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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 09:03:25 -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/t1196265226gy2ij4o033sr2dp.htm/, Retrieved Thu, 02 May 2024 13:32:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7115, Retrieved Thu, 02 May 2024 13:32:21 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsbridome
Estimated Impact161
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [workshop 3] [2007-11-28 16:03:25] [9cd804c1ac16035a4cb2da1c6dfdb61e] [Current]
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Dataseries X:
91,0
85,3
89,5
76,1
76,1
91,5
85,4
80,0
94,0
72,6
80,8
94,1
94,9
91,9
99,2
84,7
93,7
106,7
93,5
104,8
103,5
83,1
89,6
105,7
110,7
110,4
109,0
106,0
100,9
114,3
101,2
109,2
111,6
91,7
93,7
105,7
109,5
105,3
102,8
100,6
97,6
110,3
107,2
107,2
108,1
97,1
92,2
112,2
111,6
115,7
111,3
104,2
103,2
112,7
106,4
102,6
110,6
95,2
89,0
112,5
116,8
107,2
113,6
101,8
102,6
122,7
110,3
110,5
121,6
100,3
100,7
123,4
127,1
124,1
131,2
111,6
114,2
130,1
125,9
119,0
133,8
107,5
113,5
134,4
126,8
135,6
139,9
129,8
131,0
153,1
134,1
144,1
155,9
123,3
128,1
144,3
153,0
149,9
150,9
141,0
138,9
157,4
142,7
151,5
160,8
138,6






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=7115&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=7115&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7115&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)404.808395327943Range88.2Trim Var.260.55300388927
V(Y[t],d=1,D=0)135.378282051282Range56.1Trim Var.83.5548620850865
V(Y[t],d=2,D=0)356.044972927558Range81.8Trim Var.243.311995938844
V(Y[t],d=3,D=0)1048.58627070246Range144.6Trim Var.674.711477411477
V(Y[t],d=0,D=1)56.0887268359643Range34.7Trim Var.34.9151276534710
V(Y[t],d=1,D=1)46.4667671809257Range32.2Trim Var.26.7396209227153
V(Y[t],d=2,D=1)145.170390587673Range63.7Trim Var.83.3587187594099
V(Y[t],d=3,D=1)503.271255189255Range108.5Trim Var.293.217777777778
V(Y[t],d=0,D=2)120.488938572719Range53.2Trim Var.74.0689123630673
V(Y[t],d=1,D=2)121.638271604938Range51.3Trim Var.67.8202494969819
V(Y[t],d=2,D=2)376.881821202532Range98.3Trim Var.246.476320422535
V(Y[t],d=3,D=2)1320.95148653035Range162.2Trim Var.879.593919517103

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 404.808395327943 & Range & 88.2 & Trim Var. & 260.55300388927 \tabularnewline
V(Y[t],d=1,D=0) & 135.378282051282 & Range & 56.1 & Trim Var. & 83.5548620850865 \tabularnewline
V(Y[t],d=2,D=0) & 356.044972927558 & Range & 81.8 & Trim Var. & 243.311995938844 \tabularnewline
V(Y[t],d=3,D=0) & 1048.58627070246 & Range & 144.6 & Trim Var. & 674.711477411477 \tabularnewline
V(Y[t],d=0,D=1) & 56.0887268359643 & Range & 34.7 & Trim Var. & 34.9151276534710 \tabularnewline
V(Y[t],d=1,D=1) & 46.4667671809257 & Range & 32.2 & Trim Var. & 26.7396209227153 \tabularnewline
V(Y[t],d=2,D=1) & 145.170390587673 & Range & 63.7 & Trim Var. & 83.3587187594099 \tabularnewline
V(Y[t],d=3,D=1) & 503.271255189255 & Range & 108.5 & Trim Var. & 293.217777777778 \tabularnewline
V(Y[t],d=0,D=2) & 120.488938572719 & Range & 53.2 & Trim Var. & 74.0689123630673 \tabularnewline
V(Y[t],d=1,D=2) & 121.638271604938 & Range & 51.3 & Trim Var. & 67.8202494969819 \tabularnewline
V(Y[t],d=2,D=2) & 376.881821202532 & Range & 98.3 & Trim Var. & 246.476320422535 \tabularnewline
V(Y[t],d=3,D=2) & 1320.95148653035 & Range & 162.2 & Trim Var. & 879.593919517103 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7115&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]404.808395327943[/C][C]Range[/C][C]88.2[/C][C]Trim Var.[/C][C]260.55300388927[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]135.378282051282[/C][C]Range[/C][C]56.1[/C][C]Trim Var.[/C][C]83.5548620850865[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]356.044972927558[/C][C]Range[/C][C]81.8[/C][C]Trim Var.[/C][C]243.311995938844[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1048.58627070246[/C][C]Range[/C][C]144.6[/C][C]Trim Var.[/C][C]674.711477411477[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]56.0887268359643[/C][C]Range[/C][C]34.7[/C][C]Trim Var.[/C][C]34.9151276534710[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]46.4667671809257[/C][C]Range[/C][C]32.2[/C][C]Trim Var.[/C][C]26.7396209227153[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]145.170390587673[/C][C]Range[/C][C]63.7[/C][C]Trim Var.[/C][C]83.3587187594099[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]503.271255189255[/C][C]Range[/C][C]108.5[/C][C]Trim Var.[/C][C]293.217777777778[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]120.488938572719[/C][C]Range[/C][C]53.2[/C][C]Trim Var.[/C][C]74.0689123630673[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]121.638271604938[/C][C]Range[/C][C]51.3[/C][C]Trim Var.[/C][C]67.8202494969819[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]376.881821202532[/C][C]Range[/C][C]98.3[/C][C]Trim Var.[/C][C]246.476320422535[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1320.95148653035[/C][C]Range[/C][C]162.2[/C][C]Trim Var.[/C][C]879.593919517103[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7115&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7115&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)404.808395327943Range88.2Trim Var.260.55300388927
V(Y[t],d=1,D=0)135.378282051282Range56.1Trim Var.83.5548620850865
V(Y[t],d=2,D=0)356.044972927558Range81.8Trim Var.243.311995938844
V(Y[t],d=3,D=0)1048.58627070246Range144.6Trim Var.674.711477411477
V(Y[t],d=0,D=1)56.0887268359643Range34.7Trim Var.34.9151276534710
V(Y[t],d=1,D=1)46.4667671809257Range32.2Trim Var.26.7396209227153
V(Y[t],d=2,D=1)145.170390587673Range63.7Trim Var.83.3587187594099
V(Y[t],d=3,D=1)503.271255189255Range108.5Trim Var.293.217777777778
V(Y[t],d=0,D=2)120.488938572719Range53.2Trim Var.74.0689123630673
V(Y[t],d=1,D=2)121.638271604938Range51.3Trim Var.67.8202494969819
V(Y[t],d=2,D=2)376.881821202532Range98.3Trim Var.246.476320422535
V(Y[t],d=3,D=2)1320.95148653035Range162.2Trim Var.879.593919517103



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')