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 computationFri, 27 Nov 2009 07:41:44 -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/t1259332998vo5dgwgnkg7ktfn.htm/, Retrieved Sun, 28 Apr 2024 19:42:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60840, Retrieved Sun, 28 Apr 2024 19:42:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsbhschhwsstws8vrm1
Estimated Impact126
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] [2009-11-27 14:41:44] [682632737e024f9e62885141c5f654cd] [Current]
- R  D            [Variance Reduction Matrix] [Paper: VRM] [2009-12-11 14:48:28] [786e067c4f7cec17385c4742b96b6dfa]
Feedback Forum

Post a new message
Dataseries X:
126.51
131.02
136.51
138.04
132.92
129.61
122.96
124.04
121.29
124.56
118.53
113.14
114.15
122.17
129.23
131.19
129.12
128.28
126.83
138.13
140.52
146.83
135.14
131.84
125.7
128.98
133.25
136.76
133.24
128.54
121.08
120.23
119.08
125.75
126.89
126.6
121.89
123.44
126.46
129.49
127.78
125.29
119.02
119.96
122.86
131.89
132.73
135.01
136.71
142.73
144.43
144.93
138.75
130.22
122.19
128.4
140.43
153.5
149.33
142.97




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60840&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]0 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=60840&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60840&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)74.7879596327684Range40.36Trim Var.47.8662077218728
V(Y[t],d=1,D=0)29.2433954997078Range24.76Trim Var.18.8898529753266
V(Y[t],d=2,D=0)39.334763369631Range32.2400000000000Trim Var.21.2194161387632
V(Y[t],d=3,D=0)97.256421491228Range48.3100000000001Trim Var.61.0154345882353
V(Y[t],d=0,D=1)127.337704787234Range43.71Trim Var.82.2834832171893
V(Y[t],d=1,D=1)23.9183617946346Range24.98Trim Var.11.9228625609756
V(Y[t],d=2,D=1)22.8143270048310Range22.2900000000001Trim Var.12.1103840384615
V(Y[t],d=3,D=1)49.2887234343436Range38.7400000000002Trim Var.17.2832879892037
V(Y[t],d=0,D=2)361.135861825397Range70.57Trim Var.240.459613608871
V(Y[t],d=1,D=2)63.89016Range40.86Trim Var.32.1860359139785
V(Y[t],d=2,D=2)64.233681996435Range38.7400000000002Trim Var.32.6168478160920
V(Y[t],d=3,D=2)151.511407007576Range66.5600000000002Trim Var.62.8847827586202

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 74.7879596327684 & Range & 40.36 & Trim Var. & 47.8662077218728 \tabularnewline
V(Y[t],d=1,D=0) & 29.2433954997078 & Range & 24.76 & Trim Var. & 18.8898529753266 \tabularnewline
V(Y[t],d=2,D=0) & 39.334763369631 & Range & 32.2400000000000 & Trim Var. & 21.2194161387632 \tabularnewline
V(Y[t],d=3,D=0) & 97.256421491228 & Range & 48.3100000000001 & Trim Var. & 61.0154345882353 \tabularnewline
V(Y[t],d=0,D=1) & 127.337704787234 & Range & 43.71 & Trim Var. & 82.2834832171893 \tabularnewline
V(Y[t],d=1,D=1) & 23.9183617946346 & Range & 24.98 & Trim Var. & 11.9228625609756 \tabularnewline
V(Y[t],d=2,D=1) & 22.8143270048310 & Range & 22.2900000000001 & Trim Var. & 12.1103840384615 \tabularnewline
V(Y[t],d=3,D=1) & 49.2887234343436 & Range & 38.7400000000002 & Trim Var. & 17.2832879892037 \tabularnewline
V(Y[t],d=0,D=2) & 361.135861825397 & Range & 70.57 & Trim Var. & 240.459613608871 \tabularnewline
V(Y[t],d=1,D=2) & 63.89016 & Range & 40.86 & Trim Var. & 32.1860359139785 \tabularnewline
V(Y[t],d=2,D=2) & 64.233681996435 & Range & 38.7400000000002 & Trim Var. & 32.6168478160920 \tabularnewline
V(Y[t],d=3,D=2) & 151.511407007576 & Range & 66.5600000000002 & Trim Var. & 62.8847827586202 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60840&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]74.7879596327684[/C][C]Range[/C][C]40.36[/C][C]Trim Var.[/C][C]47.8662077218728[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]29.2433954997078[/C][C]Range[/C][C]24.76[/C][C]Trim Var.[/C][C]18.8898529753266[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]39.334763369631[/C][C]Range[/C][C]32.2400000000000[/C][C]Trim Var.[/C][C]21.2194161387632[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]97.256421491228[/C][C]Range[/C][C]48.3100000000001[/C][C]Trim Var.[/C][C]61.0154345882353[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]127.337704787234[/C][C]Range[/C][C]43.71[/C][C]Trim Var.[/C][C]82.2834832171893[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]23.9183617946346[/C][C]Range[/C][C]24.98[/C][C]Trim Var.[/C][C]11.9228625609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]22.8143270048310[/C][C]Range[/C][C]22.2900000000001[/C][C]Trim Var.[/C][C]12.1103840384615[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]49.2887234343436[/C][C]Range[/C][C]38.7400000000002[/C][C]Trim Var.[/C][C]17.2832879892037[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]361.135861825397[/C][C]Range[/C][C]70.57[/C][C]Trim Var.[/C][C]240.459613608871[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]63.89016[/C][C]Range[/C][C]40.86[/C][C]Trim Var.[/C][C]32.1860359139785[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]64.233681996435[/C][C]Range[/C][C]38.7400000000002[/C][C]Trim Var.[/C][C]32.6168478160920[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]151.511407007576[/C][C]Range[/C][C]66.5600000000002[/C][C]Trim Var.[/C][C]62.8847827586202[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60840&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60840&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)74.7879596327684Range40.36Trim Var.47.8662077218728
V(Y[t],d=1,D=0)29.2433954997078Range24.76Trim Var.18.8898529753266
V(Y[t],d=2,D=0)39.334763369631Range32.2400000000000Trim Var.21.2194161387632
V(Y[t],d=3,D=0)97.256421491228Range48.3100000000001Trim Var.61.0154345882353
V(Y[t],d=0,D=1)127.337704787234Range43.71Trim Var.82.2834832171893
V(Y[t],d=1,D=1)23.9183617946346Range24.98Trim Var.11.9228625609756
V(Y[t],d=2,D=1)22.8143270048310Range22.2900000000001Trim Var.12.1103840384615
V(Y[t],d=3,D=1)49.2887234343436Range38.7400000000002Trim Var.17.2832879892037
V(Y[t],d=0,D=2)361.135861825397Range70.57Trim Var.240.459613608871
V(Y[t],d=1,D=2)63.89016Range40.86Trim Var.32.1860359139785
V(Y[t],d=2,D=2)64.233681996435Range38.7400000000002Trim Var.32.6168478160920
V(Y[t],d=3,D=2)151.511407007576Range66.5600000000002Trim Var.62.8847827586202



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')