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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 computationTue, 01 Dec 2009 12:28:13 -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/01/t1259695765xti3ph30e0094pi.htm/, Retrieved Tue, 16 Apr 2024 22:16:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62206, Retrieved Tue, 16 Apr 2024 22:16:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact170
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D      [Variance Reduction Matrix] [workshop 9,3] [2009-12-01 19:28:13] [2210215221105fab636491031ce54076] [Current]
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Dataseries X:
564
581
597
587
536
524
537
536
533
528
516
502
506
518
534
528
478
469
490
493
508
517
514
510
527
542
565
555
499
511
526
532
549
561
557
566
588
620
626
620
573
573
574
580
590
593
597
595
612
628
629
621
569
567
573
584
589
591
595
594
611




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62206&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]0 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=62206&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62206&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)1717.68360655738Range160Trim Var.1180.58563134978
V(Y[t],d=1,D=0)350.681073446328Range88Trim Var.187.562893081761
V(Y[t],d=2,D=0)526.068965517241Range114Trim Var.291.785921625544
V(Y[t],d=3,D=0)1229.55747126437Range179Trim Var.619.651583710407
V(Y[t],d=0,D=1)1507.00255102041Range141Trim Var.1070.39534883721
V(Y[t],d=1,D=1)74.1130319148936Range38Trim Var.41.4912891986063
V(Y[t],d=2,D=1)130.053654024052Range61Trim Var.54.6548780487805
V(Y[t],d=3,D=1)414.115942028986Range109Trim Var.183.166666666667
V(Y[t],d=0,D=2)3086.15765765766Range175Trim Var.2572.37121212121
V(Y[t],d=1,D=2)184.387301587302Range52Trim Var.119.845766129032
V(Y[t],d=2,D=2)436.963025210084Range93Trim Var.268.627956989247
V(Y[t],d=3,D=2)1441.54367201426Range136Trim Var.1025.91264367816

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1717.68360655738 & Range & 160 & Trim Var. & 1180.58563134978 \tabularnewline
V(Y[t],d=1,D=0) & 350.681073446328 & Range & 88 & Trim Var. & 187.562893081761 \tabularnewline
V(Y[t],d=2,D=0) & 526.068965517241 & Range & 114 & Trim Var. & 291.785921625544 \tabularnewline
V(Y[t],d=3,D=0) & 1229.55747126437 & Range & 179 & Trim Var. & 619.651583710407 \tabularnewline
V(Y[t],d=0,D=1) & 1507.00255102041 & Range & 141 & Trim Var. & 1070.39534883721 \tabularnewline
V(Y[t],d=1,D=1) & 74.1130319148936 & Range & 38 & Trim Var. & 41.4912891986063 \tabularnewline
V(Y[t],d=2,D=1) & 130.053654024052 & Range & 61 & Trim Var. & 54.6548780487805 \tabularnewline
V(Y[t],d=3,D=1) & 414.115942028986 & Range & 109 & Trim Var. & 183.166666666667 \tabularnewline
V(Y[t],d=0,D=2) & 3086.15765765766 & Range & 175 & Trim Var. & 2572.37121212121 \tabularnewline
V(Y[t],d=1,D=2) & 184.387301587302 & Range & 52 & Trim Var. & 119.845766129032 \tabularnewline
V(Y[t],d=2,D=2) & 436.963025210084 & Range & 93 & Trim Var. & 268.627956989247 \tabularnewline
V(Y[t],d=3,D=2) & 1441.54367201426 & Range & 136 & Trim Var. & 1025.91264367816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62206&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1717.68360655738[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1180.58563134978[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]350.681073446328[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]187.562893081761[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]526.068965517241[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]291.785921625544[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1229.55747126437[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]619.651583710407[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1507.00255102041[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]1070.39534883721[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]74.1130319148936[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]41.4912891986063[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]130.053654024052[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]54.6548780487805[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]414.115942028986[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]183.166666666667[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3086.15765765766[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]2572.37121212121[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]184.387301587302[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]119.845766129032[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]436.963025210084[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]268.627956989247[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1441.54367201426[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]1025.91264367816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62206&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62206&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)1717.68360655738Range160Trim Var.1180.58563134978
V(Y[t],d=1,D=0)350.681073446328Range88Trim Var.187.562893081761
V(Y[t],d=2,D=0)526.068965517241Range114Trim Var.291.785921625544
V(Y[t],d=3,D=0)1229.55747126437Range179Trim Var.619.651583710407
V(Y[t],d=0,D=1)1507.00255102041Range141Trim Var.1070.39534883721
V(Y[t],d=1,D=1)74.1130319148936Range38Trim Var.41.4912891986063
V(Y[t],d=2,D=1)130.053654024052Range61Trim Var.54.6548780487805
V(Y[t],d=3,D=1)414.115942028986Range109Trim Var.183.166666666667
V(Y[t],d=0,D=2)3086.15765765766Range175Trim Var.2572.37121212121
V(Y[t],d=1,D=2)184.387301587302Range52Trim Var.119.845766129032
V(Y[t],d=2,D=2)436.963025210084Range93Trim Var.268.627956989247
V(Y[t],d=3,D=2)1441.54367201426Range136Trim Var.1025.91264367816



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')