Table 5.
π = 10% | π = 20% | π = 30% | |||||||
---|---|---|---|---|---|---|---|---|---|
Method | ρ = 0.0 | ρ = -0.4 | ρ = -0.9 | ρ = 0.0 | ρ = -0.4 | ρ = -0.9 | ρ = 0.0 | ρ = -0.4 | ρ = -0.9 |
PMS | 0.61/0.58 | 0.61/0.58 | 0.62/0.57 | 1.27/1.14 | 1.27/1.14 | 1.26/1.11 | 1.64/1.58 | 1.59/1.57 | 1.56/1.50 |
PMS-R | 0.34/0.35 | 0.34/0.35 | 0.34/0.34 | 0.62/0.64 | 0.62/0.62 | 0.61/0.62 | 0.85/0.86 | 0.82/0.86 | 0.79/0.81 |
IMS | -0.15/-0.14 | -0.15/-0.15 | -0.15/-0.16 | -0.24/-0.24 | -0.24/-0.24 | -0.27/-0.27 | -0.28/-0.29 | -0.30/-0.29 | -0.34/-0.32 |
IMS-R | -0.23/-0.22 | -0.23/-0.23 | -0.22/-0.23 | -0.38/-0.38 | -0.37/-0.38 | -0.38/-0.39 | -0.45/-0.47 | -0.46/-0.46 | -0.46/-0.48 |
CIM | 0.59/0.57 | 0.60/0.58 | 0.62/0.58 | 1.15/1.09 | 1.17/1.13 | 1.20/1.14 | 1.54/1.48 | 1.55/1.56 | 1.55/1.60 |
CIM-R | 0.32/0.28 | 0.33/0.29 | 0.35/0.30 | 0.59/0.50 | 0.61/0.52 | 0.62/0.52 | 0.80/0.64 | 0.78/0.66 | 0.78/0.65 |
ICS | 0.32/0.33 | 0.32/0.33 | 0.33/0.33 | 0.57/0.59 | 0.57/0.61 | 0.56/0.57 | 0.76/0.77 | 0.74/0.78 | 0.71/0.74 |
LOG | 0.19/0.20 | 0.19/0.20 | 0.18/0.18 | 0.22/0.22 | 0.22/0.24 | 0.16/0.19 | 0.18/0.16 | 0.13/0.18 | 0.02/0.07 |
LOG-R | -0.03/-0.13 | -0.03/-0.03 | -0.03/-0.04 | -0.12/-0.12 | -0.13/-0.12 | -0.15/-0.15 | -0.20/-0.23 | -0.22/-0.22 | -0.27/-0.29 |
MOK | 0.30/0.31 | 0.30/0.31 | 0.30/0.29 | 0.54/0.56 | 0.55/0.57 | 0.54/0.55 | 0.75/0.74 | 0.72/0.76 | 0.69/0.73 |
RAS | 0.26/0.28 | 0.26/0.28 | 0.28/0.27 | 0.49/0.50 | 0.49/0.53 | 0.49/0.53 | 0.65/0.67 | 0.62/0.70 | 0.60/0.70 |
RAS-R | 0.04/0.05 | 0.04/0.05 | 0.05/0.04 | 0.06/0.07 | 0.07/0.09 | 0.07/0.09 | 0.10/0.09 | 0.08/0.10 | 0.07/0.09 |
RAI | 0.29/0.31 | 0.29/0.31 | 0.30/0.30 | 1.12/0.92 | 1.12/0.95 | 1.11/0.95 | 1.53/1.40 | 1.49/1.42 | 1.46/1.41 |
WORST | -0.25/-0.21 | -0.16/-0.13 | -0.04/-0.03 | -0.42/-0.27 | -0.30/-0.25 | -0.15/-0.11 | -0.50/-0.47 | -0.42/-0.36 | -0.28/-0.14 |
NOIMP | 0.01/0.02 | 0.01/0.02 | 0.02/0.02 | 0.00/0.01 | 0.01/0.02 | 0.00/-0.00 | 0.02/0.00 | -0.00/0.01 | -0.01/-0.01 |
LD | 0.01/0.02 | 0.02/0.02 | -0.00/-0.01 | 0.02/0.02 | 0.01/0.02 | -0.05/-0.04 | 0.03/0.03 | -0.02/0.02 | -0.14/-0.12 |
FC | 0.01/0.01 | 0.01/0.01 | 0.02/0.01 | 0.00/0.00 | 0.01/0.02 | 0.01/0.01 | 0.01/0.00 | 0.00/0.01 | 0.01/0.01 |