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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 14:52:21 -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/t1259963686svbuhy1z6gkp7zq.htm/, Retrieved Sun, 28 Apr 2024 14:35:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64176, Retrieved Sun, 28 Apr 2024 14:35:22 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS 9-3
Estimated Impact124
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] [] [2009-12-01 12:36:50] [3445d50c581a74ea3ff7b84cc82fcfeb]
-    D      [Variance Reduction Matrix] [vrm] [2009-12-02 19:51:40] [ed603017d2bee8fbd82b6d5ec04e12c3]
-               [Variance Reduction Matrix] [Workshop 9-3] [2009-12-04 21:52:21] [a53416c107f5e7e1e12bb9940270d09d] [Current]
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Dataseries X:
5.7
6.1
6
5.9
5.8
5.7
5.6
5.4
5.4
5.5
5.6
5.7
5.9
6.1
6
5.8
5.8
5.7
5.5
5.3
5.2
5.2
5
5.1
5.1
5.2
4.9
4.8
4.5
4.5
4.4
4.4
4.2
4.1
3.9
3.8
3.9
4.2
4.1
3.8
3.6
3.7
3.5
3.4
3.1
3.1
3.1
3.2
3.3
3.5
3.6
3.5
3.3
3.2
3.1
3.2
3
3
3.1
3.4




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=64176&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=64176&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64176&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)1.11664124293785Range3.1Trim Var.0.865765306122449
V(Y[t],d=1,D=0)0.0251782583284629Range0.700Trim Var.0.0150037707390649
V(Y[t],d=2,D=0)0.0349092558983666Range0.799999999999999Trim Var.0.0212000000000000
V(Y[t],d=3,D=0)0.0878822055137844Range1.2Trim Var.0.061749019607843
V(Y[t],d=0,D=1)0.200354609929078Range1.5Trim Var.0.128733997155050
V(Y[t],d=1,D=1)0.0217391304347826Range0.5Trim Var.0.0144807965860597
V(Y[t],d=2,D=1)0.0372560386473430Range0.799999999999999Trim Var.0.0202631578947368
V(Y[t],d=3,D=1)0.107494949494949Range1.50000000000000Trim Var.0.0643049932523617
V(Y[t],d=0,D=2)0.492277777777778Range2.3Trim Var.0.3978125
V(Y[t],d=1,D=2)0.0555126050420168Range0.8Trim Var.0.0438924731182795
V(Y[t],d=2,D=2)0.123324420677362Range1.40000000000000Trim Var.0.0855172413793104
V(Y[t],d=3,D=2)0.362973484848485Range2.50000000000000Trim Var.0.222857142857143

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.11664124293785 & Range & 3.1 & Trim Var. & 0.865765306122449 \tabularnewline
V(Y[t],d=1,D=0) & 0.0251782583284629 & Range & 0.700 & Trim Var. & 0.0150037707390649 \tabularnewline
V(Y[t],d=2,D=0) & 0.0349092558983666 & Range & 0.799999999999999 & Trim Var. & 0.0212000000000000 \tabularnewline
V(Y[t],d=3,D=0) & 0.0878822055137844 & Range & 1.2 & Trim Var. & 0.061749019607843 \tabularnewline
V(Y[t],d=0,D=1) & 0.200354609929078 & Range & 1.5 & Trim Var. & 0.128733997155050 \tabularnewline
V(Y[t],d=1,D=1) & 0.0217391304347826 & Range & 0.5 & Trim Var. & 0.0144807965860597 \tabularnewline
V(Y[t],d=2,D=1) & 0.0372560386473430 & Range & 0.799999999999999 & Trim Var. & 0.0202631578947368 \tabularnewline
V(Y[t],d=3,D=1) & 0.107494949494949 & Range & 1.50000000000000 & Trim Var. & 0.0643049932523617 \tabularnewline
V(Y[t],d=0,D=2) & 0.492277777777778 & Range & 2.3 & Trim Var. & 0.3978125 \tabularnewline
V(Y[t],d=1,D=2) & 0.0555126050420168 & Range & 0.8 & Trim Var. & 0.0438924731182795 \tabularnewline
V(Y[t],d=2,D=2) & 0.123324420677362 & Range & 1.40000000000000 & Trim Var. & 0.0855172413793104 \tabularnewline
V(Y[t],d=3,D=2) & 0.362973484848485 & Range & 2.50000000000000 & Trim Var. & 0.222857142857143 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64176&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.11664124293785[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.865765306122449[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0251782583284629[/C][C]Range[/C][C]0.700[/C][C]Trim Var.[/C][C]0.0150037707390649[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0349092558983666[/C][C]Range[/C][C]0.799999999999999[/C][C]Trim Var.[/C][C]0.0212000000000000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0878822055137844[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.061749019607843[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.200354609929078[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.128733997155050[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0217391304347826[/C][C]Range[/C][C]0.5[/C][C]Trim Var.[/C][C]0.0144807965860597[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0372560386473430[/C][C]Range[/C][C]0.799999999999999[/C][C]Trim Var.[/C][C]0.0202631578947368[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.107494949494949[/C][C]Range[/C][C]1.50000000000000[/C][C]Trim Var.[/C][C]0.0643049932523617[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.492277777777778[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.3978125[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0555126050420168[/C][C]Range[/C][C]0.8[/C][C]Trim Var.[/C][C]0.0438924731182795[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.123324420677362[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0855172413793104[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.362973484848485[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.222857142857143[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64176&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64176&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)1.11664124293785Range3.1Trim Var.0.865765306122449
V(Y[t],d=1,D=0)0.0251782583284629Range0.700Trim Var.0.0150037707390649
V(Y[t],d=2,D=0)0.0349092558983666Range0.799999999999999Trim Var.0.0212000000000000
V(Y[t],d=3,D=0)0.0878822055137844Range1.2Trim Var.0.061749019607843
V(Y[t],d=0,D=1)0.200354609929078Range1.5Trim Var.0.128733997155050
V(Y[t],d=1,D=1)0.0217391304347826Range0.5Trim Var.0.0144807965860597
V(Y[t],d=2,D=1)0.0372560386473430Range0.799999999999999Trim Var.0.0202631578947368
V(Y[t],d=3,D=1)0.107494949494949Range1.50000000000000Trim Var.0.0643049932523617
V(Y[t],d=0,D=2)0.492277777777778Range2.3Trim Var.0.3978125
V(Y[t],d=1,D=2)0.0555126050420168Range0.8Trim Var.0.0438924731182795
V(Y[t],d=2,D=2)0.123324420677362Range1.40000000000000Trim Var.0.0855172413793104
V(Y[t],d=3,D=2)0.362973484848485Range2.50000000000000Trim Var.0.222857142857143



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')