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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

Mon, 08 Dec 2008 04:24:30 -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/08/t1228735779uru4eb8uiobt9nh.htm/, Retrieved Thu, 16 May 2024 11:02:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30384, Retrieved Thu, 16 May 2024 11:02:45 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

184

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

-       [Variance Reduction Matrix] [] [2008-12-08 11:24:30] [c60a842d48931bd392d024d8e9ef4583] [Current]

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Dataseries X:

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Histogram

Boxplots

0.24
0.23
0.23
0.24
0.23
0.23
0.25
0.21
0.26
0.25
0.24
0.24
0.27
0.25
0.26
0.29
0.24
0.26
0.24
0.26
0.25
0.26
0.24
0.21
0.20
0.22
0.20
0.21
0.20
0.19
0.20
0.20
0.21
0.24
0.22
0.19
0.23
0.23
0.23
0.22
0.23
0.25
0.25
0.22
0.25
0.25
0.24
0.19
0.24
0.26
0.24
0.24
0.25
0.23
0.27
0.24
0.26
0.27
0.29
0.28
0.32
0.29
0.27
0.26
0.28
0.31
0.29
0.31
0.31
0.32
0.32
0.26
0.31
0.31
0.31
0.31
0.29
0.27
0.30
0.27
0.27
0.30
0.28
0.24
0.28
0.28
0.33
0.28
0.29
0.25
0.31
0.29
0.37
0.31
0.29
0.28
0.30
0.32
0.31
0.28
0.29
0.29
0.28
0.26
0.28
0.30
0.33
0.31
0.37
0.36
0.37
0.37
0.36
0.33
0.33
0.40
0.32
0.39
0.39
0.37
0.37
0.30
0.33
0.33
0.34
0.35
0.34
0.37
0.37
0.37
0.36
0.32
0.33
0.35
0.36
0.35
0.37
0.35
0.32
0.33
0.28
0.32
0.35
0.30
0.32
0.32
0.32
0.32
0.36
0.31
0.26
0.33
0.31
0.34
0.33
0.38
0.32
0.30
0.32
0.33
0.34
0.29
0.33
0.36
0.32
0.32
0.32
0.31
0.30
0.34
0.34
0.30
0.28
0.25
0.27
0.33
0.28
0.33
0.32
0.27
0.27
0.28
0.27
0.27
0.25
0.25
0.22
0.27

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=30384&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=30384&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30384&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)	0.0023355216748208	Range	0.21	Trim Var.	0.00146548960969251
V(Y[t],d=1,D=0)	0.000868253694439653	Range	0.16	Trim Var.	0.000413948238329436
V(Y[t],d=2,D=0)	0.00245178727114211	Range	0.3	Trim Var.	0.00137390653523184
V(Y[t],d=3,D=0)	0.00804170387779084	Range	0.54	Trim Var.	0.00438314546430488
V(Y[t],d=0,D=1)	0.00169856818181818	Range	0.23	Trim Var.	0.000901460185017232
V(Y[t],d=1,D=1)	0.00137617077175698	Range	0.2	Trim Var.	0.000779734317969612
V(Y[t],d=2,D=1)	0.00373526011560694	Range	0.34	Trim Var.	0.00212914392059553
V(Y[t],d=3,D=1)	0.0122197539991934	Range	0.66	Trim Var.	0.00692610559375266
V(Y[t],d=0,D=2)	0.00451379619931169	Range	0.36	Trim Var.	0.00274270114942529
V(Y[t],d=1,D=2)	0.00406956752253276	Range	0.34	Trim Var.	0.00250204022988506
V(Y[t],d=2,D=2)	0.0107680124223603	Range	0.61	Trim Var.	0.0058208041958042
V(Y[t],d=3,D=2)	0.0346822515527950	Range	1.11	Trim Var.	0.0199187727765193

