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Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 18 Dec 2010 12:38:57 +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/18/t1292675913czqjxizyp4205e5.htm/, Retrieved Tue, 30 Apr 2024 03:57:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111905, Retrieved Tue, 30 Apr 2024 03:57:04 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact166
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Variance reductio...] [2008-12-11 15:42:45] [12d343c4448a5f9e527bb31caeac580b]
-  M D  [Variance Reduction Matrix] [Paper VRM] [2009-12-20 18:48:01] [83058a88a37d754675a5cd22dab372fc]
-   PD      [Variance Reduction Matrix] [paper differentatie] [2010-12-18 12:38:57] [912a7c71b856221ca57f8714938acfc7] [Current]
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Dataseries X:
 100.00 
 100.42 
 100.50 
 101.14 
 101.98 
 102.31 
 103.27 
 103.80 
 103.46 
 105.06 
 106.08 
 106.74 
 107.35 
 108.96 
 109.85 
 109.81 
 109.99 
 111.60 
 112.74 
 112.78 
 113.66 
 115.37 
 116.26 
 116.24 
 116.73 
 118.76 
 119.78 
 120.23 
 121.48 
 124.07 
 125.82
 126.92 
 128.48 
 131.44 
 133.51 
 134.58 
 136.68
 140.10 
 142.45 
 143.91
 146.19 
 149.84 
 152.31 
 153.62
 155.79
159.89 
 163.21 
 165.32
 167.68 
 171.79 
 175.38 
 177.81 
 181.09 
 186.48 
 191.07 
 194.23 
 197.82 
 204.41 
 209.26 
 212.24 
 214.88 
 218.87 
 219.86 
 219.75 
 220.89 
 224.02 
 222.27 
 217.27 
 213.23 
 212.44 
 207.87 
 199.46 
 198.19 
 199.77 
 200.10 
195,76
191,27
195,79
192,7




Summary of computational 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 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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111905&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111905&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'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)1798.70953333333Range124.02Trim Var.1576.64178708250
V(Y[t],d=1,D=0)6.18518201798202Range15Trim Var.3.0003980331263
V(Y[t],d=2,D=0)5.0720407723855Range16.6199999999999Trim Var.1.69533098891731
V(Y[t],d=3,D=0)11.3699688947368Range27.5999999999999Trim Var.3.21643898156277
V(Y[t],d=0,D=1)62.9526861981982Range36Trim Var.36.0779519674356
V(Y[t],d=1,D=1)3.13296194002221Range10.0800000000000Trim Var.1.40629223776224
V(Y[t],d=2,D=1)2.995202739726Range13.4700000000000Trim Var.0.396543653846154
V(Y[t],d=3,D=1)7.90058120109539Range25.9699999999998Trim Var.0.927711011904755
V(Y[t],d=0,D=2)30.1722592756539Range30.92Trim Var.12.1996499743984
V(Y[t],d=1,D=2)6.14251720496893Range16.2700000000000Trim Var.1.12071940772079
V(Y[t],d=2,D=2)6.33548226768965Range20.0299999999999Trim Var.0.872141639344254
V(Y[t],d=3,D=2)15.7769429982440Range35.4799999999998Trim Var.1.59632666666664

