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Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 26 Dec 2009 09:14:03 -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/26/t1261844126vpbja7flrf7lslf.htm/, Retrieved Sun, 28 Apr 2024 19:00:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70760, Retrieved Sun, 28 Apr 2024 19:00:33 +0000
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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] [Paper] [2009-12-21 20:42:12] [0df1a6455bedfaf424729b1e006090d0]
- RMPD    [Variance Reduction Matrix] [Paper] [2009-12-26 16:14:03] [e2f800c9186517d2e5c4a809848912a7] [Current]
-   P       [Variance Reduction Matrix] [Paper] [2009-12-27 10:22:51] [b6394cb5c2dcec6d17418d3cdf42d699]
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Dataseries X:
1.2613
1.2646
1.2262
1.1985
1.2007
1.2138
1.2266
1.2176
1.2218
1.249
1.2991
1.3408
1.3119
1.3014
1.3201
1.2938
1.2694
1.2165
1.2037
1.2292
1.2256
1.2015
1.1786
1.1856
1.2103
1.1938
1.202
1.2271
1.277
1.265
1.2684
1.2811
1.2727
1.2611
1.2881
1.3213
1.2999
1.3074
1.3242
1.3516
1.3511
1.3419
1.3716
1.3622
1.3896
1.4227
1.4684
1.457
1.4718
1.4748
1.5527
1.5751
1.5557
1.5553
1.577
1.4975
1.437
1.3322
1.2732
1.3449




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=70760&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=70760&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70760&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)0.0120043996610169Range0.3984Trim Var.0.00873616199860238
V(Y[t],d=1,D=0)0.00112491488018702Range0.1827Trim Var.0.000584002837445572
V(Y[t],d=2,D=0)0.00149207675741076Range0.231900000000000Trim Var.0.00080847171568627
V(Y[t],d=3,D=0)0.00323794081453632Range0.250599999999999Trim Var.0.00221482720784312
V(Y[t],d=0,D=1)0.00112491488018702Range0.1827Trim Var.0.000584002837445572
V(Y[t],d=1,D=1)0.00149207675741076Range0.231900000000000Trim Var.0.00080847171568627
V(Y[t],d=2,D=1)0.00323794081453632Range0.250599999999999Trim Var.0.00221482720784312
V(Y[t],d=3,D=1)0.00952044597077916Range0.460599999999999Trim Var.0.00646914771020403
V(Y[t],d=0,D=2)0.00149207675741076Range0.231900000000000Trim Var.0.00080847171568627
V(Y[t],d=1,D=2)0.00323794081453632Range0.250599999999999Trim Var.0.00221482720784312
V(Y[t],d=2,D=2)0.00952044597077916Range0.460599999999999Trim Var.0.00646914771020403
V(Y[t],d=3,D=2)0.0323975082491580Range0.7969Trim Var.0.0207143690391155

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0120043996610169 & Range & 0.3984 & Trim Var. & 0.00873616199860238 \tabularnewline
V(Y[t],d=1,D=0) & 0.00112491488018702 & Range & 0.1827 & Trim Var. & 0.000584002837445572 \tabularnewline
V(Y[t],d=2,D=0) & 0.00149207675741076 & Range & 0.231900000000000 & Trim Var. & 0.00080847171568627 \tabularnewline
V(Y[t],d=3,D=0) & 0.00323794081453632 & Range & 0.250599999999999 & Trim Var. & 0.00221482720784312 \tabularnewline
V(Y[t],d=0,D=1) & 0.00112491488018702 & Range & 0.1827 & Trim Var. & 0.000584002837445572 \tabularnewline
V(Y[t],d=1,D=1) & 0.00149207675741076 & Range & 0.231900000000000 & Trim Var. & 0.00080847171568627 \tabularnewline
V(Y[t],d=2,D=1) & 0.00323794081453632 & Range & 0.250599999999999 & Trim Var. & 0.00221482720784312 \tabularnewline
V(Y[t],d=3,D=1) & 0.00952044597077916 & Range & 0.460599999999999 & Trim Var. & 0.00646914771020403 \tabularnewline
V(Y[t],d=0,D=2) & 0.00149207675741076 & Range & 0.231900000000000 & Trim Var. & 0.00080847171568627 \tabularnewline
V(Y[t],d=1,D=2) & 0.00323794081453632 & Range & 0.250599999999999 & Trim Var. & 0.00221482720784312 \tabularnewline
V(Y[t],d=2,D=2) & 0.00952044597077916 & Range & 0.460599999999999 & Trim Var. & 0.00646914771020403 \tabularnewline
V(Y[t],d=3,D=2) & 0.0323975082491580 & Range & 0.7969 & Trim Var. & 0.0207143690391155 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70760&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0120043996610169[/C][C]Range[/C][C]0.3984[/C][C]Trim Var.[/C][C]0.00873616199860238[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00112491488018702[/C][C]Range[/C][C]0.1827[/C][C]Trim Var.[/C][C]0.000584002837445572[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00149207675741076[/C][C]Range[/C][C]0.231900000000000[/C][C]Trim Var.[/C][C]0.00080847171568627[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00323794081453632[/C][C]Range[/C][C]0.250599999999999[/C][C]Trim Var.[/C][C]0.00221482720784312[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00112491488018702[/C][C]Range[/C][C]0.1827[/C][C]Trim Var.[/C][C]0.000584002837445572[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00149207675741076[/C][C]Range[/C][C]0.231900000000000[/C][C]Trim Var.[/C][C]0.00080847171568627[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00323794081453632[/C][C]Range[/C][C]0.250599999999999[/C][C]Trim Var.[/C][C]0.00221482720784312[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00952044597077916[/C][C]Range[/C][C]0.460599999999999[/C][C]Trim Var.[/C][C]0.00646914771020403[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00149207675741076[/C][C]Range[/C][C]0.231900000000000[/C][C]Trim Var.[/C][C]0.00080847171568627[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00323794081453632[/C][C]Range[/C][C]0.250599999999999[/C][C]Trim Var.[/C][C]0.00221482720784312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00952044597077916[/C][C]Range[/C][C]0.460599999999999[/C][C]Trim Var.[/C][C]0.00646914771020403[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0323975082491580[/C][C]Range[/C][C]0.7969[/C][C]Trim Var.[/C][C]0.0207143690391155[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70760&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70760&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)0.0120043996610169Range0.3984Trim Var.0.00873616199860238
V(Y[t],d=1,D=0)0.00112491488018702Range0.1827Trim Var.0.000584002837445572
V(Y[t],d=2,D=0)0.00149207675741076Range0.231900000000000Trim Var.0.00080847171568627
V(Y[t],d=3,D=0)0.00323794081453632Range0.250599999999999Trim Var.0.00221482720784312
V(Y[t],d=0,D=1)0.00112491488018702Range0.1827Trim Var.0.000584002837445572
V(Y[t],d=1,D=1)0.00149207675741076Range0.231900000000000Trim Var.0.00080847171568627
V(Y[t],d=2,D=1)0.00323794081453632Range0.250599999999999Trim Var.0.00221482720784312
V(Y[t],d=3,D=1)0.00952044597077916Range0.460599999999999Trim Var.0.00646914771020403
V(Y[t],d=0,D=2)0.00149207675741076Range0.231900000000000Trim Var.0.00080847171568627
V(Y[t],d=1,D=2)0.00323794081453632Range0.250599999999999Trim Var.0.00221482720784312
V(Y[t],d=2,D=2)0.00952044597077916Range0.460599999999999Trim Var.0.00646914771020403
V(Y[t],d=3,D=2)0.0323975082491580Range0.7969Trim Var.0.0207143690391155



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')