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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 computationThu, 03 Dec 2009 08:14:08 -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/03/t1259853651b3cdcmmg6wn5e2g.htm/, Retrieved Fri, 19 Apr 2024 06:03:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62833, Retrieved Fri, 19 Apr 2024 06:03:12 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact158
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]
- R  D      [Variance Reduction Matrix] [] [2009-12-03 15:14:08] [bcaf453a09027aa0f995cb78bdc3c98a] [Current]
-   PD        [Variance Reduction Matrix] [Variance reductio...] [2009-12-04 19:28:19] [74be16979710d4c4e7c6647856088456]
-   PD        [Variance Reduction Matrix] [Variance Reductio...] [2009-12-04 19:40:52] [3dd791303389e75e672968b227170a72]
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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
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
8.1
8




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62833&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]0 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=62833&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62833&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.439491803278688Range2.4Trim Var.0.273404081632653
V(Y[t],d=1,D=0)0.109658192090395Range1.9Trim Var.0.055
V(Y[t],d=2,D=0)0.129456458211572Range1.8Trim Var.0.083265602322206
V(Y[t],d=3,D=0)0.261004234724743Range3Trim Var.0.116089743589744
V(Y[t],d=0,D=1)0.624574829931973Range2.9Trim Var.0.428538205980066
V(Y[t],d=1,D=1)0.122695035460993Range1.6Trim Var.0.0647909407665505
V(Y[t],d=2,D=1)0.119981498612396Range1.4Trim Var.0.0796951219512194
V(Y[t],d=3,D=1)0.217603864734299Range2.10000000000000Trim Var.0.109993589743589
V(Y[t],d=0,D=2)1.17729729729730Range4.5Trim Var.0.72905303030303
V(Y[t],d=1,D=2)0.254063492063492Range2.9Trim Var.0.104153225806452
V(Y[t],d=2,D=2)0.265495798319327Range2.2Trim Var.0.146279569892473
V(Y[t],d=3,D=2)0.493190730837788Range3.8Trim Var.0.225471264367816

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.439491803278688 & Range & 2.4 & Trim Var. & 0.273404081632653 \tabularnewline
V(Y[t],d=1,D=0) & 0.109658192090395 & Range & 1.9 & Trim Var. & 0.055 \tabularnewline
V(Y[t],d=2,D=0) & 0.129456458211572 & Range & 1.8 & Trim Var. & 0.083265602322206 \tabularnewline
V(Y[t],d=3,D=0) & 0.261004234724743 & Range & 3 & Trim Var. & 0.116089743589744 \tabularnewline
V(Y[t],d=0,D=1) & 0.624574829931973 & Range & 2.9 & Trim Var. & 0.428538205980066 \tabularnewline
V(Y[t],d=1,D=1) & 0.122695035460993 & Range & 1.6 & Trim Var. & 0.0647909407665505 \tabularnewline
V(Y[t],d=2,D=1) & 0.119981498612396 & Range & 1.4 & Trim Var. & 0.0796951219512194 \tabularnewline
V(Y[t],d=3,D=1) & 0.217603864734299 & Range & 2.10000000000000 & Trim Var. & 0.109993589743589 \tabularnewline
V(Y[t],d=0,D=2) & 1.17729729729730 & Range & 4.5 & Trim Var. & 0.72905303030303 \tabularnewline
V(Y[t],d=1,D=2) & 0.254063492063492 & Range & 2.9 & Trim Var. & 0.104153225806452 \tabularnewline
V(Y[t],d=2,D=2) & 0.265495798319327 & Range & 2.2 & Trim Var. & 0.146279569892473 \tabularnewline
V(Y[t],d=3,D=2) & 0.493190730837788 & Range & 3.8 & Trim Var. & 0.225471264367816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62833&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.439491803278688[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.273404081632653[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.109658192090395[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.055[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.129456458211572[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.083265602322206[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.261004234724743[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.116089743589744[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.624574829931973[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.428538205980066[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.122695035460993[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0647909407665505[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.119981498612396[/C][C]Range[/C][C]1.4[/C][C]Trim Var.[/C][C]0.0796951219512194[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.217603864734299[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.109993589743589[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.17729729729730[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.72905303030303[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.254063492063492[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.104153225806452[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.265495798319327[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.146279569892473[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.493190730837788[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.225471264367816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62833&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62833&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)0.439491803278688Range2.4Trim Var.0.273404081632653
V(Y[t],d=1,D=0)0.109658192090395Range1.9Trim Var.0.055
V(Y[t],d=2,D=0)0.129456458211572Range1.8Trim Var.0.083265602322206
V(Y[t],d=3,D=0)0.261004234724743Range3Trim Var.0.116089743589744
V(Y[t],d=0,D=1)0.624574829931973Range2.9Trim Var.0.428538205980066
V(Y[t],d=1,D=1)0.122695035460993Range1.6Trim Var.0.0647909407665505
V(Y[t],d=2,D=1)0.119981498612396Range1.4Trim Var.0.0796951219512194
V(Y[t],d=3,D=1)0.217603864734299Range2.10000000000000Trim Var.0.109993589743589
V(Y[t],d=0,D=2)1.17729729729730Range4.5Trim Var.0.72905303030303
V(Y[t],d=1,D=2)0.254063492063492Range2.9Trim Var.0.104153225806452
V(Y[t],d=2,D=2)0.265495798319327Range2.2Trim Var.0.146279569892473
V(Y[t],d=3,D=2)0.493190730837788Range3.8Trim Var.0.225471264367816



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')