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1798.70953333333 & Range & 124.02 & Trim Var. & 1576.64178708250 \tabularnewline
V(Y[t],d=1,D=0) & 6.18518201798202 & Range & 15 & Trim Var. & 3.0003980331263 \tabularnewline
V(Y[t],d=2,D=0) & 5.0720407723855 & Range & 16.6199999999999 & Trim Var. & 1.69533098891731 \tabularnewline
V(Y[t],d=3,D=0) & 11.3699688947368 & Range & 27.5999999999999 & Trim Var. & 3.21643898156277 \tabularnewline
V(Y[t],d=0,D=1) & 62.9526861981982 & Range & 36 & Trim Var. & 36.0779519674356 \tabularnewline
V(Y[t],d=1,D=1) & 3.13296194002221 & Range & 10.0800000000000 & Trim Var. & 1.40629223776224 \tabularnewline
V(Y[t],d=2,D=1) & 2.995202739726 & Range & 13.4700000000000 & Trim Var. & 0.396543653846154 \tabularnewline
V(Y[t],d=3,D=1) & 7.90058120109539 & Range & 25.9699999999998 & Trim Var. & 0.927711011904755 \tabularnewline
V(Y[t],d=0,D=2) & 30.1722592756539 & Range & 30.92 & Trim Var. & 12.1996499743984 \tabularnewline
V(Y[t],d=1,D=2) & 6.14251720496893 & Range & 16.2700000000000 & Trim Var. & 1.12071940772079 \tabularnewline
V(Y[t],d=2,D=2) & 6.33548226768965 & Range & 20.0299999999999 & Trim Var. & 0.872141639344254 \tabularnewline
V(Y[t],d=3,D=2) & 15.7769429982440 & Range & 35.4799999999998 & Trim Var. & 1.59632666666664 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111905&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1798.70953333333[/C][C]Range[/C][C]124.02[/C][C]Trim Var.[/C][C]1576.64178708250[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]6.18518201798202[/C][C]Range[/C][C]15[/C][C]Trim Var.[/C][C]3.0003980331263[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5.0720407723855[/C][C]Range[/C][C]16.6199999999999[/C][C]Trim Var.[/C][C]1.69533098891731[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]11.3699688947368[/C][C]Range[/C][C]27.5999999999999[/C][C]Trim Var.[/C][C]3.21643898156277[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]62.9526861981982[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]36.0779519674356[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3.13296194002221[/C][C]Range[/C][C]10.0800000000000[/C][C]Trim Var.[/C][C]1.40629223776224[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2.995202739726[/C][C]Range[/C][C]13.4700000000000[/C][C]Trim Var.[/C][C]0.396543653846154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]7.90058120109539[/C][C]Range[/C][C]25.9699999999998[/C][C]Trim Var.[/C][C]0.927711011904755[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]30.1722592756539[/C][C]Range[/C][C]30.92[/C][C]Trim Var.[/C][C]12.1996499743984[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6.14251720496893[/C][C]Range[/C][C]16.2700000000000[/C][C]Trim Var.[/C][C]1.12071940772079[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6.33548226768965[/C][C]Range[/C][C]20.0299999999999[/C][C]Trim Var.[/C][C]0.872141639344254[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]15.7769429982440[/C][C]Range[/C][C]35.4799999999998[/C][C]Trim Var.[/C][C]1.59632666666664[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111905&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)1798.70953333333Range124.02Trim Var.1576.64178708250
V(Y[t],d=1,D=0)6.18518201798202Range15Trim Var.3.0003980331263
V(Y[t],d=2,D=0)5.0720407723855Range16.6199999999999Trim Var.1.69533098891731
V(Y[t],d=3,D=0)11.3699688947368Range27.5999999999999Trim Var.3.21643898156277
V(Y[t],d=0,D=1)62.9526861981982Range36Trim Var.36.0779519674356
V(Y[t],d=1,D=1)3.13296194002221Range10.0800000000000Trim Var.1.40629223776224
V(Y[t],d=2,D=1)2.995202739726Range13.4700000000000Trim Var.0.396543653846154
V(Y[t],d=3,D=1)7.90058120109539Range25.9699999999998Trim Var.0.927711011904755
V(Y[t],d=0,D=2)30.1722592756539Range30.92Trim Var.12.1996499743984
V(Y[t],d=1,D=2)6.14251720496893Range16.2700000000000Trim Var.1.12071940772079
V(Y[t],d=2,D=2)6.33548226768965Range20.0299999999999Trim Var.0.872141639344254
V(Y[t],d=3,D=2)15.7769429982440Range35.4799999999998Trim Var.1.59632666666664



Parameters (Session):
par1 = 4 ;
Parameters (R input):
par1 = 4 ;
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')