Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 04 Dec 2009 11:53:29 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t1259952866lrxbrz30i598bz7.htm/, Retrieved Sun, 28 Apr 2024 19:21:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64031, Retrieved Sun, 28 Apr 2024 19:21:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact127
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D        [Variance Reduction Matrix] [WS8 Method 2] [2009-11-25 16:22:46] [445b292c553470d9fed8bc2796fd3a00]
-    D          [Variance Reduction Matrix] [ws 8 vrm] [2009-11-25 21:32:07] [134dc66689e3d457a82860db6471d419]
-                   [Variance Reduction Matrix] [ws 9 vrm] [2009-12-04 18:53:29] [4f297b039e1043ebee7ff7a83b1eaaaa] [Current]
-    D                [Variance Reduction Matrix] [vrm icp] [2009-12-10 18:36:28] [134dc66689e3d457a82860db6471d419]
Feedback Forum

Post a new message
Dataseries X:
100.01
103.84
104.48
95.43
104.80
108.64
105.65
108.42
115.35
113.64
115.24
100.33
101.29
104.48
99.26
100.11
103.52
101.18
96.39
97.56
96.39
85.10
79.77
79.13
80.84
82.75
92.55
96.60
96.92
95.32
98.52
100.22
104.91
103.10
97.13
103.42
111.72
118.11
111.62
100.22
102.03
105.76
107.68
110.77
105.44
112.26
114.07
117.90
124.72
126.42
134.73
135.79
143.36
140.37
144.74
151.98
150.92
163.38
154.43
146.66
157.95
162.10
180.42
179.57
171.58
185.43
190.64
203.00
202.36
193.41
186.17
192.24
209.60
206.41
209.82
230.37
235.80
232.07
244.64
242.19
217.48
209.39
211.73
221.00
203.11
214.71
224.19
238.04
238.36
246.24
259.87
249.97
266.48
282.98
306.31
301.73
314.62
332.62
355.51
370.32
408.13
433.58
440.51
386.29
342.84
254.97
203.42
170.09
174.03
167.85
177.01
188.19
211.20
240.91
230.26
251.25
241.66




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=64031&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=64031&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64031&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)6869.93780238727Range361.38Trim Var.4156.84095369963
V(Y[t],d=1,D=0)249.977458733133Range125.68Trim Var.65.1459067587752
V(Y[t],d=2,D=0)233.764408283753Range98.42Trim Var.108.243860632020
V(Y[t],d=3,D=0)616.882839753143Range142.96Trim Var.302.011667841196
V(Y[t],d=0,D=1)5253.92783923077Range397.59Trim Var.1923.99804855072
V(Y[t],d=1,D=1)436.184518409261Range179.58Trim Var.103.730759675108
V(Y[t],d=2,D=1)435.986452693699Range137.2Trim Var.186.215252893773
V(Y[t],d=3,D=1)1145.88588601242Range248.77Trim Var.455.494373483146
V(Y[t],d=0,D=2)12592.4471165030Range564.06Trim Var.5347.8459512489
V(Y[t],d=1,D=2)1065.99308479455Range248.49Trim Var.284.636175549533
V(Y[t],d=2,D=2)1060.05584937729Range204.83Trim Var.490.900661944444
V(Y[t],d=3,D=2)2698.12083197253Range285.48Trim Var.1345.04707808544

