469
V(Y[t],d=0,D=1)	1364920160.97175	Range	229094	Trim Var.	659588386.813063
V(Y[t],d=1,D=1)	941164465.427484	Range	198234	Trim Var.	384120176.267977
V(Y[t],d=2,D=1)	1944526478.76495	Range	370562	Trim Var.	737864429.426605
V(Y[t],d=3,D=1)	5700240708.31081	Range	628993	Trim Var.	1658190259.02956
V(Y[t],d=0,D=2)	3006572888.54823	Range	382485	Trim Var.	1110439438.09727
V(Y[t],d=1,D=2)	2844142648.91033	Range	336466	Trim Var.	1267700080.72915
V(Y[t],d=2,D=2)	5775190101.29972	Range	591917	Trim Var.	2127983897.14252
V(Y[t],d=3,D=2)	17010578962.1241	Range	1075898	Trim Var.	5130913989.80674

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2138366492.2638 & Range & 216668 & Trim Var. & 1244129898.11057 \tabularnewline
V(Y[t],d=1,D=0) & 490565783.049903 & Range & 140424 & Trim Var. & 189163525.173608 \tabularnewline
V(Y[t],d=2,D=0) & 1020748887.67101 & Range & 241384 & Trim Var. & 373769916.195622 \tabularnewline
V(Y[t],d=3,D=0) & 2873241039.39058 & Range & 415205 & Trim Var. & 911227840.69469 \tabularnewline
V(Y[t],d=0,D=1) & 1364920160.97175 & Range & 229094 & Trim Var. & 659588386.813063 \tabularnewline
V(Y[t],d=1,D=1) & 941164465.427484 & Range & 198234 & Trim Var. & 384120176.267977 \tabularnewline
V(Y[t],d=2,D=1) & 1944526478.76495 & Range & 370562 & Trim Var. & 737864429.426605 \tabularnewline
V(Y[t],d=3,D=1) & 5700240708.31081 & Range & 628993 & Trim Var. & 1658190259.02956 \tabularnewline
V(Y[t],d=0,D=2) & 3006572888.54823 & Range & 382485 & Trim Var. & 1110439438.09727 \tabularnewline
V(Y[t],d=1,D=2) & 2844142648.91033 & Range & 336466 & Trim Var. & 1267700080.72915 \tabularnewline
V(Y[t],d=2,D=2) & 5775190101.29972 & Range & 591917 & Trim Var. & 2127983897.14252 \tabularnewline
V(Y[t],d=3,D=2) & 17010578962.1241 & Range & 1075898 & Trim Var. & 5130913989.80674 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=196011&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2138366492.2638[/C][C]Range[/C][C]216668[/C][C]Trim Var.[/C][C]1244129898.11057[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]490565783.049903[/C][C]Range[/C][C]140424[/C][C]Trim Var.[/C][C]189163525.173608[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1020748887.67101[/C][C]Range[/C][C]241384[/C][C]Trim Var.[/C][C]373769916.195622[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2873241039.39058[/C][C]Range[/C][C]415205[/C][C]Trim Var.[/C][C]911227840.69469[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1364920160.97175[/C][C]Range[/C][C]229094[/C][C]Trim Var.[/C][C]659588386.813063[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]941164465.427484[/C][C]Range[/C][C]198234[/C][C]Trim Var.[/C][C]384120176.267977[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1944526478.76495[/C][C]Range[/C][C]370562[/C][C]Trim Var.[/C][C]737864429.426605[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5700240708.31081[/C][C]Range[/C][C]628993[/C][C]Trim Var.[/C][C]1658190259.02956[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3006572888.54823[/C][C]Range[/C][C]382485[/C][C]Trim Var.[/C][C]1110439438.09727[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2844142648.91033[/C][C]Range[/C][C]336466[/C][C]Trim Var.[/C][C]1267700080.72915[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5775190101.29972[/C][C]Range[/C][C]591917[/C][C]Trim Var.[/C][C]2127983897.14252[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]17010578962.1241[/C][C]Range[/C][C]1075898[/C][C]Trim Var.[/C][C]5130913989.80674[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=196011&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196011&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)	2138366492.2638	Range	216668	Trim Var.	1244129898.11057
V(Y[t],d=1,D=0)	490565783.049903	Range	140424	Trim Var.	189163525.173608
V(Y[t],d=2,D=0)	1020748887.67101	Range	241384	Trim Var.	373769916.195622
V(Y[t],d=3,D=0)	2873241039.39058	Range	415205	Trim Var.	911227840.69469
V(Y[t],d=0,D=1)	1364920160.97175	Range	229094	Trim Var.	659588386.813063
V(Y[t],d=1,D=1)	941164465.427484	Range	198234	Trim Var.	384120176.267977
V(Y[t],d=2,D=1)	1944526478.76495	Range	370562	Trim Var.	737864429.426605
V(Y[t],d=3,D=1)	5700240708.31081	Range	628993	Trim Var.	1658190259.02956
V(Y[t],d=0,D=2)	3006572888.54823	Range	382485	Trim Var.	1110439438.09727
V(Y[t],d=1,D=2)	2844142648.91033	Range	336466	Trim Var.	1267700080.72915
V(Y[t],d=2,D=2)	5775190101.29972	Range	591917	Trim Var.	2127983897.14252
V(Y[t],d=3,D=2)	17010578962.1241	Range	1075898	Trim Var.	5130913989.80674

Figure 1

PNG link

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()

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code