Free Statistics

of Irreproducible Research!

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 20:30:01 +0100
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/t12610782466b03d15iej2keaz.htm/, Retrieved Tue, 30 Apr 2024 07:36:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69063, Retrieved Tue, 30 Apr 2024 07:36:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact181
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2009-12-17 19:09:08] [b98453cac15ba1066b407e146608df68]
- RMP     [Variance Reduction Matrix] [] [2009-12-17 19:30:01] [d76b387543b13b5e3afd8ff9e5fdc89f] [Current]
Feedback Forum

Post a new message
Dataseries X:
277
260.6
291.6
275.4
275.3
231.7
238.8
274.2
277.8
299.1
286.6
232.3
294.1
267.5
309.7
280.7
287.3
235.7
256.4
289
290.8
321.9
291.8
241.4
295.5
258.2
306.1
281.5
283.1
237.4
274.8
299.3
300.4
340.9
318.8
265.7
322.7
281.6
323.5
312.6
310.8
262.8
273.8
320
310.3
342.2
320.1
265.6
327
300.7
346.4
317.3
326.2
270.7
278.2
324.6
321.8
343.5
354
278.2
330.2
307.3
375.9
335.3
339.3
280.3
293.7
341.2
345.1
368.7
369.4
288.4
341
319.1
374.2
344.5
337.3
281
282.2
321
325.4
366.3
380.3
300.7
359.3
327.6
383.6
352.4
329.4
294.5
333.5
334.3
358
396.1
387
307.2
363.9
344.7
397.6
376.8
337.1
299.3
323.1
329.1
347
462
436.5
360.4
415.5
382.1
432.2
424.3
386.7
354.5
375.8
368
402.4
426.5
433.3
338.5
416.8
381.1
445.7
412.4
394
348.2
380.1
373.7
393.6
434.2
430.7
344.5
411.9
370.5
437.3
411.3
385.5
341.3
384.2
373.2
415.8
448.6
454.3
350.3
419.1
398
456.1
430.1
399.8
362.7
384.9
385.3
432.3
468.9
442.7
370.2
439.4
393.9
468.7
438.8
430.1
366.3
391
380.9
431.4
465.4
471.5
387.5
446.4
421.5
504.8
492.1
421.3
396.7
428
421.9
465.6
525.8
499.9
435.3
479.5
473
554.4
489.6
462.2
420.3




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69063&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69063&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69063&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'RServer@AstonUniversity' @ vre.aston.ac.uk







Variance Reduction Matrix
V(Y[t],d=0,D=0)4511.26777477477Range322.7Trim Var.3087.6672920774
V(Y[t],d=1,D=0)1840.18299236193Range219Trim Var.1258.27491869919
V(Y[t],d=2,D=0)5130.07025154431Range319.3Trim Var.3626.57133772258
V(Y[t],d=3,D=0)17352.3972101123Range569.6Trim Var.12338.337823222
V(Y[t],d=0,D=1)321.276215866055Range101.4Trim Var.197.52346898263
V(Y[t],d=1,D=1)319.3387545369Range167.8Trim Var.123.060781734395
V(Y[t],d=2,D=1)946.505128178974Range230.6Trim Var.384.449851455734
V(Y[t],d=3,D=1)3214.15501410389Range406.6Trim Var.1393.34802717578
V(Y[t],d=0,D=2)850.497035886818Range167.8Trim Var.477.972652972028
V(Y[t],d=1,D=2)947.62123757764Range275.2Trim Var.345.093526051413
V(Y[t],d=2,D=2)2822.59144654088Range406.6Trim Var.1150.71195027195
V(Y[t],d=3,D=2)9600.32287875169Range743.4Trim Var.4198.0367290456

