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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 16 Nov 2011 07:57:13 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Nov/16/t1321448253dhidpzb64balcyu.htm/, Retrieved Thu, 25 Apr 2024 03:32:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=143854, Retrieved Thu, 25 Apr 2024 03:32:07 +0000

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No (this computation is public)

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Estimated Impact

107

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

-     [Chi-Squared and McNemar Tests] [Workshop 6 Chi sq...] [2010-11-25 18:22:32] [2805bc4d0d3810b6cd96238758e5985d]
- RMPD    [Variance Reduction Matrix] [] [2011-11-16 12:57:13] [aedc5b8e4f26bdca34b1a0cf88d6dfa2] [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=143854&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=143854&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=143854&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)	2402.69710236769	Range	231.7	Trim Var.	1502.78871689026
V(Y[t],d=1,D=0)	140.087935139509	Range	136.4	Trim Var.	28.4727752245063
V(Y[t],d=2,D=0)	156.320016978859	Range	184.1	Trim Var.	44.320779783673
V(Y[t],d=3,D=0)	388.357351682246	Range	273.2	Trim Var.	125.09338156348
V(Y[t],d=0,D=1)	140.087935139509	Range	136.4	Trim Var.	28.4727752245063
V(Y[t],d=1,D=1)	156.320016978859	Range	184.1	Trim Var.	44.320779783673
V(Y[t],d=2,D=1)	388.357351682246	Range	273.2	Trim Var.	125.09338156348
V(Y[t],d=3,D=1)	1168.24795402754	Range	435.8	Trim Var.	412.628968554076
V(Y[t],d=0,D=2)	156.320016978859	Range	184.1	Trim Var.	44.320779783673
V(Y[t],d=1,D=2)	388.357351682246	Range	273.2	Trim Var.	125.09338156348
V(Y[t],d=2,D=2)	1168.24795402754	Range	435.8	Trim Var.	412.628968554076
V(Y[t],d=3,D=2)	3808.69650799714	Range	788.6	Trim Var.	1406.58529031368

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2402.69710236769 & Range & 231.7 & Trim Var. & 1502.78871689026 \tabularnewline
V(Y[t],d=1,D=0) & 140.087935139509 & Range & 136.4 & Trim Var. & 28.4727752245063 \tabularnewline
V(Y[t],d=2,D=0) & 156.320016978859 & Range & 184.1 & Trim Var. & 44.320779783673 \tabularnewline
V(Y[t],d=3,D=0) & 388.357351682246 & Range & 273.2 & Trim Var. & 125.09338156348 \tabularnewline
V(Y[t],d=0,D=1) & 140.087935139509 & Range & 136.4 & Trim Var. & 28.4727752245063 \tabularnewline
V(Y[t],d=1,D=1) & 156.320016978859 & Range & 184.1 & Trim Var. & 44.320779783673 \tabularnewline
V(Y[t],d=2,D=1) & 388.357351682246 & Range & 273.2 & Trim Var. & 125.09338156348 \tabularnewline
V(Y[t],d=3,D=1) & 1168.24795402754 & Range & 435.8 & Trim Var. & 412.628968554076 \tabularnewline
V(Y[t],d=0,D=2) & 156.320016978859 & Range & 184.1 & Trim Var. & 44.320779783673 \tabularnewline
V(Y[t],d=1,D=2) & 388.357351682246 & Range & 273.2 & Trim Var. & 125.09338156348 \tabularnewline
V(Y[t],d=2,D=2) & 1168.24795402754 & Range & 435.8 & Trim Var. & 412.628968554076 \tabularnewline
V(Y[t],d=3,D=2) & 3808.69650799714 & Range & 788.6 & Trim Var. & 1406.58529031368 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=143854&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2402.69710236769[/C][C]Range[/C][C]231.7[/C][C]Trim Var.[/C][C]1502.78871689026[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]140.087935139509[/C][C]Range[/C][C]136.4[/C][C]Trim Var.[/C][C]28.4727752245063[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]156.320016978859[/C][C]Range[/C][C]184.1[/C][C]Trim Var.[/C][C]44.320779783673[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]388.357351682246[/C][C]Range[/C][C]273.2[/C][C]Trim Var.[/C][C]125.09338156348[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]140.087935139509[/C][C]Range[/C][C]136.4[/C][C]Trim Var.[/C][C]28.4727752245063[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]156.320016978859[/C][C]Range[/C][C]184.1[/C][C]Trim Var.[/C][C]44.320779783673[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]388.357351682246[/C][C]Range[/C][C]273.2[/C][C]Trim Var.[/C][C]125.09338156348[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1168.24795402754[/C][C]Range[/C][C]435.8[/C][C]Trim Var.[/C][C]412.628968554076[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]156.320016978859[/C][C]Range[/C][C]184.1[/C][C]Trim Var.[/C][C]44.320779783673[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]388.357351682246[/C][C]Range[/C][C]273.2[/C][C]Trim Var.[/C][C]125.09338156348[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1168.24795402754[/C][C]Range[/C][C]435.8[/C][C]Trim Var.[/C][C]412.628968554076[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3808.69650799714[/C][C]Range[/C][C]788.6[/C][C]Trim Var.[/C][C]1406.58529031368[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=143854&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=143854&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)	2402.69710236769	Range	231.7	Trim Var.	1502.78871689026
V(Y[t],d=1,D=0)	140.087935139509	Range	136.4	Trim Var.	28.4727752245063
V(Y[t],d=2,D=0)	156.320016978859	Range	184.1	Trim Var.	44.320779783673
V(Y[t],d=3,D=0)	388.357351682246	Range	273.2	Trim Var.	125.09338156348
V(Y[t],d=0,D=1)	140.087935139509	Range	136.4	Trim Var.	28.4727752245063
V(Y[t],d=1,D=1)	156.320016978859	Range	184.1	Trim Var.	44.320779783673
V(Y[t],d=2,D=1)	388.357351682246	Range	273.2	Trim Var.	125.09338156348
V(Y[t],d=3,D=1)	1168.24795402754	Range	435.8	Trim Var.	412.628968554076
V(Y[t],d=0,D=2)	156.320016978859	Range	184.1	Trim Var.	44.320779783673
V(Y[t],d=1,D=2)	388.357351682246	Range	273.2	Trim Var.	125.09338156348
V(Y[t],d=2,D=2)	1168.24795402754	Range	435.8	Trim Var.	412.628968554076
V(Y[t],d=3,D=2)	3808.69650799714	Range	788.6	Trim Var.	1406.58529031368

Figure 1

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Parameters (Session):

Parameters (R input):

par1 = 1 ;

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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