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 computationThu, 03 Dec 2009 11:47:32 -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/t1259866093x3ikambo9cxpt6e.htm/, Retrieved Thu, 18 Apr 2024 23:42:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63058, Retrieved Thu, 18 Apr 2024 23:42:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact142
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] [WS 9 VRM] [2009-12-03 18:47:32] [eba9f01697e64705b70041e6f338cb22] [Current]
Feedback Forum

Post a new message
Dataseries X:
106,9
107,5
116,1
102
111,2
111,8
91,2
93
105,4
111,6
104,6
91,6
98,3
97,7
106,3
102,3
106,6
108,1
93,8
88,2
108,9
114,2
102,5
94,2
97,4
98,5
106,5
102,9
97,1
103,7
93,4
85,8
108,6
110,2
101,2
101,2
96,9
99,4
118,7
108
101,2
119,9
94,8
95,3
118
115,9
111,4
108,2
108,8
109,5
124,8
115,3
109,5
124,2
92,9
98,4
120,9
111,7
116,1
109,4
111,7
114,3
133,7
114,3
126,5
131
104
108,9
128,5
132,4
128
116,4
120,9
118,6
133,1
121,1
127,6
135,4
114,9
114,3
128,9
138,9
129,4
115
128
127
128,8
137,9
128,4
135,9
122,2
113,1
136,2
138
115,2
111




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=63058&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=63058&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63058&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)170.651087719298Range53.1Trim Var.123.817570451436
V(Y[t],d=1,D=0)138.432692049272Range54.4Trim Var.85.9783109243697
V(Y[t],d=2,D=0)351.336074124914Range82.8Trim Var.238.544043316122
V(Y[t],d=3,D=0)1017.12469378214Range152.1Trim Var.643.362947399353
V(Y[t],d=0,D=1)41.7036144578313Range34.9Trim Var.21.7595409107738
V(Y[t],d=1,D=1)51.4461592712313Range37.1Trim Var.28.9783447488584
V(Y[t],d=2,D=1)161.738705209274Range70.9Trim Var.85.881283255086
V(Y[t],d=3,D=1)534.077132716049Range123.7Trim Var.274.9303138833
V(Y[t],d=0,D=2)69.9908841940532Range40.8Trim Var.43.6205133928571
V(Y[t],d=1,D=2)83.457939637827Range43.9Trim Var.51.1584383000512
V(Y[t],d=2,D=2)254.520474120083Range78.2Trim Var.152.44676097303
V(Y[t],d=3,D=2)847.515413469736Range145.5Trim Var.502.372163934426

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 170.651087719298 & Range & 53.1 & Trim Var. & 123.817570451436 \tabularnewline
V(Y[t],d=1,D=0) & 138.432692049272 & Range & 54.4 & Trim Var. & 85.9783109243697 \tabularnewline
V(Y[t],d=2,D=0) & 351.336074124914 & Range & 82.8 & Trim Var. & 238.544043316122 \tabularnewline
V(Y[t],d=3,D=0) & 1017.12469378214 & Range & 152.1 & Trim Var. & 643.362947399353 \tabularnewline
V(Y[t],d=0,D=1) & 41.7036144578313 & Range & 34.9 & Trim Var. & 21.7595409107738 \tabularnewline
V(Y[t],d=1,D=1) & 51.4461592712313 & Range & 37.1 & Trim Var. & 28.9783447488584 \tabularnewline
V(Y[t],d=2,D=1) & 161.738705209274 & Range & 70.9 & Trim Var. & 85.881283255086 \tabularnewline
V(Y[t],d=3,D=1) & 534.077132716049 & Range & 123.7 & Trim Var. & 274.9303138833 \tabularnewline
V(Y[t],d=0,D=2) & 69.9908841940532 & Range & 40.8 & Trim Var. & 43.6205133928571 \tabularnewline
V(Y[t],d=1,D=2) & 83.457939637827 & Range & 43.9 & Trim Var. & 51.1584383000512 \tabularnewline
V(Y[t],d=2,D=2) & 254.520474120083 & Range & 78.2 & Trim Var. & 152.44676097303 \tabularnewline
V(Y[t],d=3,D=2) & 847.515413469736 & Range & 145.5 & Trim Var. & 502.372163934426 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63058&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]170.651087719298[/C][C]Range[/C][C]53.1[/C][C]Trim Var.[/C][C]123.817570451436[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]138.432692049272[/C][C]Range[/C][C]54.4[/C][C]Trim Var.[/C][C]85.9783109243697[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]351.336074124914[/C][C]Range[/C][C]82.8[/C][C]Trim Var.[/C][C]238.544043316122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1017.12469378214[/C][C]Range[/C][C]152.1[/C][C]Trim Var.[/C][C]643.362947399353[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]41.7036144578313[/C][C]Range[/C][C]34.9[/C][C]Trim Var.[/C][C]21.7595409107738[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]51.4461592712313[/C][C]Range[/C][C]37.1[/C][C]Trim Var.[/C][C]28.9783447488584[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]161.738705209274[/C][C]Range[/C][C]70.9[/C][C]Trim Var.[/C][C]85.881283255086[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]534.077132716049[/C][C]Range[/C][C]123.7[/C][C]Trim Var.[/C][C]274.9303138833[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]69.9908841940532[/C][C]Range[/C][C]40.8[/C][C]Trim Var.[/C][C]43.6205133928571[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]83.457939637827[/C][C]Range[/C][C]43.9[/C][C]Trim Var.[/C][C]51.1584383000512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]254.520474120083[/C][C]Range[/C][C]78.2[/C][C]Trim Var.[/C][C]152.44676097303[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]847.515413469736[/C][C]Range[/C][C]145.5[/C][C]Trim Var.[/C][C]502.372163934426[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63058&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63058&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)170.651087719298Range53.1Trim Var.123.817570451436
V(Y[t],d=1,D=0)138.432692049272Range54.4Trim Var.85.9783109243697
V(Y[t],d=2,D=0)351.336074124914Range82.8Trim Var.238.544043316122
V(Y[t],d=3,D=0)1017.12469378214Range152.1Trim Var.643.362947399353
V(Y[t],d=0,D=1)41.7036144578313Range34.9Trim Var.21.7595409107738
V(Y[t],d=1,D=1)51.4461592712313Range37.1Trim Var.28.9783447488584
V(Y[t],d=2,D=1)161.738705209274Range70.9Trim Var.85.881283255086
V(Y[t],d=3,D=1)534.077132716049Range123.7Trim Var.274.9303138833
V(Y[t],d=0,D=2)69.9908841940532Range40.8Trim Var.43.6205133928571
V(Y[t],d=1,D=2)83.457939637827Range43.9Trim Var.51.1584383000512
V(Y[t],d=2,D=2)254.520474120083Range78.2Trim Var.152.44676097303
V(Y[t],d=3,D=2)847.515413469736Range145.5Trim Var.502.372163934426



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')