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# VRM

*The author of this computation has been verified*
R Software Module: /rwasp_variancereduction.wasp (opens new window with default values)
Title produced by software: Variance Reduction Matrix
Date of computation: Sat, 12 Dec 2009 06:17:26 -0700

Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/12/t1260623948eioh1g7ce9dn4lj.htm/, Retrieved Tue, 21 May 2013 20:03:07 +0000

Original text written by user:

IsPrivate?
No (this computation is public)

User-defined keywords:

System-generated keywords (parent):
(pk = 0)
Estimated Impact
55

Dataseries X:
» Textfile « » CSV « » Stem and Leaf « » Histogram « » Kernel Density « » Harrell-Davis Quantiles « » Central Tendency « » Variability «

Output produced by software:

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 0 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135

 Variance Reduction Matrix V(Y[t],d=0,D=0) 1803659898.02787 Range 159527 Trim Var. 1278695788.03266 V(Y[t],d=1,D=0) 345479545.050847 Range 88991 Trim Var. 183408285.081761 V(Y[t],d=2,D=0) 498687453.590298 Range 116547 Trim Var. 255187237.925254 V(Y[t],d=3,D=0) 1150385760.19964 Range 183118 Trim Var. 511023962.72549 V(Y[t],d=0,D=1) 1224714021.45068 Range 136893 Trim Var. 791140540.45515 V(Y[t],d=1,D=1) 80953499.6578014 Range 37640 Trim Var. 47725604.6858304 V(Y[t],d=2,D=1) 138902528.825162 Range 61245 Trim Var. 65005098.8439024 V(Y[t],d=3,D=1) 441938120.852657 Range 107877 Trim Var. 220990804.348718 V(Y[t],d=0,D=2) 2648559080.43243 Range 174115 Trim Var. 2127223366.34280 V(Y[t],d=1,D=2) 176553677.564286 Range 51545 Trim Var. 113375313.716734 V(Y[t],d=2,D=2) 426118776.868908 Range 94798 Trim Var. 248865820.864516 V(Y[t],d=3,D=2) 1393830203.44118 Range 137188 Trim Var. 951046473.45862

Charts produced by software:

Parameters (Session):
par1 = 12 ;

Parameters (R input):
par1 = 12 ;

R code (references can be found in the software module):