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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 28 Nov 2007 03:41:43 -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/28/t1196245887gh7fzenmh1ji9tb.htm/, Retrieved Thu, 02 May 2024 04:40:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7001, Retrieved Thu, 02 May 2024 04:40:24 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact225
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2007-11-28 10:41:43] [00ef4a509c2a49a63e98610ffa741e39] [Current]
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Dataseries X:
104
85
110
106
142
138
115
118
118
128
119
114
108
130
109
127
121
131
111
108
122
134
144
125
118
93
106
109
121
137
153
140
135
124
137
113
97
105
101
120
117
123
133
104
136
116
110
91
99
67
102
101
107
114
129
112
97
100
105
81
104
80
97
90
99
103
111
110
88
97
87
97




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=7001&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=7001&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7001&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)288.422339593114Range86Trim Var.180.10689484127
V(Y[t],d=1,D=0)255.404426559356Range68Trim Var.158.038797814208
V(Y[t],d=2,D=0)719.463561076605Range119Trim Var.455.353551912568
V(Y[t],d=3,D=0)2469.99488491049Range220Trim Var.1557.25027322404
V(Y[t],d=0,D=1)296.193220338983Range84Trim Var.154.400069881202
V(Y[t],d=1,D=1)468.095850379895Range88Trim Var.308.151669085631
V(Y[t],d=2,D=1)1392.17816091954Range168Trim Var.899.660633484163
V(Y[t],d=3,D=1)4652.84837092732Range293Trim Var.2923.36078431373
V(Y[t],d=0,D=2)883.439716312057Range133Trim Var.474.436701509872
V(Y[t],d=1,D=2)1545.03237742831Range168Trim Var.862.540243902439
V(Y[t],d=2,D=2)4530.7193236715Range299Trim Var.2625.15641025641
V(Y[t],d=3,D=2)14806.4828282828Range520Trim Var.8437.14304993252

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 288.422339593114 & Range & 86 & Trim Var. & 180.10689484127 \tabularnewline
V(Y[t],d=1,D=0) & 255.404426559356 & Range & 68 & Trim Var. & 158.038797814208 \tabularnewline
V(Y[t],d=2,D=0) & 719.463561076605 & Range & 119 & Trim Var. & 455.353551912568 \tabularnewline
V(Y[t],d=3,D=0) & 2469.99488491049 & Range & 220 & Trim Var. & 1557.25027322404 \tabularnewline
V(Y[t],d=0,D=1) & 296.193220338983 & Range & 84 & Trim Var. & 154.400069881202 \tabularnewline
V(Y[t],d=1,D=1) & 468.095850379895 & Range & 88 & Trim Var. & 308.151669085631 \tabularnewline
V(Y[t],d=2,D=1) & 1392.17816091954 & Range & 168 & Trim Var. & 899.660633484163 \tabularnewline
V(Y[t],d=3,D=1) & 4652.84837092732 & Range & 293 & Trim Var. & 2923.36078431373 \tabularnewline
V(Y[t],d=0,D=2) & 883.439716312057 & Range & 133 & Trim Var. & 474.436701509872 \tabularnewline
V(Y[t],d=1,D=2) & 1545.03237742831 & Range & 168 & Trim Var. & 862.540243902439 \tabularnewline
V(Y[t],d=2,D=2) & 4530.7193236715 & Range & 299 & Trim Var. & 2625.15641025641 \tabularnewline
V(Y[t],d=3,D=2) & 14806.4828282828 & Range & 520 & Trim Var. & 8437.14304993252 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7001&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]288.422339593114[/C][C]Range[/C][C]86[/C][C]Trim Var.[/C][C]180.10689484127[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]255.404426559356[/C][C]Range[/C][C]68[/C][C]Trim Var.[/C][C]158.038797814208[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]719.463561076605[/C][C]Range[/C][C]119[/C][C]Trim Var.[/C][C]455.353551912568[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2469.99488491049[/C][C]Range[/C][C]220[/C][C]Trim Var.[/C][C]1557.25027322404[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]296.193220338983[/C][C]Range[/C][C]84[/C][C]Trim Var.[/C][C]154.400069881202[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]468.095850379895[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]308.151669085631[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1392.17816091954[/C][C]Range[/C][C]168[/C][C]Trim Var.[/C][C]899.660633484163[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4652.84837092732[/C][C]Range[/C][C]293[/C][C]Trim Var.[/C][C]2923.36078431373[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]883.439716312057[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]474.436701509872[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1545.03237742831[/C][C]Range[/C][C]168[/C][C]Trim Var.[/C][C]862.540243902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4530.7193236715[/C][C]Range[/C][C]299[/C][C]Trim Var.[/C][C]2625.15641025641[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]14806.4828282828[/C][C]Range[/C][C]520[/C][C]Trim Var.[/C][C]8437.14304993252[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7001&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7001&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)288.422339593114Range86Trim Var.180.10689484127
V(Y[t],d=1,D=0)255.404426559356Range68Trim Var.158.038797814208
V(Y[t],d=2,D=0)719.463561076605Range119Trim Var.455.353551912568
V(Y[t],d=3,D=0)2469.99488491049Range220Trim Var.1557.25027322404
V(Y[t],d=0,D=1)296.193220338983Range84Trim Var.154.400069881202
V(Y[t],d=1,D=1)468.095850379895Range88Trim Var.308.151669085631
V(Y[t],d=2,D=1)1392.17816091954Range168Trim Var.899.660633484163
V(Y[t],d=3,D=1)4652.84837092732Range293Trim Var.2923.36078431373
V(Y[t],d=0,D=2)883.439716312057Range133Trim Var.474.436701509872
V(Y[t],d=1,D=2)1545.03237742831Range168Trim Var.862.540243902439
V(Y[t],d=2,D=2)4530.7193236715Range299Trim Var.2625.15641025641
V(Y[t],d=3,D=2)14806.4828282828Range520Trim Var.8437.14304993252



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')