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*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: Thu, 17 Dec 2009 04:59:50 -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/17/t126105190214p1ej0svayh7hj.htm/, Retrieved Sat, 25 May 2013 05:37:14 +0000   Original text written by user:   IsPrivate? No (this computation is public)   User-defined keywords:   System-generated keywords (parent): t1260556060x7gpmwlywjn3xxv (pk = 66635) Estimated Impact 40   Dataseries X: » Textfile « » CSV « » Stem and Leaf « » Histogram « » Kernel Density « » Harrell-Davis Quantiles « » Central Tendency « » Variability « 1322.4 1089.2 1147.3 1196.4 1190.2 1146 1139.8 1045.6 1050.9 1117.3 1120 1052.1 1065.8 1092.5 1422 1367.5 1136.3 1293.7 1154.8 1206.7 1199 1265 1247.1 1116.5 1153.9 1077.4 1132.5 1058.8 1195.1 1263.4 1023.1 1141 1116.3 1135.6 1210.5 1230 1136.5 1068.7 1372.5 1049.9 1302.2 1305.9 1173.5 1277.4 1238.6 1508.6 1423.4 1375.1 1344.1 1287.5 1446.9 1451 1604.4 1501.5 1522.8 1328 1420.5 1648 1631.1 1396.6 1663.4 1283 1582.4 1785.2 1853.6 1994.1 2042.8 1586.1 1942.4 1763.6 1819.9 1836 1449.9 1513.3 1677.7 1494.4 1375.3 1577.7 1537.7 1356.6 1469.6   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) 61894.0776512346 Range 1019.7 Trim Var. 38865.3377585513 V(Y[t],d=1,D=0) 26527.6168607595 Range 813 Trim Var. 15067.7173395931 V(Y[t],d=2,D=0) 76419.2771178189 Range 1460.2 Trim Var. 41488.4092273642 V(Y[t],d=3,D=0) 250565.318434899 Range 2675.1 Trim Var. 127728.834296066 V(Y[t],d=0,D=1) 52809.4613554987 Range 1027 Trim Var. 28275.282704918 V(Y[t],d=1,D=1) 42024.7622563652 Range 1096.7 Trim Var. 24464.5381327684 V(Y[t],d=2,D=1) 121918.197919493 Range 2000.2 Trim Var. 71011.5100409118 V(Y[t],d=3,D=1) 402210.513118881 Range 3675.7 Trim Var. 214647.418705384 V(Y[t],d=0,D=2) 126293.64268797 Range 1554.6 Trim Var. 71741.2612705882 V(Y[t],d=1,D=2) 103122.295311688 Range 1718.3 Trim Var. 58366.4920653061 V(Y[t],d=2,D=2) 292483.017811448 Range 3105.8 Trim Var. 153603.547287415 V(Y[t],d=3,D=2) 937721.067327044 Range 5866.7 Trim Var. 483505.833896277   Charts produced by software:   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) & smyx<quantile(smyx,0.95)])) a<-table.row.end(a) } } a<-table.end(a) table.save(a,file='mytable.tab')