## 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 computationTue, 24 Nov 2009 13:34:29 -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/Nov/24/t1259094973k0xzir5a3r8rrr0.htm/, Retrieved Mon, 15 Apr 2024 14:36:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59269, Retrieved Mon, 15 Apr 2024 14:36:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsvrm
Estimated Impact134
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] [vrm_WS8] [2009-11-24 20:34:29] [f0f26816ac6124f58333f11f6c174000] [Current]
-    D            [Variance Reduction Matrix] [SHw WS8] [2009-11-25 19:38:24] [af2352cd9a951bedd08ebe247d0de1a2]
-                 [Variance Reduction Matrix] [] [2009-11-27 09:55:28] [08fc5c07292c885b941f0cb515ce13f3]
-    D            [Variance Reduction Matrix] [WS8(4)] [2009-11-27 10:54:03] [7d268329e554b8694908ba13e6e6f258]
-    D              [Variance Reduction Matrix] [VRM] [2009-12-16 18:48:51] [7d268329e554b8694908ba13e6e6f258]
-   PD            [Variance Reduction Matrix] [paper timeserie VRM] [2010-12-07 09:54:07] [814f53995537cd15c528d8efbf1cf544]
Feedback Forum

Post a new message
Dataseries X:
153.3
154.5
155.2
156.9
157
157.4
157.2
157.5
158
158.5
159
159.3
160
160.8
161.9
162.5
162.7
162.8
162.9
163
164
164.7
164.8
164.9
165
165.8
166.1
167.2
167.7
168.3
168.6
168.9
169.1
169.5
169.6
169.7
169.8
170.4
170.9
171.9
171.9
172
172
172.4
173
173.7
173.8
173.8
173.9
174.6
175
175.9
176
175.1
175.6
175.9
176.7
176.1
176.1
176.2
176.3
177.8
178.5
179.4
179.5
179.6
179.7
179.7
179.8
179.9
180.2
180.4
180.4
181.3
181.9
182.5
182.7
183.1
183.6
183.7
183.8
183.9
184.1
184.4
184.5
185.9
186.6
187.6
187.8
187.9
188
188.3
188.4
188.5
188.5
188.6
188.6
189.4
190
191.9
192.5
193
193.5
193.9
194.2
194.9
194.9
194.9
194.9
195.5
196
196.2
196.2
196.2
196.2
197
197.7
198
198.2
198.5
198.6
199.5
200
201.3
202.2
202.9
203.5
203.5
204
204.1
204.3
204.5
204.8
205.1
205.7
206.5
206.9
207.1
207.8
208
208.5
208.6
209
209.1
209.7
209.8
209.9
210
210.8
211.4
211.7
212
212.2
212.4
212.9
213.4
213.7
214
214.3
214.8
215
215.9
216.4
216.9
217.2
217.5
217.9
218.1
218.6
218.9
219.3
220.4
220.9
221
221.8
222
222.2
222.5
222.9
223.1
223.4
224
225.1
225.5
225.9
226.3
226.5
227
227.3
227.8
228.1
228.4
228.5
228.8
229
229.1
229.3
229.6
229.9
230
230.2
230.8
231
231.7
231.9
233
235.1
236
236.9
237.1
237.5
238.2
238.9
239.1
240
240.2
240.5
240.7
241.1
241.4
242.2
242.9
243.2
243.9

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 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=59269&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=59269&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59269&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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135

 Variance Reduction Matrix V(Y[t],d=0,D=0) 619.191855981742 Range 90.6 Trim Var. 479.504240201005 V(Y[t],d=1,D=0) 0.137798246677171 Range 3 Trim Var. 0.0635330310880834 V(Y[t],d=2,D=0) 0.213252822958708 Range 3.00000000000003 Trim Var. 0.0933873724694214 V(Y[t],d=3,D=0) 0.621665158371053 Range 5.00000000000006 Trim Var. 0.325008805552688 V(Y[t],d=0,D=1) 1.55203143163731 Range 6.70000000000002 Trim Var. 0.80471128683582 V(Y[t],d=1,D=1) 0.205215526969083 Range 3.60000000000002 Trim Var. 0.0936863895118177 V(Y[t],d=2,D=1) 0.327556163135116 Range 3.10000000000002 Trim Var. 0.174067621183375 V(Y[t],d=3,D=1) 0.968786805299985 Range 5.10000000000005 Trim Var. 0.53067015402501 V(Y[t],d=0,D=2) 3.31406407035177 Range 9.4 Trim Var. 1.84039106145252 V(Y[t],d=1,D=2) 0.630185777371712 Range 6.40000000000003 Trim Var. 0.293301593347302 V(Y[t],d=2,D=2) 0.965862687791635 Range 5.79999999999993 Trim Var. 0.551782200215839 V(Y[t],d=3,D=2) 2.79608515487418 Range 9.40000000000003 Trim Var. 1.61409347714435

