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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 computationFri, 04 Dec 2009 05:00:00 -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/04/t1259928050yw0z74zdy6e0pyd.htm/, Retrieved Sun, 28 Apr 2024 09:19:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63338, Retrieved Sun, 28 Apr 2024 09:19:38 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact131
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] [] [2009-12-04 12:00:00] [1c773da0103d9327c2f1f790e2d74438] [Current]
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Dataseries X:
1.4816
1.4562
1.4268
1.4088
1.4016
1.3650
1.3190
1.3050
1.2785
1.3239
1.3449
1.2732
1.3322
1.4369
1.4975
1.5770
1.5553
1.5557
1.5750
1.5527
1.4748
1.4718
1.4570
1.4684
1.4227
1.3896
1.3622
1.3716
1.3419
1.3511
1.3516
1.3242
1.3074
1.2999
1.3213
1.2881
1.2611
1.2727
1.2811
1.2684
1.2650
1.2770
1.2271
1.2020
1.1938
1.2103
1.1856
1.1786
1.2015
1.2256
1.2292
1.2037
1.2165
1.2694
1.2938
1.3201
1.3014
1.3119
1.3408
1.2991




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=63338&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=63338&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63338&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)0.0112782581327684Range0.3984Trim Var.0.00822935298392732
V(Y[t],d=1,D=0)0.00116520064289889Range0.1826Trim Var.0.000625250573294629
V(Y[t],d=2,D=0)0.00170523805505142Range0.231900000000000Trim Var.0.000892263540723978
V(Y[t],d=3,D=0)0.00443486862781953Range0.343499999999999Trim Var.0.00266842167058822
V(Y[t],d=0,D=1)0.0199667091090426Range0.4845Trim Var.0.0151049264576074
V(Y[t],d=1,D=1)0.00283103901942645Range0.267900000000000Trim Var.0.00143999724390243
V(Y[t],d=2,D=1)0.00327611480193235Range0.306699999999999Trim Var.0.00175973948076922
V(Y[t],d=3,D=1)0.0085131593737373Range0.470199999999999Trim Var.0.00446692728744935
V(Y[t],d=0,D=2)0.0537037103730159Range0.7703Trim Var.0.0419838441834677
V(Y[t],d=1,D=2)0.00874983852100838Range0.4504Trim Var.0.0048217138924731
V(Y[t],d=2,D=2)0.00919845803921562Range0.450799999999998Trim Var.0.00500351136781604
V(Y[t],d=3,D=2)0.0242836571022725Range0.741099999999997Trim Var.0.0129662400492609

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0112782581327684 & Range & 0.3984 & Trim Var. & 0.00822935298392732 \tabularnewline
V(Y[t],d=1,D=0) & 0.00116520064289889 & Range & 0.1826 & Trim Var. & 0.000625250573294629 \tabularnewline
V(Y[t],d=2,D=0) & 0.00170523805505142 & Range & 0.231900000000000 & Trim Var. & 0.000892263540723978 \tabularnewline
V(Y[t],d=3,D=0) & 0.00443486862781953 & Range & 0.343499999999999 & Trim Var. & 0.00266842167058822 \tabularnewline
V(Y[t],d=0,D=1) & 0.0199667091090426 & Range & 0.4845 & Trim Var. & 0.0151049264576074 \tabularnewline
V(Y[t],d=1,D=1) & 0.00283103901942645 & Range & 0.267900000000000 & Trim Var. & 0.00143999724390243 \tabularnewline
V(Y[t],d=2,D=1) & 0.00327611480193235 & Range & 0.306699999999999 & Trim Var. & 0.00175973948076922 \tabularnewline
V(Y[t],d=3,D=1) & 0.0085131593737373 & Range & 0.470199999999999 & Trim Var. & 0.00446692728744935 \tabularnewline
V(Y[t],d=0,D=2) & 0.0537037103730159 & Range & 0.7703 & Trim Var. & 0.0419838441834677 \tabularnewline
V(Y[t],d=1,D=2) & 0.00874983852100838 & Range & 0.4504 & Trim Var. & 0.0048217138924731 \tabularnewline
V(Y[t],d=2,D=2) & 0.00919845803921562 & Range & 0.450799999999998 & Trim Var. & 0.00500351136781604 \tabularnewline
V(Y[t],d=3,D=2) & 0.0242836571022725 & Range & 0.741099999999997 & Trim Var. & 0.0129662400492609 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63338&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0112782581327684[/C][C]Range[/C][C]0.3984[/C][C]Trim Var.[/C][C]0.00822935298392732[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00116520064289889[/C][C]Range[/C][C]0.1826[/C][C]Trim Var.[/C][C]0.000625250573294629[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00170523805505142[/C][C]Range[/C][C]0.231900000000000[/C][C]Trim Var.[/C][C]0.000892263540723978[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00443486862781953[/C][C]Range[/C][C]0.343499999999999[/C][C]Trim Var.[/C][C]0.00266842167058822[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0199667091090426[/C][C]Range[/C][C]0.4845[/C][C]Trim Var.[/C][C]0.0151049264576074[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00283103901942645[/C][C]Range[/C][C]0.267900000000000[/C][C]Trim Var.[/C][C]0.00143999724390243[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00327611480193235[/C][C]Range[/C][C]0.306699999999999[/C][C]Trim Var.[/C][C]0.00175973948076922[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0085131593737373[/C][C]Range[/C][C]0.470199999999999[/C][C]Trim Var.[/C][C]0.00446692728744935[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0537037103730159[/C][C]Range[/C][C]0.7703[/C][C]Trim Var.[/C][C]0.0419838441834677[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00874983852100838[/C][C]Range[/C][C]0.4504[/C][C]Trim Var.[/C][C]0.0048217138924731[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00919845803921562[/C][C]Range[/C][C]0.450799999999998[/C][C]Trim Var.[/C][C]0.00500351136781604[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0242836571022725[/C][C]Range[/C][C]0.741099999999997[/C][C]Trim Var.[/C][C]0.0129662400492609[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63338&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63338&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)0.0112782581327684Range0.3984Trim Var.0.00822935298392732
V(Y[t],d=1,D=0)0.00116520064289889Range0.1826Trim Var.0.000625250573294629
V(Y[t],d=2,D=0)0.00170523805505142Range0.231900000000000Trim Var.0.000892263540723978
V(Y[t],d=3,D=0)0.00443486862781953Range0.343499999999999Trim Var.0.00266842167058822
V(Y[t],d=0,D=1)0.0199667091090426Range0.4845Trim Var.0.0151049264576074
V(Y[t],d=1,D=1)0.00283103901942645Range0.267900000000000Trim Var.0.00143999724390243
V(Y[t],d=2,D=1)0.00327611480193235Range0.306699999999999Trim Var.0.00175973948076922
V(Y[t],d=3,D=1)0.0085131593737373Range0.470199999999999Trim Var.0.00446692728744935
V(Y[t],d=0,D=2)0.0537037103730159Range0.7703Trim Var.0.0419838441834677
V(Y[t],d=1,D=2)0.00874983852100838Range0.4504Trim Var.0.0048217138924731
V(Y[t],d=2,D=2)0.00919845803921562Range0.450799999999998Trim Var.0.00500351136781604
V(Y[t],d=3,D=2)0.0242836571022725Range0.741099999999997Trim Var.0.0129662400492609



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')