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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 10:46:29 -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/t1259948868iisp53dmc3igk65.htm/, Retrieved Sun, 28 Apr 2024 08:31:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63970, Retrieved Sun, 28 Apr 2024 08:31:37 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsSHWWS9.2
Estimated Impact136
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 ] [2009-12-04 17:46:29] [d1081bd6cdf1fed9ed45c42dbd523bf1] [Current]
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Dataseries X:
7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5




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=63970&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=63970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63970&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)0.416605783866058Range2.4Trim Var.0.289719742063492
V(Y[t],d=1,D=0)0.119710485133020Range1.9Trim Var.0.0534920634920635
V(Y[t],d=2,D=0)0.136849094567404Range1.9Trim Var.0.0827393753200205
V(Y[t],d=3,D=0)0.270592132505176Range3Trim Var.0.112662612374405
V(Y[t],d=0,D=1)0.515333333333333Range2.9Trim Var.0.299782293178520
V(Y[t],d=1,D=1)0.133838983050847Range1.6Trim Var.0.0808272859216255
V(Y[t],d=2,D=1)0.124073641145529Range1.6Trim Var.0.084445701357466
V(Y[t],d=3,D=1)0.21719298245614Range2.20000000000000Trim Var.0.123001508295626
V(Y[t],d=0,D=2)1.01670918367347Range4.5Trim Var.0.559202657807309
V(Y[t],d=1,D=2)0.246484929078014Range2.8Trim Var.0.096335656213705
V(Y[t],d=2,D=2)0.259491211840888Range2.2Trim Var.0.146000000000000
V(Y[t],d=3,D=2)0.545719806763283Range3.49999999999999Trim Var.0.262506410256410

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.416605783866058 & Range & 2.4 & Trim Var. & 0.289719742063492 \tabularnewline
V(Y[t],d=1,D=0) & 0.119710485133020 & Range & 1.9 & Trim Var. & 0.0534920634920635 \tabularnewline
V(Y[t],d=2,D=0) & 0.136849094567404 & Range & 1.9 & Trim Var. & 0.0827393753200205 \tabularnewline
V(Y[t],d=3,D=0) & 0.270592132505176 & Range & 3 & Trim Var. & 0.112662612374405 \tabularnewline
V(Y[t],d=0,D=1) & 0.515333333333333 & Range & 2.9 & Trim Var. & 0.299782293178520 \tabularnewline
V(Y[t],d=1,D=1) & 0.133838983050847 & Range & 1.6 & Trim Var. & 0.0808272859216255 \tabularnewline
V(Y[t],d=2,D=1) & 0.124073641145529 & Range & 1.6 & Trim Var. & 0.084445701357466 \tabularnewline
V(Y[t],d=3,D=1) & 0.21719298245614 & Range & 2.20000000000000 & Trim Var. & 0.123001508295626 \tabularnewline
V(Y[t],d=0,D=2) & 1.01670918367347 & Range & 4.5 & Trim Var. & 0.559202657807309 \tabularnewline
V(Y[t],d=1,D=2) & 0.246484929078014 & Range & 2.8 & Trim Var. & 0.096335656213705 \tabularnewline
V(Y[t],d=2,D=2) & 0.259491211840888 & Range & 2.2 & Trim Var. & 0.146000000000000 \tabularnewline
V(Y[t],d=3,D=2) & 0.545719806763283 & Range & 3.49999999999999 & Trim Var. & 0.262506410256410 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63970&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.416605783866058[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.289719742063492[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.119710485133020[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0534920634920635[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.136849094567404[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0827393753200205[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.270592132505176[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.112662612374405[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.515333333333333[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.299782293178520[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.133838983050847[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0808272859216255[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.124073641145529[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.084445701357466[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.21719298245614[/C][C]Range[/C][C]2.20000000000000[/C][C]Trim Var.[/C][C]0.123001508295626[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.01670918367347[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.559202657807309[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.246484929078014[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.096335656213705[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.259491211840888[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.146000000000000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.545719806763283[/C][C]Range[/C][C]3.49999999999999[/C][C]Trim Var.[/C][C]0.262506410256410[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63970&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)0.416605783866058Range2.4Trim Var.0.289719742063492
V(Y[t],d=1,D=0)0.119710485133020Range1.9Trim Var.0.0534920634920635
V(Y[t],d=2,D=0)0.136849094567404Range1.9Trim Var.0.0827393753200205
V(Y[t],d=3,D=0)0.270592132505176Range3Trim Var.0.112662612374405
V(Y[t],d=0,D=1)0.515333333333333Range2.9Trim Var.0.299782293178520
V(Y[t],d=1,D=1)0.133838983050847Range1.6Trim Var.0.0808272859216255
V(Y[t],d=2,D=1)0.124073641145529Range1.6Trim Var.0.084445701357466
V(Y[t],d=3,D=1)0.21719298245614Range2.20000000000000Trim Var.0.123001508295626
V(Y[t],d=0,D=2)1.01670918367347Range4.5Trim Var.0.559202657807309
V(Y[t],d=1,D=2)0.246484929078014Range2.8Trim Var.0.096335656213705
V(Y[t],d=2,D=2)0.259491211840888Range2.2Trim Var.0.146000000000000
V(Y[t],d=3,D=2)0.545719806763283Range3.49999999999999Trim Var.0.262506410256410



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')