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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, 07 Dec 2009 12:39:53 -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/07/t1260215472yhs0tmsk5k50dxz.htm/, Retrieved Sun, 05 May 2024 14:03:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64623, Retrieved Sun, 05 May 2024 14:03:02 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact118
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] [WS 8: Methode 2 VRM] [2009-11-27 13:21:59] [8cf9233b7464ea02e32be3b30fdac052]
-    D            [Variance Reduction Matrix] [] [2009-12-07 19:39:53] [a7903eee767dfd0f468efdd2f9e43d36] [Current]
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Dataseries X:
17
18
23.8
25.5
25.6
23.7
22
21.3
20.7
20.4
20.3
20.4
19.8
19.5
23.1
23.5
23.5
22.9
21.9
21.5
20.5
20.2
19.4
19.2
18.8
18.8
22.6
23.3
23
21.4
19.9
18.8
18.6
18.4
18.6
19.9
19.2
18.4
21.1
20.5
19.1
18.1
17
17.1
17.4
16.8
15.3
14.3
13.4
15.3
22.1
23.7
22.2
19.5
16.6
17.3
19.8
21.2
21.5
20.6
19.1
19.6
23.5
24




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=64623&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=64623&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64623&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)6.92666418650794Range12.2Trim Var.4.05106168831169
V(Y[t],d=1,D=0)3.21745519713262Range9.7Trim Var.1.26341414141414
V(Y[t],d=2,D=0)4.16862242199894Range10.1Trim Var.2.0985499650594
V(Y[t],d=3,D=0)8.82829508196722Range13.9Trim Var.3.7999854862119
V(Y[t],d=0,D=1)7.0293665158371Range12.1Trim Var.3.6726038647343
V(Y[t],d=1,D=1)1.84014901960784Range7Trim Var.1.00628282828283
V(Y[t],d=2,D=1)1.36324897959184Range5.2Trim Var.0.83830866807611
V(Y[t],d=3,D=1)1.87169217687075Range6.6Trim Var.1.05826135105205
V(Y[t],d=0,D=2)18.6383333333333Range18.2Trim Var.11.1713253968254
V(Y[t],d=1,D=2)6.00445344129554Range12.2Trim Var.3.61114285714285
V(Y[t],d=2,D=2)3.96913940256046Range7.6Trim Var.2.82182709447416
V(Y[t],d=3,D=2)5.39396396396397Range10Trim Var.3.22746212121214

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6.92666418650794 & Range & 12.2 & Trim Var. & 4.05106168831169 \tabularnewline
V(Y[t],d=1,D=0) & 3.21745519713262 & Range & 9.7 & Trim Var. & 1.26341414141414 \tabularnewline
V(Y[t],d=2,D=0) & 4.16862242199894 & Range & 10.1 & Trim Var. & 2.0985499650594 \tabularnewline
V(Y[t],d=3,D=0) & 8.82829508196722 & Range & 13.9 & Trim Var. & 3.7999854862119 \tabularnewline
V(Y[t],d=0,D=1) & 7.0293665158371 & Range & 12.1 & Trim Var. & 3.6726038647343 \tabularnewline
V(Y[t],d=1,D=1) & 1.84014901960784 & Range & 7 & Trim Var. & 1.00628282828283 \tabularnewline
V(Y[t],d=2,D=1) & 1.36324897959184 & Range & 5.2 & Trim Var. & 0.83830866807611 \tabularnewline
V(Y[t],d=3,D=1) & 1.87169217687075 & Range & 6.6 & Trim Var. & 1.05826135105205 \tabularnewline
V(Y[t],d=0,D=2) & 18.6383333333333 & Range & 18.2 & Trim Var. & 11.1713253968254 \tabularnewline
V(Y[t],d=1,D=2) & 6.00445344129554 & Range & 12.2 & Trim Var. & 3.61114285714285 \tabularnewline
V(Y[t],d=2,D=2) & 3.96913940256046 & Range & 7.6 & Trim Var. & 2.82182709447416 \tabularnewline
V(Y[t],d=3,D=2) & 5.39396396396397 & Range & 10 & Trim Var. & 3.22746212121214 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64623&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.92666418650794[/C][C]Range[/C][C]12.2[/C][C]Trim Var.[/C][C]4.05106168831169[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3.21745519713262[/C][C]Range[/C][C]9.7[/C][C]Trim Var.[/C][C]1.26341414141414[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]4.16862242199894[/C][C]Range[/C][C]10.1[/C][C]Trim Var.[/C][C]2.0985499650594[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]8.82829508196722[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]3.7999854862119[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]7.0293665158371[/C][C]Range[/C][C]12.1[/C][C]Trim Var.[/C][C]3.6726038647343[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.84014901960784[/C][C]Range[/C][C]7[/C][C]Trim Var.[/C][C]1.00628282828283[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.36324897959184[/C][C]Range[/C][C]5.2[/C][C]Trim Var.[/C][C]0.83830866807611[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.87169217687075[/C][C]Range[/C][C]6.6[/C][C]Trim Var.[/C][C]1.05826135105205[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]18.6383333333333[/C][C]Range[/C][C]18.2[/C][C]Trim Var.[/C][C]11.1713253968254[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6.00445344129554[/C][C]Range[/C][C]12.2[/C][C]Trim Var.[/C][C]3.61114285714285[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.96913940256046[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]2.82182709447416[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5.39396396396397[/C][C]Range[/C][C]10[/C][C]Trim Var.[/C][C]3.22746212121214[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64623&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64623&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)6.92666418650794Range12.2Trim Var.4.05106168831169
V(Y[t],d=1,D=0)3.21745519713262Range9.7Trim Var.1.26341414141414
V(Y[t],d=2,D=0)4.16862242199894Range10.1Trim Var.2.0985499650594
V(Y[t],d=3,D=0)8.82829508196722Range13.9Trim Var.3.7999854862119
V(Y[t],d=0,D=1)7.0293665158371Range12.1Trim Var.3.6726038647343
V(Y[t],d=1,D=1)1.84014901960784Range7Trim Var.1.00628282828283
V(Y[t],d=2,D=1)1.36324897959184Range5.2Trim Var.0.83830866807611
V(Y[t],d=3,D=1)1.87169217687075Range6.6Trim Var.1.05826135105205
V(Y[t],d=0,D=2)18.6383333333333Range18.2Trim Var.11.1713253968254
V(Y[t],d=1,D=2)6.00445344129554Range12.2Trim Var.3.61114285714285
V(Y[t],d=2,D=2)3.96913940256046Range7.6Trim Var.2.82182709447416
V(Y[t],d=3,D=2)5.39396396396397Range10Trim Var.3.22746212121214



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')