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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 computationThu, 03 Dec 2009 12:15:58 -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/t1259867986hgb3z4bj0988430.htm/, Retrieved Thu, 25 Apr 2024 06:47:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63082, Retrieved Thu, 25 Apr 2024 06:47:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact169
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] [VRM] [2009-12-03 19:15:58] [fe2edc5b0acc9545190e03904e9be55e] [Current]
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Dataseries X:
3.58
3.52
3.45
3.36
3.27
3.21
3.19
3.16
3.12
3.06
3.01
2.98
2.97
3.02
3.07
3.18
3.29
3.43
3.61
3.74
3.87
3.88
4.09
4.19
4.2
4.29
4.37
4.47
4.61
4.65
4.69
4.82
4.86
4.87
5.01
5.03
5.13
5.18
5.21
5.26
5.25
5.2
5.16
5.19
5.39
5.58
5.76
5.89
5.98
6.02
5.62
4.87
4.24
4.02
3.74
3.45
3.34
3.21
3.12
3.04




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=63082&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=63082&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63082&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)0.89428279661017Range3.05Trim Var.0.735021383647799
V(Y[t],d=1,D=0)0.0313527177089421Range0.96Trim Var.0.0110783018867925
V(Y[t],d=2,D=0)0.0131683000604960Range0.849999999999998Trim Var.0.00351779788838611
V(Y[t],d=3,D=0)0.0237177318295738Range0.939999999999999Trim Var.0.00902925490196073
V(Y[t],d=0,D=1)1.23766365248227Range4.17Trim Var.0.716457665505226
V(Y[t],d=1,D=1)0.0461704902867715Range1.06Trim Var.0.021170243902439
V(Y[t],d=2,D=1)0.0194838647342995Range0.869999999999998Trim Var.0.00609737179487179
V(Y[t],d=3,D=1)0.0384646464646463Range1.07000000000000Trim Var.0.017825641025641
V(Y[t],d=0,D=2)1.90414571428571Range5.55Trim Var.1.19975554435484
V(Y[t],d=1,D=2)0.0458714285714286Range1Trim Var.0.026794623655914
V(Y[t],d=2,D=2)0.0383230837789660Range0.799999999999998Trim Var.0.0236355172413793
V(Y[t],d=3,D=2)0.09263428030303Range1.19000000000000Trim Var.0.0631615763546797

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.89428279661017 & Range & 3.05 & Trim Var. & 0.735021383647799 \tabularnewline
V(Y[t],d=1,D=0) & 0.0313527177089421 & Range & 0.96 & Trim Var. & 0.0110783018867925 \tabularnewline
V(Y[t],d=2,D=0) & 0.0131683000604960 & Range & 0.849999999999998 & Trim Var. & 0.00351779788838611 \tabularnewline
V(Y[t],d=3,D=0) & 0.0237177318295738 & Range & 0.939999999999999 & Trim Var. & 0.00902925490196073 \tabularnewline
V(Y[t],d=0,D=1) & 1.23766365248227 & Range & 4.17 & Trim Var. & 0.716457665505226 \tabularnewline
V(Y[t],d=1,D=1) & 0.0461704902867715 & Range & 1.06 & Trim Var. & 0.021170243902439 \tabularnewline
V(Y[t],d=2,D=1) & 0.0194838647342995 & Range & 0.869999999999998 & Trim Var. & 0.00609737179487179 \tabularnewline
V(Y[t],d=3,D=1) & 0.0384646464646463 & Range & 1.07000000000000 & Trim Var. & 0.017825641025641 \tabularnewline
V(Y[t],d=0,D=2) & 1.90414571428571 & Range & 5.55 & Trim Var. & 1.19975554435484 \tabularnewline
V(Y[t],d=1,D=2) & 0.0458714285714286 & Range & 1 & Trim Var. & 0.026794623655914 \tabularnewline
V(Y[t],d=2,D=2) & 0.0383230837789660 & Range & 0.799999999999998 & Trim Var. & 0.0236355172413793 \tabularnewline
V(Y[t],d=3,D=2) & 0.09263428030303 & Range & 1.19000000000000 & Trim Var. & 0.0631615763546797 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63082&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.89428279661017[/C][C]Range[/C][C]3.05[/C][C]Trim Var.[/C][C]0.735021383647799[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0313527177089421[/C][C]Range[/C][C]0.96[/C][C]Trim Var.[/C][C]0.0110783018867925[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0131683000604960[/C][C]Range[/C][C]0.849999999999998[/C][C]Trim Var.[/C][C]0.00351779788838611[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0237177318295738[/C][C]Range[/C][C]0.939999999999999[/C][C]Trim Var.[/C][C]0.00902925490196073[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.23766365248227[/C][C]Range[/C][C]4.17[/C][C]Trim Var.[/C][C]0.716457665505226[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0461704902867715[/C][C]Range[/C][C]1.06[/C][C]Trim Var.[/C][C]0.021170243902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0194838647342995[/C][C]Range[/C][C]0.869999999999998[/C][C]Trim Var.[/C][C]0.00609737179487179[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0384646464646463[/C][C]Range[/C][C]1.07000000000000[/C][C]Trim Var.[/C][C]0.017825641025641[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.90414571428571[/C][C]Range[/C][C]5.55[/C][C]Trim Var.[/C][C]1.19975554435484[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0458714285714286[/C][C]Range[/C][C]1[/C][C]Trim Var.[/C][C]0.026794623655914[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0383230837789660[/C][C]Range[/C][C]0.799999999999998[/C][C]Trim Var.[/C][C]0.0236355172413793[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.09263428030303[/C][C]Range[/C][C]1.19000000000000[/C][C]Trim Var.[/C][C]0.0631615763546797[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63082&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63082&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)0.89428279661017Range3.05Trim Var.0.735021383647799
V(Y[t],d=1,D=0)0.0313527177089421Range0.96Trim Var.0.0110783018867925
V(Y[t],d=2,D=0)0.0131683000604960Range0.849999999999998Trim Var.0.00351779788838611
V(Y[t],d=3,D=0)0.0237177318295738Range0.939999999999999Trim Var.0.00902925490196073
V(Y[t],d=0,D=1)1.23766365248227Range4.17Trim Var.0.716457665505226
V(Y[t],d=1,D=1)0.0461704902867715Range1.06Trim Var.0.021170243902439
V(Y[t],d=2,D=1)0.0194838647342995Range0.869999999999998Trim Var.0.00609737179487179
V(Y[t],d=3,D=1)0.0384646464646463Range1.07000000000000Trim Var.0.017825641025641
V(Y[t],d=0,D=2)1.90414571428571Range5.55Trim Var.1.19975554435484
V(Y[t],d=1,D=2)0.0458714285714286Range1Trim Var.0.026794623655914
V(Y[t],d=2,D=2)0.0383230837789660Range0.799999999999998Trim Var.0.0236355172413793
V(Y[t],d=3,D=2)0.09263428030303Range1.19000000000000Trim Var.0.0631615763546797



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')