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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 computationThu, 10 Dec 2009 01:26:10 -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/10/t126043366491gsfl2ey2au48d.htm/, Retrieved Thu, 28 Mar 2024 19:41:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65232, Retrieved Thu, 28 Mar 2024 19:41:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact147
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] [Variance Reductio...] [2009-12-10 08:26:10] [9a3898f49d4e2f0208d1968305d88f0a] [Current]
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Dataseries X:
60
52
60
26
2
60
60
60
50
39
46
60
52
52
66
58
23
48
73
73
46
50
50
36
60
67
67
12
60
60
46
60
60
60
60
60
60
60
77
25
35
60
38
37
60
60
60
60
60
72
55
60
43
66
60
75
98
60
60
60
60




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=65232&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=65232&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65232&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)241.557377049180Range96Trim Var.88.8518099547511
V(Y[t],d=1,D=0)407.084745762712Range113Trim Var.181.903469079940
V(Y[t],d=2,D=0)1079.29164231444Range172Trim Var.567.844702467344
V(Y[t],d=3,D=0)3283.3260738052Range309Trim Var.1674.84276018100
V(Y[t],d=0,D=1)305.373299319728Range84Trim Var.165.568106312292
V(Y[t],d=1,D=1)609.673758865248Range130Trim Var.271.89756097561
V(Y[t],d=2,D=1)1741.40518038853Range238Trim Var.751.221951219512
V(Y[t],d=3,D=1)5467.19806763285Range401Trim Var.2360.51025641026
V(Y[t],d=0,D=2)854.381381381381Range139Trim Var.421.528409090909
V(Y[t],d=1,D=2)1708.65396825397Range215Trim Var.905.157258064516
V(Y[t],d=2,D=2)4750.38151260504Range342Trim Var.2179.62795698925
V(Y[t],d=3,D=2)14317.1631016043Range595Trim Var.6093.73891625616

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 241.557377049180 & Range & 96 & Trim Var. & 88.8518099547511 \tabularnewline
V(Y[t],d=1,D=0) & 407.084745762712 & Range & 113 & Trim Var. & 181.903469079940 \tabularnewline
V(Y[t],d=2,D=0) & 1079.29164231444 & Range & 172 & Trim Var. & 567.844702467344 \tabularnewline
V(Y[t],d=3,D=0) & 3283.3260738052 & Range & 309 & Trim Var. & 1674.84276018100 \tabularnewline
V(Y[t],d=0,D=1) & 305.373299319728 & Range & 84 & Trim Var. & 165.568106312292 \tabularnewline
V(Y[t],d=1,D=1) & 609.673758865248 & Range & 130 & Trim Var. & 271.89756097561 \tabularnewline
V(Y[t],d=2,D=1) & 1741.40518038853 & Range & 238 & Trim Var. & 751.221951219512 \tabularnewline
V(Y[t],d=3,D=1) & 5467.19806763285 & Range & 401 & Trim Var. & 2360.51025641026 \tabularnewline
V(Y[t],d=0,D=2) & 854.381381381381 & Range & 139 & Trim Var. & 421.528409090909 \tabularnewline
V(Y[t],d=1,D=2) & 1708.65396825397 & Range & 215 & Trim Var. & 905.157258064516 \tabularnewline
V(Y[t],d=2,D=2) & 4750.38151260504 & Range & 342 & Trim Var. & 2179.62795698925 \tabularnewline
V(Y[t],d=3,D=2) & 14317.1631016043 & Range & 595 & Trim Var. & 6093.73891625616 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65232&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]241.557377049180[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]88.8518099547511[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]407.084745762712[/C][C]Range[/C][C]113[/C][C]Trim Var.[/C][C]181.903469079940[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1079.29164231444[/C][C]Range[/C][C]172[/C][C]Trim Var.[/C][C]567.844702467344[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3283.3260738052[/C][C]Range[/C][C]309[/C][C]Trim Var.[/C][C]1674.84276018100[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]305.373299319728[/C][C]Range[/C][C]84[/C][C]Trim Var.[/C][C]165.568106312292[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]609.673758865248[/C][C]Range[/C][C]130[/C][C]Trim Var.[/C][C]271.89756097561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1741.40518038853[/C][C]Range[/C][C]238[/C][C]Trim Var.[/C][C]751.221951219512[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5467.19806763285[/C][C]Range[/C][C]401[/C][C]Trim Var.[/C][C]2360.51025641026[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]854.381381381381[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]421.528409090909[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1708.65396825397[/C][C]Range[/C][C]215[/C][C]Trim Var.[/C][C]905.157258064516[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4750.38151260504[/C][C]Range[/C][C]342[/C][C]Trim Var.[/C][C]2179.62795698925[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]14317.1631016043[/C][C]Range[/C][C]595[/C][C]Trim Var.[/C][C]6093.73891625616[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65232&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65232&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)241.557377049180Range96Trim Var.88.8518099547511
V(Y[t],d=1,D=0)407.084745762712Range113Trim Var.181.903469079940
V(Y[t],d=2,D=0)1079.29164231444Range172Trim Var.567.844702467344
V(Y[t],d=3,D=0)3283.3260738052Range309Trim Var.1674.84276018100
V(Y[t],d=0,D=1)305.373299319728Range84Trim Var.165.568106312292
V(Y[t],d=1,D=1)609.673758865248Range130Trim Var.271.89756097561
V(Y[t],d=2,D=1)1741.40518038853Range238Trim Var.751.221951219512
V(Y[t],d=3,D=1)5467.19806763285Range401Trim Var.2360.51025641026
V(Y[t],d=0,D=2)854.381381381381Range139Trim Var.421.528409090909
V(Y[t],d=1,D=2)1708.65396825397Range215Trim Var.905.157258064516
V(Y[t],d=2,D=2)4750.38151260504Range342Trim Var.2179.62795698925
V(Y[t],d=3,D=2)14317.1631016043Range595Trim Var.6093.73891625616



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')