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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 computationThu, 10 Dec 2009 11:36:28 -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/10/t1260470860c6nw08nf9ggqjhx.htm/, Retrieved Thu, 28 Mar 2024 15:14:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65716, Retrieved Thu, 28 Mar 2024 15:14:30 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact131
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D        [Variance Reduction Matrix] [WS8 Method 2] [2009-11-25 16:22:46] [445b292c553470d9fed8bc2796fd3a00]
-    D          [Variance Reduction Matrix] [ws 8 vrm] [2009-11-25 21:32:07] [134dc66689e3d457a82860db6471d419]
-                 [Variance Reduction Matrix] [ws 9 vrm] [2009-12-04 18:53:29] [134dc66689e3d457a82860db6471d419]
-    D                [Variance Reduction Matrix] [vrm icp] [2009-12-10 18:36:28] [4f297b039e1043ebee7ff7a83b1eaaaa] [Current]
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Dataseries X:
100.00
102.04
102.51
102.71
103.00
103.39
102.32
103.88
104.65
104.46
104.65
104.36
102.71
104.55
104.76
105.72
106.20
106.50
105.14
106.50
106.69
106.50
106.50
106.39
105.43
107.18
107.37
107.46
107.66
107.37
106.30
107.85
107.95
107.85
107.66
107.76
106.69
108.92
109.22
109.02
108.62
109.02
107.76
109.60
109.80
109.41
109.60
109.60
108.15
110.18
110.27
110.87
111.25
111.15
109.99
111.83
111.73
112.31
112.12
111.73
110.27
112.71
113.38
113.57
113.77
114.15
112.99
115.03
115.03
114.84
114.75
114.84
113.32
115.92
115.84
116.49
116.90
116.99
115.74
117.73
117.17
116.83
117.08
117.23
115.25
117.98
117.97
118.56
118.42
118.51
117.25
119.08
118.85
119.41
120.43
120.87
119.31
122.24
123.14
123.39
124.46
125.33
124.17
125.48
125.35
125.15
124.31
124.14
121.81
124.62
123.93
124.29
124.16
124.02
122.00
124.58
124.06




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=65716&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=65716&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65716&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)48.0807850279988Range25.48Trim Var.38.2161766483516
V(Y[t],d=1,D=0)1.19698629685158Range5.25999999999999Trim Var.0.727782290888725
V(Y[t],d=2,D=0)3.38698958047293Range8.64Trim Var.2.10548338092519
V(Y[t],d=3,D=0)11.1964280158361Range15.94Trim Var.7.04610048534267
V(Y[t],d=0,D=1)2.22511254578755Range9.09Trim Var.0.703187961664329
V(Y[t],d=1,D=1)0.281735474234504Range3.13000000000001Trim Var.0.141261669851887
V(Y[t],d=2,D=1)0.489244603083952Range3.78999999999998Trim Var.0.261845030525032
V(Y[t],d=3,D=1)1.45376734614638Range6.96Trim Var.0.764968651685397
V(Y[t],d=0,D=2)6.13118894343151Range14.5Trim Var.1.67720185130767
V(Y[t],d=1,D=2)0.76126039178213Range4.42000000000002Trim Var.0.40842071665161
V(Y[t],d=2,D=2)1.37340048840049Range5.81000000000002Trim Var.0.801169012345677
V(Y[t],d=3,D=2)4.10065579275904Range10.9400000000001Trim Var.2.36954424050633

