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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

Wed, 16 Dec 2009 13:39:57 -0700

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/2009/Dec/16/t1260996045y594n44lbl7i6k6.htm/, Retrieved Mon, 29 Apr 2024 13:48:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68594, Retrieved Mon, 29 Apr 2024 13:48:49 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

148

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Spectral Analysis] [Identifying Integ...] [2009-11-22 12:38:17] [b98453cac15ba1066b407e146608df68]
-    D        [Spectral Analysis] [spectrumanalyse] [2009-11-28 09:48:21] [7773f496f69461f4a67891f0ef752622]
-   PD          [Spectral Analysis] [koffie en thee] [2009-12-16 20:15:20] [7773f496f69461f4a67891f0ef752622]
- RMPD              [Variance Reduction Matrix] [thee] [2009-12-16 20:39:57] [5c2088b06970f9a7d6fea063ee8d5871] [Current]
-    D                [Variance Reduction Matrix] [Appelen Jonagold ...] [2009-12-17 16:45:59] [7773f496f69461f4a67891f0ef752622] 
-   P                   [Variance Reduction Matrix] [Appelen Golden va...] [2009-12-17 20:24:29] [7773f496f69461f4a67891f0ef752622] 
-   PD                    [Variance Reduction Matrix] [biefstuk 3.] [2010-12-17 11:59:16] [3df61981e9f4dafed65341be376c4457] 
-   PD                    [Variance Reduction Matrix] [restaurant] [2010-12-17 12:05:15] [3df61981e9f4dafed65341be376c4457] 
-   PD                    [Variance Reduction Matrix] [VRMKoffie] [2010-12-21 12:58:13] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-   PD                    [Variance Reduction Matrix] [VRMKoffie2] [2010-12-21 13:02:49] [3fb95cad3bbcce10c72dbbcc5bec5662] 
-    D                  [Variance Reduction Matrix] [WS8 1] [2010-11-25 16:45:51] [717f3d787904f94c39256c5c1fc72d4c] 
-    D                  [Variance Reduction Matrix] [WS8 2] [2010-11-25 16:50:08] [717f3d787904f94c39256c5c1fc72d4c] 
-    D                  [Variance Reduction Matrix] [Variance reductio...] [2010-12-02 14:02:46] [ff7c1e95cf99a1dae07ec89975494dde] 
- R PD                  [Variance Reduction Matrix] [Variance reductio...] [2010-12-15 16:28:30] [717f3d787904f94c39256c5c1fc72d4c] 
-   P                     [Variance Reduction Matrix] [Peer] [2010-12-27 17:45:25] [d6a5e6c1b0014d57cedb2bdfb4a7099f] 

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Dataseries X:

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Histogram

Boxplots

1.56
1.57
1.56
1.56
1.56
1.56
1.55
1.56
1.55
1.54
1.54
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1.53
1.53
1.53
1.52
1.52
1.52
1.52
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1.51
1.51
1.52
1.51
1.5
1.5
1.5
1.5
1.5
1.5
1.49
1.47
1.45
1.45
1.44

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68594&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68594&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68594&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.00107071428571429	Range	0.13	Trim Var.	0.000352615384615385
V(Y[t],d=1,D=0)	5.26050420168068e-05	Range	0.03	Trim Var.	2.40229885057472e-05
V(Y[t],d=2,D=0)	0.000102673796791444	Range	0.04	Trim Var.	5.00000000000001e-05
V(Y[t],d=3,D=0)	0.000290530303030304	Range	0.07	Trim Var.	0.000148544973544974
V(Y[t],d=0,D=1)	5.26050420168068e-05	Range	0.03	Trim Var.	2.40229885057472e-05
V(Y[t],d=1,D=1)	0.000102673796791444	Range	0.04	Trim Var.	5.00000000000001e-05
V(Y[t],d=2,D=1)	0.000290530303030304	Range	0.07	Trim Var.	0.000148544973544974
V(Y[t],d=3,D=1)	0.000880241935483873	Range	0.13	Trim Var.	0.000511507936507937
V(Y[t],d=0,D=2)	0.000102673796791444	Range	0.04	Trim Var.	5.00000000000001e-05
V(Y[t],d=1,D=2)	0.000290530303030304	Range	0.07	Trim Var.	0.000148544973544974
V(Y[t],d=2,D=2)	0.000880241935483873	Range	0.13	Trim Var.	0.000511507936507937
V(Y[t],d=3,D=2)	0.00288989247311828	Range	0.24	Trim Var.	0.00159138461538462

