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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 computationWed, 02 Dec 2009 03:41:15 -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/02/t1259750550xxp6cruz6u016y4.htm/, Retrieved Sat, 27 Apr 2024 15:02:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62326, Retrieved Sat, 27 Apr 2024 15:02:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS9 link 2
Estimated Impact176
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]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D      [Variance Reduction Matrix] [WS9 link 2] [2009-12-02 10:41:15] [b4ff140915b3f24d4faed3d78f95eba4] [Current]
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Dataseries X:
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8




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=62326&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=62326&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62326&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)0.432573446327684Range2.4Trim Var.0.293770739064857
V(Y[t],d=1,D=0)0.111379310344828Range1.9Trim Var.0.055921625544267
V(Y[t],d=2,D=0)0.132583182093164Range1.8Trim Var.0.0841138763197586
V(Y[t],d=3,D=0)0.262067669172932Range3Trim Var.0.113231372549019
V(Y[t],d=0,D=1)0.592832446808511Range2.9Trim Var.0.382346109175377
V(Y[t],d=1,D=1)0.123783533765032Range1.6Trim Var.0.0646219512195122
V(Y[t],d=2,D=1)0.118048309178744Range1.4Trim Var.0.0792564102564102
V(Y[t],d=3,D=1)0.212090909090908Range2.10000000000000Trim Var.0.109851551956815
V(Y[t],d=0,D=2)1.21684920634921Range4.5Trim Var.0.758064516129032
V(Y[t],d=1,D=2)0.253411764705882Range2.9Trim Var.0.0984731182795698
V(Y[t],d=2,D=2)0.21885918003565Range2.10000000000000Trim Var.0.121793103448276
V(Y[t],d=3,D=2)0.425928030303028Range3.19999999999999Trim Var.0.212438423645320

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.432573446327684 & Range & 2.4 & Trim Var. & 0.293770739064857 \tabularnewline
V(Y[t],d=1,D=0) & 0.111379310344828 & Range & 1.9 & Trim Var. & 0.055921625544267 \tabularnewline
V(Y[t],d=2,D=0) & 0.132583182093164 & Range & 1.8 & Trim Var. & 0.0841138763197586 \tabularnewline
V(Y[t],d=3,D=0) & 0.262067669172932 & Range & 3 & Trim Var. & 0.113231372549019 \tabularnewline
V(Y[t],d=0,D=1) & 0.592832446808511 & Range & 2.9 & Trim Var. & 0.382346109175377 \tabularnewline
V(Y[t],d=1,D=1) & 0.123783533765032 & Range & 1.6 & Trim Var. & 0.0646219512195122 \tabularnewline
V(Y[t],d=2,D=1) & 0.118048309178744 & Range & 1.4 & Trim Var. & 0.0792564102564102 \tabularnewline
V(Y[t],d=3,D=1) & 0.212090909090908 & Range & 2.10000000000000 & Trim Var. & 0.109851551956815 \tabularnewline
V(Y[t],d=0,D=2) & 1.21684920634921 & Range & 4.5 & Trim Var. & 0.758064516129032 \tabularnewline
V(Y[t],d=1,D=2) & 0.253411764705882 & Range & 2.9 & Trim Var. & 0.0984731182795698 \tabularnewline
V(Y[t],d=2,D=2) & 0.21885918003565 & Range & 2.10000000000000 & Trim Var. & 0.121793103448276 \tabularnewline
V(Y[t],d=3,D=2) & 0.425928030303028 & Range & 3.19999999999999 & Trim Var. & 0.212438423645320 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62326&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.432573446327684[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.293770739064857[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.111379310344828[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.055921625544267[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.132583182093164[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0841138763197586[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.262067669172932[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.113231372549019[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.592832446808511[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.382346109175377[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.123783533765032[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0646219512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.118048309178744[/C][C]Range[/C][C]1.4[/C][C]Trim Var.[/C][C]0.0792564102564102[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.212090909090908[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.109851551956815[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.21684920634921[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.758064516129032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.253411764705882[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.0984731182795698[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.21885918003565[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.121793103448276[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.425928030303028[/C][C]Range[/C][C]3.19999999999999[/C][C]Trim Var.[/C][C]0.212438423645320[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62326&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62326&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)0.432573446327684Range2.4Trim Var.0.293770739064857
V(Y[t],d=1,D=0)0.111379310344828Range1.9Trim Var.0.055921625544267
V(Y[t],d=2,D=0)0.132583182093164Range1.8Trim Var.0.0841138763197586
V(Y[t],d=3,D=0)0.262067669172932Range3Trim Var.0.113231372549019
V(Y[t],d=0,D=1)0.592832446808511Range2.9Trim Var.0.382346109175377
V(Y[t],d=1,D=1)0.123783533765032Range1.6Trim Var.0.0646219512195122
V(Y[t],d=2,D=1)0.118048309178744Range1.4Trim Var.0.0792564102564102
V(Y[t],d=3,D=1)0.212090909090908Range2.10000000000000Trim Var.0.109851551956815
V(Y[t],d=0,D=2)1.21684920634921Range4.5Trim Var.0.758064516129032
V(Y[t],d=1,D=2)0.253411764705882Range2.9Trim Var.0.0984731182795698
V(Y[t],d=2,D=2)0.21885918003565Range2.10000000000000Trim Var.0.121793103448276
V(Y[t],d=3,D=2)0.425928030303028Range3.19999999999999Trim Var.0.212438423645320



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')