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Author

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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 22 Dec 2011 11:10:32 -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/22/t1324570269qtqnq78ujct4s3a.htm/, Retrieved Fri, 03 May 2024 07:30:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159675, Retrieved Fri, 03 May 2024 07:30:59 +0000

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No (this computation is public)

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Estimated Impact

116

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

-     [Variance Reduction Matrix] [] [2011-12-06 13:26:46] [ad2d4c5ace9fa07b356a7b5098237581]
- R  D    [Variance Reduction Matrix] [] [2011-12-22 16:10:32] [daf26cf00f2f7a7ee0a1368c8ac8117e] [Current]

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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=159675&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=159675&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159675&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)	65.9768499565217	Range	31.7	Trim Var.	50.9129614608289
V(Y[t],d=1,D=0)	1.34437547529797	Range	4.56	Trim Var.	1.07758781556899
V(Y[t],d=2,D=0)	0.810411765304045	Range	4.67999999999995	Trim Var.	0.525031531947007
V(Y[t],d=3,D=0)	1.23104105241605	Range	7.18000000000001	Trim Var.	0.742337588352899
V(Y[t],d=0,D=1)	0.361538490853659	Range	3.35000000000002	Trim Var.	0.21735807468404
V(Y[t],d=1,D=1)	0.175445449672278	Range	2.79000000000002	Trim Var.	0.108260897981515
V(Y[t],d=2,D=1)	0.458046950067475	Range	4.2399999999999	Trim Var.	0.25396653388914
V(Y[t],d=3,D=1)	1.49001404002965	Range	8.15000000000009	Trim Var.	0.839282630847599
V(Y[t],d=0,D=2)	0.787954840579711	Range	5.59000000000003	Trim Var.	0.441275027752382
V(Y[t],d=1,D=2)	0.514584241539483	Range	4.37000000000006	Trim Var.	0.307861061189556
V(Y[t],d=2,D=2)	1.33624861367344	Range	7.60000000000042	Trim Var.	0.751142989878873
V(Y[t],d=3,D=2)	4.37511233031677	Range	13.1599999999999	Trim Var.	2.37266277350283

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 65.9768499565217 & Range & 31.7 & Trim Var. & 50.9129614608289 \tabularnewline
V(Y[t],d=1,D=0) & 1.34437547529797 & Range & 4.56 & Trim Var. & 1.07758781556899 \tabularnewline
V(Y[t],d=2,D=0) & 0.810411765304045 & Range & 4.67999999999995 & Trim Var. & 0.525031531947007 \tabularnewline
V(Y[t],d=3,D=0) & 1.23104105241605 & Range & 7.18000000000001 & Trim Var. & 0.742337588352899 \tabularnewline
V(Y[t],d=0,D=1) & 0.361538490853659 & Range & 3.35000000000002 & Trim Var. & 0.21735807468404 \tabularnewline
V(Y[t],d=1,D=1) & 0.175445449672278 & Range & 2.79000000000002 & Trim Var. & 0.108260897981515 \tabularnewline
V(Y[t],d=2,D=1) & 0.458046950067475 & Range & 4.2399999999999 & Trim Var. & 0.25396653388914 \tabularnewline
V(Y[t],d=3,D=1) & 1.49001404002965 & Range & 8.15000000000009 & Trim Var. & 0.839282630847599 \tabularnewline
V(Y[t],d=0,D=2) & 0.787954840579711 & Range & 5.59000000000003 & Trim Var. & 0.441275027752382 \tabularnewline
V(Y[t],d=1,D=2) & 0.514584241539483 & Range & 4.37000000000006 & Trim Var. & 0.307861061189556 \tabularnewline
V(Y[t],d=2,D=2) & 1.33624861367344 & Range & 7.60000000000042 & Trim Var. & 0.751142989878873 \tabularnewline
V(Y[t],d=3,D=2) & 4.37511233031677 & Range & 13.1599999999999 & Trim Var. & 2.37266277350283 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159675&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]65.9768499565217[/C][C]Range[/C][C]31.7[/C][C]Trim Var.[/C][C]50.9129614608289[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.34437547529797[/C][C]Range[/C][C]4.56[/C][C]Trim Var.[/C][C]1.07758781556899[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.810411765304045[/C][C]Range[/C][C]4.67999999999995[/C][C]Trim Var.[/C][C]0.525031531947007[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.23104105241605[/C][C]Range[/C][C]7.18000000000001[/C][C]Trim Var.[/C][C]0.742337588352899[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.361538490853659[/C][C]Range[/C][C]3.35000000000002[/C][C]Trim Var.[/C][C]0.21735807468404[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.175445449672278[/C][C]Range[/C][C]2.79000000000002[/C][C]Trim Var.[/C][C]0.108260897981515[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.458046950067475[/C][C]Range[/C][C]4.2399999999999[/C][C]Trim Var.[/C][C]0.25396653388914[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.49001404002965[/C][C]Range[/C][C]8.15000000000009[/C][C]Trim Var.[/C][C]0.839282630847599[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.787954840579711[/C][C]Range[/C][C]5.59000000000003[/C][C]Trim Var.[/C][C]0.441275027752382[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.514584241539483[/C][C]Range[/C][C]4.37000000000006[/C][C]Trim Var.[/C][C]0.307861061189556[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.33624861367344[/C][C]Range[/C][C]7.60000000000042[/C][C]Trim Var.[/C][C]0.751142989878873[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4.37511233031677[/C][C]Range[/C][C]13.1599999999999[/C][C]Trim Var.[/C][C]2.37266277350283[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159675&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159675&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)	65.9768499565217	Range	31.7	Trim Var.	50.9129614608289
V(Y[t],d=1,D=0)	1.34437547529797	Range	4.56	Trim Var.	1.07758781556899
V(Y[t],d=2,D=0)	0.810411765304045	Range	4.67999999999995	Trim Var.	0.525031531947007
V(Y[t],d=3,D=0)	1.23104105241605	Range	7.18000000000001	Trim Var.	0.742337588352899
V(Y[t],d=0,D=1)	0.361538490853659	Range	3.35000000000002	Trim Var.	0.21735807468404
V(Y[t],d=1,D=1)	0.175445449672278	Range	2.79000000000002	Trim Var.	0.108260897981515
V(Y[t],d=2,D=1)	0.458046950067475	Range	4.2399999999999	Trim Var.	0.25396653388914
V(Y[t],d=3,D=1)	1.49001404002965	Range	8.15000000000009	Trim Var.	0.839282630847599
V(Y[t],d=0,D=2)	0.787954840579711	Range	5.59000000000003	Trim Var.	0.441275027752382
V(Y[t],d=1,D=2)	0.514584241539483	Range	4.37000000000006	Trim Var.	0.307861061189556
V(Y[t],d=2,D=2)	1.33624861367344	Range	7.60000000000042	Trim Var.	0.751142989878873
V(Y[t],d=3,D=2)	4.37511233031677	Range	13.1599999999999	Trim Var.	2.37266277350283

Figure 1

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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()

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