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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 04 Dec 2009 12:28:19 -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/t1259954999j4z25adwhh5z10x.htm/, Retrieved Sat, 27 Apr 2024 18:45:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64067, Retrieved Sat, 27 Apr 2024 18:45:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact103
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] [] [2009-12-03 15:14:08] [fa44bc1b850de3469c0e3e9a5981c418]
-   PD        [Variance Reduction Matrix] [Variance reductio...] [2009-12-04 19:28:19] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
19
18
19
19
22
23
20
14
14
14
15
11
17
16
20
24
23
20
21
19
23
23
23
23
27
26
17
24
26
24
27
27
26
24
23
23
24
17
21
19
22
22
18
16
14
12
14
16
8
3
0
5
1
1
3
6
7
8
14
14
13




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=64067&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=64067&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64067&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)51.5885245901639Range27Trim Var.27.3163265306122
V(Y[t],d=1,D=0)11.0067796610169Range16Trim Var.6.32040531097135
V(Y[t],d=2,D=0)25.2068965517241Range26Trim Var.13.2533936651584
V(Y[t],d=3,D=0)77.6639443436177Range45Trim Var.39.0925490196078
V(Y[t],d=0,D=1)11.0067796610169Range16Trim Var.6.32040531097135
V(Y[t],d=1,D=1)25.2068965517241Range26Trim Var.13.2533936651584
V(Y[t],d=2,D=1)77.6639443436177Range45Trim Var.39.0925490196078
V(Y[t],d=3,D=1)262.337092731830Range75Trim Var.143.617959183673
V(Y[t],d=0,D=2)25.2068965517241Range26Trim Var.13.2533936651584
V(Y[t],d=1,D=2)77.6639443436177Range45Trim Var.39.0925490196078
V(Y[t],d=2,D=2)262.337092731830Range75Trim Var.143.617959183673
V(Y[t],d=3,D=2)924.100974025974Range139Trim Var.539.41387755102

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 51.5885245901639 & Range & 27 & Trim Var. & 27.3163265306122 \tabularnewline
V(Y[t],d=1,D=0) & 11.0067796610169 & Range & 16 & Trim Var. & 6.32040531097135 \tabularnewline
V(Y[t],d=2,D=0) & 25.2068965517241 & Range & 26 & Trim Var. & 13.2533936651584 \tabularnewline
V(Y[t],d=3,D=0) & 77.6639443436177 & Range & 45 & Trim Var. & 39.0925490196078 \tabularnewline
V(Y[t],d=0,D=1) & 11.0067796610169 & Range & 16 & Trim Var. & 6.32040531097135 \tabularnewline
V(Y[t],d=1,D=1) & 25.2068965517241 & Range & 26 & Trim Var. & 13.2533936651584 \tabularnewline
V(Y[t],d=2,D=1) & 77.6639443436177 & Range & 45 & Trim Var. & 39.0925490196078 \tabularnewline
V(Y[t],d=3,D=1) & 262.337092731830 & Range & 75 & Trim Var. & 143.617959183673 \tabularnewline
V(Y[t],d=0,D=2) & 25.2068965517241 & Range & 26 & Trim Var. & 13.2533936651584 \tabularnewline
V(Y[t],d=1,D=2) & 77.6639443436177 & Range & 45 & Trim Var. & 39.0925490196078 \tabularnewline
V(Y[t],d=2,D=2) & 262.337092731830 & Range & 75 & Trim Var. & 143.617959183673 \tabularnewline
V(Y[t],d=3,D=2) & 924.100974025974 & Range & 139 & Trim Var. & 539.41387755102 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64067&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]51.5885245901639[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]27.3163265306122[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11.0067796610169[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.32040531097135[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25.2068965517241[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]13.2533936651584[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]77.6639443436177[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]39.0925490196078[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]11.0067796610169[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.32040531097135[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]25.2068965517241[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]13.2533936651584[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]77.6639443436177[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]39.0925490196078[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]262.337092731830[/C][C]Range[/C][C]75[/C][C]Trim Var.[/C][C]143.617959183673[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]25.2068965517241[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]13.2533936651584[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]77.6639443436177[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]39.0925490196078[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]262.337092731830[/C][C]Range[/C][C]75[/C][C]Trim Var.[/C][C]143.617959183673[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]924.100974025974[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]539.41387755102[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64067&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64067&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)51.5885245901639Range27Trim Var.27.3163265306122
V(Y[t],d=1,D=0)11.0067796610169Range16Trim Var.6.32040531097135
V(Y[t],d=2,D=0)25.2068965517241Range26Trim Var.13.2533936651584
V(Y[t],d=3,D=0)77.6639443436177Range45Trim Var.39.0925490196078
V(Y[t],d=0,D=1)11.0067796610169Range16Trim Var.6.32040531097135
V(Y[t],d=1,D=1)25.2068965517241Range26Trim Var.13.2533936651584
V(Y[t],d=2,D=1)77.6639443436177Range45Trim Var.39.0925490196078
V(Y[t],d=3,D=1)262.337092731830Range75Trim Var.143.617959183673
V(Y[t],d=0,D=2)25.2068965517241Range26Trim Var.13.2533936651584
V(Y[t],d=1,D=2)77.6639443436177Range45Trim Var.39.0925490196078
V(Y[t],d=2,D=2)262.337092731830Range75Trim Var.143.617959183673
V(Y[t],d=3,D=2)924.100974025974Range139Trim Var.539.41387755102



Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')