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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 computationThu, 26 Nov 2009 14:13:24 -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/26/t1259270059h0i76drv6ah9603.htm/, Retrieved Sun, 28 Apr 2024 22:34:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60423, Retrieved Sun, 28 Apr 2024 22:34:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112
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] [variance reductio...] [2009-11-26 21:13:24] [244731fa3e7e6c85774b8c0902c58f85] [Current]
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Dataseries X:
6,3
6,2
6,1
6,3
6,5
6,6
6,5
6,2
6,2
5,9
6,1
6,1
6,1
6,1
6,1
6,4
6,7
6,9
7
7
6,8
6,4
5,9
5,5
5,5
5,6
5,8
5,9
6,1
6,1
6
6
5,9
5,5
5,6
5,4
5,2
5,2
5,2
5,5
5,8
5,8
5,5
5,3
5,1
5,2
5,8
5,8
5,5
5
4,9
5,3
6,1
6,5
6,8
6,6
6,4
6,4




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=60423&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=60423&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60423&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)0.280774349667272Range2.1Trim Var.0.199498491704374
V(Y[t],d=1,D=0)0.0669611528822055Range1.3Trim Var.0.0361183673469387
V(Y[t],d=2,D=0)0.0681785714285714Range1.1Trim Var.0.0411819727891156
V(Y[t],d=3,D=0)0.140727272727273Range1.9Trim Var.0.0720833333333332
V(Y[t],d=0,D=1)0.386652173913044Range2.3Trim Var.0.237173076923077
V(Y[t],d=1,D=1)0.074010101010101Range1.3Trim Var.0.0364912280701754
V(Y[t],d=2,D=1)0.08276955602537Range1.2Trim Var.0.0390714285714285
V(Y[t],d=3,D=1)0.187851605758583Range1.90000000000000Trim Var.0.106111111111111
V(Y[t],d=0,D=2)0.895472370766489Range3.9Trim Var.0.544413793103448
V(Y[t],d=1,D=2)0.153143939393939Range1.9Trim Var.0.0721693121693123
V(Y[t],d=2,D=2)0.214475806451613Range2Trim Var.0.126177248677249
V(Y[t],d=3,D=2)0.561978494623657Range3.3Trim Var.0.331538461538462

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.280774349667272 & Range & 2.1 & Trim Var. & 0.199498491704374 \tabularnewline
V(Y[t],d=1,D=0) & 0.0669611528822055 & Range & 1.3 & Trim Var. & 0.0361183673469387 \tabularnewline
V(Y[t],d=2,D=0) & 0.0681785714285714 & Range & 1.1 & Trim Var. & 0.0411819727891156 \tabularnewline
V(Y[t],d=3,D=0) & 0.140727272727273 & Range & 1.9 & Trim Var. & 0.0720833333333332 \tabularnewline
V(Y[t],d=0,D=1) & 0.386652173913044 & Range & 2.3 & Trim Var. & 0.237173076923077 \tabularnewline
V(Y[t],d=1,D=1) & 0.074010101010101 & Range & 1.3 & Trim Var. & 0.0364912280701754 \tabularnewline
V(Y[t],d=2,D=1) & 0.08276955602537 & Range & 1.2 & Trim Var. & 0.0390714285714285 \tabularnewline
V(Y[t],d=3,D=1) & 0.187851605758583 & Range & 1.90000000000000 & Trim Var. & 0.106111111111111 \tabularnewline
V(Y[t],d=0,D=2) & 0.895472370766489 & Range & 3.9 & Trim Var. & 0.544413793103448 \tabularnewline
V(Y[t],d=1,D=2) & 0.153143939393939 & Range & 1.9 & Trim Var. & 0.0721693121693123 \tabularnewline
V(Y[t],d=2,D=2) & 0.214475806451613 & Range & 2 & Trim Var. & 0.126177248677249 \tabularnewline
V(Y[t],d=3,D=2) & 0.561978494623657 & Range & 3.3 & Trim Var. & 0.331538461538462 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60423&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.280774349667272[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.199498491704374[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0669611528822055[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0361183673469387[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0681785714285714[/C][C]Range[/C][C]1.1[/C][C]Trim Var.[/C][C]0.0411819727891156[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.140727272727273[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0720833333333332[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.386652173913044[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.237173076923077[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.074010101010101[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0364912280701754[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.08276955602537[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0390714285714285[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.187851605758583[/C][C]Range[/C][C]1.90000000000000[/C][C]Trim Var.[/C][C]0.106111111111111[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.895472370766489[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.544413793103448[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.153143939393939[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0721693121693123[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.214475806451613[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.126177248677249[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.561978494623657[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.331538461538462[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60423&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60423&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)0.280774349667272Range2.1Trim Var.0.199498491704374
V(Y[t],d=1,D=0)0.0669611528822055Range1.3Trim Var.0.0361183673469387
V(Y[t],d=2,D=0)0.0681785714285714Range1.1Trim Var.0.0411819727891156
V(Y[t],d=3,D=0)0.140727272727273Range1.9Trim Var.0.0720833333333332
V(Y[t],d=0,D=1)0.386652173913044Range2.3Trim Var.0.237173076923077
V(Y[t],d=1,D=1)0.074010101010101Range1.3Trim Var.0.0364912280701754
V(Y[t],d=2,D=1)0.08276955602537Range1.2Trim Var.0.0390714285714285
V(Y[t],d=3,D=1)0.187851605758583Range1.90000000000000Trim Var.0.106111111111111
V(Y[t],d=0,D=2)0.895472370766489Range3.9Trim Var.0.544413793103448
V(Y[t],d=1,D=2)0.153143939393939Range1.9Trim Var.0.0721693121693123
V(Y[t],d=2,D=2)0.214475806451613Range2Trim Var.0.126177248677249
V(Y[t],d=3,D=2)0.561978494623657Range3.3Trim Var.0.331538461538462



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')