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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 06 Dec 2007 06:44:30 -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/2007/Dec/06/t1196948108fdajkyzk4nt36o7.htm/, Retrieved Fri, 03 May 2024 11:43:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2607, Retrieved Fri, 03 May 2024 11:43:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsinne devriendt
Estimated Impact190
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [vraag 2 workschop...] [2007-12-06 13:44:30] [011cc8cdd02d5893b5258ac3f5e21d83] [Current]
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Dataseries X:
1,6
1,59
1,6
1,6
1,59
1,59
1,58
1,59
1,59
1,58
1,58
1,58
1,57
1,57
1,57
1,57
1,58
1,58
1,57
1,58
1,57
1,57
1,57
1,57
1,57
1,57
1,59
1,6
1,6
1,6
1,6
1,61
1,61
1,62
1,62
1,62
1,62
1,62
1,62
1,61
1,59
1,58
1,56
1,56
1,54
1,55
1,56
1,57
1,58
1,59
1,6
1,6
1,61
1,61
1,62
1,61
1,6
1,6
1,6
1,61
1,62
1,63
1,63
1,66
1,66
1,66
1,65
1,65
1,64
1,64
1,65
1,64




Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2607&T=0

[TABLE]
[ROW][C]Summary of compuational 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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2607&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2607&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.000770872456964004Range0.12Trim Var.0.000416284153005464
V(Y[t],d=1,D=0)8.25352112676057e-05Range0.05Trim Var.2.94117647058811e-06
V(Y[t],d=2,D=0)0.000142028985507247Range0.06Trim Var.6.06473079249849e-05
V(Y[t],d=3,D=0)0.000434953111679455Range0.11Trim Var.0.000168650217706822
V(Y[t],d=0,D=1)0.00132101694915254Range0.13Trim Var.0.000989378057302585
V(Y[t],d=1,D=1)0.000154120397428405Range0.05Trim Var.6.77721088435376e-05
V(Y[t],d=2,D=1)0.000250604960677556Range0.08Trim Var.0.000100724637681159
V(Y[t],d=3,D=1)0.00078389724310777Range0.14Trim Var.0.000362719703977798
V(Y[t],d=0,D=2)0.00417854609929079Range0.25Trim Var.0.00258198717948718
V(Y[t],d=1,D=2)0.000499259944495838Range0.1Trim Var.0.000223115220483642
V(Y[t],d=2,D=2)0.000739951690821257Range0.13Trim Var.0.000299285714285715
V(Y[t],d=3,D=2)0.00234676767676768Range0.21Trim Var.0.00132199730094467

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.000770872456964004 & Range & 0.12 & Trim Var. & 0.000416284153005464 \tabularnewline
V(Y[t],d=1,D=0) & 8.25352112676057e-05 & Range & 0.05 & Trim Var. & 2.94117647058811e-06 \tabularnewline
V(Y[t],d=2,D=0) & 0.000142028985507247 & Range & 0.06 & Trim Var. & 6.06473079249849e-05 \tabularnewline
V(Y[t],d=3,D=0) & 0.000434953111679455 & Range & 0.11 & Trim Var. & 0.000168650217706822 \tabularnewline
V(Y[t],d=0,D=1) & 0.00132101694915254 & Range & 0.13 & Trim Var. & 0.000989378057302585 \tabularnewline
V(Y[t],d=1,D=1) & 0.000154120397428405 & Range & 0.05 & Trim Var. & 6.77721088435376e-05 \tabularnewline
V(Y[t],d=2,D=1) & 0.000250604960677556 & Range & 0.08 & Trim Var. & 0.000100724637681159 \tabularnewline
V(Y[t],d=3,D=1) & 0.00078389724310777 & Range & 0.14 & Trim Var. & 0.000362719703977798 \tabularnewline
V(Y[t],d=0,D=2) & 0.00417854609929079 & Range & 0.25 & Trim Var. & 0.00258198717948718 \tabularnewline
V(Y[t],d=1,D=2) & 0.000499259944495838 & Range & 0.1 & Trim Var. & 0.000223115220483642 \tabularnewline
V(Y[t],d=2,D=2) & 0.000739951690821257 & Range & 0.13 & Trim Var. & 0.000299285714285715 \tabularnewline
V(Y[t],d=3,D=2) & 0.00234676767676768 & Range & 0.21 & Trim Var. & 0.00132199730094467 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2607&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.000770872456964004[/C][C]Range[/C][C]0.12[/C][C]Trim Var.[/C][C]0.000416284153005464[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]8.25352112676057e-05[/C][C]Range[/C][C]0.05[/C][C]Trim Var.[/C][C]2.94117647058811e-06[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000142028985507247[/C][C]Range[/C][C]0.06[/C][C]Trim Var.[/C][C]6.06473079249849e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000434953111679455[/C][C]Range[/C][C]0.11[/C][C]Trim Var.[/C][C]0.000168650217706822[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00132101694915254[/C][C]Range[/C][C]0.13[/C][C]Trim Var.[/C][C]0.000989378057302585[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000154120397428405[/C][C]Range[/C][C]0.05[/C][C]Trim Var.[/C][C]6.77721088435376e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000250604960677556[/C][C]Range[/C][C]0.08[/C][C]Trim Var.[/C][C]0.000100724637681159[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00078389724310777[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000362719703977798[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00417854609929079[/C][C]Range[/C][C]0.25[/C][C]Trim Var.[/C][C]0.00258198717948718[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.000499259944495838[/C][C]Range[/C][C]0.1[/C][C]Trim Var.[/C][C]0.000223115220483642[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.000739951690821257[/C][C]Range[/C][C]0.13[/C][C]Trim Var.[/C][C]0.000299285714285715[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00234676767676768[/C][C]Range[/C][C]0.21[/C][C]Trim Var.[/C][C]0.00132199730094467[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2607&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2607&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)0.000770872456964004Range0.12Trim Var.0.000416284153005464
V(Y[t],d=1,D=0)8.25352112676057e-05Range0.05Trim Var.2.94117647058811e-06
V(Y[t],d=2,D=0)0.000142028985507247Range0.06Trim Var.6.06473079249849e-05
V(Y[t],d=3,D=0)0.000434953111679455Range0.11Trim Var.0.000168650217706822
V(Y[t],d=0,D=1)0.00132101694915254Range0.13Trim Var.0.000989378057302585
V(Y[t],d=1,D=1)0.000154120397428405Range0.05Trim Var.6.77721088435376e-05
V(Y[t],d=2,D=1)0.000250604960677556Range0.08Trim Var.0.000100724637681159
V(Y[t],d=3,D=1)0.00078389724310777Range0.14Trim Var.0.000362719703977798
V(Y[t],d=0,D=2)0.00417854609929079Range0.25Trim Var.0.00258198717948718
V(Y[t],d=1,D=2)0.000499259944495838Range0.1Trim Var.0.000223115220483642
V(Y[t],d=2,D=2)0.000739951690821257Range0.13Trim Var.0.000299285714285715
V(Y[t],d=3,D=2)0.00234676767676768Range0.21Trim Var.0.00132199730094467



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')