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4511.26777477477 & Range & 322.7 & Trim Var. & 3087.6672920774 \tabularnewline
V(Y[t],d=1,D=0) & 1840.18299236193 & Range & 219 & Trim Var. & 1258.27491869919 \tabularnewline
V(Y[t],d=2,D=0) & 5130.07025154431 & Range & 319.3 & Trim Var. & 3626.57133772258 \tabularnewline
V(Y[t],d=3,D=0) & 17352.3972101123 & Range & 569.6 & Trim Var. & 12338.337823222 \tabularnewline
V(Y[t],d=0,D=1) & 321.276215866055 & Range & 101.4 & Trim Var. & 197.52346898263 \tabularnewline
V(Y[t],d=1,D=1) & 319.3387545369 & Range & 167.8 & Trim Var. & 123.060781734395 \tabularnewline
V(Y[t],d=2,D=1) & 946.505128178974 & Range & 230.6 & Trim Var. & 384.449851455734 \tabularnewline
V(Y[t],d=3,D=1) & 3214.15501410389 & Range & 406.6 & Trim Var. & 1393.34802717578 \tabularnewline
V(Y[t],d=0,D=2) & 850.497035886818 & Range & 167.8 & Trim Var. & 477.972652972028 \tabularnewline
V(Y[t],d=1,D=2) & 947.62123757764 & Range & 275.2 & Trim Var. & 345.093526051413 \tabularnewline
V(Y[t],d=2,D=2) & 2822.59144654088 & Range & 406.6 & Trim Var. & 1150.71195027195 \tabularnewline
V(Y[t],d=3,D=2) & 9600.32287875169 & Range & 743.4 & Trim Var. & 4198.0367290456 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69063&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4511.26777477477[/C][C]Range[/C][C]322.7[/C][C]Trim Var.[/C][C]3087.6672920774[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1840.18299236193[/C][C]Range[/C][C]219[/C][C]Trim Var.[/C][C]1258.27491869919[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5130.07025154431[/C][C]Range[/C][C]319.3[/C][C]Trim Var.[/C][C]3626.57133772258[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]17352.3972101123[/C][C]Range[/C][C]569.6[/C][C]Trim Var.[/C][C]12338.337823222[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]321.276215866055[/C][C]Range[/C][C]101.4[/C][C]Trim Var.[/C][C]197.52346898263[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]319.3387545369[/C][C]Range[/C][C]167.8[/C][C]Trim Var.[/C][C]123.060781734395[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]946.505128178974[/C][C]Range[/C][C]230.6[/C][C]Trim Var.[/C][C]384.449851455734[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3214.15501410389[/C][C]Range[/C][C]406.6[/C][C]Trim Var.[/C][C]1393.34802717578[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]850.497035886818[/C][C]Range[/C][C]167.8[/C][C]Trim Var.[/C][C]477.972652972028[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]947.62123757764[/C][C]Range[/C][C]275.2[/C][C]Trim Var.[/C][C]345.093526051413[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2822.59144654088[/C][C]Range[/C][C]406.6[/C][C]Trim Var.[/C][C]1150.71195027195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9600.32287875169[/C][C]Range[/C][C]743.4[/C][C]Trim Var.[/C][C]4198.0367290456[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69063&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69063&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)4511.26777477477Range322.7Trim Var.3087.6672920774
V(Y[t],d=1,D=0)1840.18299236193Range219Trim Var.1258.27491869919
V(Y[t],d=2,D=0)5130.07025154431Range319.3Trim Var.3626.57133772258
V(Y[t],d=3,D=0)17352.3972101123Range569.6Trim Var.12338.337823222
V(Y[t],d=0,D=1)321.276215866055Range101.4Trim Var.197.52346898263
V(Y[t],d=1,D=1)319.3387545369Range167.8Trim Var.123.060781734395
V(Y[t],d=2,D=1)946.505128178974Range230.6Trim Var.384.449851455734
V(Y[t],d=3,D=1)3214.15501410389Range406.6Trim Var.1393.34802717578
V(Y[t],d=0,D=2)850.497035886818Range167.8Trim Var.477.972652972028
V(Y[t],d=1,D=2)947.62123757764Range275.2Trim Var.345.093526051413
V(Y[t],d=2,D=2)2822.59144654088Range406.6Trim Var.1150.71195027195
V(Y[t],d=3,D=2)9600.32287875169Range743.4Trim Var.4198.0367290456



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')