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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

Thu, 18 Dec 2008 08:08:52 -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/18/t1229612948yfsnt5si24nwj29.htm/, Retrieved Sat, 11 May 2024 10:37:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34823, Retrieved Sat, 11 May 2024 10:37:57 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

216

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Variance Reduction Matrix] [] [2008-11-30 18:13:06] [b745fd448f60064800b631a75a630267]
F RM D    [Standard Deviation-Mean Plot] [SMP Q1] [2008-12-07 13:12:10] [e5d91604aae608e98a8ea24759233f66]
F RM        [Variance Reduction Matrix] [VRM Q1] [2008-12-07 13:13:31] [e5d91604aae608e98a8ea24759233f66]
-   PD          [Variance Reduction Matrix] [vrm] [2008-12-18 15:08:52] [55ca0ca4a201c9689dcf5fae352c92eb] [Current]

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Dataseries X:

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Histogram

Boxplots

0.42
0.74
1.02
1.51
1.86
1.59
1.03
0.44
0.82
0.86
0.57
0.59
0.95
0.98
1.23
1.17
0.84
0.74
0.65
0.91
1.19
1.3
1.53
1.94
1.79
1.95
2.26
2.04
2.16
2.75
2.79
2.88
3.36
2.97
3.1
2.49
2.2
2.25
2.09
2.79
3.14
2.93
2.65
2.67
2.26
2.35
2.13
2.18
2.9
2.63
2.67
1.81
1.33
0.88
1.28
1.26
1.26
1.29
1.1
1.37
1.21
1.74
1.76
1.48
1.04
1.62
1.49
1.79
1.8
1.58
1.86
1.74
1.59
1.26
1.13
1.92
2.61
2.26
2.41
2.26
2.03
2.86
2.55
2.27
2.26
2.57
3.07
2.76
2.51
2.87
3.14
3.11
3.16
2.47
2.57
2.89
2.63
2.38
1.69
1.96
2.19
1.87
1.6
1.63
1.22
1.21
1.49
1.64
1.66
1.77
1.82
1.78
1.28
1.29
1.37
1.12
1.51
2.24
2.94
3.09

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34823&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34823&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34823&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.533210392156863	Range	2.94	Trim Var.	0.393656938811497
V(Y[t],d=1,D=0)	0.119520282011110	Range	1.69	Trim Var.	0.0759260976900018
V(Y[t],d=2,D=0)	0.220210727220049	Range	2.2	Trim Var.	0.138739847259659
V(Y[t],d=3,D=0)	0.621138594164456	Range	3.74	Trim Var.	0.428980824175824
V(Y[t],d=0,D=1)	0.963043579093112	Range	4.22	Trim Var.	0.639782269736842
V(Y[t],d=1,D=1)	0.338736695468171	Range	2.69	Trim Var.	0.214089294512878
V(Y[t],d=2,D=1)	0.703178158131177	Range	3.99	Trim Var.	0.418427648135438
V(Y[t],d=3,D=1)	2.05002304029304	Range	6.66	Trim Var.	1.37619908835905
V(Y[t],d=0,D=2)	2.39465960526316	Range	6.18	Trim Var.	1.71628853625171
V(Y[t],d=1,D=2)	1.13896992161254	Range	4.77	Trim Var.	0.74469193277311
V(Y[t],d=2,D=2)	2.53603908716541	Range	6.86	Trim Var.	1.61346643717728
V(Y[t],d=3,D=2)	7.54692470780739	Range	12.17	Trim Var.	5.42509662062886

