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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, 17 Dec 2009 09:45:59 -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/Dec/17/t1261068416j3tvy4bkc08q0s9.htm/, Retrieved Mon, 29 Apr 2024 08:14:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68985, Retrieved Mon, 29 Apr 2024 08:14:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact135
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       [Spectral Analysis] [Identifying Integ...] [2009-11-22 12:38:17] [b98453cac15ba1066b407e146608df68]
-    D        [Spectral Analysis] [spectrumanalyse] [2009-11-28 09:48:21] [7773f496f69461f4a67891f0ef752622]
-   PD          [Spectral Analysis] [koffie en thee] [2009-12-16 20:15:20] [7773f496f69461f4a67891f0ef752622]
- RMPD            [Variance Reduction Matrix] [thee] [2009-12-16 20:39:57] [7773f496f69461f4a67891f0ef752622]
-    D                [Variance Reduction Matrix] [Appelen Jonagold ...] [2009-12-17 16:45:59] [5c2088b06970f9a7d6fea063ee8d5871] [Current]
-   P                   [Variance Reduction Matrix] [Appelen Golden va...] [2009-12-17 20:24:29] [7773f496f69461f4a67891f0ef752622]
-   PD                    [Variance Reduction Matrix] [biefstuk 3.] [2010-12-17 11:59:16] [3df61981e9f4dafed65341be376c4457]
-   PD                    [Variance Reduction Matrix] [restaurant] [2010-12-17 12:05:15] [3df61981e9f4dafed65341be376c4457]
-   PD                    [Variance Reduction Matrix] [VRMKoffie] [2010-12-21 12:58:13] [3fb95cad3bbcce10c72dbbcc5bec5662]
-   PD                    [Variance Reduction Matrix] [VRMKoffie2] [2010-12-21 13:02:49] [3fb95cad3bbcce10c72dbbcc5bec5662]
-    D                  [Variance Reduction Matrix] [WS8 1] [2010-11-25 16:45:51] [717f3d787904f94c39256c5c1fc72d4c]
-    D                  [Variance Reduction Matrix] [WS8 2] [2010-11-25 16:50:08] [717f3d787904f94c39256c5c1fc72d4c]
-    D                  [Variance Reduction Matrix] [Variance reductio...] [2010-12-02 14:02:46] [ff7c1e95cf99a1dae07ec89975494dde]
- R PD                  [Variance Reduction Matrix] [Variance reductio...] [2010-12-15 16:28:30] [717f3d787904f94c39256c5c1fc72d4c]
-   P                     [Variance Reduction Matrix] [Peer] [2010-12-27 17:45:25] [d6a5e6c1b0014d57cedb2bdfb4a7099f]
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Dataseries X:
1.19
1.18
1.18
1.33
1.3
1.25
1.22
1.17
1.18
1.19
1.21
1.21
1.2
1.2
1.29
1.83
1.85
1.54
1.52
1.43
1.4
1.4
1.39
1.37
1.33
1.36
1.34
1.75
1.84
1.73
1.63
1.5
1.45
1.38
1.38
1.27
1.31
1.29
1.32
1.48
1.39
1.45
1.44
1.44
1.42
1.39
1.4
1.39
1.3
1.32
1.35
1.51
1.37
1.25
1.15
1.09
1.09
1.06
1.02
1.01
1
1
1.05
1.3
1.34
1.24
1.22
1.06
1
1
1
1.01




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=68985&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=68985&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68985&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)0.0411868348982786Range0.85Trim Var.0.0226702508960573
V(Y[t],d=1,D=0)0.0129534808853119Range0.85Trim Var.0.00263500793231095
V(Y[t],d=2,D=0)0.0220491925465838Range0.97Trim Var.0.00717979904812269
V(Y[t],d=3,D=0)0.0583823529411765Range1.59Trim Var.0.0200194535519126
V(Y[t],d=0,D=1)0.0129534808853119Range0.85Trim Var.0.00263500793231095
V(Y[t],d=1,D=1)0.0220491925465838Range0.97Trim Var.0.00717979904812269
V(Y[t],d=2,D=1)0.0583823529411765Range1.59Trim Var.0.0200194535519126
V(Y[t],d=3,D=1)0.181567932396839Range2.49Trim Var.0.0722308192090395
V(Y[t],d=0,D=2)0.0220491925465838Range0.97Trim Var.0.00717979904812269
V(Y[t],d=1,D=2)0.0583823529411765Range1.59Trim Var.0.0200194535519126
V(Y[t],d=2,D=2)0.181567932396839Range2.49Trim Var.0.0722308192090395
V(Y[t],d=3,D=2)0.603824966078697Range4.32Trim Var.0.26726195207481

