Free Statistics

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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSun, 06 Jan 2008 13:37:06 -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/Jan/06/t1199651877un4xzlugn86g7x3.htm/, Retrieved Sun, 05 May 2024 06:29:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7889, Retrieved Sun, 05 May 2024 06:29:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsInducing time seris Q2 WG
Estimated Impact156
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Central Tendency] [WS2 - Robustness ...] [2007-10-20 13:06:37] [5343e105a400b9e32bf6f011133bbaf4]
- RM D    [Variance Reduction Matrix] [CVWS7WGQ2] [2008-01-06 20:37:06] [b523c8d839cc24a05ea912c062a47207] [Current]
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Dataseries X:
59.9
59.9
59.9
60.9
60.9
60.9
61.1
61.1
61.1
60.2
60.2
60.2
60.1
60.1
60.1
59.7
59.7
59.7
60.5
60.5
60.5
59.5
59.5
59.5
59.5
59.5
59.5
59.7
59.7
59.7
60.4
60.4
60.4
60
60
60
59
59
59
59.3
59.3
59.3
59.7
59.7
59.7
60.4
60.4
60.4
59.9
59.9
59.9
60.5
60.5
60.5
60.4
60.4
60.4
60.6
60.6
60.6
60.9
60.9
60.9
61
61
61
61.2
61.2
61.2
61.2
61.2
61.2
60.3
60.3
60.3
60.4
60.4
60.4
61.2
61.2
61.2
62.1
62.1
62.1
61.7
61.7
61.7
61.6
61.6
61.6




Summary of compuational 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 compuational 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=7889&T=0

[TABLE]
[ROW][C]Summary of compuational 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=7889&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7889&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 compuational 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)0.552235955056181Range3.1Trim Var.0.337162837162837
V(Y[t],d=1,D=0)0.105653728294178Range2Trim Var.0.0178504828504829
V(Y[t],d=2,D=0)0.214482758620690Range2Trim Var.0.104
V(Y[t],d=3,D=0)0.65093023255814Range4Trim Var.0.304265087004813
V(Y[t],d=0,D=1)0.51394105894106Range2.6Trim Var.0.332811059907834
V(Y[t],d=1,D=1)0.133250170881750Range2.49999999999999Trim Var.0.0264586160108547
V(Y[t],d=2,D=1)0.270400000000000Range2.800Trim Var.0.135223880597015
V(Y[t],d=3,D=1)0.822162162162161Range4.99999999999999Trim Var.0.410072115384616
V(Y[t],d=0,D=2)1.00204195804196Range3.60000000000001Trim Var.0.622798742138365
V(Y[t],d=1,D=2)0.335250000000000Range4Trim Var.0.0489849624060153
V(Y[t],d=2,D=2)0.684444444444445Range4Trim Var.0.294909090909092
V(Y[t],d=3,D=2)2.08645161290323Range8Trim Var.0.922040531097137

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.552235955056181 & Range & 3.1 & Trim Var. & 0.337162837162837 \tabularnewline
V(Y[t],d=1,D=0) & 0.105653728294178 & Range & 2 & Trim Var. & 0.0178504828504829 \tabularnewline
V(Y[t],d=2,D=0) & 0.214482758620690 & Range & 2 & Trim Var. & 0.104 \tabularnewline
V(Y[t],d=3,D=0) & 0.65093023255814 & Range & 4 & Trim Var. & 0.304265087004813 \tabularnewline
V(Y[t],d=0,D=1) & 0.51394105894106 & Range & 2.6 & Trim Var. & 0.332811059907834 \tabularnewline
V(Y[t],d=1,D=1) & 0.133250170881750 & Range & 2.49999999999999 & Trim Var. & 0.0264586160108547 \tabularnewline
V(Y[t],d=2,D=1) & 0.270400000000000 & Range & 2.800 & Trim Var. & 0.135223880597015 \tabularnewline
V(Y[t],d=3,D=1) & 0.822162162162161 & Range & 4.99999999999999 & Trim Var. & 0.410072115384616 \tabularnewline
V(Y[t],d=0,D=2) & 1.00204195804196 & Range & 3.60000000000001 & Trim Var. & 0.622798742138365 \tabularnewline
V(Y[t],d=1,D=2) & 0.335250000000000 & Range & 4 & Trim Var. & 0.0489849624060153 \tabularnewline
V(Y[t],d=2,D=2) & 0.684444444444445 & Range & 4 & Trim Var. & 0.294909090909092 \tabularnewline
V(Y[t],d=3,D=2) & 2.08645161290323 & Range & 8 & Trim Var. & 0.922040531097137 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7889&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.552235955056181[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.337162837162837[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.105653728294178[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.0178504828504829[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.214482758620690[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.104[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.65093023255814[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.304265087004813[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.51394105894106[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.332811059907834[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.133250170881750[/C][C]Range[/C][C]2.49999999999999[/C][C]Trim Var.[/C][C]0.0264586160108547[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.270400000000000[/C][C]Range[/C][C]2.800[/C][C]Trim Var.[/C][C]0.135223880597015[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.822162162162161[/C][C]Range[/C][C]4.99999999999999[/C][C]Trim Var.[/C][C]0.410072115384616[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.00204195804196[/C][C]Range[/C][C]3.60000000000001[/C][C]Trim Var.[/C][C]0.622798742138365[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.335250000000000[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.0489849624060153[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.684444444444445[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.294909090909092[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.08645161290323[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]0.922040531097137[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7889&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7889&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)0.552235955056181Range3.1Trim Var.0.337162837162837
V(Y[t],d=1,D=0)0.105653728294178Range2Trim Var.0.0178504828504829
V(Y[t],d=2,D=0)0.214482758620690Range2Trim Var.0.104
V(Y[t],d=3,D=0)0.65093023255814Range4Trim Var.0.304265087004813
V(Y[t],d=0,D=1)0.51394105894106Range2.6Trim Var.0.332811059907834
V(Y[t],d=1,D=1)0.133250170881750Range2.49999999999999Trim Var.0.0264586160108547
V(Y[t],d=2,D=1)0.270400000000000Range2.800Trim Var.0.135223880597015
V(Y[t],d=3,D=1)0.822162162162161Range4.99999999999999Trim Var.0.410072115384616
V(Y[t],d=0,D=2)1.00204195804196Range3.60000000000001Trim Var.0.622798742138365
V(Y[t],d=1,D=2)0.335250000000000Range4Trim Var.0.0489849624060153
V(Y[t],d=2,D=2)0.684444444444445Range4Trim Var.0.294909090909092
V(Y[t],d=3,D=2)2.08645161290323Range8Trim Var.0.922040531097137



Parameters (Session):
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')