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.533210392156863 & Range & 2.94 & Trim Var. & 0.393656938811497 \tabularnewline
V(Y[t],d=1,D=0) & 0.119520282011110 & Range & 1.69 & Trim Var. & 0.0759260976900018 \tabularnewline
V(Y[t],d=2,D=0) & 0.220210727220049 & Range & 2.2 & Trim Var. & 0.138739847259659 \tabularnewline
V(Y[t],d=3,D=0) & 0.621138594164456 & Range & 3.74 & Trim Var. & 0.428980824175824 \tabularnewline
V(Y[t],d=0,D=1) & 0.963043579093112 & Range & 4.22 & Trim Var. & 0.639782269736842 \tabularnewline
V(Y[t],d=1,D=1) & 0.338736695468171 & Range & 2.69 & Trim Var. & 0.214089294512878 \tabularnewline
V(Y[t],d=2,D=1) & 0.703178158131177 & Range & 3.99 & Trim Var. & 0.418427648135438 \tabularnewline
V(Y[t],d=3,D=1) & 2.05002304029304 & Range & 6.66 & Trim Var. & 1.37619908835905 \tabularnewline
V(Y[t],d=0,D=2) & 2.39465960526316 & Range & 6.18 & Trim Var. & 1.71628853625171 \tabularnewline
V(Y[t],d=1,D=2) & 1.13896992161254 & Range & 4.77 & Trim Var. & 0.74469193277311 \tabularnewline
V(Y[t],d=2,D=2) & 2.53603908716541 & Range & 6.86 & Trim Var. & 1.61346643717728 \tabularnewline
V(Y[t],d=3,D=2) & 7.54692470780739 & Range & 12.17 & Trim Var. & 5.42509662062886 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34823&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.533210392156863[/C][C]Range[/C][C]2.94[/C][C]Trim Var.[/C][C]0.393656938811497[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.119520282011110[/C][C]Range[/C][C]1.69[/C][C]Trim Var.[/C][C]0.0759260976900018[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.220210727220049[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.138739847259659[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.621138594164456[/C][C]Range[/C][C]3.74[/C][C]Trim Var.[/C][C]0.428980824175824[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.963043579093112[/C][C]Range[/C][C]4.22[/C][C]Trim Var.[/C][C]0.639782269736842[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.338736695468171[/C][C]Range[/C][C]2.69[/C][C]Trim Var.[/C][C]0.214089294512878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.703178158131177[/C][C]Range[/C][C]3.99[/C][C]Trim Var.[/C][C]0.418427648135438[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.05002304029304[/C][C]Range[/C][C]6.66[/C][C]Trim Var.[/C][C]1.37619908835905[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.39465960526316[/C][C]Range[/C][C]6.18[/C][C]Trim Var.[/C][C]1.71628853625171[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.13896992161254[/C][C]Range[/C][C]4.77[/C][C]Trim Var.[/C][C]0.74469193277311[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.53603908716541[/C][C]Range[/C][C]6.86[/C][C]Trim Var.[/C][C]1.61346643717728[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]7.54692470780739[/C][C]Range[/C][C]12.17[/C][C]Trim Var.[/C][C]5.42509662062886[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34823&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34823&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)	0.533210392156863	Range	2.94	Trim Var.	0.393656938811497
V(Y[t],d=1,D=0)	0.119520282011110	Range	1.69	Trim Var.	0.0759260976900018
V(Y[t],d=2,D=0)	0.220210727220049	Range	2.2	Trim Var.	0.138739847259659
V(Y[t],d=3,D=0)	0.621138594164456	Range	3.74	Trim Var.	0.428980824175824
V(Y[t],d=0,D=1)	0.963043579093112	Range	4.22	Trim Var.	0.639782269736842
V(Y[t],d=1,D=1)	0.338736695468171	Range	2.69	Trim Var.	0.214089294512878
V(Y[t],d=2,D=1)	0.703178158131177	Range	3.99	Trim Var.	0.418427648135438
V(Y[t],d=3,D=1)	2.05002304029304	Range	6.66	Trim Var.	1.37619908835905
V(Y[t],d=0,D=2)	2.39465960526316	Range	6.18	Trim Var.	1.71628853625171
V(Y[t],d=1,D=2)	1.13896992161254	Range	4.77	Trim Var.	0.74469193277311
V(Y[t],d=2,D=2)	2.53603908716541	Range	6.86	Trim Var.	1.61346643717728
V(Y[t],d=3,D=2)	7.54692470780739	Range	12.17	Trim Var.	5.42509662062886

Parameters (Session):

par1 = 1.3 ; par2 = 0 ; par3 = 0 ; par4 = 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