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00107071428571429 & Range & 0.13 & Trim Var. & 0.000352615384615385 \tabularnewline
V(Y[t],d=1,D=0) & 5.26050420168068e-05 & Range & 0.03 & Trim Var. & 2.40229885057472e-05 \tabularnewline
V(Y[t],d=2,D=0) & 0.000102673796791444 & Range & 0.04 & Trim Var. & 5.00000000000001e-05 \tabularnewline
V(Y[t],d=3,D=0) & 0.000290530303030304 & Range & 0.07 & Trim Var. & 0.000148544973544974 \tabularnewline
V(Y[t],d=0,D=1) & 5.26050420168068e-05 & Range & 0.03 & Trim Var. & 2.40229885057472e-05 \tabularnewline
V(Y[t],d=1,D=1) & 0.000102673796791444 & Range & 0.04 & Trim Var. & 5.00000000000001e-05 \tabularnewline
V(Y[t],d=2,D=1) & 0.000290530303030304 & Range & 0.07 & Trim Var. & 0.000148544973544974 \tabularnewline
V(Y[t],d=3,D=1) & 0.000880241935483873 & Range & 0.13 & Trim Var. & 0.000511507936507937 \tabularnewline
V(Y[t],d=0,D=2) & 0.000102673796791444 & Range & 0.04 & Trim Var. & 5.00000000000001e-05 \tabularnewline
V(Y[t],d=1,D=2) & 0.000290530303030304 & Range & 0.07 & Trim Var. & 0.000148544973544974 \tabularnewline
V(Y[t],d=2,D=2) & 0.000880241935483873 & Range & 0.13 & Trim Var. & 0.000511507936507937 \tabularnewline
V(Y[t],d=3,D=2) & 0.00288989247311828 & Range & 0.24 & Trim Var. & 0.00159138461538462 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68594&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00107071428571429[/C][C]Range[/C][C]0.13[/C][C]Trim Var.[/C][C]0.000352615384615385[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5.26050420168068e-05[/C][C]Range[/C][C]0.03[/C][C]Trim Var.[/C][C]2.40229885057472e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000102673796791444[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]5.00000000000001e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000290530303030304[/C][C]Range[/C][C]0.07[/C][C]Trim Var.[/C][C]0.000148544973544974[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5.26050420168068e-05[/C][C]Range[/C][C]0.03[/C][C]Trim Var.[/C][C]2.40229885057472e-05[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000102673796791444[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]5.00000000000001e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000290530303030304[/C][C]Range[/C][C]0.07[/C][C]Trim Var.[/C][C]0.000148544973544974[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.000880241935483873[/C][C]Range[/C][C]0.13[/C][C]Trim Var.[/C][C]0.000511507936507937[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.000102673796791444[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]5.00000000000001e-05[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.000290530303030304[/C][C]Range[/C][C]0.07[/C][C]Trim Var.[/C][C]0.000148544973544974[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.000880241935483873[/C][C]Range[/C][C]0.13[/C][C]Trim Var.[/C][C]0.000511507936507937[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00288989247311828[/C][C]Range[/C][C]0.24[/C][C]Trim Var.[/C][C]0.00159138461538462[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68594&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68594&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)	0.00107071428571429	Range	0.13	Trim Var.	0.000352615384615385
V(Y[t],d=1,D=0)	5.26050420168068e-05	Range	0.03	Trim Var.	2.40229885057472e-05
V(Y[t],d=2,D=0)	0.000102673796791444	Range	0.04	Trim Var.	5.00000000000001e-05
V(Y[t],d=3,D=0)	0.000290530303030304	Range	0.07	Trim Var.	0.000148544973544974
V(Y[t],d=0,D=1)	5.26050420168068e-05	Range	0.03	Trim Var.	2.40229885057472e-05
V(Y[t],d=1,D=1)	0.000102673796791444	Range	0.04	Trim Var.	5.00000000000001e-05
V(Y[t],d=2,D=1)	0.000290530303030304	Range	0.07	Trim Var.	0.000148544973544974
V(Y[t],d=3,D=1)	0.000880241935483873	Range	0.13	Trim Var.	0.000511507936507937
V(Y[t],d=0,D=2)	0.000102673796791444	Range	0.04	Trim Var.	5.00000000000001e-05
V(Y[t],d=1,D=2)	0.000290530303030304	Range	0.07	Trim Var.	0.000148544973544974
V(Y[t],d=2,D=2)	0.000880241935483873	Range	0.13	Trim Var.	0.000511507936507937
V(Y[t],d=3,D=2)	0.00288989247311828	Range	0.24	Trim Var.	0.00159138461538462

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(x,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')

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Dataset

Tables (Output of Computation)

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Input Parameters & R Code