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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 17 Dec 2009 15:19:01 -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/t1261088424lnrar1rvuhb5gpj.htm/, Retrieved Tue, 30 Apr 2024 07:52:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69121, Retrieved Tue, 30 Apr 2024 07:52:50 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact105
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [varicance reducti...] [2009-12-17 22:19:01] [e24e91da8d334fb8882bf413603fde71] [Current]
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Dataseries X:
3.25
3.25
3.25
3.25
3.25
3.25
2.85
2.75
2.75
2.55
2.5
2.5
2.1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2.21
2.25
2.25
2.45
2.5
2.5
2.64
2.75
2.93
3
3.17
3.25
3.39
3.5
3.5
3.65
3.75
3.75
3.9
4
4
4
4
4
4
4
4
4
4
4
4
4.18
4.25
4.25
3.97
3.42
2.75
2.31
2
1.66
1.31
1.09
1
1
1




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=69121&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=69121&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69121&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)0.797738438920075Range3.25Trim Var.0.394010900045228
V(Y[t],d=1,D=0)0.0242851025991792Range0.88Trim Var.0.0089771754385965
V(Y[t],d=2,D=0)0.0142214285714286Range0.7Trim Var.0.00493268468468468
V(Y[t],d=3,D=0)0.0346120481927711Range1.15Trim Var.0.0117491299518697
V(Y[t],d=0,D=1)0.0242851025991792Range0.88Trim Var.0.0089771754385965
V(Y[t],d=1,D=1)0.0142214285714286Range0.7Trim Var.0.00493268468468468
V(Y[t],d=2,D=1)0.0346120481927711Range1.15Trim Var.0.0117491299518697
V(Y[t],d=3,D=1)0.104704907434616Range2.05Trim Var.0.0364968797564688
V(Y[t],d=0,D=2)0.0142214285714286Range0.7Trim Var.0.00493268468468468
V(Y[t],d=1,D=2)0.0346120481927711Range1.15Trim Var.0.0117491299518697
V(Y[t],d=2,D=2)0.104704907434616Range2.05Trim Var.0.0364968797564688
V(Y[t],d=3,D=2)0.339331722372779Range3.55Trim Var.0.126724569640063

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.797738438920075 & Range & 3.25 & Trim Var. & 0.394010900045228 \tabularnewline
V(Y[t],d=1,D=0) & 0.0242851025991792 & Range & 0.88 & Trim Var. & 0.0089771754385965 \tabularnewline
V(Y[t],d=2,D=0) & 0.0142214285714286 & Range & 0.7 & Trim Var. & 0.00493268468468468 \tabularnewline
V(Y[t],d=3,D=0) & 0.0346120481927711 & Range & 1.15 & Trim Var. & 0.0117491299518697 \tabularnewline
V(Y[t],d=0,D=1) & 0.0242851025991792 & Range & 0.88 & Trim Var. & 0.0089771754385965 \tabularnewline
V(Y[t],d=1,D=1) & 0.0142214285714286 & Range & 0.7 & Trim Var. & 0.00493268468468468 \tabularnewline
V(Y[t],d=2,D=1) & 0.0346120481927711 & Range & 1.15 & Trim Var. & 0.0117491299518697 \tabularnewline
V(Y[t],d=3,D=1) & 0.104704907434616 & Range & 2.05 & Trim Var. & 0.0364968797564688 \tabularnewline
V(Y[t],d=0,D=2) & 0.0142214285714286 & Range & 0.7 & Trim Var. & 0.00493268468468468 \tabularnewline
V(Y[t],d=1,D=2) & 0.0346120481927711 & Range & 1.15 & Trim Var. & 0.0117491299518697 \tabularnewline
V(Y[t],d=2,D=2) & 0.104704907434616 & Range & 2.05 & Trim Var. & 0.0364968797564688 \tabularnewline
V(Y[t],d=3,D=2) & 0.339331722372779 & Range & 3.55 & Trim Var. & 0.126724569640063 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69121&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.797738438920075[/C][C]Range[/C][C]3.25[/C][C]Trim Var.[/C][C]0.394010900045228[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0242851025991792[/C][C]Range[/C][C]0.88[/C][C]Trim Var.[/C][C]0.0089771754385965[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0142214285714286[/C][C]Range[/C][C]0.7[/C][C]Trim Var.[/C][C]0.00493268468468468[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0346120481927711[/C][C]Range[/C][C]1.15[/C][C]Trim Var.[/C][C]0.0117491299518697[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0242851025991792[/C][C]Range[/C][C]0.88[/C][C]Trim Var.[/C][C]0.0089771754385965[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0142214285714286[/C][C]Range[/C][C]0.7[/C][C]Trim Var.[/C][C]0.00493268468468468[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0346120481927711[/C][C]Range[/C][C]1.15[/C][C]Trim Var.[/C][C]0.0117491299518697[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.104704907434616[/C][C]Range[/C][C]2.05[/C][C]Trim Var.[/C][C]0.0364968797564688[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0142214285714286[/C][C]Range[/C][C]0.7[/C][C]Trim Var.[/C][C]0.00493268468468468[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0346120481927711[/C][C]Range[/C][C]1.15[/C][C]Trim Var.[/C][C]0.0117491299518697[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.104704907434616[/C][C]Range[/C][C]2.05[/C][C]Trim Var.[/C][C]0.0364968797564688[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.339331722372779[/C][C]Range[/C][C]3.55[/C][C]Trim Var.[/C][C]0.126724569640063[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69121&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69121&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)0.797738438920075Range3.25Trim Var.0.394010900045228
V(Y[t],d=1,D=0)0.0242851025991792Range0.88Trim Var.0.0089771754385965
V(Y[t],d=2,D=0)0.0142214285714286Range0.7Trim Var.0.00493268468468468
V(Y[t],d=3,D=0)0.0346120481927711Range1.15Trim Var.0.0117491299518697
V(Y[t],d=0,D=1)0.0242851025991792Range0.88Trim Var.0.0089771754385965
V(Y[t],d=1,D=1)0.0142214285714286Range0.7Trim Var.0.00493268468468468
V(Y[t],d=2,D=1)0.0346120481927711Range1.15Trim Var.0.0117491299518697
V(Y[t],d=3,D=1)0.104704907434616Range2.05Trim Var.0.0364968797564688
V(Y[t],d=0,D=2)0.0142214285714286Range0.7Trim Var.0.00493268468468468
V(Y[t],d=1,D=2)0.0346120481927711Range1.15Trim Var.0.0117491299518697
V(Y[t],d=2,D=2)0.104704907434616Range2.05Trim Var.0.0364968797564688
V(Y[t],d=3,D=2)0.339331722372779Range3.55Trim Var.0.126724569640063



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')