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 48.0807850279988 & Range & 25.48 & Trim Var. & 38.2161766483516 \tabularnewline
V(Y[t],d=1,D=0) & 1.19698629685158 & Range & 5.25999999999999 & Trim Var. & 0.727782290888725 \tabularnewline
V(Y[t],d=2,D=0) & 3.38698958047293 & Range & 8.64 & Trim Var. & 2.10548338092519 \tabularnewline
V(Y[t],d=3,D=0) & 11.1964280158361 & Range & 15.94 & Trim Var. & 7.04610048534267 \tabularnewline
V(Y[t],d=0,D=1) & 2.22511254578755 & Range & 9.09 & Trim Var. & 0.703187961664329 \tabularnewline
V(Y[t],d=1,D=1) & 0.281735474234504 & Range & 3.13000000000001 & Trim Var. & 0.141261669851887 \tabularnewline
V(Y[t],d=2,D=1) & 0.489244603083952 & Range & 3.78999999999998 & Trim Var. & 0.261845030525032 \tabularnewline
V(Y[t],d=3,D=1) & 1.45376734614638 & Range & 6.96 & Trim Var. & 0.764968651685397 \tabularnewline
V(Y[t],d=0,D=2) & 6.13118894343151 & Range & 14.5 & Trim Var. & 1.67720185130767 \tabularnewline
V(Y[t],d=1,D=2) & 0.76126039178213 & Range & 4.42000000000002 & Trim Var. & 0.40842071665161 \tabularnewline
V(Y[t],d=2,D=2) & 1.37340048840049 & Range & 5.81000000000002 & Trim Var. & 0.801169012345677 \tabularnewline
V(Y[t],d=3,D=2) & 4.10065579275904 & Range & 10.9400000000001 & Trim Var. & 2.36954424050633 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65716&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]48.0807850279988[/C][C]Range[/C][C]25.48[/C][C]Trim Var.[/C][C]38.2161766483516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.19698629685158[/C][C]Range[/C][C]5.25999999999999[/C][C]Trim Var.[/C][C]0.727782290888725[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3.38698958047293[/C][C]Range[/C][C]8.64[/C][C]Trim Var.[/C][C]2.10548338092519[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]11.1964280158361[/C][C]Range[/C][C]15.94[/C][C]Trim Var.[/C][C]7.04610048534267[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.22511254578755[/C][C]Range[/C][C]9.09[/C][C]Trim Var.[/C][C]0.703187961664329[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.281735474234504[/C][C]Range[/C][C]3.13000000000001[/C][C]Trim Var.[/C][C]0.141261669851887[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.489244603083952[/C][C]Range[/C][C]3.78999999999998[/C][C]Trim Var.[/C][C]0.261845030525032[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.45376734614638[/C][C]Range[/C][C]6.96[/C][C]Trim Var.[/C][C]0.764968651685397[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6.13118894343151[/C][C]Range[/C][C]14.5[/C][C]Trim Var.[/C][C]1.67720185130767[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.76126039178213[/C][C]Range[/C][C]4.42000000000002[/C][C]Trim Var.[/C][C]0.40842071665161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.37340048840049[/C][C]Range[/C][C]5.81000000000002[/C][C]Trim Var.[/C][C]0.801169012345677[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4.10065579275904[/C][C]Range[/C][C]10.9400000000001[/C][C]Trim Var.[/C][C]2.36954424050633[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65716&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65716&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)48.0807850279988Range25.48Trim Var.38.2161766483516
V(Y[t],d=1,D=0)1.19698629685158Range5.25999999999999Trim Var.0.727782290888725
V(Y[t],d=2,D=0)3.38698958047293Range8.64Trim Var.2.10548338092519
V(Y[t],d=3,D=0)11.1964280158361Range15.94Trim Var.7.04610048534267
V(Y[t],d=0,D=1)2.22511254578755Range9.09Trim Var.0.703187961664329
V(Y[t],d=1,D=1)0.281735474234504Range3.13000000000001Trim Var.0.141261669851887
V(Y[t],d=2,D=1)0.489244603083952Range3.78999999999998Trim Var.0.261845030525032
V(Y[t],d=3,D=1)1.45376734614638Range6.96Trim Var.0.764968651685397
V(Y[t],d=0,D=2)6.13118894343151Range14.5Trim Var.1.67720185130767
V(Y[t],d=1,D=2)0.76126039178213Range4.42000000000002Trim Var.0.40842071665161
V(Y[t],d=2,D=2)1.37340048840049Range5.81000000000002Trim Var.0.801169012345677
V(Y[t],d=3,D=2)4.10065579275904Range10.9400000000001Trim Var.2.36954424050633



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')