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 computationTue, 24 Nov 2009 09:28:29 -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/Nov/24/t12590802047faha8zayvim3of.htm/, Retrieved Thu, 18 Apr 2024 12:11:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59151, Retrieved Thu, 18 Apr 2024 12:11:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsws8ma2.1
Estimated Impact160
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] [] [2009-11-24 16:28:29] [9ea4b07b6662a0f40f92decdf1e3b5d5] [Current]
Feedback Forum

Post a new message
Dataseries X:
2756.76
2849.27
2921.44
2981.85
3080.58
3106.22
3119.31
3061.26
3097.31
3161.69
3257.16
3277.01
3295.32
3363.99
3494.17
3667.03
3813.06
3917.96
3895.51
3801.06
3570.12
3701.61
3862.27
3970.1
4138.52
4199.75
4290.89
4443.91
4502.64
4356.98
4591.27
4696.96
4621.4
4562.84
4202.52
4296.49
4435.23
4105.18
4116.68
3844.49
3720.98
3674.4
3857.62
3801.06
3504.37
3032.6
3047.03
2962.34
2197.82
2014.45
1862.83
1905.41
1810.99
1670.07
1864.44
2052.02
2029.6
2070.83
2293.41
2443.27




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=59151&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=59151&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59151&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)721259.447242797Range3026.89Trim Var.568401.764477044
V(Y[t],d=1,D=0)33485.0477538282Range998.81Trim Var.16483.9115563135
V(Y[t],d=2,D=0)47834.9480493951Range1260.98Trim Var.23002.8993720589
V(Y[t],d=3,D=0)132191.662745301Range1886.22Trim Var.69809.3670883139
V(Y[t],d=0,D=1)1169365.88356738Range3305.13Trim Var.958316.768765621
V(Y[t],d=1,D=1)63017.2574421831Range1416.26Trim Var.28692.2595812195
V(Y[t],d=2,D=1)105677.578407391Range1774.54Trim Var.46391.5936051282
V(Y[t],d=3,D=1)309074.427154040Range3134.28Trim Var.119880.967530094
V(Y[t],d=0,D=2)891025.146359682Range3349.2Trim Var.680742.586657661
V(Y[t],d=1,D=2)169720.450542353Range1799.79Trim Var.100343.204111398
V(Y[t],d=2,D=2)321670.466087077Range2504.35Trim Var.174359.515875402
V(Y[t],d=3,D=2)939817.638804734Range4299.74Trim Var.495347.853482021

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 721259.447242797 & Range & 3026.89 & Trim Var. & 568401.764477044 \tabularnewline
V(Y[t],d=1,D=0) & 33485.0477538282 & Range & 998.81 & Trim Var. & 16483.9115563135 \tabularnewline
V(Y[t],d=2,D=0) & 47834.9480493951 & Range & 1260.98 & Trim Var. & 23002.8993720589 \tabularnewline
V(Y[t],d=3,D=0) & 132191.662745301 & Range & 1886.22 & Trim Var. & 69809.3670883139 \tabularnewline
V(Y[t],d=0,D=1) & 1169365.88356738 & Range & 3305.13 & Trim Var. & 958316.768765621 \tabularnewline
V(Y[t],d=1,D=1) & 63017.2574421831 & Range & 1416.26 & Trim Var. & 28692.2595812195 \tabularnewline
V(Y[t],d=2,D=1) & 105677.578407391 & Range & 1774.54 & Trim Var. & 46391.5936051282 \tabularnewline
V(Y[t],d=3,D=1) & 309074.427154040 & Range & 3134.28 & Trim Var. & 119880.967530094 \tabularnewline
V(Y[t],d=0,D=2) & 891025.146359682 & Range & 3349.2 & Trim Var. & 680742.586657661 \tabularnewline
V(Y[t],d=1,D=2) & 169720.450542353 & Range & 1799.79 & Trim Var. & 100343.204111398 \tabularnewline
V(Y[t],d=2,D=2) & 321670.466087077 & Range & 2504.35 & Trim Var. & 174359.515875402 \tabularnewline
V(Y[t],d=3,D=2) & 939817.638804734 & Range & 4299.74 & Trim Var. & 495347.853482021 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59151&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]721259.447242797[/C][C]Range[/C][C]3026.89[/C][C]Trim Var.[/C][C]568401.764477044[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]33485.0477538282[/C][C]Range[/C][C]998.81[/C][C]Trim Var.[/C][C]16483.9115563135[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]47834.9480493951[/C][C]Range[/C][C]1260.98[/C][C]Trim Var.[/C][C]23002.8993720589[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]132191.662745301[/C][C]Range[/C][C]1886.22[/C][C]Trim Var.[/C][C]69809.3670883139[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1169365.88356738[/C][C]Range[/C][C]3305.13[/C][C]Trim Var.[/C][C]958316.768765621[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]63017.2574421831[/C][C]Range[/C][C]1416.26[/C][C]Trim Var.[/C][C]28692.2595812195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]105677.578407391[/C][C]Range[/C][C]1774.54[/C][C]Trim Var.[/C][C]46391.5936051282[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]309074.427154040[/C][C]Range[/C][C]3134.28[/C][C]Trim Var.[/C][C]119880.967530094[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]891025.146359682[/C][C]Range[/C][C]3349.2[/C][C]Trim Var.[/C][C]680742.586657661[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]169720.450542353[/C][C]Range[/C][C]1799.79[/C][C]Trim Var.[/C][C]100343.204111398[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]321670.466087077[/C][C]Range[/C][C]2504.35[/C][C]Trim Var.[/C][C]174359.515875402[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]939817.638804734[/C][C]Range[/C][C]4299.74[/C][C]Trim Var.[/C][C]495347.853482021[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59151&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59151&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)721259.447242797Range3026.89Trim Var.568401.764477044
V(Y[t],d=1,D=0)33485.0477538282Range998.81Trim Var.16483.9115563135
V(Y[t],d=2,D=0)47834.9480493951Range1260.98Trim Var.23002.8993720589
V(Y[t],d=3,D=0)132191.662745301Range1886.22Trim Var.69809.3670883139
V(Y[t],d=0,D=1)1169365.88356738Range3305.13Trim Var.958316.768765621
V(Y[t],d=1,D=1)63017.2574421831Range1416.26Trim Var.28692.2595812195
V(Y[t],d=2,D=1)105677.578407391Range1774.54Trim Var.46391.5936051282
V(Y[t],d=3,D=1)309074.427154040Range3134.28Trim Var.119880.967530094
V(Y[t],d=0,D=2)891025.146359682Range3349.2Trim Var.680742.586657661
V(Y[t],d=1,D=2)169720.450542353Range1799.79Trim Var.100343.204111398
V(Y[t],d=2,D=2)321670.466087077Range2504.35Trim Var.174359.515875402
V(Y[t],d=3,D=2)939817.638804734Range4299.74Trim Var.495347.853482021



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')