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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 08:05:09 -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/t1260457726f0lqy9onjztsdlp.htm/, Retrieved Thu, 25 Apr 2024 10:30:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65450, Retrieved Thu, 25 Apr 2024 10:30:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact165
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 - 4] [2009-12-10 15:05:09] [64da8748fbb01eed936684060058da39] [Current]
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Dataseries X:
55
43
55
50
44
59
41
25
46
47
50
51
41
54
55
43
53
59
54
49
62
57
60
55
69
62
65
55
66
67
59
54
60
65
59
68
58
75
61
59
69
64
62
60
59
54
58
59
69
81
74
54
68
74
51
61
46
56
50
59
53




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=65450&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=65450&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65450&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)91.579781420765Range56Trim Var.40.6802413273002
V(Y[t],d=1,D=0)101.253107344633Range44Trim Var.71.0440251572327
V(Y[t],d=2,D=0)294.954997077732Range70Trim Var.203.894775036284
V(Y[t],d=3,D=0)945.276769509982Range120Trim Var.693.430995475113
V(Y[t],d=0,D=1)91.75Range44Trim Var.53.9490586932447
V(Y[t],d=1,D=1)154.551418439716Range49Trim Var.99.2102206736353
V(Y[t],d=2,D=1)499.244218316374Range92Trim Var.340.662195121951
V(Y[t],d=3,D=1)1764.55265700483Range175Trim Var.1183.94615384615
V(Y[t],d=0,D=2)232.456456456456Range81Trim Var.120.335227272727
V(Y[t],d=1,D=2)492.992857142857Range92Trim Var.292.193548387097
V(Y[t],d=2,D=2)1608.96134453782Range165Trim Var.1064.39784946237
V(Y[t],d=3,D=2)5753.82174688057Range315Trim Var.3622.86896551724

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 91.579781420765 & Range & 56 & Trim Var. & 40.6802413273002 \tabularnewline
V(Y[t],d=1,D=0) & 101.253107344633 & Range & 44 & Trim Var. & 71.0440251572327 \tabularnewline
V(Y[t],d=2,D=0) & 294.954997077732 & Range & 70 & Trim Var. & 203.894775036284 \tabularnewline
V(Y[t],d=3,D=0) & 945.276769509982 & Range & 120 & Trim Var. & 693.430995475113 \tabularnewline
V(Y[t],d=0,D=1) & 91.75 & Range & 44 & Trim Var. & 53.9490586932447 \tabularnewline
V(Y[t],d=1,D=1) & 154.551418439716 & Range & 49 & Trim Var. & 99.2102206736353 \tabularnewline
V(Y[t],d=2,D=1) & 499.244218316374 & Range & 92 & Trim Var. & 340.662195121951 \tabularnewline
V(Y[t],d=3,D=1) & 1764.55265700483 & Range & 175 & Trim Var. & 1183.94615384615 \tabularnewline
V(Y[t],d=0,D=2) & 232.456456456456 & Range & 81 & Trim Var. & 120.335227272727 \tabularnewline
V(Y[t],d=1,D=2) & 492.992857142857 & Range & 92 & Trim Var. & 292.193548387097 \tabularnewline
V(Y[t],d=2,D=2) & 1608.96134453782 & Range & 165 & Trim Var. & 1064.39784946237 \tabularnewline
V(Y[t],d=3,D=2) & 5753.82174688057 & Range & 315 & Trim Var. & 3622.86896551724 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65450&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]91.579781420765[/C][C]Range[/C][C]56[/C][C]Trim Var.[/C][C]40.6802413273002[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]101.253107344633[/C][C]Range[/C][C]44[/C][C]Trim Var.[/C][C]71.0440251572327[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]294.954997077732[/C][C]Range[/C][C]70[/C][C]Trim Var.[/C][C]203.894775036284[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]945.276769509982[/C][C]Range[/C][C]120[/C][C]Trim Var.[/C][C]693.430995475113[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]91.75[/C][C]Range[/C][C]44[/C][C]Trim Var.[/C][C]53.9490586932447[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]154.551418439716[/C][C]Range[/C][C]49[/C][C]Trim Var.[/C][C]99.2102206736353[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]499.244218316374[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]340.662195121951[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1764.55265700483[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]1183.94615384615[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]232.456456456456[/C][C]Range[/C][C]81[/C][C]Trim Var.[/C][C]120.335227272727[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]492.992857142857[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]292.193548387097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1608.96134453782[/C][C]Range[/C][C]165[/C][C]Trim Var.[/C][C]1064.39784946237[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5753.82174688057[/C][C]Range[/C][C]315[/C][C]Trim Var.[/C][C]3622.86896551724[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65450&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65450&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)91.579781420765Range56Trim Var.40.6802413273002
V(Y[t],d=1,D=0)101.253107344633Range44Trim Var.71.0440251572327
V(Y[t],d=2,D=0)294.954997077732Range70Trim Var.203.894775036284
V(Y[t],d=3,D=0)945.276769509982Range120Trim Var.693.430995475113
V(Y[t],d=0,D=1)91.75Range44Trim Var.53.9490586932447
V(Y[t],d=1,D=1)154.551418439716Range49Trim Var.99.2102206736353
V(Y[t],d=2,D=1)499.244218316374Range92Trim Var.340.662195121951
V(Y[t],d=3,D=1)1764.55265700483Range175Trim Var.1183.94615384615
V(Y[t],d=0,D=2)232.456456456456Range81Trim Var.120.335227272727
V(Y[t],d=1,D=2)492.992857142857Range92Trim Var.292.193548387097
V(Y[t],d=2,D=2)1608.96134453782Range165Trim Var.1064.39784946237
V(Y[t],d=3,D=2)5753.82174688057Range315Trim Var.3622.86896551724



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')