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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 computationWed, 16 Dec 2009 10:11:42 -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/16/t1260983547b1eu038jphrdutd.htm/, Retrieved Tue, 30 Apr 2024 09:21:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68483, Retrieved Tue, 30 Apr 2024 09:21:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact140
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 15:35:40] [897115520fe7b6114489bc0eeed64548]
-    D        [Variance Reduction Matrix] [] [2009-12-16 17:11:42] [8cd69d0f4298074aa572ca2f9b39b6ae] [Current]
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Dataseries X:
16,2
16,7
18,4
16
16,5
18,2
16,8
17,3
18
19,6
23,3
23,7
20,3
22,8
24,3
21,5
23,5
22,2
20,9
22,2
19,5
21,1
22
19,2
17,8
19,2
19,9
19,6
18,1
20,4
18,1
18,6
17,6
19,4
19,3
18,6
16,9
16,4
19
18,7
17,1
21,5
17,8
18,1
19
18,9
16,8
18,1
15,7
15,1
18,3
16,5
16,9
18,4
16,4
15,7
16,9
16,6
16,7
16,6




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=68483&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=68483&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68483&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)5.05135310734463Range9.2Trim Var.3.5406464011181
V(Y[t],d=1,D=0)3.2689187609585Range8.1Trim Var.2.06505279034691
V(Y[t],d=2,D=0)9.2086630369026Range14.1Trim Var.6.2603318250377
V(Y[t],d=3,D=0)29.2751002506266Range26.2Trim Var.19.3860078431372
V(Y[t],d=0,D=1)8.74659131205674Range12.4Trim Var.5.23893147502903
V(Y[t],d=1,D=1)3.20984273820536Range7.1Trim Var.2.24669512195122
V(Y[t],d=2,D=1)9.51708212560386Range13.1Trim Var.6.36317948717948
V(Y[t],d=3,D=1)32.0917373737374Range24.8Trim Var.19.9522332859175
V(Y[t],d=0,D=2)19.2973571428571Range16.8Trim Var.13.3766834677419
V(Y[t],d=1,D=2)7.88541176470588Range11.6Trim Var.4.89694623655914
V(Y[t],d=2,D=2)23.0553743315508Range19.5Trim Var.15.1142988505747
V(Y[t],d=3,D=2)75.6462121212121Range38.8Trim Var.46.0609113300493

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5.05135310734463 & Range & 9.2 & Trim Var. & 3.5406464011181 \tabularnewline
V(Y[t],d=1,D=0) & 3.2689187609585 & Range & 8.1 & Trim Var. & 2.06505279034691 \tabularnewline
V(Y[t],d=2,D=0) & 9.2086630369026 & Range & 14.1 & Trim Var. & 6.2603318250377 \tabularnewline
V(Y[t],d=3,D=0) & 29.2751002506266 & Range & 26.2 & Trim Var. & 19.3860078431372 \tabularnewline
V(Y[t],d=0,D=1) & 8.74659131205674 & Range & 12.4 & Trim Var. & 5.23893147502903 \tabularnewline
V(Y[t],d=1,D=1) & 3.20984273820536 & Range & 7.1 & Trim Var. & 2.24669512195122 \tabularnewline
V(Y[t],d=2,D=1) & 9.51708212560386 & Range & 13.1 & Trim Var. & 6.36317948717948 \tabularnewline
V(Y[t],d=3,D=1) & 32.0917373737374 & Range & 24.8 & Trim Var. & 19.9522332859175 \tabularnewline
V(Y[t],d=0,D=2) & 19.2973571428571 & Range & 16.8 & Trim Var. & 13.3766834677419 \tabularnewline
V(Y[t],d=1,D=2) & 7.88541176470588 & Range & 11.6 & Trim Var. & 4.89694623655914 \tabularnewline
V(Y[t],d=2,D=2) & 23.0553743315508 & Range & 19.5 & Trim Var. & 15.1142988505747 \tabularnewline
V(Y[t],d=3,D=2) & 75.6462121212121 & Range & 38.8 & Trim Var. & 46.0609113300493 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68483&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5.05135310734463[/C][C]Range[/C][C]9.2[/C][C]Trim Var.[/C][C]3.5406464011181[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3.2689187609585[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]2.06505279034691[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9.2086630369026[/C][C]Range[/C][C]14.1[/C][C]Trim Var.[/C][C]6.2603318250377[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]29.2751002506266[/C][C]Range[/C][C]26.2[/C][C]Trim Var.[/C][C]19.3860078431372[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8.74659131205674[/C][C]Range[/C][C]12.4[/C][C]Trim Var.[/C][C]5.23893147502903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3.20984273820536[/C][C]Range[/C][C]7.1[/C][C]Trim Var.[/C][C]2.24669512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]9.51708212560386[/C][C]Range[/C][C]13.1[/C][C]Trim Var.[/C][C]6.36317948717948[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]32.0917373737374[/C][C]Range[/C][C]24.8[/C][C]Trim Var.[/C][C]19.9522332859175[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]19.2973571428571[/C][C]Range[/C][C]16.8[/C][C]Trim Var.[/C][C]13.3766834677419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7.88541176470588[/C][C]Range[/C][C]11.6[/C][C]Trim Var.[/C][C]4.89694623655914[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]23.0553743315508[/C][C]Range[/C][C]19.5[/C][C]Trim Var.[/C][C]15.1142988505747[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]75.6462121212121[/C][C]Range[/C][C]38.8[/C][C]Trim Var.[/C][C]46.0609113300493[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68483&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68483&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)5.05135310734463Range9.2Trim Var.3.5406464011181
V(Y[t],d=1,D=0)3.2689187609585Range8.1Trim Var.2.06505279034691
V(Y[t],d=2,D=0)9.2086630369026Range14.1Trim Var.6.2603318250377
V(Y[t],d=3,D=0)29.2751002506266Range26.2Trim Var.19.3860078431372
V(Y[t],d=0,D=1)8.74659131205674Range12.4Trim Var.5.23893147502903
V(Y[t],d=1,D=1)3.20984273820536Range7.1Trim Var.2.24669512195122
V(Y[t],d=2,D=1)9.51708212560386Range13.1Trim Var.6.36317948717948
V(Y[t],d=3,D=1)32.0917373737374Range24.8Trim Var.19.9522332859175
V(Y[t],d=0,D=2)19.2973571428571Range16.8Trim Var.13.3766834677419
V(Y[t],d=1,D=2)7.88541176470588Range11.6Trim Var.4.89694623655914
V(Y[t],d=2,D=2)23.0553743315508Range19.5Trim Var.15.1142988505747
V(Y[t],d=3,D=2)75.6462121212121Range38.8Trim Var.46.0609113300493



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')