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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 10:24:56 -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/t12593428879xm1shrviy744q5.htm/, Retrieved Mon, 29 Apr 2024 01:34:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61032, Retrieved Mon, 29 Apr 2024 01:34:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact137
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] [workshop 8.3] [2009-11-25 20:50:47] [35f0fff14d789f48983afb62e692bd0d]
-    D            [Variance Reduction Matrix] [] [2009-11-27 17:24:56] [71596e6a53ccce532e52aaf6113616ef] [Current]
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Dataseries X:
252.5
251.1
255.1
258.3
255.3
261.1
253.8
252.9
253.9
255.5
262
262.8
263.3
262.5
269.2
270.8
274.1
273
267.3
267.1
268.2
270.2
271.5
281
280.1
281.5
285.9
289.8
292.9
291.2
291.8
289.8
292.5
290.3
297.5
307.5
304.7
304.6
310.7
310.7
315.7
314.7
312.2
312.8
314.3
319.7
319.9
329.5
326.9
329.7
335.7
337.2
339.7
338.3
339.2
342.5
342.2
338.3
339
345.9




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=61032&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=61032&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61032&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)916.089389830508Range94.8Trim Var.781.27072327044
V(Y[t],d=1,D=0)13.2631560490941Range17.3Trim Var.7.87145137880985
V(Y[t],d=2,D=0)30.1495130066546Range22.5000000000001Trim Var.19.1071191553544
V(Y[t],d=3,D=0)91.825156641604Range41.4000000000001Trim Var.58.3549960784312
V(Y[t],d=0,D=1)26.4618040780142Range20.2Trim Var.17.7432055749129
V(Y[t],d=1,D=1)13.1476688251619Range17.9999999999999Trim Var.5.37255769230769
V(Y[t],d=2,D=1)38.3385169082125Range28.4999999999999Trim Var.21.6611282051282
V(Y[t],d=3,D=1)133.326494949495Range45.7Trim Var.78.8848313090418
V(Y[t],d=0,D=2)31.3982857142857Range27.3000000000000Trim Var.18.9328125
V(Y[t],d=1,D=2)39.0022184873949Range28.6999999999999Trim Var.20.4912473118281
V(Y[t],d=2,D=2)121.670383244207Range49.0999999999999Trim Var.75.5565517241381
V(Y[t],d=3,D=2)426.419678030303Range79.9999999999997Trim Var.281.125049261084

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 916.089389830508 & Range & 94.8 & Trim Var. & 781.27072327044 \tabularnewline
V(Y[t],d=1,D=0) & 13.2631560490941 & Range & 17.3 & Trim Var. & 7.87145137880985 \tabularnewline
V(Y[t],d=2,D=0) & 30.1495130066546 & Range & 22.5000000000001 & Trim Var. & 19.1071191553544 \tabularnewline
V(Y[t],d=3,D=0) & 91.825156641604 & Range & 41.4000000000001 & Trim Var. & 58.3549960784312 \tabularnewline
V(Y[t],d=0,D=1) & 26.4618040780142 & Range & 20.2 & Trim Var. & 17.7432055749129 \tabularnewline
V(Y[t],d=1,D=1) & 13.1476688251619 & Range & 17.9999999999999 & Trim Var. & 5.37255769230769 \tabularnewline
V(Y[t],d=2,D=1) & 38.3385169082125 & Range & 28.4999999999999 & Trim Var. & 21.6611282051282 \tabularnewline
V(Y[t],d=3,D=1) & 133.326494949495 & Range & 45.7 & Trim Var. & 78.8848313090418 \tabularnewline
V(Y[t],d=0,D=2) & 31.3982857142857 & Range & 27.3000000000000 & Trim Var. & 18.9328125 \tabularnewline
V(Y[t],d=1,D=2) & 39.0022184873949 & Range & 28.6999999999999 & Trim Var. & 20.4912473118281 \tabularnewline
V(Y[t],d=2,D=2) & 121.670383244207 & Range & 49.0999999999999 & Trim Var. & 75.5565517241381 \tabularnewline
V(Y[t],d=3,D=2) & 426.419678030303 & Range & 79.9999999999997 & Trim Var. & 281.125049261084 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61032&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]916.089389830508[/C][C]Range[/C][C]94.8[/C][C]Trim Var.[/C][C]781.27072327044[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13.2631560490941[/C][C]Range[/C][C]17.3[/C][C]Trim Var.[/C][C]7.87145137880985[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]30.1495130066546[/C][C]Range[/C][C]22.5000000000001[/C][C]Trim Var.[/C][C]19.1071191553544[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]91.825156641604[/C][C]Range[/C][C]41.4000000000001[/C][C]Trim Var.[/C][C]58.3549960784312[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]26.4618040780142[/C][C]Range[/C][C]20.2[/C][C]Trim Var.[/C][C]17.7432055749129[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]13.1476688251619[/C][C]Range[/C][C]17.9999999999999[/C][C]Trim Var.[/C][C]5.37255769230769[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]38.3385169082125[/C][C]Range[/C][C]28.4999999999999[/C][C]Trim Var.[/C][C]21.6611282051282[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]133.326494949495[/C][C]Range[/C][C]45.7[/C][C]Trim Var.[/C][C]78.8848313090418[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]31.3982857142857[/C][C]Range[/C][C]27.3000000000000[/C][C]Trim Var.[/C][C]18.9328125[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]39.0022184873949[/C][C]Range[/C][C]28.6999999999999[/C][C]Trim Var.[/C][C]20.4912473118281[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]121.670383244207[/C][C]Range[/C][C]49.0999999999999[/C][C]Trim Var.[/C][C]75.5565517241381[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]426.419678030303[/C][C]Range[/C][C]79.9999999999997[/C][C]Trim Var.[/C][C]281.125049261084[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61032&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61032&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)916.089389830508Range94.8Trim Var.781.27072327044
V(Y[t],d=1,D=0)13.2631560490941Range17.3Trim Var.7.87145137880985
V(Y[t],d=2,D=0)30.1495130066546Range22.5000000000001Trim Var.19.1071191553544
V(Y[t],d=3,D=0)91.825156641604Range41.4000000000001Trim Var.58.3549960784312
V(Y[t],d=0,D=1)26.4618040780142Range20.2Trim Var.17.7432055749129
V(Y[t],d=1,D=1)13.1476688251619Range17.9999999999999Trim Var.5.37255769230769
V(Y[t],d=2,D=1)38.3385169082125Range28.4999999999999Trim Var.21.6611282051282
V(Y[t],d=3,D=1)133.326494949495Range45.7Trim Var.78.8848313090418
V(Y[t],d=0,D=2)31.3982857142857Range27.3000000000000Trim Var.18.9328125
V(Y[t],d=1,D=2)39.0022184873949Range28.6999999999999Trim Var.20.4912473118281
V(Y[t],d=2,D=2)121.670383244207Range49.0999999999999Trim Var.75.5565517241381
V(Y[t],d=3,D=2)426.419678030303Range79.9999999999997Trim Var.281.125049261084



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')