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 619.191855981742 & Range & 90.6 & Trim Var. & 479.504240201005 \tabularnewline
V(Y[t],d=1,D=0) & 0.137798246677171 & Range & 3 & Trim Var. & 0.0635330310880834 \tabularnewline
V(Y[t],d=2,D=0) & 0.213252822958708 & Range & 3.00000000000003 & Trim Var. & 0.0933873724694214 \tabularnewline
V(Y[t],d=3,D=0) & 0.621665158371053 & Range & 5.00000000000006 & Trim Var. & 0.325008805552688 \tabularnewline
V(Y[t],d=0,D=1) & 1.55203143163731 & Range & 6.70000000000002 & Trim Var. & 0.80471128683582 \tabularnewline
V(Y[t],d=1,D=1) & 0.205215526969083 & Range & 3.60000000000002 & Trim Var. & 0.0936863895118177 \tabularnewline
V(Y[t],d=2,D=1) & 0.327556163135116 & Range & 3.10000000000002 & Trim Var. & 0.174067621183375 \tabularnewline
V(Y[t],d=3,D=1) & 0.968786805299985 & Range & 5.10000000000005 & Trim Var. & 0.53067015402501 \tabularnewline
V(Y[t],d=0,D=2) & 3.31406407035177 & Range & 9.4 & Trim Var. & 1.84039106145252 \tabularnewline
V(Y[t],d=1,D=2) & 0.630185777371712 & Range & 6.40000000000003 & Trim Var. & 0.293301593347302 \tabularnewline
V(Y[t],d=2,D=2) & 0.965862687791635 & Range & 5.79999999999993 & Trim Var. & 0.551782200215839 \tabularnewline
V(Y[t],d=3,D=2) & 2.79608515487418 & Range & 9.40000000000003 & Trim Var. & 1.61409347714435 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59269&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]619.191855981742[/C][C]Range[/C][C]90.6[/C][C]Trim Var.[/C][C]479.504240201005[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.137798246677171[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.0635330310880834[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.213252822958708[/C][C]Range[/C][C]3.00000000000003[/C][C]Trim Var.[/C][C]0.0933873724694214[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.621665158371053[/C][C]Range[/C][C]5.00000000000006[/C][C]Trim Var.[/C][C]0.325008805552688[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.55203143163731[/C][C]Range[/C][C]6.70000000000002[/C][C]Trim Var.[/C][C]0.80471128683582[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.205215526969083[/C][C]Range[/C][C]3.60000000000002[/C][C]Trim Var.[/C][C]0.0936863895118177[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.327556163135116[/C][C]Range[/C][C]3.10000000000002[/C][C]Trim Var.[/C][C]0.174067621183375[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.968786805299985[/C][C]Range[/C][C]5.10000000000005[/C][C]Trim Var.[/C][C]0.53067015402501[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3.31406407035177[/C][C]Range[/C][C]9.4[/C][C]Trim Var.[/C][C]1.84039106145252[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.630185777371712[/C][C]Range[/C][C]6.40000000000003[/C][C]Trim Var.[/C][C]0.293301593347302[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.965862687791635[/C][C]Range[/C][C]5.79999999999993[/C][C]Trim Var.[/C][C]0.551782200215839[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.79608515487418[/C][C]Range[/C][C]9.40000000000003[/C][C]Trim Var.[/C][C]1.61409347714435[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59269&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59269&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) 619.191855981742 Range 90.6 Trim Var. 479.504240201005 V(Y[t],d=1,D=0) 0.137798246677171 Range 3 Trim Var. 0.0635330310880834 V(Y[t],d=2,D=0) 0.213252822958708 Range 3.00000000000003 Trim Var. 0.0933873724694214 V(Y[t],d=3,D=0) 0.621665158371053 Range 5.00000000000006 Trim Var. 0.325008805552688 V(Y[t],d=0,D=1) 1.55203143163731 Range 6.70000000000002 Trim Var. 0.80471128683582 V(Y[t],d=1,D=1) 0.205215526969083 Range 3.60000000000002 Trim Var. 0.0936863895118177 V(Y[t],d=2,D=1) 0.327556163135116 Range 3.10000000000002 Trim Var. 0.174067621183375 V(Y[t],d=3,D=1) 0.968786805299985 Range 5.10000000000005 Trim Var. 0.53067015402501 V(Y[t],d=0,D=2) 3.31406407035177 Range 9.4 Trim Var. 1.84039106145252 V(Y[t],d=1,D=2) 0.630185777371712 Range 6.40000000000003 Trim Var. 0.293301593347302 V(Y[t],d=2,D=2) 0.965862687791635 Range 5.79999999999993 Trim Var. 0.551782200215839 V(Y[t],d=3,D=2) 2.79608515487418 Range 9.40000000000003 Trim Var. 1.61409347714435

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 <- xif (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')