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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 12:31:22 -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/t1259955149gx1qprmy5tyr80h.htm/, Retrieved Sat, 27 Apr 2024 14:31:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64074, Retrieved Sat, 27 Apr 2024 14:31:08 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact107
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] [Variance Reductio...] [2009-12-04 19:31:22] [a25640248f5f3c4d92f02a597edd3aef] [Current]
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Dataseries X:
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9




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=64074&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=64074&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64074&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)0.504307244843998Range3.2Trim Var.0.297293178519593
V(Y[t],d=1,D=0)0.135885245901639Range2.2Trim Var.0.0375294117647059
V(Y[t],d=2,D=0)0.169728813559322Range2.2Trim Var.0.07710407239819
V(Y[t],d=3,D=0)0.346195207481005Range3.1Trim Var.0.142910014513788
V(Y[t],d=0,D=1)0.345159183673469Range2.5Trim Var.0.209577167019027
V(Y[t],d=1,D=1)0.111658163265306Range1.6Trim Var.0.0536766334440753
V(Y[t],d=2,D=1)0.0927659574468086Range1.5Trim Var.0.0527804878048781
V(Y[t],d=3,D=1)0.131137835337651Range1.7Trim Var.0.0806097560975612
V(Y[t],d=0,D=2)0.460369843527738Range3.1Trim Var.0.261140819964349
V(Y[t],d=1,D=2)0.176231231231231Range1.8Trim Var.0.100700757575758
V(Y[t],d=2,D=2)0.158563492063492Range1.9Trim Var.0.0786693548387096
V(Y[t],d=3,D=2)0.284756302521008Range2.60000000000000Trim Var.0.141161290322580

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.504307244843998 & Range & 3.2 & Trim Var. & 0.297293178519593 \tabularnewline
V(Y[t],d=1,D=0) & 0.135885245901639 & Range & 2.2 & Trim Var. & 0.0375294117647059 \tabularnewline
V(Y[t],d=2,D=0) & 0.169728813559322 & Range & 2.2 & Trim Var. & 0.07710407239819 \tabularnewline
V(Y[t],d=3,D=0) & 0.346195207481005 & Range & 3.1 & Trim Var. & 0.142910014513788 \tabularnewline
V(Y[t],d=0,D=1) & 0.345159183673469 & Range & 2.5 & Trim Var. & 0.209577167019027 \tabularnewline
V(Y[t],d=1,D=1) & 0.111658163265306 & Range & 1.6 & Trim Var. & 0.0536766334440753 \tabularnewline
V(Y[t],d=2,D=1) & 0.0927659574468086 & Range & 1.5 & Trim Var. & 0.0527804878048781 \tabularnewline
V(Y[t],d=3,D=1) & 0.131137835337651 & Range & 1.7 & Trim Var. & 0.0806097560975612 \tabularnewline
V(Y[t],d=0,D=2) & 0.460369843527738 & Range & 3.1 & Trim Var. & 0.261140819964349 \tabularnewline
V(Y[t],d=1,D=2) & 0.176231231231231 & Range & 1.8 & Trim Var. & 0.100700757575758 \tabularnewline
V(Y[t],d=2,D=2) & 0.158563492063492 & Range & 1.9 & Trim Var. & 0.0786693548387096 \tabularnewline
V(Y[t],d=3,D=2) & 0.284756302521008 & Range & 2.60000000000000 & Trim Var. & 0.141161290322580 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64074&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.504307244843998[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.297293178519593[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.135885245901639[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0375294117647059[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.169728813559322[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.07710407239819[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.346195207481005[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.142910014513788[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.345159183673469[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.209577167019027[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.111658163265306[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0536766334440753[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0927659574468086[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0527804878048781[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.131137835337651[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0806097560975612[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.460369843527738[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.261140819964349[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.176231231231231[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.100700757575758[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.158563492063492[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0786693548387096[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.284756302521008[/C][C]Range[/C][C]2.60000000000000[/C][C]Trim Var.[/C][C]0.141161290322580[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64074&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64074&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)0.504307244843998Range3.2Trim Var.0.297293178519593
V(Y[t],d=1,D=0)0.135885245901639Range2.2Trim Var.0.0375294117647059
V(Y[t],d=2,D=0)0.169728813559322Range2.2Trim Var.0.07710407239819
V(Y[t],d=3,D=0)0.346195207481005Range3.1Trim Var.0.142910014513788
V(Y[t],d=0,D=1)0.345159183673469Range2.5Trim Var.0.209577167019027
V(Y[t],d=1,D=1)0.111658163265306Range1.6Trim Var.0.0536766334440753
V(Y[t],d=2,D=1)0.0927659574468086Range1.5Trim Var.0.0527804878048781
V(Y[t],d=3,D=1)0.131137835337651Range1.7Trim Var.0.0806097560975612
V(Y[t],d=0,D=2)0.460369843527738Range3.1Trim Var.0.261140819964349
V(Y[t],d=1,D=2)0.176231231231231Range1.8Trim Var.0.100700757575758
V(Y[t],d=2,D=2)0.158563492063492Range1.9Trim Var.0.0786693548387096
V(Y[t],d=3,D=2)0.284756302521008Range2.60000000000000Trim Var.0.141161290322580



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')