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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 27 Nov 2007 11:16:01 -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/27/t1196186871scz3p82ryu9x8yl.htm/, Retrieved Sun, 05 May 2024 19:46:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6903, Retrieved Sun, 05 May 2024 19:46:39 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsvariantie reductie matrix Tinne Van der Eycken
Estimated Impact172
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Workshop 3] [2007-11-27 18:16:01] [c8635c97647ba59406cb570a9fab7b02] [Current]
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Dataseries X:
92,1
106,9
112,6
101,7
92
97,4
97
105,4
102,7
98,1
104,5
87,4
89,9
109,8
111,7
98,6
96,9
95,1
97
112,7
102,9
97,4
111,4
87,4
96,8
114,1
110,3
103,9
101,6
94,6
95,9
104,7
102,8
98,1
113,9
80,9
95,7
113,2
105,9
108,8
102,3
99
100,7
115,5
100,7
109,9
114,6
85,4
100,5
114,8
116,5
112,9
102
106
105,3
118,8
106,1
109,3
117,2
91,9
103,9




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=6903&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=6903&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6903&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)74.8784972677595Range37.9Trim Var.46.4191291727141
V(Y[t],d=1,D=0)142.729141242938Range52.9Trim Var.90.6268623340322
V(Y[t],d=2,D=0)384.685639976622Range96.6Trim Var.224.925667634253
V(Y[t],d=3,D=0)1155.56350877193Range165.9Trim Var.663.538384313725
V(Y[t],d=0,D=1)17.6915306122449Range19.8Trim Var.9.2654042081949
V(Y[t],d=1,D=1)36.4235460992908Range26.8Trim Var.23.9088966318235
V(Y[t],d=2,D=1)119.743681776133Range51.8Trim Var.78.1801219512195
V(Y[t],d=3,D=1)414.607811594203Range97.5Trim Var.257.252794871795
V(Y[t],d=0,D=2)48.7381231231231Range34.1Trim Var.24.8784090909091
V(Y[t],d=1,D=2)93.2407857142857Range35.8Trim Var.64.1238306451613
V(Y[t],d=2,D=2)313.348285714286Range69.1Trim Var.199.369225806452
V(Y[t],d=3,D=2)1136.24139928699Range129Trim Var.733.31895402299

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 74.8784972677595 & Range & 37.9 & Trim Var. & 46.4191291727141 \tabularnewline
V(Y[t],d=1,D=0) & 142.729141242938 & Range & 52.9 & Trim Var. & 90.6268623340322 \tabularnewline
V(Y[t],d=2,D=0) & 384.685639976622 & Range & 96.6 & Trim Var. & 224.925667634253 \tabularnewline
V(Y[t],d=3,D=0) & 1155.56350877193 & Range & 165.9 & Trim Var. & 663.538384313725 \tabularnewline
V(Y[t],d=0,D=1) & 17.6915306122449 & Range & 19.8 & Trim Var. & 9.2654042081949 \tabularnewline
V(Y[t],d=1,D=1) & 36.4235460992908 & Range & 26.8 & Trim Var. & 23.9088966318235 \tabularnewline
V(Y[t],d=2,D=1) & 119.743681776133 & Range & 51.8 & Trim Var. & 78.1801219512195 \tabularnewline
V(Y[t],d=3,D=1) & 414.607811594203 & Range & 97.5 & Trim Var. & 257.252794871795 \tabularnewline
V(Y[t],d=0,D=2) & 48.7381231231231 & Range & 34.1 & Trim Var. & 24.8784090909091 \tabularnewline
V(Y[t],d=1,D=2) & 93.2407857142857 & Range & 35.8 & Trim Var. & 64.1238306451613 \tabularnewline
V(Y[t],d=2,D=2) & 313.348285714286 & Range & 69.1 & Trim Var. & 199.369225806452 \tabularnewline
V(Y[t],d=3,D=2) & 1136.24139928699 & Range & 129 & Trim Var. & 733.31895402299 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6903&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]74.8784972677595[/C][C]Range[/C][C]37.9[/C][C]Trim Var.[/C][C]46.4191291727141[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]142.729141242938[/C][C]Range[/C][C]52.9[/C][C]Trim Var.[/C][C]90.6268623340322[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]384.685639976622[/C][C]Range[/C][C]96.6[/C][C]Trim Var.[/C][C]224.925667634253[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1155.56350877193[/C][C]Range[/C][C]165.9[/C][C]Trim Var.[/C][C]663.538384313725[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]17.6915306122449[/C][C]Range[/C][C]19.8[/C][C]Trim Var.[/C][C]9.2654042081949[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]36.4235460992908[/C][C]Range[/C][C]26.8[/C][C]Trim Var.[/C][C]23.9088966318235[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]119.743681776133[/C][C]Range[/C][C]51.8[/C][C]Trim Var.[/C][C]78.1801219512195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]414.607811594203[/C][C]Range[/C][C]97.5[/C][C]Trim Var.[/C][C]257.252794871795[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]48.7381231231231[/C][C]Range[/C][C]34.1[/C][C]Trim Var.[/C][C]24.8784090909091[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]93.2407857142857[/C][C]Range[/C][C]35.8[/C][C]Trim Var.[/C][C]64.1238306451613[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]313.348285714286[/C][C]Range[/C][C]69.1[/C][C]Trim Var.[/C][C]199.369225806452[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1136.24139928699[/C][C]Range[/C][C]129[/C][C]Trim Var.[/C][C]733.31895402299[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6903&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6903&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)74.8784972677595Range37.9Trim Var.46.4191291727141
V(Y[t],d=1,D=0)142.729141242938Range52.9Trim Var.90.6268623340322
V(Y[t],d=2,D=0)384.685639976622Range96.6Trim Var.224.925667634253
V(Y[t],d=3,D=0)1155.56350877193Range165.9Trim Var.663.538384313725
V(Y[t],d=0,D=1)17.6915306122449Range19.8Trim Var.9.2654042081949
V(Y[t],d=1,D=1)36.4235460992908Range26.8Trim Var.23.9088966318235
V(Y[t],d=2,D=1)119.743681776133Range51.8Trim Var.78.1801219512195
V(Y[t],d=3,D=1)414.607811594203Range97.5Trim Var.257.252794871795
V(Y[t],d=0,D=2)48.7381231231231Range34.1Trim Var.24.8784090909091
V(Y[t],d=1,D=2)93.2407857142857Range35.8Trim Var.64.1238306451613
V(Y[t],d=2,D=2)313.348285714286Range69.1Trim Var.199.369225806452
V(Y[t],d=3,D=2)1136.24139928699Range129Trim Var.733.31895402299



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')