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0411868348982786 & Range & 0.85 & Trim Var. & 0.0226702508960573 \tabularnewline
V(Y[t],d=1,D=0) & 0.0129534808853119 & Range & 0.85 & Trim Var. & 0.00263500793231095 \tabularnewline
V(Y[t],d=2,D=0) & 0.0220491925465838 & Range & 0.97 & Trim Var. & 0.00717979904812269 \tabularnewline
V(Y[t],d=3,D=0) & 0.0583823529411765 & Range & 1.59 & Trim Var. & 0.0200194535519126 \tabularnewline
V(Y[t],d=0,D=1) & 0.0129534808853119 & Range & 0.85 & Trim Var. & 0.00263500793231095 \tabularnewline
V(Y[t],d=1,D=1) & 0.0220491925465838 & Range & 0.97 & Trim Var. & 0.00717979904812269 \tabularnewline
V(Y[t],d=2,D=1) & 0.0583823529411765 & Range & 1.59 & Trim Var. & 0.0200194535519126 \tabularnewline
V(Y[t],d=3,D=1) & 0.181567932396839 & Range & 2.49 & Trim Var. & 0.0722308192090395 \tabularnewline
V(Y[t],d=0,D=2) & 0.0220491925465838 & Range & 0.97 & Trim Var. & 0.00717979904812269 \tabularnewline
V(Y[t],d=1,D=2) & 0.0583823529411765 & Range & 1.59 & Trim Var. & 0.0200194535519126 \tabularnewline
V(Y[t],d=2,D=2) & 0.181567932396839 & Range & 2.49 & Trim Var. & 0.0722308192090395 \tabularnewline
V(Y[t],d=3,D=2) & 0.603824966078697 & Range & 4.32 & Trim Var. & 0.26726195207481 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68985&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0411868348982786[/C][C]Range[/C][C]0.85[/C][C]Trim Var.[/C][C]0.0226702508960573[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0129534808853119[/C][C]Range[/C][C]0.85[/C][C]Trim Var.[/C][C]0.00263500793231095[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0220491925465838[/C][C]Range[/C][C]0.97[/C][C]Trim Var.[/C][C]0.00717979904812269[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0583823529411765[/C][C]Range[/C][C]1.59[/C][C]Trim Var.[/C][C]0.0200194535519126[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0129534808853119[/C][C]Range[/C][C]0.85[/C][C]Trim Var.[/C][C]0.00263500793231095[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0220491925465838[/C][C]Range[/C][C]0.97[/C][C]Trim Var.[/C][C]0.00717979904812269[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0583823529411765[/C][C]Range[/C][C]1.59[/C][C]Trim Var.[/C][C]0.0200194535519126[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.181567932396839[/C][C]Range[/C][C]2.49[/C][C]Trim Var.[/C][C]0.0722308192090395[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0220491925465838[/C][C]Range[/C][C]0.97[/C][C]Trim Var.[/C][C]0.00717979904812269[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0583823529411765[/C][C]Range[/C][C]1.59[/C][C]Trim Var.[/C][C]0.0200194535519126[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.181567932396839[/C][C]Range[/C][C]2.49[/C][C]Trim Var.[/C][C]0.0722308192090395[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.603824966078697[/C][C]Range[/C][C]4.32[/C][C]Trim Var.[/C][C]0.26726195207481[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68985&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68985&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)0.0411868348982786Range0.85Trim Var.0.0226702508960573
V(Y[t],d=1,D=0)0.0129534808853119Range0.85Trim Var.0.00263500793231095
V(Y[t],d=2,D=0)0.0220491925465838Range0.97Trim Var.0.00717979904812269
V(Y[t],d=3,D=0)0.0583823529411765Range1.59Trim Var.0.0200194535519126
V(Y[t],d=0,D=1)0.0129534808853119Range0.85Trim Var.0.00263500793231095
V(Y[t],d=1,D=1)0.0220491925465838Range0.97Trim Var.0.00717979904812269
V(Y[t],d=2,D=1)0.0583823529411765Range1.59Trim Var.0.0200194535519126
V(Y[t],d=3,D=1)0.181567932396839Range2.49Trim Var.0.0722308192090395
V(Y[t],d=0,D=2)0.0220491925465838Range0.97Trim Var.0.00717979904812269
V(Y[t],d=1,D=2)0.0583823529411765Range1.59Trim Var.0.0200194535519126
V(Y[t],d=2,D=2)0.181567932396839Range2.49Trim Var.0.0722308192090395
V(Y[t],d=3,D=2)0.603824966078697Range4.32Trim Var.0.26726195207481



Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')