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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 09:01:51 -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/t1260460965726bzyib8homu01.htm/, Retrieved Sat, 20 Apr 2024 16:16:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65527, Retrieved Sat, 20 Apr 2024 16:16:54 +0000
QR Codes:

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 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] [] [2009-12-04 13:51:13] [9b30bff5dd5a100f8196daf92e735633]
-    D        [Variance Reduction Matrix] [] [2009-12-10 16:01:51] [54e293c1fb7c46e2abc5c1dda68d8adb] [Current]
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Dataseries X:
2.05
2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35




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=65527&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=65527&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65527&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)1.20515194915254Range3.95Trim Var.0.91194535290007
V(Y[t],d=1,D=0)0.0421278784336645Range0.92Trim Var.0.0195711901306241
V(Y[t],d=2,D=0)0.0209967634603750Range0.77Trim Var.0.0116544117647059
V(Y[t],d=3,D=0)0.0503848370927317Range0.999999999999998Trim Var.0.0327873725490195
V(Y[t],d=0,D=1)2.30334144503546Range5.21Trim Var.1.52178728222996
V(Y[t],d=1,D=1)0.0561168362627197Range1.08Trim Var.0.0259589102564102
V(Y[t],d=2,D=1)0.0441414492753623Range0.840000000000002Trim Var.0.0276024999999999
V(Y[t],d=3,D=1)0.121524040404040Range1.54Trim Var.0.0711623481781375
V(Y[t],d=0,D=2)2.63180825396825Range5.45Trim Var.2.01605393145161
V(Y[t],d=1,D=2)0.0753541176470588Range1.24Trim Var.0.0386090322580646
V(Y[t],d=2,D=2)0.12120926916221Range1.34000000000000Trim Var.0.0791448275862067
V(Y[t],d=3,D=2)0.375682007575757Range2.58000000000000Trim Var.0.241697536945812

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.20515194915254 & Range & 3.95 & Trim Var. & 0.91194535290007 \tabularnewline
V(Y[t],d=1,D=0) & 0.0421278784336645 & Range & 0.92 & Trim Var. & 0.0195711901306241 \tabularnewline
V(Y[t],d=2,D=0) & 0.0209967634603750 & Range & 0.77 & Trim Var. & 0.0116544117647059 \tabularnewline
V(Y[t],d=3,D=0) & 0.0503848370927317 & Range & 0.999999999999998 & Trim Var. & 0.0327873725490195 \tabularnewline
V(Y[t],d=0,D=1) & 2.30334144503546 & Range & 5.21 & Trim Var. & 1.52178728222996 \tabularnewline
V(Y[t],d=1,D=1) & 0.0561168362627197 & Range & 1.08 & Trim Var. & 0.0259589102564102 \tabularnewline
V(Y[t],d=2,D=1) & 0.0441414492753623 & Range & 0.840000000000002 & Trim Var. & 0.0276024999999999 \tabularnewline
V(Y[t],d=3,D=1) & 0.121524040404040 & Range & 1.54 & Trim Var. & 0.0711623481781375 \tabularnewline
V(Y[t],d=0,D=2) & 2.63180825396825 & Range & 5.45 & Trim Var. & 2.01605393145161 \tabularnewline
V(Y[t],d=1,D=2) & 0.0753541176470588 & Range & 1.24 & Trim Var. & 0.0386090322580646 \tabularnewline
V(Y[t],d=2,D=2) & 0.12120926916221 & Range & 1.34000000000000 & Trim Var. & 0.0791448275862067 \tabularnewline
V(Y[t],d=3,D=2) & 0.375682007575757 & Range & 2.58000000000000 & Trim Var. & 0.241697536945812 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65527&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.20515194915254[/C][C]Range[/C][C]3.95[/C][C]Trim Var.[/C][C]0.91194535290007[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0421278784336645[/C][C]Range[/C][C]0.92[/C][C]Trim Var.[/C][C]0.0195711901306241[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0209967634603750[/C][C]Range[/C][C]0.77[/C][C]Trim Var.[/C][C]0.0116544117647059[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0503848370927317[/C][C]Range[/C][C]0.999999999999998[/C][C]Trim Var.[/C][C]0.0327873725490195[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.30334144503546[/C][C]Range[/C][C]5.21[/C][C]Trim Var.[/C][C]1.52178728222996[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0561168362627197[/C][C]Range[/C][C]1.08[/C][C]Trim Var.[/C][C]0.0259589102564102[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0441414492753623[/C][C]Range[/C][C]0.840000000000002[/C][C]Trim Var.[/C][C]0.0276024999999999[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.121524040404040[/C][C]Range[/C][C]1.54[/C][C]Trim Var.[/C][C]0.0711623481781375[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.63180825396825[/C][C]Range[/C][C]5.45[/C][C]Trim Var.[/C][C]2.01605393145161[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0753541176470588[/C][C]Range[/C][C]1.24[/C][C]Trim Var.[/C][C]0.0386090322580646[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.12120926916221[/C][C]Range[/C][C]1.34000000000000[/C][C]Trim Var.[/C][C]0.0791448275862067[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.375682007575757[/C][C]Range[/C][C]2.58000000000000[/C][C]Trim Var.[/C][C]0.241697536945812[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65527&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65527&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)1.20515194915254Range3.95Trim Var.0.91194535290007
V(Y[t],d=1,D=0)0.0421278784336645Range0.92Trim Var.0.0195711901306241
V(Y[t],d=2,D=0)0.0209967634603750Range0.77Trim Var.0.0116544117647059
V(Y[t],d=3,D=0)0.0503848370927317Range0.999999999999998Trim Var.0.0327873725490195
V(Y[t],d=0,D=1)2.30334144503546Range5.21Trim Var.1.52178728222996
V(Y[t],d=1,D=1)0.0561168362627197Range1.08Trim Var.0.0259589102564102
V(Y[t],d=2,D=1)0.0441414492753623Range0.840000000000002Trim Var.0.0276024999999999
V(Y[t],d=3,D=1)0.121524040404040Range1.54Trim Var.0.0711623481781375
V(Y[t],d=0,D=2)2.63180825396825Range5.45Trim Var.2.01605393145161
V(Y[t],d=1,D=2)0.0753541176470588Range1.24Trim Var.0.0386090322580646
V(Y[t],d=2,D=2)0.12120926916221Range1.34000000000000Trim Var.0.0791448275862067
V(Y[t],d=3,D=2)0.375682007575757Range2.58000000000000Trim Var.0.241697536945812



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')