Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sat, 13 Dec 2008 16:50:02 -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/14/t1229213316gtrwrh21rk3nz2f.htm/, Retrieved Wed, 15 May 2024 22:51:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33234, Retrieved Wed, 15 May 2024 22:51:03 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

217

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

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:40:39] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [WS7 Task 4] [2008-11-30 15:52:14] [11ac052cc87d77b9933b02bea117068e]
- RMPD    [Standard Deviation-Mean Plot] [WS7 Task 5 Correc...] [2008-12-02 17:34:41] [11ac052cc87d77b9933b02bea117068e]
-    D      [Standard Deviation-Mean Plot] [VS STDPLOT] [2008-12-13 22:46:20] [c4e82a203a5642d47e013a6c97b9cd86]
-    D        [Standard Deviation-Mean Plot] [Daw Jones in de VS] [2008-12-13 23:26:13] [c4e82a203a5642d47e013a6c97b9cd86]
- RM D            [Variance Reduction Matrix] [VS] [2008-12-13 23:50:02] [40e4ecc26f5b6a1a04324e2dfea518f7] [Current]
- RMPD              [] [Beurskoers Amerika] [-0001-11-30 00:00:00] [74be16979710d4c4e7c6647856088456] 
- RMPD              [] [Beurskoers Japan] [-0001-11-30 00:00:00] [74be16979710d4c4e7c6647856088456] 
- RMPD              [Spectral Analysis] [Beurskoers Japan] [2008-12-14 17:01:36] [74be16979710d4c4e7c6647856088456] 
- RMP               [Spectral Analysis] [Beurskoers Amerika] [2008-12-14 17:01:40] [74be16979710d4c4e7c6647856088456] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33234&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33234&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33234&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1747.79278660284	Range	174.29	Trim Var.	1296.84711607862
V(Y[t],d=1,D=0)	30.698881003862	Range	43.03	Trim Var.	13.8642304316512
V(Y[t],d=2,D=0)	75.4176260918108	Range	65.87	Trim Var.	36.2579218677569
V(Y[t],d=3,D=0)	235.048631616995	Range	120.68	Trim Var.	116.145002485593
V(Y[t],d=0,D=1)	193.760779842248	Range	89.58	Trim Var.	111.125534477350
V(Y[t],d=1,D=1)	64.4941758674472	Range	59.59	Trim Var.	30.4759827751196
V(Y[t],d=2,D=1)	161.659756756458	Range	100.91	Trim Var.	77.6693602535794
V(Y[t],d=3,D=1)	504.669033730732	Range	168.71	Trim Var.	256.837557603196
V(Y[t],d=0,D=2)	432.872367210607	Range	171.78	Trim Var.	232.869292070987
V(Y[t],d=1,D=2)	186.962604207866	Range	104.5	Trim Var.	93.607952844611
V(Y[t],d=2,D=2)	469.027781032756	Range	162.18	Trim Var.	231.086750491623
V(Y[t],d=3,D=2)	1469.79729222841	Range	241.47	Trim Var.	773.269896440084

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1747.79278660284 & Range & 174.29 & Trim Var. & 1296.84711607862 \tabularnewline
V(Y[t],d=1,D=0) & 30.698881003862 & Range & 43.03 & Trim Var. & 13.8642304316512 \tabularnewline
V(Y[t],d=2,D=0) & 75.4176260918108 & Range & 65.87 & Trim Var. & 36.2579218677569 \tabularnewline
V(Y[t],d=3,D=0) & 235.048631616995 & Range & 120.68 & Trim Var. & 116.145002485593 \tabularnewline
V(Y[t],d=0,D=1) & 193.760779842248 & Range & 89.58 & Trim Var. & 111.125534477350 \tabularnewline
V(Y[t],d=1,D=1) & 64.4941758674472 & Range & 59.59 & Trim Var. & 30.4759827751196 \tabularnewline
V(Y[t],d=2,D=1) & 161.659756756458 & Range & 100.91 & Trim Var. & 77.6693602535794 \tabularnewline
V(Y[t],d=3,D=1) & 504.669033730732 & Range & 168.71 & Trim Var. & 256.837557603196 \tabularnewline
V(Y[t],d=0,D=2) & 432.872367210607 & Range & 171.78 & Trim Var. & 232.869292070987 \tabularnewline
V(Y[t],d=1,D=2) & 186.962604207866 & Range & 104.5 & Trim Var. & 93.607952844611 \tabularnewline
V(Y[t],d=2,D=2) & 469.027781032756 & Range & 162.18 & Trim Var. & 231.086750491623 \tabularnewline
V(Y[t],d=3,D=2) & 1469.79729222841 & Range & 241.47 & Trim Var. & 773.269896440084 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33234&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1747.79278660284[/C][C]Range[/C][C]174.29[/C][C]Trim Var.[/C][C]1296.84711607862[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]30.698881003862[/C][C]Range[/C][C]43.03[/C][C]Trim Var.[/C][C]13.8642304316512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]75.4176260918108[/C][C]Range[/C][C]65.87[/C][C]Trim Var.[/C][C]36.2579218677569[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]235.048631616995[/C][C]Range[/C][C]120.68[/C][C]Trim Var.[/C][C]116.145002485593[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]193.760779842248[/C][C]Range[/C][C]89.58[/C][C]Trim Var.[/C][C]111.125534477350[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]64.4941758674472[/C][C]Range[/C][C]59.59[/C][C]Trim Var.[/C][C]30.4759827751196[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]161.659756756458[/C][C]Range[/C][C]100.91[/C][C]Trim Var.[/C][C]77.6693602535794[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]504.669033730732[/C][C]Range[/C][C]168.71[/C][C]Trim Var.[/C][C]256.837557603196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]432.872367210607[/C][C]Range[/C][C]171.78[/C][C]Trim Var.[/C][C]232.869292070987[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]186.962604207866[/C][C]Range[/C][C]104.5[/C][C]Trim Var.[/C][C]93.607952844611[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]469.027781032756[/C][C]Range[/C][C]162.18[/C][C]Trim Var.[/C][C]231.086750491623[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1469.79729222841[/C][C]Range[/C][C]241.47[/C][C]Trim Var.[/C][C]773.269896440084[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33234&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33234&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)	1747.79278660284	Range	174.29	Trim Var.	1296.84711607862
V(Y[t],d=1,D=0)	30.698881003862	Range	43.03	Trim Var.	13.8642304316512
V(Y[t],d=2,D=0)	75.4176260918108	Range	65.87	Trim Var.	36.2579218677569
V(Y[t],d=3,D=0)	235.048631616995	Range	120.68	Trim Var.	116.145002485593
V(Y[t],d=0,D=1)	193.760779842248	Range	89.58	Trim Var.	111.125534477350
V(Y[t],d=1,D=1)	64.4941758674472	Range	59.59	Trim Var.	30.4759827751196
V(Y[t],d=2,D=1)	161.659756756458	Range	100.91	Trim Var.	77.6693602535794
V(Y[t],d=3,D=1)	504.669033730732	Range	168.71	Trim Var.	256.837557603196
V(Y[t],d=0,D=2)	432.872367210607	Range	171.78	Trim Var.	232.869292070987
V(Y[t],d=1,D=2)	186.962604207866	Range	104.5	Trim Var.	93.607952844611
V(Y[t],d=2,D=2)	469.027781032756	Range	162.18	Trim Var.	231.086750491623
V(Y[t],d=3,D=2)	1469.79729222841	Range	241.47	Trim Var.	773.269896440084

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code