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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, 25 Nov 2009 01:25:46 -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/25/t1259137612i3ypdklmmb8il0s.htm/, Retrieved Wed, 08 May 2024 07:23:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59301, Retrieved Wed, 08 May 2024 07:23:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact167
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] [] [2009-11-25 08:25:46] [ed082d38031561faed979d8cebfeba4d] [Current]
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Dataseries X:
285
574
865
1147
1516
1789
2087
2372
2669
2966
3270
3652
329
658
988
1303
1603
1929
2235
2544
2872
3198
3544
3903
332
665
1001
1329
1639
1975
2304
2640
2992
3330
3690
4063
368
738
1103
1474
1846
2224
2608
2984
3351
3736
4122
4558
378
749
1113
1500
1867
2244
2621
2988
3349
3723
4108
4514




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=59301&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=59301&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59301&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)1469673.92768362Range4273Trim Var.1159358.47658980
V(Y[t],d=1,D=0)1056019.63588545Range4616Trim Var.254473.250362845
V(Y[t],d=2,D=0)2331151.77162734Range9167Trim Var.531313.898567119
V(Y[t],d=3,D=0)7141667.79761905Range13833Trim Var.2528919.25019608
V(Y[t],d=0,D=1)17022.8918439716Range539Trim Var.10143.1126596980
V(Y[t],d=1,D=1)7697.59204440333Range548Trim Var.571.237804878049
V(Y[t],d=2,D=1)16324.077294686Range1034Trim Var.1000.30512820513
V(Y[t],d=3,D=1)50412.7404040404Range1619Trim Var.4800.58839406208
V(Y[t],d=0,D=2)47285.1428571429Range874Trim Var.32187.1451612903
V(Y[t],d=1,D=2)5652.71092436975Range485Trim Var.1224.09892473118
V(Y[t],d=2,D=2)10252.4073083779Range735Trim Var.1376.83793103448
V(Y[t],d=3,D=2)31956.2727272727Range1182Trim Var.5246.83004926108

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1469673.92768362 & Range & 4273 & Trim Var. & 1159358.47658980 \tabularnewline
V(Y[t],d=1,D=0) & 1056019.63588545 & Range & 4616 & Trim Var. & 254473.250362845 \tabularnewline
V(Y[t],d=2,D=0) & 2331151.77162734 & Range & 9167 & Trim Var. & 531313.898567119 \tabularnewline
V(Y[t],d=3,D=0) & 7141667.79761905 & Range & 13833 & Trim Var. & 2528919.25019608 \tabularnewline
V(Y[t],d=0,D=1) & 17022.8918439716 & Range & 539 & Trim Var. & 10143.1126596980 \tabularnewline
V(Y[t],d=1,D=1) & 7697.59204440333 & Range & 548 & Trim Var. & 571.237804878049 \tabularnewline
V(Y[t],d=2,D=1) & 16324.077294686 & Range & 1034 & Trim Var. & 1000.30512820513 \tabularnewline
V(Y[t],d=3,D=1) & 50412.7404040404 & Range & 1619 & Trim Var. & 4800.58839406208 \tabularnewline
V(Y[t],d=0,D=2) & 47285.1428571429 & Range & 874 & Trim Var. & 32187.1451612903 \tabularnewline
V(Y[t],d=1,D=2) & 5652.71092436975 & Range & 485 & Trim Var. & 1224.09892473118 \tabularnewline
V(Y[t],d=2,D=2) & 10252.4073083779 & Range & 735 & Trim Var. & 1376.83793103448 \tabularnewline
V(Y[t],d=3,D=2) & 31956.2727272727 & Range & 1182 & Trim Var. & 5246.83004926108 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59301&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1469673.92768362[/C][C]Range[/C][C]4273[/C][C]Trim Var.[/C][C]1159358.47658980[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1056019.63588545[/C][C]Range[/C][C]4616[/C][C]Trim Var.[/C][C]254473.250362845[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2331151.77162734[/C][C]Range[/C][C]9167[/C][C]Trim Var.[/C][C]531313.898567119[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7141667.79761905[/C][C]Range[/C][C]13833[/C][C]Trim Var.[/C][C]2528919.25019608[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]17022.8918439716[/C][C]Range[/C][C]539[/C][C]Trim Var.[/C][C]10143.1126596980[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7697.59204440333[/C][C]Range[/C][C]548[/C][C]Trim Var.[/C][C]571.237804878049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]16324.077294686[/C][C]Range[/C][C]1034[/C][C]Trim Var.[/C][C]1000.30512820513[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]50412.7404040404[/C][C]Range[/C][C]1619[/C][C]Trim Var.[/C][C]4800.58839406208[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]47285.1428571429[/C][C]Range[/C][C]874[/C][C]Trim Var.[/C][C]32187.1451612903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5652.71092436975[/C][C]Range[/C][C]485[/C][C]Trim Var.[/C][C]1224.09892473118[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10252.4073083779[/C][C]Range[/C][C]735[/C][C]Trim Var.[/C][C]1376.83793103448[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]31956.2727272727[/C][C]Range[/C][C]1182[/C][C]Trim Var.[/C][C]5246.83004926108[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59301&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59301&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)1469673.92768362Range4273Trim Var.1159358.47658980
V(Y[t],d=1,D=0)1056019.63588545Range4616Trim Var.254473.250362845
V(Y[t],d=2,D=0)2331151.77162734Range9167Trim Var.531313.898567119
V(Y[t],d=3,D=0)7141667.79761905Range13833Trim Var.2528919.25019608
V(Y[t],d=0,D=1)17022.8918439716Range539Trim Var.10143.1126596980
V(Y[t],d=1,D=1)7697.59204440333Range548Trim Var.571.237804878049
V(Y[t],d=2,D=1)16324.077294686Range1034Trim Var.1000.30512820513
V(Y[t],d=3,D=1)50412.7404040404Range1619Trim Var.4800.58839406208
V(Y[t],d=0,D=2)47285.1428571429Range874Trim Var.32187.1451612903
V(Y[t],d=1,D=2)5652.71092436975Range485Trim Var.1224.09892473118
V(Y[t],d=2,D=2)10252.4073083779Range735Trim Var.1376.83793103448
V(Y[t],d=3,D=2)31956.2727272727Range1182Trim Var.5246.83004926108



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')