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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 computationFri, 27 Nov 2009 06:22:16 -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/27/t1259328293up5ultxvthaone7.htm/, Retrieved Sun, 28 Apr 2024 20:41:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60732, Retrieved Sun, 28 Apr 2024 20:41:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact168
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] [WS 8: VRM] [2009-11-27 13:22:16] [17b3de9cda9f51722106e41c76160a49] [Current]
-                 [Variance Reduction Matrix] [WS 8: Variance Re...] [2009-12-04 23:23:00] [8cf9233b7464ea02e32be3b30fdac052]
-    D            [Variance Reduction Matrix] [Paper: Variance R...] [2009-12-14 09:40:45] [b97b96148b0223bc16666763988dc147]
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Dataseries X:
114
116
153
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124
115
106
105
105
101
95
93
84
87
116
120
117
109
105
107
109
109
108
107




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=60732&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=60732&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60732&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)368.588700564972Range78Trim Var.230.455505279035
V(Y[t],d=1,D=0)127.692577440094Range52Trim Var.60.0899854862119
V(Y[t],d=2,D=0)179.874470659407Range63Trim Var.87.4298642533937
V(Y[t],d=3,D=0)421.848370927318Range92Trim Var.198.123137254902
V(Y[t],d=0,D=1)63.9250886524823Range39Trim Var.30.8879210220674
V(Y[t],d=1,D=1)8.88159111933395Range13Trim Var.4.51821862348178
V(Y[t],d=2,D=1)17.5980676328502Range23Trim Var.7.17948717948718
V(Y[t],d=3,D=1)57.9010101010101Range38Trim Var.26.5681511470985
V(Y[t],d=0,D=2)141.711111111111Range41Trim Var.106.595766129032
V(Y[t],d=1,D=2)23.1226890756303Range20Trim Var.14.6559139784946
V(Y[t],d=2,D=2)60.4536541889483Range32Trim Var.35.5505747126437
V(Y[t],d=3,D=2)208.780303030303Range58Trim Var.103.113846153846

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 368.588700564972 & Range & 78 & Trim Var. & 230.455505279035 \tabularnewline
V(Y[t],d=1,D=0) & 127.692577440094 & Range & 52 & Trim Var. & 60.0899854862119 \tabularnewline
V(Y[t],d=2,D=0) & 179.874470659407 & Range & 63 & Trim Var. & 87.4298642533937 \tabularnewline
V(Y[t],d=3,D=0) & 421.848370927318 & Range & 92 & Trim Var. & 198.123137254902 \tabularnewline
V(Y[t],d=0,D=1) & 63.9250886524823 & Range & 39 & Trim Var. & 30.8879210220674 \tabularnewline
V(Y[t],d=1,D=1) & 8.88159111933395 & Range & 13 & Trim Var. & 4.51821862348178 \tabularnewline
V(Y[t],d=2,D=1) & 17.5980676328502 & Range & 23 & Trim Var. & 7.17948717948718 \tabularnewline
V(Y[t],d=3,D=1) & 57.9010101010101 & Range & 38 & Trim Var. & 26.5681511470985 \tabularnewline
V(Y[t],d=0,D=2) & 141.711111111111 & Range & 41 & Trim Var. & 106.595766129032 \tabularnewline
V(Y[t],d=1,D=2) & 23.1226890756303 & Range & 20 & Trim Var. & 14.6559139784946 \tabularnewline
V(Y[t],d=2,D=2) & 60.4536541889483 & Range & 32 & Trim Var. & 35.5505747126437 \tabularnewline
V(Y[t],d=3,D=2) & 208.780303030303 & Range & 58 & Trim Var. & 103.113846153846 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60732&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]368.588700564972[/C][C]Range[/C][C]78[/C][C]Trim Var.[/C][C]230.455505279035[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]127.692577440094[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]60.0899854862119[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]179.874470659407[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]87.4298642533937[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]421.848370927318[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]198.123137254902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]63.9250886524823[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]30.8879210220674[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8.88159111933395[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]4.51821862348178[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]17.5980676328502[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]7.17948717948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]57.9010101010101[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]26.5681511470985[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]141.711111111111[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]106.595766129032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]23.1226890756303[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]14.6559139784946[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]60.4536541889483[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]35.5505747126437[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]208.780303030303[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]103.113846153846[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60732&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60732&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)368.588700564972Range78Trim Var.230.455505279035
V(Y[t],d=1,D=0)127.692577440094Range52Trim Var.60.0899854862119
V(Y[t],d=2,D=0)179.874470659407Range63Trim Var.87.4298642533937
V(Y[t],d=3,D=0)421.848370927318Range92Trim Var.198.123137254902
V(Y[t],d=0,D=1)63.9250886524823Range39Trim Var.30.8879210220674
V(Y[t],d=1,D=1)8.88159111933395Range13Trim Var.4.51821862348178
V(Y[t],d=2,D=1)17.5980676328502Range23Trim Var.7.17948717948718
V(Y[t],d=3,D=1)57.9010101010101Range38Trim Var.26.5681511470985
V(Y[t],d=0,D=2)141.711111111111Range41Trim Var.106.595766129032
V(Y[t],d=1,D=2)23.1226890756303Range20Trim Var.14.6559139784946
V(Y[t],d=2,D=2)60.4536541889483Range32Trim Var.35.5505747126437
V(Y[t],d=3,D=2)208.780303030303Range58Trim Var.103.113846153846



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')