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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 09:13:20 -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/t125994325371ey5cehiryq19u.htm/, Retrieved Sun, 28 Apr 2024 05:01:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63836, Retrieved Sun, 28 Apr 2024 05:01:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact113
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   [Standard Deviation-Mean Plot] [] [2009-11-27 14:40:44] [b98453cac15ba1066b407e146608df68]
- RM D      [Variance Reduction Matrix] [ws8: variance red...] [2009-12-04 16:13:20] [a315839f8c359622c3a1e6ed387dd5cd] [Current]
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Dataseries X:
6.3
6.2
6.1
6.3
6.5
6.6
6.5
6.2
6.2
5.9
6.1
6.1
6.1
6.1
6.1
6.4
6.7
6.9
7
7
6.8
6.4
5.9
5.5
5.5
5.6
5.8
5.9
6.1
6.1
6
6
5.9
5.5
5.6
5.4
5.2
5.2
5.2
5.5
5.8
5.8
5.5
5.3
5.1
5.2
5.8
5.8
5.5
5
4.9
5.3
6.1
6.5
6.8
6.6
6.4
6.4
6.6




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=63836&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=63836&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63836&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)0.282682641729982Range2.1Trim Var.0.203214804063861
V(Y[t],d=1,D=0)0.0664640048396854Range1.3Trim Var.0.0361647058823529
V(Y[t],d=2,D=0)0.0676503759398496Range1.1Trim Var.0.0412081632653061
V(Y[t],d=3,D=0)0.138168831168831Range1.9Trim Var.0.0706163265306121
V(Y[t],d=0,D=1)0.394902867715079Range2.3Trim Var.0.252
V(Y[t],d=1,D=1)0.0764057971014493Range1.3Trim Var.0.0364912280701754
V(Y[t],d=2,D=1)0.0828282828282828Range1.2Trim Var.0.04003003003003
V(Y[t],d=3,D=1)0.184371035940804Range1.90000000000000Trim Var.0.104295874822191
V(Y[t],d=0,D=2)0.87546218487395Range3.9Trim Var.0.533698924731183
V(Y[t],d=1,D=2)0.175472370766489Range2.2Trim Var.0.0798160919540231
V(Y[t],d=2,D=2)0.210170454545455Range2Trim Var.0.124014778325123
V(Y[t],d=3,D=2)0.549516129032259Range3.3Trim Var.0.324973544973546

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.282682641729982 & Range & 2.1 & Trim Var. & 0.203214804063861 \tabularnewline
V(Y[t],d=1,D=0) & 0.0664640048396854 & Range & 1.3 & Trim Var. & 0.0361647058823529 \tabularnewline
V(Y[t],d=2,D=0) & 0.0676503759398496 & Range & 1.1 & Trim Var. & 0.0412081632653061 \tabularnewline
V(Y[t],d=3,D=0) & 0.138168831168831 & Range & 1.9 & Trim Var. & 0.0706163265306121 \tabularnewline
V(Y[t],d=0,D=1) & 0.394902867715079 & Range & 2.3 & Trim Var. & 0.252 \tabularnewline
V(Y[t],d=1,D=1) & 0.0764057971014493 & Range & 1.3 & Trim Var. & 0.0364912280701754 \tabularnewline
V(Y[t],d=2,D=1) & 0.0828282828282828 & Range & 1.2 & Trim Var. & 0.04003003003003 \tabularnewline
V(Y[t],d=3,D=1) & 0.184371035940804 & Range & 1.90000000000000 & Trim Var. & 0.104295874822191 \tabularnewline
V(Y[t],d=0,D=2) & 0.87546218487395 & Range & 3.9 & Trim Var. & 0.533698924731183 \tabularnewline
V(Y[t],d=1,D=2) & 0.175472370766489 & Range & 2.2 & Trim Var. & 0.0798160919540231 \tabularnewline
V(Y[t],d=2,D=2) & 0.210170454545455 & Range & 2 & Trim Var. & 0.124014778325123 \tabularnewline
V(Y[t],d=3,D=2) & 0.549516129032259 & Range & 3.3 & Trim Var. & 0.324973544973546 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63836&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.282682641729982[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.203214804063861[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0664640048396854[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0361647058823529[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0676503759398496[/C][C]Range[/C][C]1.1[/C][C]Trim Var.[/C][C]0.0412081632653061[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.138168831168831[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0706163265306121[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.394902867715079[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.252[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0764057971014493[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0364912280701754[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0828282828282828[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.04003003003003[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.184371035940804[/C][C]Range[/C][C]1.90000000000000[/C][C]Trim Var.[/C][C]0.104295874822191[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.87546218487395[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.533698924731183[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.175472370766489[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0798160919540231[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.210170454545455[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.124014778325123[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.549516129032259[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.324973544973546[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63836&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63836&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)0.282682641729982Range2.1Trim Var.0.203214804063861
V(Y[t],d=1,D=0)0.0664640048396854Range1.3Trim Var.0.0361647058823529
V(Y[t],d=2,D=0)0.0676503759398496Range1.1Trim Var.0.0412081632653061
V(Y[t],d=3,D=0)0.138168831168831Range1.9Trim Var.0.0706163265306121
V(Y[t],d=0,D=1)0.394902867715079Range2.3Trim Var.0.252
V(Y[t],d=1,D=1)0.0764057971014493Range1.3Trim Var.0.0364912280701754
V(Y[t],d=2,D=1)0.0828282828282828Range1.2Trim Var.0.04003003003003
V(Y[t],d=3,D=1)0.184371035940804Range1.90000000000000Trim Var.0.104295874822191
V(Y[t],d=0,D=2)0.87546218487395Range3.9Trim Var.0.533698924731183
V(Y[t],d=1,D=2)0.175472370766489Range2.2Trim Var.0.0798160919540231
V(Y[t],d=2,D=2)0.210170454545455Range2Trim Var.0.124014778325123
V(Y[t],d=3,D=2)0.549516129032259Range3.3Trim Var.0.324973544973546



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')