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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, 08 Dec 2008 12:33:22 -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/08/t1228764860ojmbatoq7ntbgno.htm/, Retrieved Thu, 16 May 2024 08:12:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30832, Retrieved Thu, 16 May 2024 08:12:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact186
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 22:19:27] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-06 11:49:39] [ed2ba3b6182103c15c0ab511ae4e6284]
F RM      [Variance Reduction Matrix] [variance reduction] [2008-12-06 12:44:59] [ed2ba3b6182103c15c0ab511ae4e6284]
-   P         [Variance Reduction Matrix] [variance reduction] [2008-12-08 19:33:22] [577b699a0819d2125728ba9ae2c57238] [Current]
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Dataseries X:
92.66
94.2
94.37
94.45
94.62
94.37
93.43
94.79
94.88
94.79
94.62
94.71
93.77
95.73
95.99
95.82
95.47
95.82
94.71
96.33
96.5
96.16
96.33
96.33
95.05
96.84
96.92
97.44
97.78
97.69
96.67
98.29
98.2
98.71
98.54
98.2
96.92
99.06
99.65
99.82
99.99
100.33
99.31
101.1
101.1
100.93
100.85
100.93
99.6
101.88
101.81
102.38
102.74
102.82
101.72
103.47
102.98
102.68
102.9
103.03
101.29




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30832&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30832&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30832&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Variance Reduction Matrix
V(Y[t],d=0,D=0)9.34143142076503Range10.81Trim Var.7.20808236574746
V(Y[t],d=1,D=0)0.823979971751413Range4.02Trim Var.0.519069375907111
V(Y[t],d=2,D=0)2.21213886616014Range5.96000000000001Trim Var.1.52677851959361
V(Y[t],d=3,D=0)7.1888050816697Range10.9800000000000Trim Var.5.10669573906485
V(Y[t],d=0,D=1)0.299257568027211Range2.05000000000000Trim Var.0.198438792102208
V(Y[t],d=1,D=1)0.131093439716311Range1.52999999999997Trim Var.0.0810792682926833
V(Y[t],d=2,D=1)0.307005272895466Range2.30999999999997Trim Var.0.176816219512195
V(Y[t],d=3,D=1)0.88925183574879Range4.15999999999998Trim Var.0.537258397435903
V(Y[t],d=0,D=2)0.467913213213209Range2.81999999999998Trim Var.0.307343371212119
V(Y[t],d=1,D=2)0.45958349206349Range2.73999999999997Trim Var.0.313560383064517
V(Y[t],d=2,D=2)1.11257025210084Range4.20999999999992Trim Var.0.72321892473119
V(Y[t],d=3,D=2)3.22823253119428Range7.05999999999995Trim Var.2.11983091954023

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 9.34143142076503 & Range & 10.81 & Trim Var. & 7.20808236574746 \tabularnewline
V(Y[t],d=1,D=0) & 0.823979971751413 & Range & 4.02 & Trim Var. & 0.519069375907111 \tabularnewline
V(Y[t],d=2,D=0) & 2.21213886616014 & Range & 5.96000000000001 & Trim Var. & 1.52677851959361 \tabularnewline
V(Y[t],d=3,D=0) & 7.1888050816697 & Range & 10.9800000000000 & Trim Var. & 5.10669573906485 \tabularnewline
V(Y[t],d=0,D=1) & 0.299257568027211 & Range & 2.05000000000000 & Trim Var. & 0.198438792102208 \tabularnewline
V(Y[t],d=1,D=1) & 0.131093439716311 & Range & 1.52999999999997 & Trim Var. & 0.0810792682926833 \tabularnewline
V(Y[t],d=2,D=1) & 0.307005272895466 & Range & 2.30999999999997 & Trim Var. & 0.176816219512195 \tabularnewline
V(Y[t],d=3,D=1) & 0.88925183574879 & Range & 4.15999999999998 & Trim Var. & 0.537258397435903 \tabularnewline
V(Y[t],d=0,D=2) & 0.467913213213209 & Range & 2.81999999999998 & Trim Var. & 0.307343371212119 \tabularnewline
V(Y[t],d=1,D=2) & 0.45958349206349 & Range & 2.73999999999997 & Trim Var. & 0.313560383064517 \tabularnewline
V(Y[t],d=2,D=2) & 1.11257025210084 & Range & 4.20999999999992 & Trim Var. & 0.72321892473119 \tabularnewline
V(Y[t],d=3,D=2) & 3.22823253119428 & Range & 7.05999999999995 & Trim Var. & 2.11983091954023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30832&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]9.34143142076503[/C][C]Range[/C][C]10.81[/C][C]Trim Var.[/C][C]7.20808236574746[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.823979971751413[/C][C]Range[/C][C]4.02[/C][C]Trim Var.[/C][C]0.519069375907111[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2.21213886616014[/C][C]Range[/C][C]5.96000000000001[/C][C]Trim Var.[/C][C]1.52677851959361[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7.1888050816697[/C][C]Range[/C][C]10.9800000000000[/C][C]Trim Var.[/C][C]5.10669573906485[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.299257568027211[/C][C]Range[/C][C]2.05000000000000[/C][C]Trim Var.[/C][C]0.198438792102208[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.131093439716311[/C][C]Range[/C][C]1.52999999999997[/C][C]Trim Var.[/C][C]0.0810792682926833[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.307005272895466[/C][C]Range[/C][C]2.30999999999997[/C][C]Trim Var.[/C][C]0.176816219512195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.88925183574879[/C][C]Range[/C][C]4.15999999999998[/C][C]Trim Var.[/C][C]0.537258397435903[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.467913213213209[/C][C]Range[/C][C]2.81999999999998[/C][C]Trim Var.[/C][C]0.307343371212119[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.45958349206349[/C][C]Range[/C][C]2.73999999999997[/C][C]Trim Var.[/C][C]0.313560383064517[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.11257025210084[/C][C]Range[/C][C]4.20999999999992[/C][C]Trim Var.[/C][C]0.72321892473119[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3.22823253119428[/C][C]Range[/C][C]7.05999999999995[/C][C]Trim Var.[/C][C]2.11983091954023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30832&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30832&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)9.34143142076503Range10.81Trim Var.7.20808236574746
V(Y[t],d=1,D=0)0.823979971751413Range4.02Trim Var.0.519069375907111
V(Y[t],d=2,D=0)2.21213886616014Range5.96000000000001Trim Var.1.52677851959361
V(Y[t],d=3,D=0)7.1888050816697Range10.9800000000000Trim Var.5.10669573906485
V(Y[t],d=0,D=1)0.299257568027211Range2.05000000000000Trim Var.0.198438792102208
V(Y[t],d=1,D=1)0.131093439716311Range1.52999999999997Trim Var.0.0810792682926833
V(Y[t],d=2,D=1)0.307005272895466Range2.30999999999997Trim Var.0.176816219512195
V(Y[t],d=3,D=1)0.88925183574879Range4.15999999999998Trim Var.0.537258397435903
V(Y[t],d=0,D=2)0.467913213213209Range2.81999999999998Trim Var.0.307343371212119
V(Y[t],d=1,D=2)0.45958349206349Range2.73999999999997Trim Var.0.313560383064517
V(Y[t],d=2,D=2)1.11257025210084Range4.20999999999992Trim Var.0.72321892473119
V(Y[t],d=3,D=2)3.22823253119428Range7.05999999999995Trim Var.2.11983091954023



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')