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Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Tue, 02 Dec 2008 13:34:56 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/02/t12282501170cydjf9783d3lbt.htm/, Retrieved Fri, 17 May 2024 03:05:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28394, Retrieved Fri, 17 May 2024 03:05:18 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

134

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Variance Reduction Matrix] [Q8] [2008-12-02 20:34:56] [c00776cbed2786c9c4960950021bd861] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 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=28394&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=28394&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28394&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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	865868149.573896	Range	118831	Trim Var.	628494436.01857
V(Y[t],d=1,D=0)	126571159.504435	Range	53584	Trim Var.	65138694.6984438
V(Y[t],d=2,D=0)	163483541.391703	Range	65755	Trim Var.	80000175.9709022
V(Y[t],d=3,D=0)	345100914.266152	Range	93521	Trim Var.	158180130.928927
V(Y[t],d=0,D=1)	276270313.060564	Range	70477	Trim Var.	204040316.197821
V(Y[t],d=1,D=1)	15281827.3788270	Range	27816	Trim Var.	7134094.5819021
V(Y[t],d=2,D=1)	30531810.0365545	Range	30947	Trim Var.	16305677.9999455
V(Y[t],d=3,D=1)	90473194.4756733	Range	52049	Trim Var.	50024765.5586512
V(Y[t],d=0,D=2)	219880560.430726	Range	64438	Trim Var.	146468067.466222
V(Y[t],d=1,D=2)	40313838.1559271	Range	47235	Trim Var.	18531450.8816774
V(Y[t],d=2,D=2)	80021313.9146454	Range	51589	Trim Var.	47362546.6748571
V(Y[t],d=3,D=2)	229018571.583359	Range	91956	Trim Var.	142742555.243613

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 865868149.573896 & Range & 118831 & Trim Var. & 628494436.01857 \tabularnewline
V(Y[t],d=1,D=0) & 126571159.504435 & Range & 53584 & Trim Var. & 65138694.6984438 \tabularnewline
V(Y[t],d=2,D=0) & 163483541.391703 & Range & 65755 & Trim Var. & 80000175.9709022 \tabularnewline
V(Y[t],d=3,D=0) & 345100914.266152 & Range & 93521 & Trim Var. & 158180130.928927 \tabularnewline
V(Y[t],d=0,D=1) & 276270313.060564 & Range & 70477 & Trim Var. & 204040316.197821 \tabularnewline
V(Y[t],d=1,D=1) & 15281827.3788270 & Range & 27816 & Trim Var. & 7134094.5819021 \tabularnewline
V(Y[t],d=2,D=1) & 30531810.0365545 & Range & 30947 & Trim Var. & 16305677.9999455 \tabularnewline
V(Y[t],d=3,D=1) & 90473194.4756733 & Range & 52049 & Trim Var. & 50024765.5586512 \tabularnewline
V(Y[t],d=0,D=2) & 219880560.430726 & Range & 64438 & Trim Var. & 146468067.466222 \tabularnewline
V(Y[t],d=1,D=2) & 40313838.1559271 & Range & 47235 & Trim Var. & 18531450.8816774 \tabularnewline
V(Y[t],d=2,D=2) & 80021313.9146454 & Range & 51589 & Trim Var. & 47362546.6748571 \tabularnewline
V(Y[t],d=3,D=2) & 229018571.583359 & Range & 91956 & Trim Var. & 142742555.243613 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28394&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]865868149.573896[/C][C]Range[/C][C]118831[/C][C]Trim Var.[/C][C]628494436.01857[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]126571159.504435[/C][C]Range[/C][C]53584[/C][C]Trim Var.[/C][C]65138694.6984438[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]163483541.391703[/C][C]Range[/C][C]65755[/C][C]Trim Var.[/C][C]80000175.9709022[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]345100914.266152[/C][C]Range[/C][C]93521[/C][C]Trim Var.[/C][C]158180130.928927[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]276270313.060564[/C][C]Range[/C][C]70477[/C][C]Trim Var.[/C][C]204040316.197821[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]15281827.3788270[/C][C]Range[/C][C]27816[/C][C]Trim Var.[/C][C]7134094.5819021[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]30531810.0365545[/C][C]Range[/C][C]30947[/C][C]Trim Var.[/C][C]16305677.9999455[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]90473194.4756733[/C][C]Range[/C][C]52049[/C][C]Trim Var.[/C][C]50024765.5586512[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]219880560.430726[/C][C]Range[/C][C]64438[/C][C]Trim Var.[/C][C]146468067.466222[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]40313838.1559271[/C][C]Range[/C][C]47235[/C][C]Trim Var.[/C][C]18531450.8816774[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]80021313.9146454[/C][C]Range[/C][C]51589[/C][C]Trim Var.[/C][C]47362546.6748571[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]229018571.583359[/C][C]Range[/C][C]91956[/C][C]Trim Var.[/C][C]142742555.243613[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28394&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28394&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)	865868149.573896	Range	118831	Trim Var.	628494436.01857
V(Y[t],d=1,D=0)	126571159.504435	Range	53584	Trim Var.	65138694.6984438
V(Y[t],d=2,D=0)	163483541.391703	Range	65755	Trim Var.	80000175.9709022
V(Y[t],d=3,D=0)	345100914.266152	Range	93521	Trim Var.	158180130.928927
V(Y[t],d=0,D=1)	276270313.060564	Range	70477	Trim Var.	204040316.197821
V(Y[t],d=1,D=1)	15281827.3788270	Range	27816	Trim Var.	7134094.5819021
V(Y[t],d=2,D=1)	30531810.0365545	Range	30947	Trim Var.	16305677.9999455
V(Y[t],d=3,D=1)	90473194.4756733	Range	52049	Trim Var.	50024765.5586512
V(Y[t],d=0,D=2)	219880560.430726	Range	64438	Trim Var.	146468067.466222
V(Y[t],d=1,D=2)	40313838.1559271	Range	47235	Trim Var.	18531450.8816774
V(Y[t],d=2,D=2)	80021313.9146454	Range	51589	Trim Var.	47362546.6748571
V(Y[t],d=3,D=2)	229018571.583359	Range	91956	Trim Var.	142742555.243613

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')

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