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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

Tue, 01 Dec 2009 11:40:12 -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/2009/Dec/01/t1259692854bzchmwfr915js33.htm/, Retrieved Thu, 18 Apr 2024 05:28:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62173, Retrieved Thu, 18 Apr 2024 05:28:05 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

155

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]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D      [Variance Reduction Matrix] [] [2009-12-01 18:40:12] [4057bfb3a128b4e91b455d276991f7f0] [Current]

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Histogram

Boxplots

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

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=62173&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=62173&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62173&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)	0.485913536776213	Range	3.2	Trim Var.	0.302309267793139
V(Y[t],d=1,D=0)	0.128462776659960	Range	2.2	Trim Var.	0.0411803278688525
V(Y[t],d=2,D=0)	0.166343685300207	Range	2.2	Trim Var.	0.088841882601798
V(Y[t],d=3,D=0)	0.336807331628304	Range	3.1	Trim Var.	0.132344262295082
V(Y[t],d=0,D=1)	0.352610169491525	Range	2.5	Trim Var.	0.235206149545772
V(Y[t],d=1,D=1)	0.116142606662770	Range	1.6	Trim Var.	0.0627503628447025
V(Y[t],d=2,D=1)	0.10964609800363	Range	1.50000000000000	Trim Var.	0.0731033182503772
V(Y[t],d=3,D=1)	0.168239348370928	Range	2.00000000000000	Trim Var.	0.104784313725491
V(Y[t],d=0,D=2)	0.544534574468085	Range	3.1	Trim Var.	0.325952380952381
V(Y[t],d=1,D=2)	0.252136910268270	Range	2.6	Trim Var.	0.121890243902439
V(Y[t],d=2,D=2)	0.235289855072464	Range	2.00000000000001	Trim Var.	0.140923076923077
V(Y[t],d=3,D=2)	0.379070707070707	Range	2.9	Trim Var.	0.163414304993253

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.485913536776213 & Range & 3.2 & Trim Var. & 0.302309267793139 \tabularnewline
V(Y[t],d=1,D=0) & 0.128462776659960 & Range & 2.2 & Trim Var. & 0.0411803278688525 \tabularnewline
V(Y[t],d=2,D=0) & 0.166343685300207 & Range & 2.2 & Trim Var. & 0.088841882601798 \tabularnewline
V(Y[t],d=3,D=0) & 0.336807331628304 & Range & 3.1 & Trim Var. & 0.132344262295082 \tabularnewline
V(Y[t],d=0,D=1) & 0.352610169491525 & Range & 2.5 & Trim Var. & 0.235206149545772 \tabularnewline
V(Y[t],d=1,D=1) & 0.116142606662770 & Range & 1.6 & Trim Var. & 0.0627503628447025 \tabularnewline
V(Y[t],d=2,D=1) & 0.10964609800363 & Range & 1.50000000000000 & Trim Var. & 0.0731033182503772 \tabularnewline
V(Y[t],d=3,D=1) & 0.168239348370928 & Range & 2.00000000000000 & Trim Var. & 0.104784313725491 \tabularnewline
V(Y[t],d=0,D=2) & 0.544534574468085 & Range & 3.1 & Trim Var. & 0.325952380952381 \tabularnewline
V(Y[t],d=1,D=2) & 0.252136910268270 & Range & 2.6 & Trim Var. & 0.121890243902439 \tabularnewline
V(Y[t],d=2,D=2) & 0.235289855072464 & Range & 2.00000000000001 & Trim Var. & 0.140923076923077 \tabularnewline
V(Y[t],d=3,D=2) & 0.379070707070707 & Range & 2.9 & Trim Var. & 0.163414304993253 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62173&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.485913536776213[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.302309267793139[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.128462776659960[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0411803278688525[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.166343685300207[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.088841882601798[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.336807331628304[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.132344262295082[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.352610169491525[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.235206149545772[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.116142606662770[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0627503628447025[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.10964609800363[/C][C]Range[/C][C]1.50000000000000[/C][C]Trim Var.[/C][C]0.0731033182503772[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.168239348370928[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.104784313725491[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.544534574468085[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.325952380952381[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.252136910268270[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.121890243902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.235289855072464[/C][C]Range[/C][C]2.00000000000001[/C][C]Trim Var.[/C][C]0.140923076923077[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.379070707070707[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.163414304993253[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62173&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62173&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)	0.485913536776213	Range	3.2	Trim Var.	0.302309267793139
V(Y[t],d=1,D=0)	0.128462776659960	Range	2.2	Trim Var.	0.0411803278688525
V(Y[t],d=2,D=0)	0.166343685300207	Range	2.2	Trim Var.	0.088841882601798
V(Y[t],d=3,D=0)	0.336807331628304	Range	3.1	Trim Var.	0.132344262295082
V(Y[t],d=0,D=1)	0.352610169491525	Range	2.5	Trim Var.	0.235206149545772
V(Y[t],d=1,D=1)	0.116142606662770	Range	1.6	Trim Var.	0.0627503628447025
V(Y[t],d=2,D=1)	0.10964609800363	Range	1.50000000000000	Trim Var.	0.0731033182503772
V(Y[t],d=3,D=1)	0.168239348370928	Range	2.00000000000000	Trim Var.	0.104784313725491
V(Y[t],d=0,D=2)	0.544534574468085	Range	3.1	Trim Var.	0.325952380952381
V(Y[t],d=1,D=2)	0.252136910268270	Range	2.6	Trim Var.	0.121890243902439
V(Y[t],d=2,D=2)	0.235289855072464	Range	2.00000000000001	Trim Var.	0.140923076923077
V(Y[t],d=3,D=2)	0.379070707070707	Range	2.9	Trim Var.	0.163414304993253

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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Input Parameters & R Code