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 10:18:51 -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/t12593423856n8hcb75txemtz3.htm/, Retrieved Mon, 29 Apr 2024 05:51:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61023, Retrieved Mon, 29 Apr 2024 05:51:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact127
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] [WS8 Identifying I...] [2009-11-27 17:18:51] [c6e373ff11c42d4585d53e9e88ed5606] [Current]
Feedback Forum

Post a new message
Dataseries X:
7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.0
8.2
8.1
8.1
8.0
7.9
7.9
8.0
8.0
7.9
8.0
7.7
7.2
7.5
7.3
7.0
7.0
7.0
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8.0
8.0
7.7
7.3
7.4
8.1
8.3
8.2




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=61023&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=61023&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61023&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)0.437523096129838Range3.2Trim Var.0.265907172995780
V(Y[t],d=1,D=0)0.127231869254341Range2.2Trim Var.0.052980352980353
V(Y[t],d=2,D=0)0.163102142110763Range2.2Trim Var.0.0890772385509228
V(Y[t],d=3,D=0)0.333001871157445Range3.1Trim Var.0.148827751196172
V(Y[t],d=0,D=1)0.457335997335997Range2.9Trim Var.0.298900949796472
V(Y[t],d=1,D=1)0.107761449077239Range1.6Trim Var.0.0571014492753624
V(Y[t],d=2,D=1)0.0983719298245616Range1.50000000000000Trim Var.0.0634306409130817
V(Y[t],d=3,D=1)0.147971171171171Range2.00000000000000Trim Var.0.078843822843823
V(Y[t],d=0,D=2)0.929634032634033Range4.4Trim Var.0.49243799153055
V(Y[t],d=1,D=2)0.282653846153846Range2.6Trim Var.0.135532581453634
V(Y[t],d=2,D=2)0.25093005952381Range2.10000000000000Trim Var.0.154698051948052
V(Y[t],d=3,D=2)0.370481310803892Range2.9Trim Var.0.182377104377105

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.437523096129838 & Range & 3.2 & Trim Var. & 0.265907172995780 \tabularnewline
V(Y[t],d=1,D=0) & 0.127231869254341 & Range & 2.2 & Trim Var. & 0.052980352980353 \tabularnewline
V(Y[t],d=2,D=0) & 0.163102142110763 & Range & 2.2 & Trim Var. & 0.0890772385509228 \tabularnewline
V(Y[t],d=3,D=0) & 0.333001871157445 & Range & 3.1 & Trim Var. & 0.148827751196172 \tabularnewline
V(Y[t],d=0,D=1) & 0.457335997335997 & Range & 2.9 & Trim Var. & 0.298900949796472 \tabularnewline
V(Y[t],d=1,D=1) & 0.107761449077239 & Range & 1.6 & Trim Var. & 0.0571014492753624 \tabularnewline
V(Y[t],d=2,D=1) & 0.0983719298245616 & Range & 1.50000000000000 & Trim Var. & 0.0634306409130817 \tabularnewline
V(Y[t],d=3,D=1) & 0.147971171171171 & Range & 2.00000000000000 & Trim Var. & 0.078843822843823 \tabularnewline
V(Y[t],d=0,D=2) & 0.929634032634033 & Range & 4.4 & Trim Var. & 0.49243799153055 \tabularnewline
V(Y[t],d=1,D=2) & 0.282653846153846 & Range & 2.6 & Trim Var. & 0.135532581453634 \tabularnewline
V(Y[t],d=2,D=2) & 0.25093005952381 & Range & 2.10000000000000 & Trim Var. & 0.154698051948052 \tabularnewline
V(Y[t],d=3,D=2) & 0.370481310803892 & Range & 2.9 & Trim Var. & 0.182377104377105 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61023&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.437523096129838[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.265907172995780[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.127231869254341[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.052980352980353[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.163102142110763[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0890772385509228[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.333001871157445[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.148827751196172[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.457335997335997[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.298900949796472[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.107761449077239[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0571014492753624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0983719298245616[/C][C]Range[/C][C]1.50000000000000[/C][C]Trim Var.[/C][C]0.0634306409130817[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.147971171171171[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.078843822843823[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.929634032634033[/C][C]Range[/C][C]4.4[/C][C]Trim Var.[/C][C]0.49243799153055[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.282653846153846[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.135532581453634[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.25093005952381[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.154698051948052[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.370481310803892[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.182377104377105[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61023&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61023&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)0.437523096129838Range3.2Trim Var.0.265907172995780
V(Y[t],d=1,D=0)0.127231869254341Range2.2Trim Var.0.052980352980353
V(Y[t],d=2,D=0)0.163102142110763Range2.2Trim Var.0.0890772385509228
V(Y[t],d=3,D=0)0.333001871157445Range3.1Trim Var.0.148827751196172
V(Y[t],d=0,D=1)0.457335997335997Range2.9Trim Var.0.298900949796472
V(Y[t],d=1,D=1)0.107761449077239Range1.6Trim Var.0.0571014492753624
V(Y[t],d=2,D=1)0.0983719298245616Range1.50000000000000Trim Var.0.0634306409130817
V(Y[t],d=3,D=1)0.147971171171171Range2.00000000000000Trim Var.0.078843822843823
V(Y[t],d=0,D=2)0.929634032634033Range4.4Trim Var.0.49243799153055
V(Y[t],d=1,D=2)0.282653846153846Range2.6Trim Var.0.135532581453634
V(Y[t],d=2,D=2)0.25093005952381Range2.10000000000000Trim Var.0.154698051948052
V(Y[t],d=3,D=2)0.370481310803892Range2.9Trim Var.0.182377104377105



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')