Free Statistics

of Irreproducible Research!

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 08:00:46 -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/t12604573805i8xaxerjv2ra2n.htm/, Retrieved Fri, 19 Apr 2024 11:47:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65448, Retrieved Fri, 19 Apr 2024 11:47:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact150
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [VRM Mannen] [2008-12-23 19:45:52] [ab2167f62c8fd37f7bb79fc194eace61]
-  M D    [Variance Reduction Matrix] [Paper - 3] [2009-12-10 15:00:46] [64da8748fbb01eed936684060058da39] [Current]
Feedback Forum

Post a new message
Dataseries X:
62,7
62,3
61,9
62
62,3
62,8
62,4
62,3
62,7
62,7
62,9
63
62,2
62,3
62,8
62,8
62,8
62,2
62,6
62,8
62,5
62,4
62,3
61,9
61,7
62
62,1
61,7
61,8
61,8
61,8
61,3
61,3
61,3
61,2
61,4
62,2
62,9
63,1
63,5
63,6
64,4
64,1
65,1
65,8
65,9
65,4
65,5
64,8
63,2
62,7
62,1
61,9
60,6
60,7
59,8
59
58,3
59,3
59
59,1




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=65448&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=65448&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65448&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)2.51003278688525Range7.60000000000001Trim Var.1.10590711175617
V(Y[t],d=1,D=0)0.261762711864407Range2.59999999999999Trim Var.0.136574746008708
V(Y[t],d=2,D=0)0.413892460549386Range3Trim Var.0.256865021770681
V(Y[t],d=3,D=0)1.25714458560194Range5.49999999999999Trim Var.0.738050527903466
V(Y[t],d=0,D=1)8.23414965986395Range12.2000000000000Trim Var.4.65486157253599
V(Y[t],d=1,D=1)0.729290780141844Range3.79999999999999Trim Var.0.386091753774681
V(Y[t],d=2,D=1)1.12061054579094Range4.80000000000003Trim Var.0.606402439024388
V(Y[t],d=3,D=1)3.45346859903382Range9.10000000000004Trim Var.1.82973717948717
V(Y[t],d=0,D=2)24.5941591591592Range17.9000000000000Trim Var.17.7217234848485
V(Y[t],d=1,D=2)1.94275396825397Range5.70000000000002Trim Var.1.24160282258064
V(Y[t],d=2,D=2)2.88020168067228Range7.70000000000006Trim Var.1.72565591397849
V(Y[t],d=3,D=2)8.85329768270948Range13.9000000000001Trim Var.4.86041379310343

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2.51003278688525 & Range & 7.60000000000001 & Trim Var. & 1.10590711175617 \tabularnewline
V(Y[t],d=1,D=0) & 0.261762711864407 & Range & 2.59999999999999 & Trim Var. & 0.136574746008708 \tabularnewline
V(Y[t],d=2,D=0) & 0.413892460549386 & Range & 3 & Trim Var. & 0.256865021770681 \tabularnewline
V(Y[t],d=3,D=0) & 1.25714458560194 & Range & 5.49999999999999 & Trim Var. & 0.738050527903466 \tabularnewline
V(Y[t],d=0,D=1) & 8.23414965986395 & Range & 12.2000000000000 & Trim Var. & 4.65486157253599 \tabularnewline
V(Y[t],d=1,D=1) & 0.729290780141844 & Range & 3.79999999999999 & Trim Var. & 0.386091753774681 \tabularnewline
V(Y[t],d=2,D=1) & 1.12061054579094 & Range & 4.80000000000003 & Trim Var. & 0.606402439024388 \tabularnewline
V(Y[t],d=3,D=1) & 3.45346859903382 & Range & 9.10000000000004 & Trim Var. & 1.82973717948717 \tabularnewline
V(Y[t],d=0,D=2) & 24.5941591591592 & Range & 17.9000000000000 & Trim Var. & 17.7217234848485 \tabularnewline
V(Y[t],d=1,D=2) & 1.94275396825397 & Range & 5.70000000000002 & Trim Var. & 1.24160282258064 \tabularnewline
V(Y[t],d=2,D=2) & 2.88020168067228 & Range & 7.70000000000006 & Trim Var. & 1.72565591397849 \tabularnewline
V(Y[t],d=3,D=2) & 8.85329768270948 & Range & 13.9000000000001 & Trim Var. & 4.86041379310343 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65448&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2.51003278688525[/C][C]Range[/C][C]7.60000000000001[/C][C]Trim Var.[/C][C]1.10590711175617[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.261762711864407[/C][C]Range[/C][C]2.59999999999999[/C][C]Trim Var.[/C][C]0.136574746008708[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.413892460549386[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.256865021770681[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.25714458560194[/C][C]Range[/C][C]5.49999999999999[/C][C]Trim Var.[/C][C]0.738050527903466[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8.23414965986395[/C][C]Range[/C][C]12.2000000000000[/C][C]Trim Var.[/C][C]4.65486157253599[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.729290780141844[/C][C]Range[/C][C]3.79999999999999[/C][C]Trim Var.[/C][C]0.386091753774681[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.12061054579094[/C][C]Range[/C][C]4.80000000000003[/C][C]Trim Var.[/C][C]0.606402439024388[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.45346859903382[/C][C]Range[/C][C]9.10000000000004[/C][C]Trim Var.[/C][C]1.82973717948717[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]24.5941591591592[/C][C]Range[/C][C]17.9000000000000[/C][C]Trim Var.[/C][C]17.7217234848485[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.94275396825397[/C][C]Range[/C][C]5.70000000000002[/C][C]Trim Var.[/C][C]1.24160282258064[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.88020168067228[/C][C]Range[/C][C]7.70000000000006[/C][C]Trim Var.[/C][C]1.72565591397849[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8.85329768270948[/C][C]Range[/C][C]13.9000000000001[/C][C]Trim Var.[/C][C]4.86041379310343[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65448&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65448&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)2.51003278688525Range7.60000000000001Trim Var.1.10590711175617
V(Y[t],d=1,D=0)0.261762711864407Range2.59999999999999Trim Var.0.136574746008708
V(Y[t],d=2,D=0)0.413892460549386Range3Trim Var.0.256865021770681
V(Y[t],d=3,D=0)1.25714458560194Range5.49999999999999Trim Var.0.738050527903466
V(Y[t],d=0,D=1)8.23414965986395Range12.2000000000000Trim Var.4.65486157253599
V(Y[t],d=1,D=1)0.729290780141844Range3.79999999999999Trim Var.0.386091753774681
V(Y[t],d=2,D=1)1.12061054579094Range4.80000000000003Trim Var.0.606402439024388
V(Y[t],d=3,D=1)3.45346859903382Range9.10000000000004Trim Var.1.82973717948717
V(Y[t],d=0,D=2)24.5941591591592Range17.9000000000000Trim Var.17.7217234848485
V(Y[t],d=1,D=2)1.94275396825397Range5.70000000000002Trim Var.1.24160282258064
V(Y[t],d=2,D=2)2.88020168067228Range7.70000000000006Trim Var.1.72565591397849
V(Y[t],d=3,D=2)8.85329768270948Range13.9000000000001Trim Var.4.86041379310343



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')