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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 30 Nov 2007 05:29:27 -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/30/t119642519507492cwtk8tcvtb.htm/, Retrieved Sat, 27 Apr 2024 21:21:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7667, Retrieved Sat, 27 Apr 2024 21:21:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact218
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [workshop 8] [2007-11-30 12:29:27] [8ce1ad2ac57e06e10fb37a1292ae8cb6] [Current]
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Dataseries X:
98.6
98
106.8
96.6
100.1
107.7
91.5
97.8
107.4
117.5
105.6
97.4
99.5
98
104.3
100.6
101.1
103.9
96.9
95.5
108.4
117
103.8
100.8
110.6
104
112.6
107.3
98.9
109.8
104.9
102.2
123.9
124.9
112.7
121.9
100.6
104.3
120.4
107.5
102.9
125.6
107.5
108.8
128.4
121.1
119.5
128.7
108.7
105.5
119.8
111.3
110.6
120.1
97.5
107.7
127.3
117.2
119.8
116.2
111
112.4
130.6
109.1
118.8
123.9
101.6
112.8
128
129.6
125.8
119.5
115.7
113.6
129.7
112
116.8
126.3
112.9
115.9




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=7667&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=7667&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7667&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)101.222998417722Range39.1Trim Var.78.5703912363067
V(Y[t],d=1,D=0)122.970019474197Range45.3Trim Var.84.4358551307847
V(Y[t],d=2,D=0)343.447192807193Range74.3Trim Var.247.914898550725
V(Y[t],d=3,D=0)1044.70294258373Range139Trim Var.729.298277919863
V(Y[t],d=0,D=1)35.0738718173837Range33.6Trim Var.16.3436158192090
V(Y[t],d=1,D=1)61.2667842605156Range45.9Trim Var.32.8728755113968
V(Y[t],d=2,D=1)180.903116550117Range84.7Trim Var.92.1961191772534
V(Y[t],d=3,D=1)582.976778846154Range139.2Trim Var.301.527149122807
V(Y[t],d=0,D=2)96.3976071428571Range39.4Trim Var.63.3283632653062
V(Y[t],d=1,D=2)148.031367003367Range71.2Trim Var.83.2009353741496
V(Y[t],d=2,D=2)422.842208245982Range103.8Trim Var.228.900354609929
V(Y[t],d=3,D=2)1354.95208272859Range194.2Trim Var.794.306799259944

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 101.222998417722 & Range & 39.1 & Trim Var. & 78.5703912363067 \tabularnewline
V(Y[t],d=1,D=0) & 122.970019474197 & Range & 45.3 & Trim Var. & 84.4358551307847 \tabularnewline
V(Y[t],d=2,D=0) & 343.447192807193 & Range & 74.3 & Trim Var. & 247.914898550725 \tabularnewline
V(Y[t],d=3,D=0) & 1044.70294258373 & Range & 139 & Trim Var. & 729.298277919863 \tabularnewline
V(Y[t],d=0,D=1) & 35.0738718173837 & Range & 33.6 & Trim Var. & 16.3436158192090 \tabularnewline
V(Y[t],d=1,D=1) & 61.2667842605156 & Range & 45.9 & Trim Var. & 32.8728755113968 \tabularnewline
V(Y[t],d=2,D=1) & 180.903116550117 & Range & 84.7 & Trim Var. & 92.1961191772534 \tabularnewline
V(Y[t],d=3,D=1) & 582.976778846154 & Range & 139.2 & Trim Var. & 301.527149122807 \tabularnewline
V(Y[t],d=0,D=2) & 96.3976071428571 & Range & 39.4 & Trim Var. & 63.3283632653062 \tabularnewline
V(Y[t],d=1,D=2) & 148.031367003367 & Range & 71.2 & Trim Var. & 83.2009353741496 \tabularnewline
V(Y[t],d=2,D=2) & 422.842208245982 & Range & 103.8 & Trim Var. & 228.900354609929 \tabularnewline
V(Y[t],d=3,D=2) & 1354.95208272859 & Range & 194.2 & Trim Var. & 794.306799259944 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7667&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]101.222998417722[/C][C]Range[/C][C]39.1[/C][C]Trim Var.[/C][C]78.5703912363067[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]122.970019474197[/C][C]Range[/C][C]45.3[/C][C]Trim Var.[/C][C]84.4358551307847[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]343.447192807193[/C][C]Range[/C][C]74.3[/C][C]Trim Var.[/C][C]247.914898550725[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1044.70294258373[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]729.298277919863[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]35.0738718173837[/C][C]Range[/C][C]33.6[/C][C]Trim Var.[/C][C]16.3436158192090[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]61.2667842605156[/C][C]Range[/C][C]45.9[/C][C]Trim Var.[/C][C]32.8728755113968[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]180.903116550117[/C][C]Range[/C][C]84.7[/C][C]Trim Var.[/C][C]92.1961191772534[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]582.976778846154[/C][C]Range[/C][C]139.2[/C][C]Trim Var.[/C][C]301.527149122807[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]96.3976071428571[/C][C]Range[/C][C]39.4[/C][C]Trim Var.[/C][C]63.3283632653062[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]148.031367003367[/C][C]Range[/C][C]71.2[/C][C]Trim Var.[/C][C]83.2009353741496[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]422.842208245982[/C][C]Range[/C][C]103.8[/C][C]Trim Var.[/C][C]228.900354609929[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1354.95208272859[/C][C]Range[/C][C]194.2[/C][C]Trim Var.[/C][C]794.306799259944[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7667&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7667&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)101.222998417722Range39.1Trim Var.78.5703912363067
V(Y[t],d=1,D=0)122.970019474197Range45.3Trim Var.84.4358551307847
V(Y[t],d=2,D=0)343.447192807193Range74.3Trim Var.247.914898550725
V(Y[t],d=3,D=0)1044.70294258373Range139Trim Var.729.298277919863
V(Y[t],d=0,D=1)35.0738718173837Range33.6Trim Var.16.3436158192090
V(Y[t],d=1,D=1)61.2667842605156Range45.9Trim Var.32.8728755113968
V(Y[t],d=2,D=1)180.903116550117Range84.7Trim Var.92.1961191772534
V(Y[t],d=3,D=1)582.976778846154Range139.2Trim Var.301.527149122807
V(Y[t],d=0,D=2)96.3976071428571Range39.4Trim Var.63.3283632653062
V(Y[t],d=1,D=2)148.031367003367Range71.2Trim Var.83.2009353741496
V(Y[t],d=2,D=2)422.842208245982Range103.8Trim Var.228.900354609929
V(Y[t],d=3,D=2)1354.95208272859Range194.2Trim Var.794.306799259944



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')