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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 02 Dec 2008 09:33:01 -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/2008/Dec/02/t1228235701jhlg5s2j668bb5z.htm/, Retrieved Sun, 19 May 2024 08:50:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28045, Retrieved Sun, 19 May 2024 08:50:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact144
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Laura_Reussens_VRM] [2008-12-02 16:33:01] [72f421f2574380e5d56d79ce560242da] [Current]
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Dataseries X:
25
27
25
23
24
24
26
25
24
24
22
22
22
27
24
24
22
23
25
23
21
21
22
20
22
22
20
21
20
21
21
21
19
21
21
22
19
24
22
22
22
24
22
23
24
21
20
22
23
23
22
20
21
21
20
20
17
18
19
19
20
21
20
21
19
22
20
18
16
17
18
19
18
20
21
18
19
19
19
21
19
19
17
16
16
17
16
15
16
16
16
18




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28045&T=0

[TABLE]
[ROW][C]Summary of computational 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]0 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=28045&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28045&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 computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)7.25501672240803Range12Trim Var.3.82638414217362
V(Y[t],d=1,D=0)2.76068376068376Range8Trim Var.1.33942161339422
V(Y[t],d=2,D=0)7.3932584269663Range16Trim Var.3.15715372907154
V(Y[t],d=3,D=0)23.7226762002043Range27Trim Var.12.7737525632262
V(Y[t],d=0,D=1)2.76068376068376Range8Trim Var.1.33942161339422
V(Y[t],d=1,D=1)7.3932584269663Range16Trim Var.3.15715372907154
V(Y[t],d=2,D=1)23.7226762002043Range27Trim Var.12.7737525632262
V(Y[t],d=3,D=1)82.8960292580982Range51Trim Var.43.1584210526316
V(Y[t],d=0,D=2)7.3932584269663Range16Trim Var.3.15715372907154
V(Y[t],d=1,D=2)23.7226762002043Range27Trim Var.12.7737525632262
V(Y[t],d=2,D=2)82.8960292580982Range51Trim Var.43.1584210526316
V(Y[t],d=3,D=2)303.185511895215Range95Trim Var.170.684210526316

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7.25501672240803 & Range & 12 & Trim Var. & 3.82638414217362 \tabularnewline
V(Y[t],d=1,D=0) & 2.76068376068376 & Range & 8 & Trim Var. & 1.33942161339422 \tabularnewline
V(Y[t],d=2,D=0) & 7.3932584269663 & Range & 16 & Trim Var. & 3.15715372907154 \tabularnewline
V(Y[t],d=3,D=0) & 23.7226762002043 & Range & 27 & Trim Var. & 12.7737525632262 \tabularnewline
V(Y[t],d=0,D=1) & 2.76068376068376 & Range & 8 & Trim Var. & 1.33942161339422 \tabularnewline
V(Y[t],d=1,D=1) & 7.3932584269663 & Range & 16 & Trim Var. & 3.15715372907154 \tabularnewline
V(Y[t],d=2,D=1) & 23.7226762002043 & Range & 27 & Trim Var. & 12.7737525632262 \tabularnewline
V(Y[t],d=3,D=1) & 82.8960292580982 & Range & 51 & Trim Var. & 43.1584210526316 \tabularnewline
V(Y[t],d=0,D=2) & 7.3932584269663 & Range & 16 & Trim Var. & 3.15715372907154 \tabularnewline
V(Y[t],d=1,D=2) & 23.7226762002043 & Range & 27 & Trim Var. & 12.7737525632262 \tabularnewline
V(Y[t],d=2,D=2) & 82.8960292580982 & Range & 51 & Trim Var. & 43.1584210526316 \tabularnewline
V(Y[t],d=3,D=2) & 303.185511895215 & Range & 95 & Trim Var. & 170.684210526316 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28045&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7.25501672240803[/C][C]Range[/C][C]12[/C][C]Trim Var.[/C][C]3.82638414217362[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.76068376068376[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]1.33942161339422[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7.3932584269663[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]3.15715372907154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]23.7226762002043[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]12.7737525632262[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.76068376068376[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]1.33942161339422[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7.3932584269663[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]3.15715372907154[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]23.7226762002043[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]12.7737525632262[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]82.8960292580982[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]43.1584210526316[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]7.3932584269663[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]3.15715372907154[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]23.7226762002043[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]12.7737525632262[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]82.8960292580982[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]43.1584210526316[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]303.185511895215[/C][C]Range[/C][C]95[/C][C]Trim Var.[/C][C]170.684210526316[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28045&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28045&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)7.25501672240803Range12Trim Var.3.82638414217362
V(Y[t],d=1,D=0)2.76068376068376Range8Trim Var.1.33942161339422
V(Y[t],d=2,D=0)7.3932584269663Range16Trim Var.3.15715372907154
V(Y[t],d=3,D=0)23.7226762002043Range27Trim Var.12.7737525632262
V(Y[t],d=0,D=1)2.76068376068376Range8Trim Var.1.33942161339422
V(Y[t],d=1,D=1)7.3932584269663Range16Trim Var.3.15715372907154
V(Y[t],d=2,D=1)23.7226762002043Range27Trim Var.12.7737525632262
V(Y[t],d=3,D=1)82.8960292580982Range51Trim Var.43.1584210526316
V(Y[t],d=0,D=2)7.3932584269663Range16Trim Var.3.15715372907154
V(Y[t],d=1,D=2)23.7226762002043Range27Trim Var.12.7737525632262
V(Y[t],d=2,D=2)82.8960292580982Range51Trim Var.43.1584210526316
V(Y[t],d=3,D=2)303.185511895215Range95Trim Var.170.684210526316



Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')