Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 13 Dec 2008 05:10:13 -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/13/t1229170289v0v0ln1jfqzxosp.htm/, Retrieved Sun, 19 May 2024 08:02:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32996, Retrieved Sun, 19 May 2024 08:02:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsjenske_cole@hotmail.com
Estimated Impact171
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Bivariate Kernel Density Estimation] [Various EDA Topic...] [2008-11-12 13:37:39] [8094ad203a218aaca2d1cea2c78c2d6e]
F    D  [Bivariate Kernel Density Estimation] [opdracht3 blok8 q...] [2008-11-12 17:51:49] [975daa21de49eaf4d491226310243f5a]
- RMPD      [Variance Reduction Matrix] [paper variance re...] [2008-12-13 12:10:13] [120dfa2440e51a0cfc0f5296bc5d7460] [Current]
Feedback Forum

Post a new message
Dataseries X:
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9
6.8
6.7




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32996&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32996&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32996&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'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.490064739536284Range3.1Trim Var.0.276161106233538
V(Y[t],d=1,D=0)0.0915Range2.1Trim Var.0.0324909456740443
V(Y[t],d=2,D=0)0.118606012658228Range1.8Trim Var.0.0650538302277433
V(Y[t],d=3,D=0)0.262434274586174Range2.8Trim Var.0.125375106564365
V(Y[t],d=0,D=1)0.408821946169772Range2.5Trim Var.0.30432575356954
V(Y[t],d=1,D=1)0.0759633418584826Range1.40000000000000Trim Var.0.034926943308007
V(Y[t],d=2,D=1)0.0820807726075506Range1.30000000000000Trim Var.0.0493629456458213
V(Y[t],d=3,D=1)0.158634102216192Range1.90000000000000Trim Var.0.0927469316189367
V(Y[t],d=0,D=2)0.364210526315789Range2.9Trim Var.0.217145550527903
V(Y[t],d=1,D=2)0.210739348370927Range2.50000000000000Trim Var.0.114549019607843
V(Y[t],d=2,D=2)0.227623376623377Range1.90000000000000Trim Var.0.15585306122449
V(Y[t],d=3,D=2)0.433723905723907Range3Trim Var.0.25701530612245

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.490064739536284 & Range & 3.1 & Trim Var. & 0.276161106233538 \tabularnewline
V(Y[t],d=1,D=0) & 0.0915 & Range & 2.1 & Trim Var. & 0.0324909456740443 \tabularnewline
V(Y[t],d=2,D=0) & 0.118606012658228 & Range & 1.8 & Trim Var. & 0.0650538302277433 \tabularnewline
V(Y[t],d=3,D=0) & 0.262434274586174 & Range & 2.8 & Trim Var. & 0.125375106564365 \tabularnewline
V(Y[t],d=0,D=1) & 0.408821946169772 & Range & 2.5 & Trim Var. & 0.30432575356954 \tabularnewline
V(Y[t],d=1,D=1) & 0.0759633418584826 & Range & 1.40000000000000 & Trim Var. & 0.034926943308007 \tabularnewline
V(Y[t],d=2,D=1) & 0.0820807726075506 & Range & 1.30000000000000 & Trim Var. & 0.0493629456458213 \tabularnewline
V(Y[t],d=3,D=1) & 0.158634102216192 & Range & 1.90000000000000 & Trim Var. & 0.0927469316189367 \tabularnewline
V(Y[t],d=0,D=2) & 0.364210526315789 & Range & 2.9 & Trim Var. & 0.217145550527903 \tabularnewline
V(Y[t],d=1,D=2) & 0.210739348370927 & Range & 2.50000000000000 & Trim Var. & 0.114549019607843 \tabularnewline
V(Y[t],d=2,D=2) & 0.227623376623377 & Range & 1.90000000000000 & Trim Var. & 0.15585306122449 \tabularnewline
V(Y[t],d=3,D=2) & 0.433723905723907 & Range & 3 & Trim Var. & 0.25701530612245 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32996&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.490064739536284[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.276161106233538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0915[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0324909456740443[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.118606012658228[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0650538302277433[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.262434274586174[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.125375106564365[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.408821946169772[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.30432575356954[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0759633418584826[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.034926943308007[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0820807726075506[/C][C]Range[/C][C]1.30000000000000[/C][C]Trim Var.[/C][C]0.0493629456458213[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.158634102216192[/C][C]Range[/C][C]1.90000000000000[/C][C]Trim Var.[/C][C]0.0927469316189367[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.364210526315789[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.217145550527903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.210739348370927[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.114549019607843[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.227623376623377[/C][C]Range[/C][C]1.90000000000000[/C][C]Trim Var.[/C][C]0.15585306122449[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.433723905723907[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.25701530612245[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32996&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32996&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)0.490064739536284Range3.1Trim Var.0.276161106233538
V(Y[t],d=1,D=0)0.0915Range2.1Trim Var.0.0324909456740443
V(Y[t],d=2,D=0)0.118606012658228Range1.8Trim Var.0.0650538302277433
V(Y[t],d=3,D=0)0.262434274586174Range2.8Trim Var.0.125375106564365
V(Y[t],d=0,D=1)0.408821946169772Range2.5Trim Var.0.30432575356954
V(Y[t],d=1,D=1)0.0759633418584826Range1.40000000000000Trim Var.0.034926943308007
V(Y[t],d=2,D=1)0.0820807726075506Range1.30000000000000Trim Var.0.0493629456458213
V(Y[t],d=3,D=1)0.158634102216192Range1.90000000000000Trim Var.0.0927469316189367
V(Y[t],d=0,D=2)0.364210526315789Range2.9Trim Var.0.217145550527903
V(Y[t],d=1,D=2)0.210739348370927Range2.50000000000000Trim Var.0.114549019607843
V(Y[t],d=2,D=2)0.227623376623377Range1.90000000000000Trim Var.0.15585306122449
V(Y[t],d=3,D=2)0.433723905723907Range3Trim Var.0.25701530612245



Parameters (Session):
par1 = 4 ;
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')