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 computationSat, 12 Dec 2009 14:07:56 -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/12/t1260652095sb88i0i2763xz78.htm/, Retrieved Mon, 29 Apr 2024 09:24:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67144, Retrieved Mon, 29 Apr 2024 09:24:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact104
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]
- R PD          [Variance Reduction Matrix] [] [2009-12-12 21:07:56] [03368d751914a6c247d86aff8eac7cbf] [Current]
Feedback Forum

Post a new message
Dataseries X:
2360
2214
2825
2355
2333
3016
2155
2172
2150
2533
2058
2160
2260
2498
2695
2799
2947
2930
2318
2540
2570
2669
2450
2842
3440
2678
2981
2260
2844
2546
2456
2295
2379
2479
2057
2280
2351
2276
2548
2311
2201
2725
2408
2139
1898
2537
2069
2063
2524
2437
2189
2793
2074
2622
2278
2144
2427
2139
1828
2072
1800




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67144&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]0 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=67144&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67144&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)101531.06284153Range1640Trim Var.56778.8055152395
V(Y[t],d=1,D=0)144311.988700565Range1544Trim Var.102439.356044724
V(Y[t],d=2,D=0)450199.946814728Range2849Trim Var.301565.380986938
V(Y[t],d=3,D=0)1526609.90955838Range4839Trim Var.1057521.05995475
V(Y[t],d=0,D=1)165984.194727891Range2269Trim Var.85740.380952381
V(Y[t],d=1,D=1)215568.723404255Range1841Trim Var.140092.209059233
V(Y[t],d=2,D=1)651443.139685476Range3014Trim Var.444561.409756098
V(Y[t],d=3,D=1)2223971.71062802Range5505Trim Var.1563469.95833333
V(Y[t],d=0,D=2)500542.567567568Range3549Trim Var.257802.655303030
V(Y[t],d=1,D=2)606907.913492064Range3153Trim Var.404553.338709677
V(Y[t],d=2,D=2)1739567.43193277Range5151Trim Var.1183263.39784946
V(Y[t],d=3,D=2)5853105.98573975Range9208Trim Var.4073576.24022989

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 101531.06284153 & Range & 1640 & Trim Var. & 56778.8055152395 \tabularnewline
V(Y[t],d=1,D=0) & 144311.988700565 & Range & 1544 & Trim Var. & 102439.356044724 \tabularnewline
V(Y[t],d=2,D=0) & 450199.946814728 & Range & 2849 & Trim Var. & 301565.380986938 \tabularnewline
V(Y[t],d=3,D=0) & 1526609.90955838 & Range & 4839 & Trim Var. & 1057521.05995475 \tabularnewline
V(Y[t],d=0,D=1) & 165984.194727891 & Range & 2269 & Trim Var. & 85740.380952381 \tabularnewline
V(Y[t],d=1,D=1) & 215568.723404255 & Range & 1841 & Trim Var. & 140092.209059233 \tabularnewline
V(Y[t],d=2,D=1) & 651443.139685476 & Range & 3014 & Trim Var. & 444561.409756098 \tabularnewline
V(Y[t],d=3,D=1) & 2223971.71062802 & Range & 5505 & Trim Var. & 1563469.95833333 \tabularnewline
V(Y[t],d=0,D=2) & 500542.567567568 & Range & 3549 & Trim Var. & 257802.655303030 \tabularnewline
V(Y[t],d=1,D=2) & 606907.913492064 & Range & 3153 & Trim Var. & 404553.338709677 \tabularnewline
V(Y[t],d=2,D=2) & 1739567.43193277 & Range & 5151 & Trim Var. & 1183263.39784946 \tabularnewline
V(Y[t],d=3,D=2) & 5853105.98573975 & Range & 9208 & Trim Var. & 4073576.24022989 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67144&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]101531.06284153[/C][C]Range[/C][C]1640[/C][C]Trim Var.[/C][C]56778.8055152395[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]144311.988700565[/C][C]Range[/C][C]1544[/C][C]Trim Var.[/C][C]102439.356044724[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]450199.946814728[/C][C]Range[/C][C]2849[/C][C]Trim Var.[/C][C]301565.380986938[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1526609.90955838[/C][C]Range[/C][C]4839[/C][C]Trim Var.[/C][C]1057521.05995475[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]165984.194727891[/C][C]Range[/C][C]2269[/C][C]Trim Var.[/C][C]85740.380952381[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]215568.723404255[/C][C]Range[/C][C]1841[/C][C]Trim Var.[/C][C]140092.209059233[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]651443.139685476[/C][C]Range[/C][C]3014[/C][C]Trim Var.[/C][C]444561.409756098[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2223971.71062802[/C][C]Range[/C][C]5505[/C][C]Trim Var.[/C][C]1563469.95833333[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]500542.567567568[/C][C]Range[/C][C]3549[/C][C]Trim Var.[/C][C]257802.655303030[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]606907.913492064[/C][C]Range[/C][C]3153[/C][C]Trim Var.[/C][C]404553.338709677[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1739567.43193277[/C][C]Range[/C][C]5151[/C][C]Trim Var.[/C][C]1183263.39784946[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5853105.98573975[/C][C]Range[/C][C]9208[/C][C]Trim Var.[/C][C]4073576.24022989[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67144&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67144&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)101531.06284153Range1640Trim Var.56778.8055152395
V(Y[t],d=1,D=0)144311.988700565Range1544Trim Var.102439.356044724
V(Y[t],d=2,D=0)450199.946814728Range2849Trim Var.301565.380986938
V(Y[t],d=3,D=0)1526609.90955838Range4839Trim Var.1057521.05995475
V(Y[t],d=0,D=1)165984.194727891Range2269Trim Var.85740.380952381
V(Y[t],d=1,D=1)215568.723404255Range1841Trim Var.140092.209059233
V(Y[t],d=2,D=1)651443.139685476Range3014Trim Var.444561.409756098
V(Y[t],d=3,D=1)2223971.71062802Range5505Trim Var.1563469.95833333
V(Y[t],d=0,D=2)500542.567567568Range3549Trim Var.257802.655303030
V(Y[t],d=1,D=2)606907.913492064Range3153Trim Var.404553.338709677
V(Y[t],d=2,D=2)1739567.43193277Range5151Trim Var.1183263.39784946
V(Y[t],d=3,D=2)5853105.98573975Range9208Trim Var.4073576.24022989



Parameters (Session):
par1 = 1 ; par2 = 2 ; par3 = 2 ; par4 = 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')