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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 08:16:12 -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/t1260458192ksqitsaabewbg19.htm/, Retrieved Thu, 28 Mar 2024 08:37:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65457, Retrieved Thu, 28 Mar 2024 08:37:59 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124
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] [variance reductio...] [2009-11-26 16:20:43] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D            [Variance Reduction Matrix] [vrm] [2009-12-10 15:16:12] [87085ce7f5378f281469a8b1f0969170] [Current]
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Dataseries X:
3,9
3,6
3,3
3,2
3,4
3,4
3,5
3,2
3,3
3,3
3,4
3,7
3,9
4
3,7
3,9
4,2
4,4
4,3
4,2
4,3
4,3
4,3
4,5
5
5,2
5,2
5,4
5,5
5,4
5,5
5,4
5,7
5,7
6,1
6,5
6,9
6,8
6,7
6,6
6,5
6,4
6,1
6,2
6,3
6,4
6,5
6,7
7
7
6,8
6,7
6,7
6,5
6,4
6,1
6,2
6
6,1
6,1
6,2




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65457&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]3 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=65457&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65457&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)1.62579234972678Range3.8Trim Var.1.28123137254902
V(Y[t],d=1,D=0)0.0379971751412429Range0.8Trim Var.0.0192816326530612
V(Y[t],d=2,D=0)0.0527118644067797Range1Trim Var.0.0368650217706821
V(Y[t],d=3,D=0)0.149996975196612Range1.6Trim Var.0.103299396681750
V(Y[t],d=0,D=1)0.437823129251701Range2.8Trim Var.0.248205574912892
V(Y[t],d=1,D=1)0.0431205673758866Range0.800000000000001Trim Var.0.0266410256410257
V(Y[t],d=2,D=1)0.0824421831637375Range1.20000000000000Trim Var.0.0534143049932525
V(Y[t],d=3,D=1)0.279033816425122Range2.00000000000001Trim Var.0.195358974358975
V(Y[t],d=0,D=2)0.729114114114114Range3Trim Var.0.54780303030303
V(Y[t],d=1,D=2)0.12368253968254Range1.3Trim Var.0.0928629032258066
V(Y[t],d=2,D=2)0.298201680672270Range2.10000000000000Trim Var.0.214279569892473
V(Y[t],d=3,D=2)1.02168449197861Range3.90000000000001Trim Var.0.722298850574714

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.62579234972678 & Range & 3.8 & Trim Var. & 1.28123137254902 \tabularnewline
V(Y[t],d=1,D=0) & 0.0379971751412429 & Range & 0.8 & Trim Var. & 0.0192816326530612 \tabularnewline
V(Y[t],d=2,D=0) & 0.0527118644067797 & Range & 1 & Trim Var. & 0.0368650217706821 \tabularnewline
V(Y[t],d=3,D=0) & 0.149996975196612 & Range & 1.6 & Trim Var. & 0.103299396681750 \tabularnewline
V(Y[t],d=0,D=1) & 0.437823129251701 & Range & 2.8 & Trim Var. & 0.248205574912892 \tabularnewline
V(Y[t],d=1,D=1) & 0.0431205673758866 & Range & 0.800000000000001 & Trim Var. & 0.0266410256410257 \tabularnewline
V(Y[t],d=2,D=1) & 0.0824421831637375 & Range & 1.20000000000000 & Trim Var. & 0.0534143049932525 \tabularnewline
V(Y[t],d=3,D=1) & 0.279033816425122 & Range & 2.00000000000001 & Trim Var. & 0.195358974358975 \tabularnewline
V(Y[t],d=0,D=2) & 0.729114114114114 & Range & 3 & Trim Var. & 0.54780303030303 \tabularnewline
V(Y[t],d=1,D=2) & 0.12368253968254 & Range & 1.3 & Trim Var. & 0.0928629032258066 \tabularnewline
V(Y[t],d=2,D=2) & 0.298201680672270 & Range & 2.10000000000000 & Trim Var. & 0.214279569892473 \tabularnewline
V(Y[t],d=3,D=2) & 1.02168449197861 & Range & 3.90000000000001 & Trim Var. & 0.722298850574714 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65457&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.62579234972678[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]1.28123137254902[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0379971751412429[/C][C]Range[/C][C]0.8[/C][C]Trim Var.[/C][C]0.0192816326530612[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0527118644067797[/C][C]Range[/C][C]1[/C][C]Trim Var.[/C][C]0.0368650217706821[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.149996975196612[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.103299396681750[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.437823129251701[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.248205574912892[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0431205673758866[/C][C]Range[/C][C]0.800000000000001[/C][C]Trim Var.[/C][C]0.0266410256410257[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0824421831637375[/C][C]Range[/C][C]1.20000000000000[/C][C]Trim Var.[/C][C]0.0534143049932525[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.279033816425122[/C][C]Range[/C][C]2.00000000000001[/C][C]Trim Var.[/C][C]0.195358974358975[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.729114114114114[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.54780303030303[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.12368253968254[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0928629032258066[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.298201680672270[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.214279569892473[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.02168449197861[/C][C]Range[/C][C]3.90000000000001[/C][C]Trim Var.[/C][C]0.722298850574714[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65457&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65457&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)1.62579234972678Range3.8Trim Var.1.28123137254902
V(Y[t],d=1,D=0)0.0379971751412429Range0.8Trim Var.0.0192816326530612
V(Y[t],d=2,D=0)0.0527118644067797Range1Trim Var.0.0368650217706821
V(Y[t],d=3,D=0)0.149996975196612Range1.6Trim Var.0.103299396681750
V(Y[t],d=0,D=1)0.437823129251701Range2.8Trim Var.0.248205574912892
V(Y[t],d=1,D=1)0.0431205673758866Range0.800000000000001Trim Var.0.0266410256410257
V(Y[t],d=2,D=1)0.0824421831637375Range1.20000000000000Trim Var.0.0534143049932525
V(Y[t],d=3,D=1)0.279033816425122Range2.00000000000001Trim Var.0.195358974358975
V(Y[t],d=0,D=2)0.729114114114114Range3Trim Var.0.54780303030303
V(Y[t],d=1,D=2)0.12368253968254Range1.3Trim Var.0.0928629032258066
V(Y[t],d=2,D=2)0.298201680672270Range2.10000000000000Trim Var.0.214279569892473
V(Y[t],d=3,D=2)1.02168449197861Range3.90000000000001Trim Var.0.722298850574714



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')