Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSun, 25 Nov 2007 09:12:14 -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/Nov/25/t1196006664633yzrtbogd59mr.htm/, Retrieved Sat, 04 May 2024 12:03:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6491, Retrieved Sat, 04 May 2024 12:03:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact180
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Q2 Variance reduc...] [2007-11-25 16:12:14] [48e0b7671e607713e2c1c3706de6df4e] [Current]
Feedback Forum

Post a new message
Dataseries X:
105,1
113,3
99,1
100,3
93,5
98,8
106,2
98,3
102,1
117,1
101,5
80,5
105,9
109,5
97,2
114,5
93,5
100,9
121,1
116,5
109,3
118,1
108,3
105,4
116,2
111,2
105,8
122,7
99,5
107,9
124,6
115
110,3
132,7
99,7
96,5
118,7
112,9
130,5
137,9
115
116,8
140,9
120,7
134,2
147,3
112,4
107,1
128,4
137,7
135
151
137,4
132,4
161,3
139,8
146
154,6
142,1
120,5




Summary of compuational 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 compuational 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=6491&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]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=6491&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6491&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)302.644098870056Range80.8Trim Var.205.459514325646
V(Y[t],d=1,D=0)237.27414377557Range63.8Trim Var.170.088301886792
V(Y[t],d=2,D=0)641.303315184513Range101.8Trim Var.474.833273001508
V(Y[t],d=3,D=0)1931.63547619048Range169.5Trim Var.1403.34198431373
V(Y[t],d=0,D=1)81.0927659574468Range38.6Trim Var.50.9541056910569
V(Y[t],d=1,D=1)117.158307123034Range46.2Trim Var.70.3187804878049
V(Y[t],d=2,D=1)331.114536231884Range67.6Trim Var.215.498743589744
V(Y[t],d=3,D=1)1015.85952525252Range129.9Trim Var.636.184817813765
V(Y[t],d=0,D=2)169.932857142857Range56.9Trim Var.104.625766129032
V(Y[t],d=1,D=2)273.905512605042Range69.3Trim Var.177.471290322580
V(Y[t],d=2,D=2)775.844242424242Range120.6Trim Var.481.944367816091
V(Y[t],d=3,D=2)2460.81308712121Range208Trim Var.1589.53352216749

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 302.644098870056 & Range & 80.8 & Trim Var. & 205.459514325646 \tabularnewline
V(Y[t],d=1,D=0) & 237.27414377557 & Range & 63.8 & Trim Var. & 170.088301886792 \tabularnewline
V(Y[t],d=2,D=0) & 641.303315184513 & Range & 101.8 & Trim Var. & 474.833273001508 \tabularnewline
V(Y[t],d=3,D=0) & 1931.63547619048 & Range & 169.5 & Trim Var. & 1403.34198431373 \tabularnewline
V(Y[t],d=0,D=1) & 81.0927659574468 & Range & 38.6 & Trim Var. & 50.9541056910569 \tabularnewline
V(Y[t],d=1,D=1) & 117.158307123034 & Range & 46.2 & Trim Var. & 70.3187804878049 \tabularnewline
V(Y[t],d=2,D=1) & 331.114536231884 & Range & 67.6 & Trim Var. & 215.498743589744 \tabularnewline
V(Y[t],d=3,D=1) & 1015.85952525252 & Range & 129.9 & Trim Var. & 636.184817813765 \tabularnewline
V(Y[t],d=0,D=2) & 169.932857142857 & Range & 56.9 & Trim Var. & 104.625766129032 \tabularnewline
V(Y[t],d=1,D=2) & 273.905512605042 & Range & 69.3 & Trim Var. & 177.471290322580 \tabularnewline
V(Y[t],d=2,D=2) & 775.844242424242 & Range & 120.6 & Trim Var. & 481.944367816091 \tabularnewline
V(Y[t],d=3,D=2) & 2460.81308712121 & Range & 208 & Trim Var. & 1589.53352216749 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6491&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]302.644098870056[/C][C]Range[/C][C]80.8[/C][C]Trim Var.[/C][C]205.459514325646[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]237.27414377557[/C][C]Range[/C][C]63.8[/C][C]Trim Var.[/C][C]170.088301886792[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]641.303315184513[/C][C]Range[/C][C]101.8[/C][C]Trim Var.[/C][C]474.833273001508[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1931.63547619048[/C][C]Range[/C][C]169.5[/C][C]Trim Var.[/C][C]1403.34198431373[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]81.0927659574468[/C][C]Range[/C][C]38.6[/C][C]Trim Var.[/C][C]50.9541056910569[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]117.158307123034[/C][C]Range[/C][C]46.2[/C][C]Trim Var.[/C][C]70.3187804878049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]331.114536231884[/C][C]Range[/C][C]67.6[/C][C]Trim Var.[/C][C]215.498743589744[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1015.85952525252[/C][C]Range[/C][C]129.9[/C][C]Trim Var.[/C][C]636.184817813765[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]169.932857142857[/C][C]Range[/C][C]56.9[/C][C]Trim Var.[/C][C]104.625766129032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]273.905512605042[/C][C]Range[/C][C]69.3[/C][C]Trim Var.[/C][C]177.471290322580[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]775.844242424242[/C][C]Range[/C][C]120.6[/C][C]Trim Var.[/C][C]481.944367816091[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2460.81308712121[/C][C]Range[/C][C]208[/C][C]Trim Var.[/C][C]1589.53352216749[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6491&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6491&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)302.644098870056Range80.8Trim Var.205.459514325646
V(Y[t],d=1,D=0)237.27414377557Range63.8Trim Var.170.088301886792
V(Y[t],d=2,D=0)641.303315184513Range101.8Trim Var.474.833273001508
V(Y[t],d=3,D=0)1931.63547619048Range169.5Trim Var.1403.34198431373
V(Y[t],d=0,D=1)81.0927659574468Range38.6Trim Var.50.9541056910569
V(Y[t],d=1,D=1)117.158307123034Range46.2Trim Var.70.3187804878049
V(Y[t],d=2,D=1)331.114536231884Range67.6Trim Var.215.498743589744
V(Y[t],d=3,D=1)1015.85952525252Range129.9Trim Var.636.184817813765
V(Y[t],d=0,D=2)169.932857142857Range56.9Trim Var.104.625766129032
V(Y[t],d=1,D=2)273.905512605042Range69.3Trim Var.177.471290322580
V(Y[t],d=2,D=2)775.844242424242Range120.6Trim Var.481.944367816091
V(Y[t],d=3,D=2)2460.81308712121Range208Trim Var.1589.53352216749



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')