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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 computationTue, 24 Nov 2009 11:55:46 -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/t1259088972mf2h4xf0g1cc0vi.htm/, Retrieved Wed, 24 Apr 2024 13:26:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59225, Retrieved Wed, 24 Apr 2024 13:26:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS 8 - methode 2 VRM
Estimated Impact150
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] [2009-11-24 18:55:46] [100339cefec36dfa6f2b82a1c918e250] [Current]
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Dataseries X:
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124
115
106
105
105
101
95
93
84
87
116
120
117
109
105
107
109
109
108
107
99
103
131
137




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=59225&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=59225&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59225&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)362.970491803279Range78Trim Var.225.897677793904
V(Y[t],d=1,D=0)115.975988700565Range51Trim Var.55.5667365478686
V(Y[t],d=2,D=0)162.002922267680Range63Trim Var.66.8476621417798
V(Y[t],d=3,D=0)386.296733212341Range92Trim Var.175.539592760181
V(Y[t],d=0,D=1)102.825680272109Range42Trim Var.55.719512195122
V(Y[t],d=1,D=1)8.6790780141844Range13Trim Var.4.34871794871795
V(Y[t],d=2,D=1)17.4125809435708Range23Trim Var.7.22439024390244
V(Y[t],d=3,D=1)57.5091787439613Range38Trim Var.26.8589743589744
V(Y[t],d=0,D=2)192.978978978979Range45Trim Var.156.433712121212
V(Y[t],d=1,D=2)23.0753968253968Range20Trim Var.14.9032258064516
V(Y[t],d=2,D=2)60.7344537815126Range32Trim Var.36.6645161290323
V(Y[t],d=3,D=2)210.003565062389Range58Trim Var.109.333333333333

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 362.970491803279 & Range & 78 & Trim Var. & 225.897677793904 \tabularnewline
V(Y[t],d=1,D=0) & 115.975988700565 & Range & 51 & Trim Var. & 55.5667365478686 \tabularnewline
V(Y[t],d=2,D=0) & 162.002922267680 & Range & 63 & Trim Var. & 66.8476621417798 \tabularnewline
V(Y[t],d=3,D=0) & 386.296733212341 & Range & 92 & Trim Var. & 175.539592760181 \tabularnewline
V(Y[t],d=0,D=1) & 102.825680272109 & Range & 42 & Trim Var. & 55.719512195122 \tabularnewline
V(Y[t],d=1,D=1) & 8.6790780141844 & Range & 13 & Trim Var. & 4.34871794871795 \tabularnewline
V(Y[t],d=2,D=1) & 17.4125809435708 & Range & 23 & Trim Var. & 7.22439024390244 \tabularnewline
V(Y[t],d=3,D=1) & 57.5091787439613 & Range & 38 & Trim Var. & 26.8589743589744 \tabularnewline
V(Y[t],d=0,D=2) & 192.978978978979 & Range & 45 & Trim Var. & 156.433712121212 \tabularnewline
V(Y[t],d=1,D=2) & 23.0753968253968 & Range & 20 & Trim Var. & 14.9032258064516 \tabularnewline
V(Y[t],d=2,D=2) & 60.7344537815126 & Range & 32 & Trim Var. & 36.6645161290323 \tabularnewline
V(Y[t],d=3,D=2) & 210.003565062389 & Range & 58 & Trim Var. & 109.333333333333 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59225&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]362.970491803279[/C][C]Range[/C][C]78[/C][C]Trim Var.[/C][C]225.897677793904[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]115.975988700565[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]55.5667365478686[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]162.002922267680[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]66.8476621417798[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]386.296733212341[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]175.539592760181[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]102.825680272109[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]55.719512195122[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8.6790780141844[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]4.34871794871795[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]17.4125809435708[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]7.22439024390244[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]57.5091787439613[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]26.8589743589744[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]192.978978978979[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]156.433712121212[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]23.0753968253968[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]14.9032258064516[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]60.7344537815126[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]36.6645161290323[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]210.003565062389[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]109.333333333333[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59225&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59225&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)362.970491803279Range78Trim Var.225.897677793904
V(Y[t],d=1,D=0)115.975988700565Range51Trim Var.55.5667365478686
V(Y[t],d=2,D=0)162.002922267680Range63Trim Var.66.8476621417798
V(Y[t],d=3,D=0)386.296733212341Range92Trim Var.175.539592760181
V(Y[t],d=0,D=1)102.825680272109Range42Trim Var.55.719512195122
V(Y[t],d=1,D=1)8.6790780141844Range13Trim Var.4.34871794871795
V(Y[t],d=2,D=1)17.4125809435708Range23Trim Var.7.22439024390244
V(Y[t],d=3,D=1)57.5091787439613Range38Trim Var.26.8589743589744
V(Y[t],d=0,D=2)192.978978978979Range45Trim Var.156.433712121212
V(Y[t],d=1,D=2)23.0753968253968Range20Trim Var.14.9032258064516
V(Y[t],d=2,D=2)60.7344537815126Range32Trim Var.36.6645161290323
V(Y[t],d=3,D=2)210.003565062389Range58Trim Var.109.333333333333



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')