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Author

*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sun, 21 Dec 2008 08:37:53 -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/21/t1229873929a8af8zfwdvlpuqh.htm/, Retrieved Fri, 17 May 2024 04:42:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35633, Retrieved Fri, 17 May 2024 04:42:15 +0000

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No (this computation is public)

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Estimated Impact

182

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

-     [Standard Deviation-Mean Plot] [WS7 Q1 G6 reeks 1] [2007-11-22 09:45:51] [22f18fc6a98517db16300404be421f9a]
- RM D    [Variance Reduction Matrix] [Paper - variance ...] [2008-12-21 15:37:53] [73ec5abea95a9c3c8c3a1ac44cab1f72] [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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35633&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35633&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35633&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	321352.366949153	Range	3609	Trim Var.	143526.462962963
V(Y[t],d=1,D=0)	529941.834599649	Range	6211	Trim Var.	148870.335994194
V(Y[t],d=2,D=0)	1635469.94343618	Range	9957	Trim Var.	458865.548642534
V(Y[t],d=3,D=0)	5565432.10776942	Range	19139	Trim Var.	1784064.93019608
V(Y[t],d=0,D=1)	558710.410904255	Range	5174	Trim Var.	191931.990708479
V(Y[t],d=1,D=1)	572533.154486586	Range	4951	Trim Var.	154483.710975610
V(Y[t],d=2,D=1)	1429642.48115942	Range	7210	Trim Var.	476728.9
V(Y[t],d=3,D=1)	4299611.87676768	Range	13975	Trim Var.	1420222.78677463
V(Y[t],d=0,D=2)	1675207.77142857	Range	7355	Trim Var.	679403.289314516
V(Y[t],d=1,D=2)	1186161.23529412	Range	6013	Trim Var.	447462.847311828
V(Y[t],d=2,D=2)	2212504.73529412	Range	7135	Trim Var.	1017317.58160920
V(Y[t],d=3,D=2)	5745103.68371212	Range	10339	Trim Var.	3617650.57635468

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 321352.366949153 & Range & 3609 & Trim Var. & 143526.462962963 \tabularnewline
V(Y[t],d=1,D=0) & 529941.834599649 & Range & 6211 & Trim Var. & 148870.335994194 \tabularnewline
V(Y[t],d=2,D=0) & 1635469.94343618 & Range & 9957 & Trim Var. & 458865.548642534 \tabularnewline
V(Y[t],d=3,D=0) & 5565432.10776942 & Range & 19139 & Trim Var. & 1784064.93019608 \tabularnewline
V(Y[t],d=0,D=1) & 558710.410904255 & Range & 5174 & Trim Var. & 191931.990708479 \tabularnewline
V(Y[t],d=1,D=1) & 572533.154486586 & Range & 4951 & Trim Var. & 154483.710975610 \tabularnewline
V(Y[t],d=2,D=1) & 1429642.48115942 & Range & 7210 & Trim Var. & 476728.9 \tabularnewline
V(Y[t],d=3,D=1) & 4299611.87676768 & Range & 13975 & Trim Var. & 1420222.78677463 \tabularnewline
V(Y[t],d=0,D=2) & 1675207.77142857 & Range & 7355 & Trim Var. & 679403.289314516 \tabularnewline
V(Y[t],d=1,D=2) & 1186161.23529412 & Range & 6013 & Trim Var. & 447462.847311828 \tabularnewline
V(Y[t],d=2,D=2) & 2212504.73529412 & Range & 7135 & Trim Var. & 1017317.58160920 \tabularnewline
V(Y[t],d=3,D=2) & 5745103.68371212 & Range & 10339 & Trim Var. & 3617650.57635468 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35633&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]321352.366949153[/C][C]Range[/C][C]3609[/C][C]Trim Var.[/C][C]143526.462962963[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]529941.834599649[/C][C]Range[/C][C]6211[/C][C]Trim Var.[/C][C]148870.335994194[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1635469.94343618[/C][C]Range[/C][C]9957[/C][C]Trim Var.[/C][C]458865.548642534[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5565432.10776942[/C][C]Range[/C][C]19139[/C][C]Trim Var.[/C][C]1784064.93019608[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]558710.410904255[/C][C]Range[/C][C]5174[/C][C]Trim Var.[/C][C]191931.990708479[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]572533.154486586[/C][C]Range[/C][C]4951[/C][C]Trim Var.[/C][C]154483.710975610[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1429642.48115942[/C][C]Range[/C][C]7210[/C][C]Trim Var.[/C][C]476728.9[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4299611.87676768[/C][C]Range[/C][C]13975[/C][C]Trim Var.[/C][C]1420222.78677463[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1675207.77142857[/C][C]Range[/C][C]7355[/C][C]Trim Var.[/C][C]679403.289314516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1186161.23529412[/C][C]Range[/C][C]6013[/C][C]Trim Var.[/C][C]447462.847311828[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2212504.73529412[/C][C]Range[/C][C]7135[/C][C]Trim Var.[/C][C]1017317.58160920[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5745103.68371212[/C][C]Range[/C][C]10339[/C][C]Trim Var.[/C][C]3617650.57635468[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35633&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35633&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)	321352.366949153	Range	3609	Trim Var.	143526.462962963
V(Y[t],d=1,D=0)	529941.834599649	Range	6211	Trim Var.	148870.335994194
V(Y[t],d=2,D=0)	1635469.94343618	Range	9957	Trim Var.	458865.548642534
V(Y[t],d=3,D=0)	5565432.10776942	Range	19139	Trim Var.	1784064.93019608
V(Y[t],d=0,D=1)	558710.410904255	Range	5174	Trim Var.	191931.990708479
V(Y[t],d=1,D=1)	572533.154486586	Range	4951	Trim Var.	154483.710975610
V(Y[t],d=2,D=1)	1429642.48115942	Range	7210	Trim Var.	476728.9
V(Y[t],d=3,D=1)	4299611.87676768	Range	13975	Trim Var.	1420222.78677463
V(Y[t],d=0,D=2)	1675207.77142857	Range	7355	Trim Var.	679403.289314516
V(Y[t],d=1,D=2)	1186161.23529412	Range	6013	Trim Var.	447462.847311828
V(Y[t],d=2,D=2)	2212504.73529412	Range	7135	Trim Var.	1017317.58160920
V(Y[t],d=3,D=2)	5745103.68371212	Range	10339	Trim Var.	3617650.57635468

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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