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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 08:41:11 -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/t125994133327w3a65yevckfj1.htm/, Retrieved Sat, 27 Apr 2024 18:08:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63788, Retrieved Sat, 27 Apr 2024 18:08:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact115
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] [2009-12-02 13:58:20] [d2bea3ec23e91643318a5bccf3e3b9df]
-    D        [Variance Reduction Matrix] [VRM] [2009-12-04 15:41:11] [8af916b6a531ec49628252b0a0ece045] [Current]
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Dataseries X:
100,6
104,3
120,4
107,5
102,9
125,6
107,5
108,8
128,4
121,1
119,5
128,7
108,7
105,5
119,8
111,3
110,6
120,1
97,5
107,7
127,3
117,2
119,8
116,2
111
112,4
130,6
109,1
118,8
123,9
101,6
112,8
128
129,6
125,8
119,5
115,7
113,6
129,7
112
116,8
127
112,1
114,2
121,1
131,6
125
120,4
117,7
117,5
120,6
127,5
112,3
124,5
115,2
104,7
130,9
129,2
113,5
125,6
107,6




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=63788&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=63788&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63788&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)76.8048743169399Range34.1Trim Var.53.1639912917271
V(Y[t],d=1,D=0)149.070903954802Range48.8Trim Var.102.914862119013
V(Y[t],d=2,D=0)421.86463471654Range77.5Trim Var.318.191139332366
V(Y[t],d=3,D=0)1288.78680278282Range139Trim Var.947.75995475113
V(Y[t],d=0,D=1)40.2014540816326Range28Trim Var.24.5544296788483
V(Y[t],d=1,D=1)88.6970035460993Range44.6Trim Var.50.9495296167247
V(Y[t],d=2,D=1)277.268233117484Range82.2Trim Var.138.928378048780
V(Y[t],d=3,D=1)910.732623188406Range148.8Trim Var.440.862044871794
V(Y[t],d=0,D=2)75.4091441441441Range28.8Trim Var.58.9097916666667
V(Y[t],d=1,D=2)136.728214285714Range48.7Trim Var.91.4844758064516
V(Y[t],d=2,D=2)400.582050420168Range80.4Trim Var.266.940989247312
V(Y[t],d=3,D=2)1299.37165775401Range143.300000000000Trim Var.851.40740229885

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 76.8048743169399 & Range & 34.1 & Trim Var. & 53.1639912917271 \tabularnewline
V(Y[t],d=1,D=0) & 149.070903954802 & Range & 48.8 & Trim Var. & 102.914862119013 \tabularnewline
V(Y[t],d=2,D=0) & 421.86463471654 & Range & 77.5 & Trim Var. & 318.191139332366 \tabularnewline
V(Y[t],d=3,D=0) & 1288.78680278282 & Range & 139 & Trim Var. & 947.75995475113 \tabularnewline
V(Y[t],d=0,D=1) & 40.2014540816326 & Range & 28 & Trim Var. & 24.5544296788483 \tabularnewline
V(Y[t],d=1,D=1) & 88.6970035460993 & Range & 44.6 & Trim Var. & 50.9495296167247 \tabularnewline
V(Y[t],d=2,D=1) & 277.268233117484 & Range & 82.2 & Trim Var. & 138.928378048780 \tabularnewline
V(Y[t],d=3,D=1) & 910.732623188406 & Range & 148.8 & Trim Var. & 440.862044871794 \tabularnewline
V(Y[t],d=0,D=2) & 75.4091441441441 & Range & 28.8 & Trim Var. & 58.9097916666667 \tabularnewline
V(Y[t],d=1,D=2) & 136.728214285714 & Range & 48.7 & Trim Var. & 91.4844758064516 \tabularnewline
V(Y[t],d=2,D=2) & 400.582050420168 & Range & 80.4 & Trim Var. & 266.940989247312 \tabularnewline
V(Y[t],d=3,D=2) & 1299.37165775401 & Range & 143.300000000000 & Trim Var. & 851.40740229885 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63788&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]76.8048743169399[/C][C]Range[/C][C]34.1[/C][C]Trim Var.[/C][C]53.1639912917271[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]149.070903954802[/C][C]Range[/C][C]48.8[/C][C]Trim Var.[/C][C]102.914862119013[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]421.86463471654[/C][C]Range[/C][C]77.5[/C][C]Trim Var.[/C][C]318.191139332366[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1288.78680278282[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]947.75995475113[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]40.2014540816326[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]24.5544296788483[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]88.6970035460993[/C][C]Range[/C][C]44.6[/C][C]Trim Var.[/C][C]50.9495296167247[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]277.268233117484[/C][C]Range[/C][C]82.2[/C][C]Trim Var.[/C][C]138.928378048780[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]910.732623188406[/C][C]Range[/C][C]148.8[/C][C]Trim Var.[/C][C]440.862044871794[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]75.4091441441441[/C][C]Range[/C][C]28.8[/C][C]Trim Var.[/C][C]58.9097916666667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]136.728214285714[/C][C]Range[/C][C]48.7[/C][C]Trim Var.[/C][C]91.4844758064516[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]400.582050420168[/C][C]Range[/C][C]80.4[/C][C]Trim Var.[/C][C]266.940989247312[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1299.37165775401[/C][C]Range[/C][C]143.300000000000[/C][C]Trim Var.[/C][C]851.40740229885[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63788&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63788&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)76.8048743169399Range34.1Trim Var.53.1639912917271
V(Y[t],d=1,D=0)149.070903954802Range48.8Trim Var.102.914862119013
V(Y[t],d=2,D=0)421.86463471654Range77.5Trim Var.318.191139332366
V(Y[t],d=3,D=0)1288.78680278282Range139Trim Var.947.75995475113
V(Y[t],d=0,D=1)40.2014540816326Range28Trim Var.24.5544296788483
V(Y[t],d=1,D=1)88.6970035460993Range44.6Trim Var.50.9495296167247
V(Y[t],d=2,D=1)277.268233117484Range82.2Trim Var.138.928378048780
V(Y[t],d=3,D=1)910.732623188406Range148.8Trim Var.440.862044871794
V(Y[t],d=0,D=2)75.4091441441441Range28.8Trim Var.58.9097916666667
V(Y[t],d=1,D=2)136.728214285714Range48.7Trim Var.91.4844758064516
V(Y[t],d=2,D=2)400.582050420168Range80.4Trim Var.266.940989247312
V(Y[t],d=3,D=2)1299.37165775401Range143.300000000000Trim Var.851.40740229885



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')