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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 computationWed, 25 Nov 2009 10:50:43 -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/25/t1259171484jtjqhuewdbmc6aw.htm/, Retrieved Thu, 02 May 2024 10:06:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59521, Retrieved Thu, 02 May 2024 10:06:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsws8l5
Estimated Impact166
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] [] [2009-11-25 17:50:43] [42ed2e0ab6f351a3dce7cf3f388e378d] [Current]
-    D            [Variance Reduction Matrix] [] [2009-11-29 13:21:06] [cf890101a20378422561610e0d41fd9c]
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Dataseries X:
6,3
6,1
6,1
6,3
6,3
6
6,2
6,4
6,8
7,5
7,5
7,6
7,6
7,4
7,3
7,1
6,9
6,8
7,5
7,6
7,8
8
8,1
8,2
8,3
8,2
8
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
8,2
8,1
8,1
8
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
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




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=59521&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=59521&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59521&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)0.628487972508591Range3.3Trim Var.0.446706762897621
V(Y[t],d=1,D=0)0.118942982456140Range2.2Trim Var.0.0445266781411360
V(Y[t],d=2,D=0)0.148398656215006Range2.2Trim Var.0.0805826330532214
V(Y[t],d=3,D=0)0.310634866163350Range3.1Trim Var.0.135295467584624
V(Y[t],d=0,D=1)0.489593837535014Range2.9Trim Var.0.332205405405405
V(Y[t],d=1,D=1)0.0992814113597247Range1.6Trim Var.0.0383702213279678
V(Y[t],d=2,D=1)0.099318248604173Range1.50000000000000Trim Var.0.0597146118721462
V(Y[t],d=3,D=1)0.161531165311653Range2.00000000000000Trim Var.0.0887245696400628
V(Y[t],d=0,D=2)0.432846270928463Range3.1Trim Var.0.251600961538461
V(Y[t],d=1,D=2)0.206054381846635Range2.6Trim Var.0.102500000000000
V(Y[t],d=2,D=2)0.214498993963783Range2.00000000000001Trim Var.0.136733230926779
V(Y[t],d=3,D=2)0.387513457556936Range3.00000000000001Trim Var.0.210068746694871

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.628487972508591 & Range & 3.3 & Trim Var. & 0.446706762897621 \tabularnewline
V(Y[t],d=1,D=0) & 0.118942982456140 & Range & 2.2 & Trim Var. & 0.0445266781411360 \tabularnewline
V(Y[t],d=2,D=0) & 0.148398656215006 & Range & 2.2 & Trim Var. & 0.0805826330532214 \tabularnewline
V(Y[t],d=3,D=0) & 0.310634866163350 & Range & 3.1 & Trim Var. & 0.135295467584624 \tabularnewline
V(Y[t],d=0,D=1) & 0.489593837535014 & Range & 2.9 & Trim Var. & 0.332205405405405 \tabularnewline
V(Y[t],d=1,D=1) & 0.0992814113597247 & Range & 1.6 & Trim Var. & 0.0383702213279678 \tabularnewline
V(Y[t],d=2,D=1) & 0.099318248604173 & Range & 1.50000000000000 & Trim Var. & 0.0597146118721462 \tabularnewline
V(Y[t],d=3,D=1) & 0.161531165311653 & Range & 2.00000000000000 & Trim Var. & 0.0887245696400628 \tabularnewline
V(Y[t],d=0,D=2) & 0.432846270928463 & Range & 3.1 & Trim Var. & 0.251600961538461 \tabularnewline
V(Y[t],d=1,D=2) & 0.206054381846635 & Range & 2.6 & Trim Var. & 0.102500000000000 \tabularnewline
V(Y[t],d=2,D=2) & 0.214498993963783 & Range & 2.00000000000001 & Trim Var. & 0.136733230926779 \tabularnewline
V(Y[t],d=3,D=2) & 0.387513457556936 & Range & 3.00000000000001 & Trim Var. & 0.210068746694871 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59521&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.628487972508591[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.446706762897621[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.118942982456140[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0445266781411360[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.148398656215006[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.0805826330532214[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.310634866163350[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.135295467584624[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.489593837535014[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.332205405405405[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0992814113597247[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0383702213279678[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.099318248604173[/C][C]Range[/C][C]1.50000000000000[/C][C]Trim Var.[/C][C]0.0597146118721462[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.161531165311653[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.0887245696400628[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.432846270928463[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.251600961538461[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.206054381846635[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.102500000000000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.214498993963783[/C][C]Range[/C][C]2.00000000000001[/C][C]Trim Var.[/C][C]0.136733230926779[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.387513457556936[/C][C]Range[/C][C]3.00000000000001[/C][C]Trim Var.[/C][C]0.210068746694871[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59521&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59521&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)0.628487972508591Range3.3Trim Var.0.446706762897621
V(Y[t],d=1,D=0)0.118942982456140Range2.2Trim Var.0.0445266781411360
V(Y[t],d=2,D=0)0.148398656215006Range2.2Trim Var.0.0805826330532214
V(Y[t],d=3,D=0)0.310634866163350Range3.1Trim Var.0.135295467584624
V(Y[t],d=0,D=1)0.489593837535014Range2.9Trim Var.0.332205405405405
V(Y[t],d=1,D=1)0.0992814113597247Range1.6Trim Var.0.0383702213279678
V(Y[t],d=2,D=1)0.099318248604173Range1.50000000000000Trim Var.0.0597146118721462
V(Y[t],d=3,D=1)0.161531165311653Range2.00000000000000Trim Var.0.0887245696400628
V(Y[t],d=0,D=2)0.432846270928463Range3.1Trim Var.0.251600961538461
V(Y[t],d=1,D=2)0.206054381846635Range2.6Trim Var.0.102500000000000
V(Y[t],d=2,D=2)0.214498993963783Range2.00000000000001Trim Var.0.136733230926779
V(Y[t],d=3,D=2)0.387513457556936Range3.00000000000001Trim Var.0.210068746694871



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')