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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 21 Dec 2011 08:43:06 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/21/t1324475110413ac4zx2qj87at.htm/, Retrieved Sat, 27 Apr 2024 21:09:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=158685, Retrieved Sat, 27 Apr 2024 21:09:57 +0000

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Estimated Impact

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

-       [Variance Reduction Matrix] [VRM gold] [2011-12-21 13:43:06] [0956ee981dded61b2e7128dae94e5715] [Current]
- R  D    [Variance Reduction Matrix] [laagste waarden d...] [2012-12-20 17:53:42] [ada2faad90d28eba6f4e8937b70cd272] 

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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	'Gwilym Jenkins' @ jenkins.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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=158685&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=158685&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=158685&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	'Gwilym Jenkins' @ jenkins.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	41903.7816171278	Range	1244.42	Trim Var.	15362.1862540217
V(Y[t],d=1,D=0)	510.470429694352	Range	244.58	Trim Var.	146.431146904138
V(Y[t],d=2,D=0)	1121.16820885004	Range	379.78	Trim Var.	333.099065260671
V(Y[t],d=3,D=0)	3399.73673139772	Range	658.6	Trim Var.	973.365188142645
V(Y[t],d=0,D=1)	5258.0216925078	Range	450.73	Trim Var.	2489.711548718
V(Y[t],d=1,D=1)	820.807719718157	Range	328.16	Trim Var.	300.770641009657
V(Y[t],d=2,D=1)	1814.06492869141	Range	445.06	Trim Var.	672.021710101835
V(Y[t],d=3,D=1)	5596.49515155703	Range	807.82	Trim Var.	2071.21558014518
V(Y[t],d=0,D=2)	6895.56843122748	Range	600.1	Trim Var.	3252.3187941542
V(Y[t],d=1,D=2)	2202.76842440374	Range	520.64	Trim Var.	875.272030690741
V(Y[t],d=2,D=2)	4950.56138314578	Range	807.82	Trim Var.	2018.43712262112
V(Y[t],d=3,D=2)	15624.0147854807	Range	1230.25	Trim Var.	6228.54109217687

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 41903.7816171278 & Range & 1244.42 & Trim Var. & 15362.1862540217 \tabularnewline
V(Y[t],d=1,D=0) & 510.470429694352 & Range & 244.58 & Trim Var. & 146.431146904138 \tabularnewline
V(Y[t],d=2,D=0) & 1121.16820885004 & Range & 379.78 & Trim Var. & 333.099065260671 \tabularnewline
V(Y[t],d=3,D=0) & 3399.73673139772 & Range & 658.6 & Trim Var. & 973.365188142645 \tabularnewline
V(Y[t],d=0,D=1) & 5258.0216925078 & Range & 450.73 & Trim Var. & 2489.711548718 \tabularnewline
V(Y[t],d=1,D=1) & 820.807719718157 & Range & 328.16 & Trim Var. & 300.770641009657 \tabularnewline
V(Y[t],d=2,D=1) & 1814.06492869141 & Range & 445.06 & Trim Var. & 672.021710101835 \tabularnewline
V(Y[t],d=3,D=1) & 5596.49515155703 & Range & 807.82 & Trim Var. & 2071.21558014518 \tabularnewline
V(Y[t],d=0,D=2) & 6895.56843122748 & Range & 600.1 & Trim Var. & 3252.3187941542 \tabularnewline
V(Y[t],d=1,D=2) & 2202.76842440374 & Range & 520.64 & Trim Var. & 875.272030690741 \tabularnewline
V(Y[t],d=2,D=2) & 4950.56138314578 & Range & 807.82 & Trim Var. & 2018.43712262112 \tabularnewline
V(Y[t],d=3,D=2) & 15624.0147854807 & Range & 1230.25 & Trim Var. & 6228.54109217687 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=158685&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]41903.7816171278[/C][C]Range[/C][C]1244.42[/C][C]Trim Var.[/C][C]15362.1862540217[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]510.470429694352[/C][C]Range[/C][C]244.58[/C][C]Trim Var.[/C][C]146.431146904138[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1121.16820885004[/C][C]Range[/C][C]379.78[/C][C]Trim Var.[/C][C]333.099065260671[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3399.73673139772[/C][C]Range[/C][C]658.6[/C][C]Trim Var.[/C][C]973.365188142645[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5258.0216925078[/C][C]Range[/C][C]450.73[/C][C]Trim Var.[/C][C]2489.711548718[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]820.807719718157[/C][C]Range[/C][C]328.16[/C][C]Trim Var.[/C][C]300.770641009657[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1814.06492869141[/C][C]Range[/C][C]445.06[/C][C]Trim Var.[/C][C]672.021710101835[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5596.49515155703[/C][C]Range[/C][C]807.82[/C][C]Trim Var.[/C][C]2071.21558014518[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6895.56843122748[/C][C]Range[/C][C]600.1[/C][C]Trim Var.[/C][C]3252.3187941542[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2202.76842440374[/C][C]Range[/C][C]520.64[/C][C]Trim Var.[/C][C]875.272030690741[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4950.56138314578[/C][C]Range[/C][C]807.82[/C][C]Trim Var.[/C][C]2018.43712262112[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]15624.0147854807[/C][C]Range[/C][C]1230.25[/C][C]Trim Var.[/C][C]6228.54109217687[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=158685&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=158685&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)	41903.7816171278	Range	1244.42	Trim Var.	15362.1862540217
V(Y[t],d=1,D=0)	510.470429694352	Range	244.58	Trim Var.	146.431146904138
V(Y[t],d=2,D=0)	1121.16820885004	Range	379.78	Trim Var.	333.099065260671
V(Y[t],d=3,D=0)	3399.73673139772	Range	658.6	Trim Var.	973.365188142645
V(Y[t],d=0,D=1)	5258.0216925078	Range	450.73	Trim Var.	2489.711548718
V(Y[t],d=1,D=1)	820.807719718157	Range	328.16	Trim Var.	300.770641009657
V(Y[t],d=2,D=1)	1814.06492869141	Range	445.06	Trim Var.	672.021710101835
V(Y[t],d=3,D=1)	5596.49515155703	Range	807.82	Trim Var.	2071.21558014518
V(Y[t],d=0,D=2)	6895.56843122748	Range	600.1	Trim Var.	3252.3187941542
V(Y[t],d=1,D=2)	2202.76842440374	Range	520.64	Trim Var.	875.272030690741
V(Y[t],d=2,D=2)	4950.56138314578	Range	807.82	Trim Var.	2018.43712262112
V(Y[t],d=3,D=2)	15624.0147854807	Range	1230.25	Trim Var.	6228.54109217687

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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