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0023355216748208 & Range & 0.21 & Trim Var. & 0.00146548960969251 \tabularnewline
V(Y[t],d=1,D=0) & 0.000868253694439653 & Range & 0.16 & Trim Var. & 0.000413948238329436 \tabularnewline
V(Y[t],d=2,D=0) & 0.00245178727114211 & Range & 0.3 & Trim Var. & 0.00137390653523184 \tabularnewline
V(Y[t],d=3,D=0) & 0.00804170387779084 & Range & 0.54 & Trim Var. & 0.00438314546430488 \tabularnewline
V(Y[t],d=0,D=1) & 0.00169856818181818 & Range & 0.23 & Trim Var. & 0.000901460185017232 \tabularnewline
V(Y[t],d=1,D=1) & 0.00137617077175698 & Range & 0.2 & Trim Var. & 0.000779734317969612 \tabularnewline
V(Y[t],d=2,D=1) & 0.00373526011560694 & Range & 0.34 & Trim Var. & 0.00212914392059553 \tabularnewline
V(Y[t],d=3,D=1) & 0.0122197539991934 & Range & 0.66 & Trim Var. & 0.00692610559375266 \tabularnewline
V(Y[t],d=0,D=2) & 0.00451379619931169 & Range & 0.36 & Trim Var. & 0.00274270114942529 \tabularnewline
V(Y[t],d=1,D=2) & 0.00406956752253276 & Range & 0.34 & Trim Var. & 0.00250204022988506 \tabularnewline
V(Y[t],d=2,D=2) & 0.0107680124223603 & Range & 0.61 & Trim Var. & 0.0058208041958042 \tabularnewline
V(Y[t],d=3,D=2) & 0.0346822515527950 & Range & 1.11 & Trim Var. & 0.0199187727765193 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30384&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0023355216748208[/C][C]Range[/C][C]0.21[/C][C]Trim Var.[/C][C]0.00146548960969251[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000868253694439653[/C][C]Range[/C][C]0.16[/C][C]Trim Var.[/C][C]0.000413948238329436[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00245178727114211[/C][C]Range[/C][C]0.3[/C][C]Trim Var.[/C][C]0.00137390653523184[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00804170387779084[/C][C]Range[/C][C]0.54[/C][C]Trim Var.[/C][C]0.00438314546430488[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00169856818181818[/C][C]Range[/C][C]0.23[/C][C]Trim Var.[/C][C]0.000901460185017232[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00137617077175698[/C][C]Range[/C][C]0.2[/C][C]Trim Var.[/C][C]0.000779734317969612[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00373526011560694[/C][C]Range[/C][C]0.34[/C][C]Trim Var.[/C][C]0.00212914392059553[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0122197539991934[/C][C]Range[/C][C]0.66[/C][C]Trim Var.[/C][C]0.00692610559375266[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00451379619931169[/C][C]Range[/C][C]0.36[/C][C]Trim Var.[/C][C]0.00274270114942529[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00406956752253276[/C][C]Range[/C][C]0.34[/C][C]Trim Var.[/C][C]0.00250204022988506[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0107680124223603[/C][C]Range[/C][C]0.61[/C][C]Trim Var.[/C][C]0.0058208041958042[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0346822515527950[/C][C]Range[/C][C]1.11[/C][C]Trim Var.[/C][C]0.0199187727765193[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30384&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30384&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)	0.0023355216748208	Range	0.21	Trim Var.	0.00146548960969251
V(Y[t],d=1,D=0)	0.000868253694439653	Range	0.16	Trim Var.	0.000413948238329436
V(Y[t],d=2,D=0)	0.00245178727114211	Range	0.3	Trim Var.	0.00137390653523184
V(Y[t],d=3,D=0)	0.00804170387779084	Range	0.54	Trim Var.	0.00438314546430488
V(Y[t],d=0,D=1)	0.00169856818181818	Range	0.23	Trim Var.	0.000901460185017232
V(Y[t],d=1,D=1)	0.00137617077175698	Range	0.2	Trim Var.	0.000779734317969612
V(Y[t],d=2,D=1)	0.00373526011560694	Range	0.34	Trim Var.	0.00212914392059553
V(Y[t],d=3,D=1)	0.0122197539991934	Range	0.66	Trim Var.	0.00692610559375266
V(Y[t],d=0,D=2)	0.00451379619931169	Range	0.36	Trim Var.	0.00274270114942529
V(Y[t],d=1,D=2)	0.00406956752253276	Range	0.34	Trim Var.	0.00250204022988506
V(Y[t],d=2,D=2)	0.0107680124223603	Range	0.61	Trim Var.	0.0058208041958042
V(Y[t],d=3,D=2)	0.0346822515527950	Range	1.11	Trim Var.	0.0199187727765193

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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Dataset

Tables (Output of Computation)

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Input Parameters & R Code