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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 computationWed, 25 Nov 2009 13:24:17 -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/25/t1259180781vshgdh3ihbw5wl5.htm/, Retrieved Tue, 07 May 2024 14:07:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59620, Retrieved Tue, 07 May 2024 14:07:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact136
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Variance Reduction Matrix] [Vrm] [2009-11-25 20:24:17] [bef26de542bed2eafc60fe4615b06e47] [Current]
-    D    [Variance Reduction Matrix] [] [2010-12-16 15:09:06] [f47feae0308dca73181bb669fbad1c56]
Feedback Forum
2009-11-26 09:48:26 [] [reply
de kleinste waarde is volgens mij met d=1 en d=1, de waarde is immers 115.91
en de getrimde variantie, zonder de outliers, is hier ook het kleinst
2009-11-26 18:34:18 [] [reply
ik bedoel D=1 en d=1

Post a new message
Dataseries X:
121.6
118.8
114.0
111.5
97.2
102.5
113.4
109.8
104.9
126.1
80.0
96.8
117.2
112.3
117.3
111.1
102.2
104.3
122.9
107.6
121.3
131.5
89.0
104.4
128.9
135.9
133.3
121.3
120.5
120.4
137.9
126.1
133.2
151.1
105.0
119.0
140.4
156.6
137.1
122.7
125.8
139.3
134.9
149.2
132.3
149.0
117.2
119.6
152.0
149.4
127.3
114.1
102.1
107.7
104.4
102.1
96.0
109.3
90.0
83.9




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=59620&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=59620&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59620&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)310.331217514124Range76.6Trim Var.209.879346610762
V(Y[t],d=1,D=0)285.148626534190Range78.5Trim Var.161.374462989840
V(Y[t],d=2,D=0)738.461442831216Range130.2Trim Var.387.629004524887
V(Y[t],d=3,D=0)2257.37404761905Range223.6Trim Var.1211.58094901961
V(Y[t],d=0,D=1)328.504321808511Range70.7Trim Var.210.21475029036
V(Y[t],d=1,D=1)115.910555041628Range50.1Trim Var.67.4008902439024
V(Y[t],d=2,D=1)376.908657004831Range98.1Trim Var.213.598916666667
V(Y[t],d=3,D=1)1345.06991919192Range181.6Trim Var.749.263859649123
V(Y[t],d=0,D=2)481.319071428571Range100.3Trim Var.288.54435483871
V(Y[t],d=1,D=2)281.084403361344Range77.5Trim Var.174.588645161290
V(Y[t],d=2,D=2)964.070169340463Range143.2Trim Var.611.083091954023
V(Y[t],d=3,D=2)3500.5725Range257.7Trim Var.2111.99615763547

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 310.331217514124 & Range & 76.6 & Trim Var. & 209.879346610762 \tabularnewline
V(Y[t],d=1,D=0) & 285.148626534190 & Range & 78.5 & Trim Var. & 161.374462989840 \tabularnewline
V(Y[t],d=2,D=0) & 738.461442831216 & Range & 130.2 & Trim Var. & 387.629004524887 \tabularnewline
V(Y[t],d=3,D=0) & 2257.37404761905 & Range & 223.6 & Trim Var. & 1211.58094901961 \tabularnewline
V(Y[t],d=0,D=1) & 328.504321808511 & Range & 70.7 & Trim Var. & 210.21475029036 \tabularnewline
V(Y[t],d=1,D=1) & 115.910555041628 & Range & 50.1 & Trim Var. & 67.4008902439024 \tabularnewline
V(Y[t],d=2,D=1) & 376.908657004831 & Range & 98.1 & Trim Var. & 213.598916666667 \tabularnewline
V(Y[t],d=3,D=1) & 1345.06991919192 & Range & 181.6 & Trim Var. & 749.263859649123 \tabularnewline
V(Y[t],d=0,D=2) & 481.319071428571 & Range & 100.3 & Trim Var. & 288.54435483871 \tabularnewline
V(Y[t],d=1,D=2) & 281.084403361344 & Range & 77.5 & Trim Var. & 174.588645161290 \tabularnewline
V(Y[t],d=2,D=2) & 964.070169340463 & Range & 143.2 & Trim Var. & 611.083091954023 \tabularnewline
V(Y[t],d=3,D=2) & 3500.5725 & Range & 257.7 & Trim Var. & 2111.99615763547 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59620&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]310.331217514124[/C][C]Range[/C][C]76.6[/C][C]Trim Var.[/C][C]209.879346610762[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]285.148626534190[/C][C]Range[/C][C]78.5[/C][C]Trim Var.[/C][C]161.374462989840[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]738.461442831216[/C][C]Range[/C][C]130.2[/C][C]Trim Var.[/C][C]387.629004524887[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2257.37404761905[/C][C]Range[/C][C]223.6[/C][C]Trim Var.[/C][C]1211.58094901961[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]328.504321808511[/C][C]Range[/C][C]70.7[/C][C]Trim Var.[/C][C]210.21475029036[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]115.910555041628[/C][C]Range[/C][C]50.1[/C][C]Trim Var.[/C][C]67.4008902439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]376.908657004831[/C][C]Range[/C][C]98.1[/C][C]Trim Var.[/C][C]213.598916666667[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1345.06991919192[/C][C]Range[/C][C]181.6[/C][C]Trim Var.[/C][C]749.263859649123[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]481.319071428571[/C][C]Range[/C][C]100.3[/C][C]Trim Var.[/C][C]288.54435483871[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]281.084403361344[/C][C]Range[/C][C]77.5[/C][C]Trim Var.[/C][C]174.588645161290[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]964.070169340463[/C][C]Range[/C][C]143.2[/C][C]Trim Var.[/C][C]611.083091954023[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3500.5725[/C][C]Range[/C][C]257.7[/C][C]Trim Var.[/C][C]2111.99615763547[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59620&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59620&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)310.331217514124Range76.6Trim Var.209.879346610762
V(Y[t],d=1,D=0)285.148626534190Range78.5Trim Var.161.374462989840
V(Y[t],d=2,D=0)738.461442831216Range130.2Trim Var.387.629004524887
V(Y[t],d=3,D=0)2257.37404761905Range223.6Trim Var.1211.58094901961
V(Y[t],d=0,D=1)328.504321808511Range70.7Trim Var.210.21475029036
V(Y[t],d=1,D=1)115.910555041628Range50.1Trim Var.67.4008902439024
V(Y[t],d=2,D=1)376.908657004831Range98.1Trim Var.213.598916666667
V(Y[t],d=3,D=1)1345.06991919192Range181.6Trim Var.749.263859649123
V(Y[t],d=0,D=2)481.319071428571Range100.3Trim Var.288.54435483871
V(Y[t],d=1,D=2)281.084403361344Range77.5Trim Var.174.588645161290
V(Y[t],d=2,D=2)964.070169340463Range143.2Trim Var.611.083091954023
V(Y[t],d=3,D=2)3500.5725Range257.7Trim Var.2111.99615763547



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')