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Workshop 9

*The author of this computation has been verified*

R Software Module: /rwasp_variancereduction.wasp (opens new window with default values)

Title produced by software: Variance Reduction Matrix

Date of computation: Fri, 03 Dec 2010 13:11:33 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/03/t1291381797s64545g83wsaix7.htm/, Retrieved Fri, 03 Dec 2010 14:09:57 +0100

BibTeX entries for LaTeX users:

@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/03/t1291381797s64545g83wsaix7.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

63.152 60.106 72.616 73.159 68.848 77.056 62.246 60.777 64.513 58.353 56.511 44.554 71.414 65.719 80.997 69.826 65.386 75.589 65.520 59.003 63.961 59.716 57.520 42.886 69.805 64.656 80.353 71.321 76.577 81.580 71.127 63.478 48.152 69.236 57.038 43.621 69.551 72.009 72.140 81.519 73.310 80.406 70.697 59.328 68.281 70.041 51.244 46.538 61.443 62.256 73.117 74.155 65.191 77.889 68.688 59.983 65.470 65.089 54.795 47.123

Output produced by software:

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)	94.96960234887	Range	38.694	Trim Var.	64.4408155345912
V(Y[t],d=1,D=0)	122.791385049679	Range	45.716	Trim Var.	79.9791211407837
V(Y[t],d=2,D=0)	338.679264396854	Range	74.835	Trim Var.	221.846499307692
V(Y[t],d=3,D=0)	1114.08422415288	Range	127.612	Trim Var.	768.140444494902
V(Y[t],d=0,D=1)	38.5695472127660	Range	35.938	Trim Var.	18.7514101097561
V(Y[t],d=1,D=1)	84.0341966207216	Range	45.613	Trim Var.	31.4851001548781
V(Y[t],d=2,D=1)	271.223177832367	Range	89.216	Trim Var.	103.085320810256
V(Y[t],d=3,D=1)	939.60112409798	Range	145.709	Trim Var.	386.474603859649
V(Y[t],d=0,D=2)	120.312555456349	Range	58.878	Trim Var.	58.7463923870967
V(Y[t],d=1,D=2)	293.200438011765	Range	89.216	Trim Var.	150.892146139785
V(Y[t],d=2,D=2)	948.9174497041	Range	137.272	Trim Var.	551.036930695402
V(Y[t],d=3,D=2)	3292.65812238258	Range	273.639	Trim Var.	1839.58589482266

Charts produced by software:

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(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) & smyx<quantile(smyx,0.95)]))

a<-table.row.end(a)

}

}

a<-table.end(a)

table.save(a,file='mytable.tab')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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