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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 computationMon, 01 Dec 2008 05:13:35 -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/2008/Dec/01/t1228133643lccwehk76y3p1kl.htm/, Retrieved Sun, 05 May 2024 13:14:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26894, Retrieved Sun, 05 May 2024 13:14:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact232
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Harrell-Davis Quantiles] [Q7 95% confidence...] [2007-10-20 15:02:46] [b731da8b544846036771bbf9bf2f34ce]
- RMPD  [Univariate Data Series] [Tijdreeks 2] [2008-10-27 17:40:40] [2d4aec5ed1856c4828162be37be304d9]
- RMPD    [Standard Deviation-Mean Plot] [Q8 tijdreeks 2 SD...] [2008-12-01 12:11:38] [2d4aec5ed1856c4828162be37be304d9]
- RM          [Variance Reduction Matrix] [Q8 tijdreeks 2 VRM] [2008-12-01 12:13:35] [d7f41258beeebb8716e3f5d39f3cdc01] [Current]
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Dataseries X:
148.8
146.7
118.8
99.4
97.6
110.2
146.6
136.4
126.2
154.9
109
128.5
144.9
136.3
134.8
103.4
106.6
119.2
149.3
150.2
142.9
163.6
98.2
138.2
143.7
132.8
149.4
128.8
98.9
106.2
140.7
133
156.4
157.7
107.9
133.6
148.1
205.6
193.1
117.5
116.4
129.5
157.1
157
158.4
161.7
116.9
161.1
155.7
160.8
145.4
111
144.8
149.2
156.6
182.5
171.3
172.7
133
148.1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26894&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26894&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26894&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Variance Reduction Matrix
V(Y[t],d=0,D=0)565.06545480226Range108Trim Var.360.10250174703
V(Y[t],d=1,D=0)711.331753360608Range133.1Trim Var.420.780783744557
V(Y[t],d=2,D=0)1743.32911070780Range191.5Trim Var.1112.87788838612
V(Y[t],d=3,D=0)5303.25372807017Range331.4Trim Var.3401.78120784314
V(Y[t],d=0,D=1)382.92609929078Range120.5Trim Var.136.773147502904
V(Y[t],d=1,D=1)526.303219241443Range123.4Trim Var.243.678609756097
V(Y[t],d=2,D=1)1190.16970048309Range181.3Trim Var.682.309205128205
V(Y[t],d=3,D=1)3230.98264646464Range266.6Trim Var.1901.17920377868
V(Y[t],d=0,D=2)1177.32085714286Range193.9Trim Var.372.582006048387
V(Y[t],d=1,D=2)1620.66290756302Range217Trim Var.732.094516129032
V(Y[t],d=2,D=2)3691.53033868092Range264.9Trim Var.2109.76368965517
V(Y[t],d=3,D=2)10143.8629166667Range417.4Trim Var.6630.62689655172

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 565.06545480226 & Range & 108 & Trim Var. & 360.10250174703 \tabularnewline
V(Y[t],d=1,D=0) & 711.331753360608 & Range & 133.1 & Trim Var. & 420.780783744557 \tabularnewline
V(Y[t],d=2,D=0) & 1743.32911070780 & Range & 191.5 & Trim Var. & 1112.87788838612 \tabularnewline
V(Y[t],d=3,D=0) & 5303.25372807017 & Range & 331.4 & Trim Var. & 3401.78120784314 \tabularnewline
V(Y[t],d=0,D=1) & 382.92609929078 & Range & 120.5 & Trim Var. & 136.773147502904 \tabularnewline
V(Y[t],d=1,D=1) & 526.303219241443 & Range & 123.4 & Trim Var. & 243.678609756097 \tabularnewline
V(Y[t],d=2,D=1) & 1190.16970048309 & Range & 181.3 & Trim Var. & 682.309205128205 \tabularnewline
V(Y[t],d=3,D=1) & 3230.98264646464 & Range & 266.6 & Trim Var. & 1901.17920377868 \tabularnewline
V(Y[t],d=0,D=2) & 1177.32085714286 & Range & 193.9 & Trim Var. & 372.582006048387 \tabularnewline
V(Y[t],d=1,D=2) & 1620.66290756302 & Range & 217 & Trim Var. & 732.094516129032 \tabularnewline
V(Y[t],d=2,D=2) & 3691.53033868092 & Range & 264.9 & Trim Var. & 2109.76368965517 \tabularnewline
V(Y[t],d=3,D=2) & 10143.8629166667 & Range & 417.4 & Trim Var. & 6630.62689655172 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26894&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]565.06545480226[/C][C]Range[/C][C]108[/C][C]Trim Var.[/C][C]360.10250174703[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]711.331753360608[/C][C]Range[/C][C]133.1[/C][C]Trim Var.[/C][C]420.780783744557[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1743.32911070780[/C][C]Range[/C][C]191.5[/C][C]Trim Var.[/C][C]1112.87788838612[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5303.25372807017[/C][C]Range[/C][C]331.4[/C][C]Trim Var.[/C][C]3401.78120784314[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]382.92609929078[/C][C]Range[/C][C]120.5[/C][C]Trim Var.[/C][C]136.773147502904[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]526.303219241443[/C][C]Range[/C][C]123.4[/C][C]Trim Var.[/C][C]243.678609756097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1190.16970048309[/C][C]Range[/C][C]181.3[/C][C]Trim Var.[/C][C]682.309205128205[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3230.98264646464[/C][C]Range[/C][C]266.6[/C][C]Trim Var.[/C][C]1901.17920377868[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1177.32085714286[/C][C]Range[/C][C]193.9[/C][C]Trim Var.[/C][C]372.582006048387[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1620.66290756302[/C][C]Range[/C][C]217[/C][C]Trim Var.[/C][C]732.094516129032[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3691.53033868092[/C][C]Range[/C][C]264.9[/C][C]Trim Var.[/C][C]2109.76368965517[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10143.8629166667[/C][C]Range[/C][C]417.4[/C][C]Trim Var.[/C][C]6630.62689655172[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26894&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26894&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)565.06545480226Range108Trim Var.360.10250174703
V(Y[t],d=1,D=0)711.331753360608Range133.1Trim Var.420.780783744557
V(Y[t],d=2,D=0)1743.32911070780Range191.5Trim Var.1112.87788838612
V(Y[t],d=3,D=0)5303.25372807017Range331.4Trim Var.3401.78120784314
V(Y[t],d=0,D=1)382.92609929078Range120.5Trim Var.136.773147502904
V(Y[t],d=1,D=1)526.303219241443Range123.4Trim Var.243.678609756097
V(Y[t],d=2,D=1)1190.16970048309Range181.3Trim Var.682.309205128205
V(Y[t],d=3,D=1)3230.98264646464Range266.6Trim Var.1901.17920377868
V(Y[t],d=0,D=2)1177.32085714286Range193.9Trim Var.372.582006048387
V(Y[t],d=1,D=2)1620.66290756302Range217Trim Var.732.094516129032
V(Y[t],d=2,D=2)3691.53033868092Range264.9Trim Var.2109.76368965517
V(Y[t],d=3,D=2)10143.8629166667Range417.4Trim Var.6630.62689655172



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')