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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 computationFri, 11 Dec 2009 04:49:06 -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/11/t1260532209voezah44jbbjug8.htm/, Retrieved Mon, 29 Apr 2024 01:21:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66030, Retrieved Mon, 29 Apr 2024 01:21:53 +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 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] [ws 8 method 2] [2009-11-25 12:07:00] [616e2df490b611f6cb7080068870ecbd]
-    D          [Variance Reduction Matrix] [Workshop 9] [2009-12-04 11:07:44] [4fe1472705bb0a32f118ba3ca90ffa8e]
-    D              [Variance Reduction Matrix] [WS9] [2009-12-11 11:49:06] [ee8fc1691ecec7724e0ca78f0c288737] [Current]
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Dataseries X:
0.51
0.51
0.51
0.51
0.52
0.52
0.52
0.53
0.53
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.53
0.53
0.53
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.53
0.53
0.53
0.53
0.53
0.54
0.55
0.55
0.55
0.55
0.55
0.55
0.55
0.55
0.56
0.56
0.56
0.56
0.56
0.55
0.56
0.55
0.55
0.56
0.55
0.55
0.55
0.55




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=66030&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=66030&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66030&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)0.000228785310734464Range0.05Trim Var.0.000141666666666667
V(Y[t],d=1,D=0)2.36703682057277e-05Range0.02Trim Var.0
V(Y[t],d=2,D=0)5.61403508771931e-05Range0.04Trim Var.0
V(Y[t],d=3,D=0)0.000175000000000000Range0.07Trim Var.5.35615171137836e-05
V(Y[t],d=0,D=1)0.000120168439716312Range0.04Trim Var.6.40384615384617e-05
V(Y[t],d=1,D=1)3.89454209065681e-05Range0.02Trim Var.0
V(Y[t],d=2,D=1)7.11111111111112e-05Range0.04Trim Var.0
V(Y[t],d=3,D=1)0.000220404040404041Range0.07Trim Var.5.80645161290324e-05
V(Y[t],d=0,D=2)0.000447857142857144Range0.08Trim Var.0.000251397849462366
V(Y[t],d=1,D=2)0.000112605042016807Range0.04Trim Var.4.06084656084657e-05
V(Y[t],d=2,D=2)0.000181818181818182Range0.05Trim Var.4.82213438735179e-05
V(Y[t],d=3,D=2)0.000562121212121213Range0.09Trim Var.0.000232153846153847

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.000228785310734464 & Range & 0.05 & Trim Var. & 0.000141666666666667 \tabularnewline
V(Y[t],d=1,D=0) & 2.36703682057277e-05 & Range & 0.02 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=0) & 5.61403508771931e-05 & Range & 0.04 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 0.000175000000000000 & Range & 0.07 & Trim Var. & 5.35615171137836e-05 \tabularnewline
V(Y[t],d=0,D=1) & 0.000120168439716312 & Range & 0.04 & Trim Var. & 6.40384615384617e-05 \tabularnewline
V(Y[t],d=1,D=1) & 3.89454209065681e-05 & Range & 0.02 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 7.11111111111112e-05 & Range & 0.04 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=1) & 0.000220404040404041 & Range & 0.07 & Trim Var. & 5.80645161290324e-05 \tabularnewline
V(Y[t],d=0,D=2) & 0.000447857142857144 & Range & 0.08 & Trim Var. & 0.000251397849462366 \tabularnewline
V(Y[t],d=1,D=2) & 0.000112605042016807 & Range & 0.04 & Trim Var. & 4.06084656084657e-05 \tabularnewline
V(Y[t],d=2,D=2) & 0.000181818181818182 & Range & 0.05 & Trim Var. & 4.82213438735179e-05 \tabularnewline
V(Y[t],d=3,D=2) & 0.000562121212121213 & Range & 0.09 & Trim Var. & 0.000232153846153847 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66030&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.000228785310734464[/C][C]Range[/C][C]0.05[/C][C]Trim Var.[/C][C]0.000141666666666667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.36703682057277e-05[/C][C]Range[/C][C]0.02[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5.61403508771931e-05[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000175000000000000[/C][C]Range[/C][C]0.07[/C][C]Trim Var.[/C][C]5.35615171137836e-05[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.000120168439716312[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]6.40384615384617e-05[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3.89454209065681e-05[/C][C]Range[/C][C]0.02[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7.11111111111112e-05[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.000220404040404041[/C][C]Range[/C][C]0.07[/C][C]Trim Var.[/C][C]5.80645161290324e-05[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.000447857142857144[/C][C]Range[/C][C]0.08[/C][C]Trim Var.[/C][C]0.000251397849462366[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.000112605042016807[/C][C]Range[/C][C]0.04[/C][C]Trim Var.[/C][C]4.06084656084657e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.000181818181818182[/C][C]Range[/C][C]0.05[/C][C]Trim Var.[/C][C]4.82213438735179e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.000562121212121213[/C][C]Range[/C][C]0.09[/C][C]Trim Var.[/C][C]0.000232153846153847[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66030&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66030&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)0.000228785310734464Range0.05Trim Var.0.000141666666666667
V(Y[t],d=1,D=0)2.36703682057277e-05Range0.02Trim Var.0
V(Y[t],d=2,D=0)5.61403508771931e-05Range0.04Trim Var.0
V(Y[t],d=3,D=0)0.000175000000000000Range0.07Trim Var.5.35615171137836e-05
V(Y[t],d=0,D=1)0.000120168439716312Range0.04Trim Var.6.40384615384617e-05
V(Y[t],d=1,D=1)3.89454209065681e-05Range0.02Trim Var.0
V(Y[t],d=2,D=1)7.11111111111112e-05Range0.04Trim Var.0
V(Y[t],d=3,D=1)0.000220404040404041Range0.07Trim Var.5.80645161290324e-05
V(Y[t],d=0,D=2)0.000447857142857144Range0.08Trim Var.0.000251397849462366
V(Y[t],d=1,D=2)0.000112605042016807Range0.04Trim Var.4.06084656084657e-05
V(Y[t],d=2,D=2)0.000181818181818182Range0.05Trim Var.4.82213438735179e-05
V(Y[t],d=3,D=2)0.000562121212121213Range0.09Trim Var.0.000232153846153847



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')