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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 computationTue, 07 Dec 2010 08:53:07 +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/07/t12917118589sr7xns8msgbbvd.htm/, Retrieved Sat, 04 May 2024 02:09:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106025, Retrieved Sat, 04 May 2024 02:09:52 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact132
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [workshop 9: varia...] [2010-12-04 15:36:23] [87d60b8864dc39f7ed759c345edfb471]
-    D    [Variance Reduction Matrix] [] [2010-12-07 08:53:07] [1638ccfec791c539017705f3e680eb33] [Current]
-    D      [Variance Reduction Matrix] [computation 5] [2010-12-07 19:17:05] [dc30d19c3bc2be07fe595ad36c2cf923]
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Dataseries X:
45
62
66
59
58
61
41
27
58
70
49
59
44
36
72
45
56
54
53
35
61
52
47
51
52
63
74
45
51
64
36
30
55
64
39
40
63
45
59
55
40
64
27
28
45
57
45
69
60
56
58
50
51
53
37
22
55
70
62
58
39
49
58
47
42
62
39
40
72
70
54
65




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=106025&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=106025&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106025&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)145.912363067293Range52Trim Var.88.0962453728186
V(Y[t],d=1,D=0)272.290945674044Range73Trim Var.176.963133640553
V(Y[t],d=2,D=0)727.209937888199Range111Trim Var.483.549726775956
V(Y[t],d=3,D=0)2183.98252344416Range208Trim Var.1418.17978142077
V(Y[t],d=0,D=1)131.738983050847Range55Trim Var.79.1821480406386
V(Y[t],d=1,D=1)264.774400935126Range64Trim Var.202.414368650218
V(Y[t],d=2,D=1)799.094978826376Range112Trim Var.587.843137254902
V(Y[t],d=3,D=1)2655.45927318296Range210Trim Var.2009.92313725490
V(Y[t],d=0,D=2)391.515957446808Range98Trim Var.210.702090592334
V(Y[t],d=1,D=2)833.027752081406Range101Trim Var.597
V(Y[t],d=2,D=2)2530.91062801932Range198Trim Var.1816.76346153846
V(Y[t],d=3,D=2)8308.98181818182Range332Trim Var.5960.75438596491

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 145.912363067293 & Range & 52 & Trim Var. & 88.0962453728186 \tabularnewline
V(Y[t],d=1,D=0) & 272.290945674044 & Range & 73 & Trim Var. & 176.963133640553 \tabularnewline
V(Y[t],d=2,D=0) & 727.209937888199 & Range & 111 & Trim Var. & 483.549726775956 \tabularnewline
V(Y[t],d=3,D=0) & 2183.98252344416 & Range & 208 & Trim Var. & 1418.17978142077 \tabularnewline
V(Y[t],d=0,D=1) & 131.738983050847 & Range & 55 & Trim Var. & 79.1821480406386 \tabularnewline
V(Y[t],d=1,D=1) & 264.774400935126 & Range & 64 & Trim Var. & 202.414368650218 \tabularnewline
V(Y[t],d=2,D=1) & 799.094978826376 & Range & 112 & Trim Var. & 587.843137254902 \tabularnewline
V(Y[t],d=3,D=1) & 2655.45927318296 & Range & 210 & Trim Var. & 2009.92313725490 \tabularnewline
V(Y[t],d=0,D=2) & 391.515957446808 & Range & 98 & Trim Var. & 210.702090592334 \tabularnewline
V(Y[t],d=1,D=2) & 833.027752081406 & Range & 101 & Trim Var. & 597 \tabularnewline
V(Y[t],d=2,D=2) & 2530.91062801932 & Range & 198 & Trim Var. & 1816.76346153846 \tabularnewline
V(Y[t],d=3,D=2) & 8308.98181818182 & Range & 332 & Trim Var. & 5960.75438596491 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106025&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]145.912363067293[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]88.0962453728186[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]272.290945674044[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]176.963133640553[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]727.209937888199[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]483.549726775956[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2183.98252344416[/C][C]Range[/C][C]208[/C][C]Trim Var.[/C][C]1418.17978142077[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]131.738983050847[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]79.1821480406386[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]264.774400935126[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]202.414368650218[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]799.094978826376[/C][C]Range[/C][C]112[/C][C]Trim Var.[/C][C]587.843137254902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2655.45927318296[/C][C]Range[/C][C]210[/C][C]Trim Var.[/C][C]2009.92313725490[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]391.515957446808[/C][C]Range[/C][C]98[/C][C]Trim Var.[/C][C]210.702090592334[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]833.027752081406[/C][C]Range[/C][C]101[/C][C]Trim Var.[/C][C]597[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2530.91062801932[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]1816.76346153846[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8308.98181818182[/C][C]Range[/C][C]332[/C][C]Trim Var.[/C][C]5960.75438596491[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106025&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106025&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)145.912363067293Range52Trim Var.88.0962453728186
V(Y[t],d=1,D=0)272.290945674044Range73Trim Var.176.963133640553
V(Y[t],d=2,D=0)727.209937888199Range111Trim Var.483.549726775956
V(Y[t],d=3,D=0)2183.98252344416Range208Trim Var.1418.17978142077
V(Y[t],d=0,D=1)131.738983050847Range55Trim Var.79.1821480406386
V(Y[t],d=1,D=1)264.774400935126Range64Trim Var.202.414368650218
V(Y[t],d=2,D=1)799.094978826376Range112Trim Var.587.843137254902
V(Y[t],d=3,D=1)2655.45927318296Range210Trim Var.2009.92313725490
V(Y[t],d=0,D=2)391.515957446808Range98Trim Var.210.702090592334
V(Y[t],d=1,D=2)833.027752081406Range101Trim Var.597
V(Y[t],d=2,D=2)2530.91062801932Range198Trim Var.1816.76346153846
V(Y[t],d=3,D=2)8308.98181818182Range332Trim Var.5960.75438596491



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')