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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 10:25:13 -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/t12597747897ecl1lv8u4uidg2.htm/, Retrieved Sun, 28 Apr 2024 04:22:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62463, Retrieved Sun, 28 Apr 2024 04:22:27 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact154
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] [Workshop 9: Varia...] [2009-12-02 17:25:13] [63d6214c2814604a6f6cfa44dba5912e] [Current]
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Dataseries X:
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
7.0
7.1
7.2
7.1
6.9
7.0
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
8.0
8.1




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=62463&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=62463&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62463&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)0.43554802259887Range2.4Trim Var.0.296994720965309
V(Y[t],d=1,D=0)0.111379310344828Range1.9Trim Var.0.055921625544267
V(Y[t],d=2,D=0)0.130977011494253Range1.8Trim Var.0.0841138763197586
V(Y[t],d=3,D=0)0.264887218045113Range3Trim Var.0.117701960784314
V(Y[t],d=0,D=1)0.607641843971631Range2.9Trim Var.0.402049941927991
V(Y[t],d=1,D=1)0.123783533765032Range1.6Trim Var.0.0646219512195122
V(Y[t],d=2,D=1)0.120545893719807Range1.4Trim Var.0.0792564102564102
V(Y[t],d=3,D=1)0.220272727272727Range2.10000000000000Trim Var.0.110418353576248
V(Y[t],d=0,D=2)1.20673015873016Range4.5Trim Var.0.747328629032258
V(Y[t],d=1,D=2)0.254789915966387Range2.9Trim Var.0.100064516129032
V(Y[t],d=2,D=2)0.259358288770053Range2.2Trim Var.0.134816091954023
V(Y[t],d=3,D=2)0.500170454545453Range3.8Trim Var.0.223275862068965

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.43554802259887 & Range & 2.4 & Trim Var. & 0.296994720965309 \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) & 0.130977011494253 & Range & 1.8 & Trim Var. & 0.0841138763197586 \tabularnewline
V(Y[t],d=3,D=0) & 0.264887218045113 & Range & 3 & Trim Var. & 0.117701960784314 \tabularnewline
V(Y[t],d=0,D=1) & 0.607641843971631 & Range & 2.9 & Trim Var. & 0.402049941927991 \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) & 0.120545893719807 & Range & 1.4 & Trim Var. & 0.0792564102564102 \tabularnewline
V(Y[t],d=3,D=1) & 0.220272727272727 & Range & 2.10000000000000 & Trim Var. & 0.110418353576248 \tabularnewline
V(Y[t],d=0,D=2) & 1.20673015873016 & Range & 4.5 & Trim Var. & 0.747328629032258 \tabularnewline
V(Y[t],d=1,D=2) & 0.254789915966387 & Range & 2.9 & Trim Var. & 0.100064516129032 \tabularnewline
V(Y[t],d=2,D=2) & 0.259358288770053 & Range & 2.2 & Trim Var. & 0.134816091954023 \tabularnewline
V(Y[t],d=3,D=2) & 0.500170454545453 & Range & 3.8 & Trim Var. & 0.223275862068965 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62463&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.43554802259887[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.296994720965309[/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]0.130977011494253[/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]0.264887218045113[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.117701960784314[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.607641843971631[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.402049941927991[/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]0.120545893719807[/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]0.220272727272727[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.110418353576248[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.20673015873016[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.747328629032258[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.254789915966387[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.100064516129032[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.259358288770053[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.134816091954023[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.500170454545453[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.223275862068965[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62463&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62463&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)0.43554802259887Range2.4Trim Var.0.296994720965309
V(Y[t],d=1,D=0)0.111379310344828Range1.9Trim Var.0.055921625544267
V(Y[t],d=2,D=0)0.130977011494253Range1.8Trim Var.0.0841138763197586
V(Y[t],d=3,D=0)0.264887218045113Range3Trim Var.0.117701960784314
V(Y[t],d=0,D=1)0.607641843971631Range2.9Trim Var.0.402049941927991
V(Y[t],d=1,D=1)0.123783533765032Range1.6Trim Var.0.0646219512195122
V(Y[t],d=2,D=1)0.120545893719807Range1.4Trim Var.0.0792564102564102
V(Y[t],d=3,D=1)0.220272727272727Range2.10000000000000Trim Var.0.110418353576248
V(Y[t],d=0,D=2)1.20673015873016Range4.5Trim Var.0.747328629032258
V(Y[t],d=1,D=2)0.254789915966387Range2.9Trim Var.0.100064516129032
V(Y[t],d=2,D=2)0.259358288770053Range2.2Trim Var.0.134816091954023
V(Y[t],d=3,D=2)0.500170454545453Range3.8Trim Var.0.223275862068965



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')