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

Tue, 06 Dec 2011 03:41:26 -0500

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/2011/Dec/06/t1323160927lhqlu8ixj5bfc86.htm/, Retrieved Sun, 28 Apr 2024 21:04:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151387, Retrieved Sun, 28 Apr 2024 21:04:31 +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

130

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]
- RMPD  [(Partial) Autocorrelation Function] [ACF (d=0, D=0)] [2011-12-06 08:00:15] [bcad5ea7a7be31884500e96b7abaff18]
- R P     [(Partial) Autocorrelation Function] [ACF (d=1 en D=0)] [2011-12-06 08:08:10] [bcad5ea7a7be31884500e96b7abaff18]
-   P       [(Partial) Autocorrelation Function] [ACF (d=0, D=1)] [2011-12-06 08:17:43] [bcad5ea7a7be31884500e96b7abaff18]
-   P         [(Partial) Autocorrelation Function] [ACF (d=1, D=1)] [2011-12-06 08:18:59] [bcad5ea7a7be31884500e96b7abaff18]
- RMP           [Spectral Analysis] [CP (d=0, D=0)] [2011-12-06 08:24:51] [bcad5ea7a7be31884500e96b7abaff18]
- R P             [Spectral Analysis] [CP (d=1, D=0)] [2011-12-06 08:27:06] [bcad5ea7a7be31884500e96b7abaff18]
-   P               [Spectral Analysis] [CP (d=0, D=1)] [2011-12-06 08:28:42] [bcad5ea7a7be31884500e96b7abaff18]
- RMP                   [Variance Reduction Matrix] [VRM ] [2011-12-06 08:41:26] [d14d64ba86ecc27fb5997ae1bd82937b] [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	0 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

\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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151387&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151387&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151387&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	6971651.83322368	Range	12343	Trim Var.	3710530.52708618
V(Y[t],d=1,D=0)	6595618.29608063	Range	15569	Trim Var.	2371772.59019608
V(Y[t],d=2,D=0)	14034998.676733	Range	25927	Trim Var.	4400129.8141136
V(Y[t],d=3,D=0)	40713979.5605423	Range	39500	Trim Var.	15722232.6459007
V(Y[t],d=0,D=1)	628821.17541595	Range	4626	Trim Var.	281867.651425398
V(Y[t],d=1,D=1)	987231.182486042	Range	6908	Trim Var.	377208.24847793
V(Y[t],d=2,D=1)	2826237.21228546	Range	11687	Trim Var.	1034222.02816901
V(Y[t],d=3,D=1)	9231188.73549383	Range	19720	Trim Var.	3699104.04708249
V(Y[t],d=0,D=2)	1642513.26760563	Range	8128	Trim Var.	740769.142857143
V(Y[t],d=1,D=2)	3011525.70261569	Range	10601	Trim Var.	1266239.02304147
V(Y[t],d=2,D=2)	9000931.15031056	Range	17078	Trim Var.	4196662.82416711
V(Y[t],d=3,D=2)	29681356.2595908	Range	29823	Trim Var.	13535392.7486339

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6971651.83322368 & Range & 12343 & Trim Var. & 3710530.52708618 \tabularnewline
V(Y[t],d=1,D=0) & 6595618.29608063 & Range & 15569 & Trim Var. & 2371772.59019608 \tabularnewline
V(Y[t],d=2,D=0) & 14034998.676733 & Range & 25927 & Trim Var. & 4400129.8141136 \tabularnewline
V(Y[t],d=3,D=0) & 40713979.5605423 & Range & 39500 & Trim Var. & 15722232.6459007 \tabularnewline
V(Y[t],d=0,D=1) & 628821.17541595 & Range & 4626 & Trim Var. & 281867.651425398 \tabularnewline
V(Y[t],d=1,D=1) & 987231.182486042 & Range & 6908 & Trim Var. & 377208.24847793 \tabularnewline
V(Y[t],d=2,D=1) & 2826237.21228546 & Range & 11687 & Trim Var. & 1034222.02816901 \tabularnewline
V(Y[t],d=3,D=1) & 9231188.73549383 & Range & 19720 & Trim Var. & 3699104.04708249 \tabularnewline
V(Y[t],d=0,D=2) & 1642513.26760563 & Range & 8128 & Trim Var. & 740769.142857143 \tabularnewline
V(Y[t],d=1,D=2) & 3011525.70261569 & Range & 10601 & Trim Var. & 1266239.02304147 \tabularnewline
V(Y[t],d=2,D=2) & 9000931.15031056 & Range & 17078 & Trim Var. & 4196662.82416711 \tabularnewline
V(Y[t],d=3,D=2) & 29681356.2595908 & Range & 29823 & Trim Var. & 13535392.7486339 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151387&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6971651.83322368[/C][C]Range[/C][C]12343[/C][C]Trim Var.[/C][C]3710530.52708618[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]6595618.29608063[/C][C]Range[/C][C]15569[/C][C]Trim Var.[/C][C]2371772.59019608[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]14034998.676733[/C][C]Range[/C][C]25927[/C][C]Trim Var.[/C][C]4400129.8141136[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]40713979.5605423[/C][C]Range[/C][C]39500[/C][C]Trim Var.[/C][C]15722232.6459007[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]628821.17541595[/C][C]Range[/C][C]4626[/C][C]Trim Var.[/C][C]281867.651425398[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]987231.182486042[/C][C]Range[/C][C]6908[/C][C]Trim Var.[/C][C]377208.24847793[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2826237.21228546[/C][C]Range[/C][C]11687[/C][C]Trim Var.[/C][C]1034222.02816901[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]9231188.73549383[/C][C]Range[/C][C]19720[/C][C]Trim Var.[/C][C]3699104.04708249[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1642513.26760563[/C][C]Range[/C][C]8128[/C][C]Trim Var.[/C][C]740769.142857143[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3011525.70261569[/C][C]Range[/C][C]10601[/C][C]Trim Var.[/C][C]1266239.02304147[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9000931.15031056[/C][C]Range[/C][C]17078[/C][C]Trim Var.[/C][C]4196662.82416711[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]29681356.2595908[/C][C]Range[/C][C]29823[/C][C]Trim Var.[/C][C]13535392.7486339[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151387&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151387&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)	6971651.83322368	Range	12343	Trim Var.	3710530.52708618
V(Y[t],d=1,D=0)	6595618.29608063	Range	15569	Trim Var.	2371772.59019608
V(Y[t],d=2,D=0)	14034998.676733	Range	25927	Trim Var.	4400129.8141136
V(Y[t],d=3,D=0)	40713979.5605423	Range	39500	Trim Var.	15722232.6459007
V(Y[t],d=0,D=1)	628821.17541595	Range	4626	Trim Var.	281867.651425398
V(Y[t],d=1,D=1)	987231.182486042	Range	6908	Trim Var.	377208.24847793
V(Y[t],d=2,D=1)	2826237.21228546	Range	11687	Trim Var.	1034222.02816901
V(Y[t],d=3,D=1)	9231188.73549383	Range	19720	Trim Var.	3699104.04708249
V(Y[t],d=0,D=2)	1642513.26760563	Range	8128	Trim Var.	740769.142857143
V(Y[t],d=1,D=2)	3011525.70261569	Range	10601	Trim Var.	1266239.02304147
V(Y[t],d=2,D=2)	9000931.15031056	Range	17078	Trim Var.	4196662.82416711
V(Y[t],d=3,D=2)	29681356.2595908	Range	29823	Trim Var.	13535392.7486339

Figure 1

PNG link

Postscript link

PDF link

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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code