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, 13 Dec 2011 12:05:14 -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/13/t1323795948x5z5h6hg247lf0z.htm/, Retrieved Fri, 03 May 2024 02:24:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=154548, Retrieved Fri, 03 May 2024 02:24:30 +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

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

-       [Variance Reduction Matrix] [Variance reductio...] [2011-12-13 17:05:14] [2fa2d22b72a9c62ab85a23406d5dc0a0] [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	'Gertrude Mary Cox' @ cox.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 & 1 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=154548&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=154548&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=154548&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	'Gertrude Mary Cox' @ cox.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	570063.371751412	Range	2933	Trim Var.	383078.893081761
V(Y[t],d=1,D=0)	500085.691408533	Range	3756	Trim Var.	261134.113207547
V(Y[t],d=2,D=0)	1234338.98124622	Range	5009	Trim Var.	770534.34841629
V(Y[t],d=3,D=0)	3969511.87593985	Range	9423	Trim Var.	2367739.53647059
V(Y[t],d=0,D=1)	300168.1875	Range	2789	Trim Var.	125295.795586527
V(Y[t],d=1,D=1)	385666.279370953	Range	2902	Trim Var.	205442.437804878
V(Y[t],d=2,D=1)	962542.695652174	Range	4960	Trim Var.	471615.938461538
V(Y[t],d=3,D=1)	3005794.22525253	Range	8215	Trim Var.	1488871.94062078
V(Y[t],d=0,D=2)	972000.057142857	Range	4833	Trim Var.	381330.931451613
V(Y[t],d=1,D=2)	1189289.72605042	Range	4960	Trim Var.	688010.855913979
V(Y[t],d=2,D=2)	2795162.20053476	Range	8617	Trim Var.	1346428.18850575
V(Y[t],d=3,D=2)	8766004.77272727	Range	14529	Trim Var.	4291607.43596059

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 570063.371751412 & Range & 2933 & Trim Var. & 383078.893081761 \tabularnewline
V(Y[t],d=1,D=0) & 500085.691408533 & Range & 3756 & Trim Var. & 261134.113207547 \tabularnewline
V(Y[t],d=2,D=0) & 1234338.98124622 & Range & 5009 & Trim Var. & 770534.34841629 \tabularnewline
V(Y[t],d=3,D=0) & 3969511.87593985 & Range & 9423 & Trim Var. & 2367739.53647059 \tabularnewline
V(Y[t],d=0,D=1) & 300168.1875 & Range & 2789 & Trim Var. & 125295.795586527 \tabularnewline
V(Y[t],d=1,D=1) & 385666.279370953 & Range & 2902 & Trim Var. & 205442.437804878 \tabularnewline
V(Y[t],d=2,D=1) & 962542.695652174 & Range & 4960 & Trim Var. & 471615.938461538 \tabularnewline
V(Y[t],d=3,D=1) & 3005794.22525253 & Range & 8215 & Trim Var. & 1488871.94062078 \tabularnewline
V(Y[t],d=0,D=2) & 972000.057142857 & Range & 4833 & Trim Var. & 381330.931451613 \tabularnewline
V(Y[t],d=1,D=2) & 1189289.72605042 & Range & 4960 & Trim Var. & 688010.855913979 \tabularnewline
V(Y[t],d=2,D=2) & 2795162.20053476 & Range & 8617 & Trim Var. & 1346428.18850575 \tabularnewline
V(Y[t],d=3,D=2) & 8766004.77272727 & Range & 14529 & Trim Var. & 4291607.43596059 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=154548&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]570063.371751412[/C][C]Range[/C][C]2933[/C][C]Trim Var.[/C][C]383078.893081761[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]500085.691408533[/C][C]Range[/C][C]3756[/C][C]Trim Var.[/C][C]261134.113207547[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1234338.98124622[/C][C]Range[/C][C]5009[/C][C]Trim Var.[/C][C]770534.34841629[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3969511.87593985[/C][C]Range[/C][C]9423[/C][C]Trim Var.[/C][C]2367739.53647059[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]300168.1875[/C][C]Range[/C][C]2789[/C][C]Trim Var.[/C][C]125295.795586527[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]385666.279370953[/C][C]Range[/C][C]2902[/C][C]Trim Var.[/C][C]205442.437804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]962542.695652174[/C][C]Range[/C][C]4960[/C][C]Trim Var.[/C][C]471615.938461538[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3005794.22525253[/C][C]Range[/C][C]8215[/C][C]Trim Var.[/C][C]1488871.94062078[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]972000.057142857[/C][C]Range[/C][C]4833[/C][C]Trim Var.[/C][C]381330.931451613[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1189289.72605042[/C][C]Range[/C][C]4960[/C][C]Trim Var.[/C][C]688010.855913979[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2795162.20053476[/C][C]Range[/C][C]8617[/C][C]Trim Var.[/C][C]1346428.18850575[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8766004.77272727[/C][C]Range[/C][C]14529[/C][C]Trim Var.[/C][C]4291607.43596059[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=154548&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=154548&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)	570063.371751412	Range	2933	Trim Var.	383078.893081761
V(Y[t],d=1,D=0)	500085.691408533	Range	3756	Trim Var.	261134.113207547
V(Y[t],d=2,D=0)	1234338.98124622	Range	5009	Trim Var.	770534.34841629
V(Y[t],d=3,D=0)	3969511.87593985	Range	9423	Trim Var.	2367739.53647059
V(Y[t],d=0,D=1)	300168.1875	Range	2789	Trim Var.	125295.795586527
V(Y[t],d=1,D=1)	385666.279370953	Range	2902	Trim Var.	205442.437804878
V(Y[t],d=2,D=1)	962542.695652174	Range	4960	Trim Var.	471615.938461538
V(Y[t],d=3,D=1)	3005794.22525253	Range	8215	Trim Var.	1488871.94062078
V(Y[t],d=0,D=2)	972000.057142857	Range	4833	Trim Var.	381330.931451613
V(Y[t],d=1,D=2)	1189289.72605042	Range	4960	Trim Var.	688010.855913979
V(Y[t],d=2,D=2)	2795162.20053476	Range	8617	Trim Var.	1346428.18850575
V(Y[t],d=3,D=2)	8766004.77272727	Range	14529	Trim Var.	4291607.43596059

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