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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 computationMon, 06 Dec 2010 13:10:45 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/06/t12916409374i18n7x4a56yzj6.htm/, Retrieved Mon, 29 Apr 2024 02:43:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105571, Retrieved Mon, 29 Apr 2024 02:43:13 +0000
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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)
-     [Mean Plot] [Gilliam Schoorel] [2008-11-06 14:07:56] [666bda00bbd072dde5655a1423b1377b]
- RM D  [Variance Reduction Matrix] [VRM suiker] [2008-12-09 16:07:08] [f77c9ab3b413812d7baee6b7ec69a15d]
-  M D      [Variance Reduction Matrix] [Variance Reductio...] [2010-12-06 13:10:45] [2fa539864aa87c5da4977c85c6885fac] [Current]
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Dataseries X:
0.81
0.81
0.81
0.79
0.78
0.78
0.77
0.78
0.77
0.78
0.79
0.79
0.79
0.79
0.79
0.8
0.8
0.8
0.8
0.81
0.8
0.82
0.85
0.85
0.86
0.85
0.83
0.81
0.82
0.82
0.78
0.78
0.73
0.68
0.65
0.62
0.6
0.6
0.59
0.6
0.6
0.6
0.59
0.58
0.56
0.55
0.54
0.55
0.55
0.54
0.54
0.54
0.53
0.53
0.53
0.53




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105571&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]1 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=105571&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105571&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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.0138353246753247Range0.33Trim Var.0.0117081117021277
V(Y[t],d=1,D=0)0.000229158249158249Range0.08Trim Var.8.20557491289198e-05
V(Y[t],d=2,D=0)0.000275471698113207Range0.09Trim Var.0.000131737588652482
V(Y[t],d=3,D=0)0.000819230769230768Range0.170000000000000Trim Var.0.000432562442183163
V(Y[t],d=0,D=1)0.0101959302325581Range0.33Trim Var.0.00751696696696697
V(Y[t],d=1,D=1)0.000582834994462901Range0.110000000000000Trim Var.0.000285435435435435
V(Y[t],d=2,D=1)0.000509698025551683Range0.08Trim Var.0.000322777777777777
V(Y[t],d=3,D=1)0.00139500000000000Range0.15Trim Var.0.000879327731092435
V(Y[t],d=0,D=2)0.030511189516129Range0.54Trim Var.0.0238717948717949
V(Y[t],d=1,D=2)0.00224279569892473Range0.19Trim Var.0.00138717948717949
V(Y[t],d=2,D=2)0.00186448275862068Range0.150000000000000Trim Var.0.00131753846153845
V(Y[t],d=3,D=2)0.00506477832512313Range0.2800Trim Var.0.00335233333333332

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0138353246753247 & Range & 0.33 & Trim Var. & 0.0117081117021277 \tabularnewline
V(Y[t],d=1,D=0) & 0.000229158249158249 & Range & 0.08 & Trim Var. & 8.20557491289198e-05 \tabularnewline
V(Y[t],d=2,D=0) & 0.000275471698113207 & Range & 0.09 & Trim Var. & 0.000131737588652482 \tabularnewline
V(Y[t],d=3,D=0) & 0.000819230769230768 & Range & 0.170000000000000 & Trim Var. & 0.000432562442183163 \tabularnewline
V(Y[t],d=0,D=1) & 0.0101959302325581 & Range & 0.33 & Trim Var. & 0.00751696696696697 \tabularnewline
V(Y[t],d=1,D=1) & 0.000582834994462901 & Range & 0.110000000000000 & Trim Var. & 0.000285435435435435 \tabularnewline
V(Y[t],d=2,D=1) & 0.000509698025551683 & Range & 0.08 & Trim Var. & 0.000322777777777777 \tabularnewline
V(Y[t],d=3,D=1) & 0.00139500000000000 & Range & 0.15 & Trim Var. & 0.000879327731092435 \tabularnewline
V(Y[t],d=0,D=2) & 0.030511189516129 & Range & 0.54 & Trim Var. & 0.0238717948717949 \tabularnewline
V(Y[t],d=1,D=2) & 0.00224279569892473 & Range & 0.19 & Trim Var. & 0.00138717948717949 \tabularnewline
V(Y[t],d=2,D=2) & 0.00186448275862068 & Range & 0.150000000000000 & Trim Var. & 0.00131753846153845 \tabularnewline
V(Y[t],d=3,D=2) & 0.00506477832512313 & Range & 0.2800 & Trim Var. & 0.00335233333333332 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105571&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0138353246753247[/C][C]Range[/C][C]0.33[/C][C]Trim Var.[/C][C]0.0117081117021277[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000229158249158249[/C][C]Range[/C][C]0.08[/C][C]Trim Var.[/C][C]8.20557491289198e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000275471698113207[/C][C]Range[/C][C]0.09[/C][C]Trim Var.[/C][C]0.000131737588652482[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000819230769230768[/C][C]Range[/C][C]0.170000000000000[/C][C]Trim Var.[/C][C]0.000432562442183163[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0101959302325581[/C][C]Range[/C][C]0.33[/C][C]Trim Var.[/C][C]0.00751696696696697[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000582834994462901[/C][C]Range[/C][C]0.110000000000000[/C][C]Trim Var.[/C][C]0.000285435435435435[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000509698025551683[/C][C]Range[/C][C]0.08[/C][C]Trim Var.[/C][C]0.000322777777777777[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00139500000000000[/C][C]Range[/C][C]0.15[/C][C]Trim Var.[/C][C]0.000879327731092435[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.030511189516129[/C][C]Range[/C][C]0.54[/C][C]Trim Var.[/C][C]0.0238717948717949[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00224279569892473[/C][C]Range[/C][C]0.19[/C][C]Trim Var.[/C][C]0.00138717948717949[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00186448275862068[/C][C]Range[/C][C]0.150000000000000[/C][C]Trim Var.[/C][C]0.00131753846153845[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00506477832512313[/C][C]Range[/C][C]0.2800[/C][C]Trim Var.[/C][C]0.00335233333333332[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105571&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105571&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)0.0138353246753247Range0.33Trim Var.0.0117081117021277
V(Y[t],d=1,D=0)0.000229158249158249Range0.08Trim Var.8.20557491289198e-05
V(Y[t],d=2,D=0)0.000275471698113207Range0.09Trim Var.0.000131737588652482
V(Y[t],d=3,D=0)0.000819230769230768Range0.170000000000000Trim Var.0.000432562442183163
V(Y[t],d=0,D=1)0.0101959302325581Range0.33Trim Var.0.00751696696696697
V(Y[t],d=1,D=1)0.000582834994462901Range0.110000000000000Trim Var.0.000285435435435435
V(Y[t],d=2,D=1)0.000509698025551683Range0.08Trim Var.0.000322777777777777
V(Y[t],d=3,D=1)0.00139500000000000Range0.15Trim Var.0.000879327731092435
V(Y[t],d=0,D=2)0.030511189516129Range0.54Trim Var.0.0238717948717949
V(Y[t],d=1,D=2)0.00224279569892473Range0.19Trim Var.0.00138717948717949
V(Y[t],d=2,D=2)0.00186448275862068Range0.150000000000000Trim Var.0.00131753846153845
V(Y[t],d=3,D=2)0.00506477832512313Range0.2800Trim Var.0.00335233333333332



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')