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6869.93780238727 & Range & 361.38 & Trim Var. & 4156.84095369963 \tabularnewline
V(Y[t],d=1,D=0) & 249.977458733133 & Range & 125.68 & Trim Var. & 65.1459067587752 \tabularnewline
V(Y[t],d=2,D=0) & 233.764408283753 & Range & 98.42 & Trim Var. & 108.243860632020 \tabularnewline
V(Y[t],d=3,D=0) & 616.882839753143 & Range & 142.96 & Trim Var. & 302.011667841196 \tabularnewline
V(Y[t],d=0,D=1) & 5253.92783923077 & Range & 397.59 & Trim Var. & 1923.99804855072 \tabularnewline
V(Y[t],d=1,D=1) & 436.184518409261 & Range & 179.58 & Trim Var. & 103.730759675108 \tabularnewline
V(Y[t],d=2,D=1) & 435.986452693699 & Range & 137.2 & Trim Var. & 186.215252893773 \tabularnewline
V(Y[t],d=3,D=1) & 1145.88588601242 & Range & 248.77 & Trim Var. & 455.494373483146 \tabularnewline
V(Y[t],d=0,D=2) & 12592.4471165030 & Range & 564.06 & Trim Var. & 5347.8459512489 \tabularnewline
V(Y[t],d=1,D=2) & 1065.99308479455 & Range & 248.49 & Trim Var. & 284.636175549533 \tabularnewline
V(Y[t],d=2,D=2) & 1060.05584937729 & Range & 204.83 & Trim Var. & 490.900661944444 \tabularnewline
V(Y[t],d=3,D=2) & 2698.12083197253 & Range & 285.48 & Trim Var. & 1345.04707808544 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64031&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6869.93780238727[/C][C]Range[/C][C]361.38[/C][C]Trim Var.[/C][C]4156.84095369963[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]249.977458733133[/C][C]Range[/C][C]125.68[/C][C]Trim Var.[/C][C]65.1459067587752[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]233.764408283753[/C][C]Range[/C][C]98.42[/C][C]Trim Var.[/C][C]108.243860632020[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]616.882839753143[/C][C]Range[/C][C]142.96[/C][C]Trim Var.[/C][C]302.011667841196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5253.92783923077[/C][C]Range[/C][C]397.59[/C][C]Trim Var.[/C][C]1923.99804855072[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]436.184518409261[/C][C]Range[/C][C]179.58[/C][C]Trim Var.[/C][C]103.730759675108[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]435.986452693699[/C][C]Range[/C][C]137.2[/C][C]Trim Var.[/C][C]186.215252893773[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1145.88588601242[/C][C]Range[/C][C]248.77[/C][C]Trim Var.[/C][C]455.494373483146[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]12592.4471165030[/C][C]Range[/C][C]564.06[/C][C]Trim Var.[/C][C]5347.8459512489[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1065.99308479455[/C][C]Range[/C][C]248.49[/C][C]Trim Var.[/C][C]284.636175549533[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1060.05584937729[/C][C]Range[/C][C]204.83[/C][C]Trim Var.[/C][C]490.900661944444[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2698.12083197253[/C][C]Range[/C][C]285.48[/C][C]Trim Var.[/C][C]1345.04707808544[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64031&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64031&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)6869.93780238727Range361.38Trim Var.4156.84095369963
V(Y[t],d=1,D=0)249.977458733133Range125.68Trim Var.65.1459067587752
V(Y[t],d=2,D=0)233.764408283753Range98.42Trim Var.108.243860632020
V(Y[t],d=3,D=0)616.882839753143Range142.96Trim Var.302.011667841196
V(Y[t],d=0,D=1)5253.92783923077Range397.59Trim Var.1923.99804855072
V(Y[t],d=1,D=1)436.184518409261Range179.58Trim Var.103.730759675108
V(Y[t],d=2,D=1)435.986452693699Range137.2Trim Var.186.215252893773
V(Y[t],d=3,D=1)1145.88588601242Range248.77Trim Var.455.494373483146
V(Y[t],d=0,D=2)12592.4471165030Range564.06Trim Var.5347.8459512489
V(Y[t],d=1,D=2)1065.99308479455Range248.49Trim Var.284.636175549533
V(Y[t],d=2,D=2)1060.05584937729Range204.83Trim Var.490.900661944444
V(Y[t],d=3,D=2)2698.12083197253Range285.48Trim Var.1345.04707808544



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')