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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 06 Dec 2011 08:54:40 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/06/t1323179687pix772zq0l2o0al.htm/, Retrieved Sun, 28 Apr 2024 20:28:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151590, Retrieved Sun, 28 Apr 2024 20:28:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact114
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Variance Reduction Matrix] [WS9] [2010-12-08 16:35:44] [ebb35fb07def4d07c0eb7ec8d2fd3b0e]
- R  D    [Variance Reduction Matrix] [] [2011-12-06 13:54:40] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   PD      [Variance Reduction Matrix] [] [2011-12-06 14:41:36] [74be16979710d4c4e7c6647856088456]
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Dataseries X:
19819,6
17512,4
18831,1
20175,5
21470,9
19929,7
22465,9
19618,4
18600,2
17271
18524,1
18830,4
19293,3




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151590&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151590&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151590&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'Gertrude Mary Cox' @ cox.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)2079548.71089744Range5194.9Trim Var.1096639.26163636
V(Y[t],d=1,D=0)2920205.01174242Range5383.7Trim Var.1955572.06444444
V(Y[t],d=2,D=0)7714062.81618182Range9461.1Trim Var.3797807.62499999
V(Y[t],d=3,D=0)26166823.9112222Range16674.1Trim Var.13568403.0085714
V(Y[t],d=0,D=1)NARange0Trim Var.NA
V(Y[t],d=1,D=1)NARange-InfTrim Var.NA
V(Y[t],d=2,D=1)NARange-InfTrim Var.NA
V(Y[t],d=3,D=1)NARange-InfTrim Var.NA
V(Y[t],d=0,D=2)NARange-InfTrim Var.NA
V(Y[t],d=1,D=2)NARange-InfTrim Var.NA
V(Y[t],d=2,D=2)NARange-InfTrim Var.NA
V(Y[t],d=3,D=2)NARange-InfTrim Var.NA

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2079548.71089744 & Range & 5194.9 & Trim Var. & 1096639.26163636 \tabularnewline
V(Y[t],d=1,D=0) & 2920205.01174242 & Range & 5383.7 & Trim Var. & 1955572.06444444 \tabularnewline
V(Y[t],d=2,D=0) & 7714062.81618182 & Range & 9461.1 & Trim Var. & 3797807.62499999 \tabularnewline
V(Y[t],d=3,D=0) & 26166823.9112222 & Range & 16674.1 & Trim Var. & 13568403.0085714 \tabularnewline
V(Y[t],d=0,D=1) & NA & Range & 0 & Trim Var. & NA \tabularnewline
V(Y[t],d=1,D=1) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=1) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=3,D=1) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=0,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=1,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=3,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151590&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2079548.71089744[/C][C]Range[/C][C]5194.9[/C][C]Trim Var.[/C][C]1096639.26163636[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2920205.01174242[/C][C]Range[/C][C]5383.7[/C][C]Trim Var.[/C][C]1955572.06444444[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7714062.81618182[/C][C]Range[/C][C]9461.1[/C][C]Trim Var.[/C][C]3797807.62499999[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]26166823.9112222[/C][C]Range[/C][C]16674.1[/C][C]Trim Var.[/C][C]13568403.0085714[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]NA[/C][C]Range[/C][C]0[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151590&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151590&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)2079548.71089744Range5194.9Trim Var.1096639.26163636
V(Y[t],d=1,D=0)2920205.01174242Range5383.7Trim Var.1955572.06444444
V(Y[t],d=2,D=0)7714062.81618182Range9461.1Trim Var.3797807.62499999
V(Y[t],d=3,D=0)26166823.9112222Range16674.1Trim Var.13568403.0085714
V(Y[t],d=0,D=1)NARange0Trim Var.NA
V(Y[t],d=1,D=1)NARange-InfTrim Var.NA
V(Y[t],d=2,D=1)NARange-InfTrim Var.NA
V(Y[t],d=3,D=1)NARange-InfTrim Var.NA
V(Y[t],d=0,D=2)NARange-InfTrim Var.NA
V(Y[t],d=1,D=2)NARange-InfTrim Var.NA
V(Y[t],d=2,D=2)NARange-InfTrim Var.NA
V(Y[t],d=3,D=2)NARange-InfTrim Var.NA



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')