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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

Sat, 06 Dec 2008 07:48:37 -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/2008/Dec/06/t1228574963ca3raxrube03d8o.htm/, Retrieved Fri, 17 May 2024 05:44:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29667, Retrieved Fri, 17 May 2024 05:44:40 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

187

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Variance Reduction Matrix] [Identification an...] [2008-12-04 19:36:54] [063e4b67ad7d3a8a83eccec794cd5aa7]
F    D    [Variance Reduction Matrix] [Eigen tijdreeks V...] [2008-12-06 14:21:42] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D        [Variance Reduction Matrix] [Eigen tijdreeks V...] [2008-12-06 14:48:37] [6797a1f4a60918966297e9d9220cabc2] [Current]

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Dataseries X:

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Histogram

Boxplots

6,3
6,2
6,1
5,9
5,8
5,7
5,7
5,7
5,5
5,5
5,5
5,4
5,3
5,3
5,3
5,4
5,4
5,4
5,4
5,4
5,5
5,7
5,8
5,9
6
6,1
6,1
6,1
6,2
6,3
6,6
6,6
6,5
6,5
6,6
6,6
6,6
6,6
6,6
6,8
6,8
6,7
6,7
6,7
6,7
6,8
6,8
6,9
7
7
7
6,8
6,8
6,9
7,1
7,2
7,2
7
7
7
7
7,1
7,1
7,1
7,1
7,1
7,1
7,1
7,1
7,1
7,1
7,1
7,2
7,2
7,2
7,1
7,1
7,1
6,9
6,8
6,8
6,8
6,7
6,7
6,6
6,6
6,5
6,5
6,4
6,3
6,2
6,2
6,1
6
6
6
6
5,9
5,8
5,8
5,7
5,7

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' @ 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29667&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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29667&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29667&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' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.352401475441662	Range	1.9	Trim Var.	0.213009893455099
V(Y[t],d=1,D=0)	0.00776435643564356	Range	0.5	Trim Var.	0.00278421052631577
V(Y[t],d=2,D=0)	0.00979696969696969	Range	0.5	Trim Var.	0.00583770287141072
V(Y[t],d=3,D=0)	0.0260193774479489	Range	0.9	Trim Var.	0.0154317027532745
V(Y[t],d=0,D=1)	0.287202247191011	Range	2.2	Trim Var.	0.1859
V(Y[t],d=1,D=1)	0.0179341164453524	Range	0.7	Trim Var.	0.00830988522769344
V(Y[t],d=2,D=1)	0.0252873563218391	Range	0.8	Trim Var.	0.0157333333333333
V(Y[t],d=3,D=1)	0.0661614541566426	Range	1.30000000000000	Trim Var.	0.0392792792792793
V(Y[t],d=0,D=2)	0.401127206127206	Range	2.8	Trim Var.	0.198265132139812
V(Y[t],d=1,D=2)	0.0586944634313055	Range	1.2	Trim Var.	0.0323178226514487
V(Y[t],d=2,D=2)	0.0911929824561404	Range	1.30000000000000	Trim Var.	0.062089552238806
V(Y[t],d=3,D=2)	0.237830630630631	Range	2.50000000000000	Trim Var.	0.155282677521484

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.352401475441662 & Range & 1.9 & Trim Var. & 0.213009893455099 \tabularnewline
V(Y[t],d=1,D=0) & 0.00776435643564356 & Range & 0.5 & Trim Var. & 0.00278421052631577 \tabularnewline
V(Y[t],d=2,D=0) & 0.00979696969696969 & Range & 0.5 & Trim Var. & 0.00583770287141072 \tabularnewline
V(Y[t],d=3,D=0) & 0.0260193774479489 & Range & 0.9 & Trim Var. & 0.0154317027532745 \tabularnewline
V(Y[t],d=0,D=1) & 0.287202247191011 & Range & 2.2 & Trim Var. & 0.1859 \tabularnewline
V(Y[t],d=1,D=1) & 0.0179341164453524 & Range & 0.7 & Trim Var. & 0.00830988522769344 \tabularnewline
V(Y[t],d=2,D=1) & 0.0252873563218391 & Range & 0.8 & Trim Var. & 0.0157333333333333 \tabularnewline
V(Y[t],d=3,D=1) & 0.0661614541566426 & Range & 1.30000000000000 & Trim Var. & 0.0392792792792793 \tabularnewline
V(Y[t],d=0,D=2) & 0.401127206127206 & Range & 2.8 & Trim Var. & 0.198265132139812 \tabularnewline
V(Y[t],d=1,D=2) & 0.0586944634313055 & Range & 1.2 & Trim Var. & 0.0323178226514487 \tabularnewline
V(Y[t],d=2,D=2) & 0.0911929824561404 & Range & 1.30000000000000 & Trim Var. & 0.062089552238806 \tabularnewline
V(Y[t],d=3,D=2) & 0.237830630630631 & Range & 2.50000000000000 & Trim Var. & 0.155282677521484 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29667&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.352401475441662[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.213009893455099[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00776435643564356[/C][C]Range[/C][C]0.5[/C][C]Trim Var.[/C][C]0.00278421052631577[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00979696969696969[/C][C]Range[/C][C]0.5[/C][C]Trim Var.[/C][C]0.00583770287141072[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0260193774479489[/C][C]Range[/C][C]0.9[/C][C]Trim Var.[/C][C]0.0154317027532745[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.287202247191011[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.1859[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0179341164453524[/C][C]Range[/C][C]0.7[/C][C]Trim Var.[/C][C]0.00830988522769344[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0252873563218391[/C][C]Range[/C][C]0.8[/C][C]Trim Var.[/C][C]0.0157333333333333[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0661614541566426[/C][C]Range[/C][C]1.30000000000000[/C][C]Trim Var.[/C][C]0.0392792792792793[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.401127206127206[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.198265132139812[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0586944634313055[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0323178226514487[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0911929824561404[/C][C]Range[/C][C]1.30000000000000[/C][C]Trim Var.[/C][C]0.062089552238806[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.237830630630631[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.155282677521484[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29667&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29667&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)	0.352401475441662	Range	1.9	Trim Var.	0.213009893455099
V(Y[t],d=1,D=0)	0.00776435643564356	Range	0.5	Trim Var.	0.00278421052631577
V(Y[t],d=2,D=0)	0.00979696969696969	Range	0.5	Trim Var.	0.00583770287141072
V(Y[t],d=3,D=0)	0.0260193774479489	Range	0.9	Trim Var.	0.0154317027532745
V(Y[t],d=0,D=1)	0.287202247191011	Range	2.2	Trim Var.	0.1859
V(Y[t],d=1,D=1)	0.0179341164453524	Range	0.7	Trim Var.	0.00830988522769344
V(Y[t],d=2,D=1)	0.0252873563218391	Range	0.8	Trim Var.	0.0157333333333333
V(Y[t],d=3,D=1)	0.0661614541566426	Range	1.30000000000000	Trim Var.	0.0392792792792793
V(Y[t],d=0,D=2)	0.401127206127206	Range	2.8	Trim Var.	0.198265132139812
V(Y[t],d=1,D=2)	0.0586944634313055	Range	1.2	Trim Var.	0.0323178226514487
V(Y[t],d=2,D=2)	0.0911929824561404	Range	1.30000000000000	Trim Var.	0.062089552238806
V(Y[t],d=3,D=2)	0.237830630630631	Range	2.50000000000000	Trim Var.	0.155282677521484

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) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')

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Tables (Output of Computation)

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Input Parameters & R Code