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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, 17 Dec 2009 06:52:36 -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/17/t1261057992qn8j5nuycph66t9.htm/, Retrieved Tue, 30 Apr 2024 03:11:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68893, Retrieved Tue, 30 Apr 2024 03:11:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Notched Boxplots] [3/11/2009] [2009-11-02 21:10:41] [b98453cac15ba1066b407e146608df68]
- RMPD  [Multiple Regression] [Paper:Bryan Beute...] [2009-12-04 12:54:13] [408e92805dcb18620260f240a7fb9d53]
- RMPD    [Variance Reduction Matrix] [Paper:Bryan Beute...] [2009-12-04 14:36:27] [408e92805dcb18620260f240a7fb9d53]
-    D        [Variance Reduction Matrix] [CVM Paper: Variat...] [2009-12-17 13:52:36] [a5ada8bd39e806b5b90f09589c89554a] [Current]
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Dataseries X:
25.5
25.6
23.7
22
21.3
20.7
20.4
20.3
20.4
19.8
19.5
23.1
23.5
23.5
22.9
21.9
21.5
20.5
20.2
19.4
19.2
18.8
18.8
22.6
23.3
23
21.4
19.9
18.8
18.6
18.4
18.6
19.9
19.2
18.4
21.1
20.5
19.1
18.1
17
17.1
17.4
16.8
15.3
14.3
13.4
15.3
22.1
23.7
22.2
19.5
16.6
17.3
19.8
21.2
21.5
20.6
19.1
19.6
23.5
24




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=68893&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=68893&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68893&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)6.80788524590164Range12.2Trim Var.3.59304298642534
V(Y[t],d=1,D=0)2.7575Range9.7Trim Var.1.24890635918938
V(Y[t],d=2,D=0)3.65305669199299Range10.1Trim Var.2.09092888243832
V(Y[t],d=3,D=0)7.80958257713249Range13.9Trim Var.3.96387254901961
V(Y[t],d=0,D=1)2.7575Range9.7Trim Var.1.24890635918938
V(Y[t],d=1,D=1)3.65305669199299Range10.1Trim Var.2.09092888243832
V(Y[t],d=2,D=1)7.80958257713249Range13.9Trim Var.3.96387254901961
V(Y[t],d=3,D=1)20.7499812030075Range24.4Trim Var.9.15203137254902
V(Y[t],d=0,D=2)3.65305669199299Range10.1Trim Var.2.09092888243832
V(Y[t],d=1,D=2)7.80958257713249Range13.9Trim Var.3.96387254901961
V(Y[t],d=2,D=2)20.7499812030075Range24.4Trim Var.9.15203137254902
V(Y[t],d=3,D=2)64.174077922078Range37.7Trim Var.32.3865959183674

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6.80788524590164 & Range & 12.2 & Trim Var. & 3.59304298642534 \tabularnewline
V(Y[t],d=1,D=0) & 2.7575 & Range & 9.7 & Trim Var. & 1.24890635918938 \tabularnewline
V(Y[t],d=2,D=0) & 3.65305669199299 & Range & 10.1 & Trim Var. & 2.09092888243832 \tabularnewline
V(Y[t],d=3,D=0) & 7.80958257713249 & Range & 13.9 & Trim Var. & 3.96387254901961 \tabularnewline
V(Y[t],d=0,D=1) & 2.7575 & Range & 9.7 & Trim Var. & 1.24890635918938 \tabularnewline
V(Y[t],d=1,D=1) & 3.65305669199299 & Range & 10.1 & Trim Var. & 2.09092888243832 \tabularnewline
V(Y[t],d=2,D=1) & 7.80958257713249 & Range & 13.9 & Trim Var. & 3.96387254901961 \tabularnewline
V(Y[t],d=3,D=1) & 20.7499812030075 & Range & 24.4 & Trim Var. & 9.15203137254902 \tabularnewline
V(Y[t],d=0,D=2) & 3.65305669199299 & Range & 10.1 & Trim Var. & 2.09092888243832 \tabularnewline
V(Y[t],d=1,D=2) & 7.80958257713249 & Range & 13.9 & Trim Var. & 3.96387254901961 \tabularnewline
V(Y[t],d=2,D=2) & 20.7499812030075 & Range & 24.4 & Trim Var. & 9.15203137254902 \tabularnewline
V(Y[t],d=3,D=2) & 64.174077922078 & Range & 37.7 & Trim Var. & 32.3865959183674 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68893&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.80788524590164[/C][C]Range[/C][C]12.2[/C][C]Trim Var.[/C][C]3.59304298642534[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.7575[/C][C]Range[/C][C]9.7[/C][C]Trim Var.[/C][C]1.24890635918938[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3.65305669199299[/C][C]Range[/C][C]10.1[/C][C]Trim Var.[/C][C]2.09092888243832[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7.80958257713249[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]3.96387254901961[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.7575[/C][C]Range[/C][C]9.7[/C][C]Trim Var.[/C][C]1.24890635918938[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3.65305669199299[/C][C]Range[/C][C]10.1[/C][C]Trim Var.[/C][C]2.09092888243832[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7.80958257713249[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]3.96387254901961[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]20.7499812030075[/C][C]Range[/C][C]24.4[/C][C]Trim Var.[/C][C]9.15203137254902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3.65305669199299[/C][C]Range[/C][C]10.1[/C][C]Trim Var.[/C][C]2.09092888243832[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7.80958257713249[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]3.96387254901961[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]20.7499812030075[/C][C]Range[/C][C]24.4[/C][C]Trim Var.[/C][C]9.15203137254902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]64.174077922078[/C][C]Range[/C][C]37.7[/C][C]Trim Var.[/C][C]32.3865959183674[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68893&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68893&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)6.80788524590164Range12.2Trim Var.3.59304298642534
V(Y[t],d=1,D=0)2.7575Range9.7Trim Var.1.24890635918938
V(Y[t],d=2,D=0)3.65305669199299Range10.1Trim Var.2.09092888243832
V(Y[t],d=3,D=0)7.80958257713249Range13.9Trim Var.3.96387254901961
V(Y[t],d=0,D=1)2.7575Range9.7Trim Var.1.24890635918938
V(Y[t],d=1,D=1)3.65305669199299Range10.1Trim Var.2.09092888243832
V(Y[t],d=2,D=1)7.80958257713249Range13.9Trim Var.3.96387254901961
V(Y[t],d=3,D=1)20.7499812030075Range24.4Trim Var.9.15203137254902
V(Y[t],d=0,D=2)3.65305669199299Range10.1Trim Var.2.09092888243832
V(Y[t],d=1,D=2)7.80958257713249Range13.9Trim Var.3.96387254901961
V(Y[t],d=2,D=2)20.7499812030075Range24.4Trim Var.9.15203137254902
V(Y[t],d=3,D=2)64.174077922078Range37.7Trim Var.32.3865959183674



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')