Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

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, 22 Dec 2008 09:24:03 -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/22/t1229963078jy78q32332z9v2y.htm/, Retrieved Mon, 13 May 2024 19:18:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36119, Retrieved Mon, 13 May 2024 19:18:03 +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

143

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

-     [Variance Reduction Matrix] [Variance Reductio...] [2008-12-12 13:56:28] [1ce0d16c8f4225c977b42c8fa93bc163]
-         [Variance Reduction Matrix] [1] [2008-12-22 16:24:03] [d96f761aa3e94002e7c05c3c847d2c79] [Current]

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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36119&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36119&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36119&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	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	3196299938.50703	Range	197556	Trim Var.	2536498441.79964
V(Y[t],d=1,D=0)	357002080.637542	Range	94199	Trim Var.	167167434.438462
V(Y[t],d=2,D=0)	510112234.617199	Range	113195	Trim Var.	216991165.910096
V(Y[t],d=3,D=0)	1215353575.43173	Range	168620	Trim Var.	534203581.308532
V(Y[t],d=0,D=1)	425824508.33999	Range	80845	Trim Var.	289361710.331987
V(Y[t],d=1,D=1)	53079213.5835537	Range	39814	Trim Var.	23367654.4025157
V(Y[t],d=2,D=1)	103988323.116940	Range	54899	Trim Var.	56401152.5529753
V(Y[t],d=3,D=1)	303276685.914972	Range	84440	Trim Var.	182767446.440252
V(Y[t],d=0,D=2)	622247234.534902	Range	90555	Trim Var.	463171845.964646
V(Y[t],d=1,D=2)	141602958.581633	Range	64794	Trim Var.	61817549.3715645
V(Y[t],d=2,D=2)	267709258.261054	Range	68896	Trim Var.	173591312.946844
V(Y[t],d=3,D=2)	718948758.631206	Range	119131	Trim Var.	455011964.966899

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3196299938.50703 & Range & 197556 & Trim Var. & 2536498441.79964 \tabularnewline
V(Y[t],d=1,D=0) & 357002080.637542 & Range & 94199 & Trim Var. & 167167434.438462 \tabularnewline
V(Y[t],d=2,D=0) & 510112234.617199 & Range & 113195 & Trim Var. & 216991165.910096 \tabularnewline
V(Y[t],d=3,D=0) & 1215353575.43173 & Range & 168620 & Trim Var. & 534203581.308532 \tabularnewline
V(Y[t],d=0,D=1) & 425824508.33999 & Range & 80845 & Trim Var. & 289361710.331987 \tabularnewline
V(Y[t],d=1,D=1) & 53079213.5835537 & Range & 39814 & Trim Var. & 23367654.4025157 \tabularnewline
V(Y[t],d=2,D=1) & 103988323.116940 & Range & 54899 & Trim Var. & 56401152.5529753 \tabularnewline
V(Y[t],d=3,D=1) & 303276685.914972 & Range & 84440 & Trim Var. & 182767446.440252 \tabularnewline
V(Y[t],d=0,D=2) & 622247234.534902 & Range & 90555 & Trim Var. & 463171845.964646 \tabularnewline
V(Y[t],d=1,D=2) & 141602958.581633 & Range & 64794 & Trim Var. & 61817549.3715645 \tabularnewline
V(Y[t],d=2,D=2) & 267709258.261054 & Range & 68896 & Trim Var. & 173591312.946844 \tabularnewline
V(Y[t],d=3,D=2) & 718948758.631206 & Range & 119131 & Trim Var. & 455011964.966899 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36119&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3196299938.50703[/C][C]Range[/C][C]197556[/C][C]Trim Var.[/C][C]2536498441.79964[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]357002080.637542[/C][C]Range[/C][C]94199[/C][C]Trim Var.[/C][C]167167434.438462[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]510112234.617199[/C][C]Range[/C][C]113195[/C][C]Trim Var.[/C][C]216991165.910096[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1215353575.43173[/C][C]Range[/C][C]168620[/C][C]Trim Var.[/C][C]534203581.308532[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]425824508.33999[/C][C]Range[/C][C]80845[/C][C]Trim Var.[/C][C]289361710.331987[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]53079213.5835537[/C][C]Range[/C][C]39814[/C][C]Trim Var.[/C][C]23367654.4025157[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]103988323.116940[/C][C]Range[/C][C]54899[/C][C]Trim Var.[/C][C]56401152.5529753[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]303276685.914972[/C][C]Range[/C][C]84440[/C][C]Trim Var.[/C][C]182767446.440252[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]622247234.534902[/C][C]Range[/C][C]90555[/C][C]Trim Var.[/C][C]463171845.964646[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]141602958.581633[/C][C]Range[/C][C]64794[/C][C]Trim Var.[/C][C]61817549.3715645[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]267709258.261054[/C][C]Range[/C][C]68896[/C][C]Trim Var.[/C][C]173591312.946844[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]718948758.631206[/C][C]Range[/C][C]119131[/C][C]Trim Var.[/C][C]455011964.966899[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36119&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36119&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)	3196299938.50703	Range	197556	Trim Var.	2536498441.79964
V(Y[t],d=1,D=0)	357002080.637542	Range	94199	Trim Var.	167167434.438462
V(Y[t],d=2,D=0)	510112234.617199	Range	113195	Trim Var.	216991165.910096
V(Y[t],d=3,D=0)	1215353575.43173	Range	168620	Trim Var.	534203581.308532
V(Y[t],d=0,D=1)	425824508.33999	Range	80845	Trim Var.	289361710.331987
V(Y[t],d=1,D=1)	53079213.5835537	Range	39814	Trim Var.	23367654.4025157
V(Y[t],d=2,D=1)	103988323.116940	Range	54899	Trim Var.	56401152.5529753
V(Y[t],d=3,D=1)	303276685.914972	Range	84440	Trim Var.	182767446.440252
V(Y[t],d=0,D=2)	622247234.534902	Range	90555	Trim Var.	463171845.964646
V(Y[t],d=1,D=2)	141602958.581633	Range	64794	Trim Var.	61817549.3715645
V(Y[t],d=2,D=2)	267709258.261054	Range	68896	Trim Var.	173591312.946844
V(Y[t],d=3,D=2)	718948758.631206	Range	119131	Trim Var.	455011964.966899

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