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workshop 3

R Software Module: rwasp_variancereduction.wasp (opens new window with default values)
Title produced by software: Variance Reduction Matrix
Date of computation: Wed, 28 Nov 2007 08:54:58 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/28/t1196264734zsm0x34h3qy7bhc.htm/, Retrieved Wed, 28 Nov 2007 16:45:34 +0100
 
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Text written by user:
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Variance Reduction Matrix
V(Y[t],d=0,D=0)599370.808984726Range3344Trim Var.392175.751086708
V(Y[t],d=1,D=0)415820.09029304Range3194Trim Var.242737.596774194
V(Y[t],d=2,D=0)1245034.54284914Range5442Trim Var.791339.495819398
V(Y[t],d=3,D=0)4040032.73063012Range9572Trim Var.2474349.17264957
V(Y[t],d=0,D=1)443529.561313201Range3005Trim Var.279587.855851979
V(Y[t],d=1,D=1)486503.461430575Range2997Trim Var.336168.147223038
V(Y[t],d=2,D=1)1407497.71763020Range5060Trim Var.947640.759409816
V(Y[t],d=3,D=1)4604228.12210012Range9134Trim Var.3111240.16141975
V(Y[t],d=0,D=2)1055981.16787112Range4782Trim Var.632874.57198748
V(Y[t],d=1,D=2)1404260.29290123Range5376Trim Var.876775.620523139
V(Y[t],d=2,D=2)3965786.96139240Range9134Trim Var.2806392.5021518
V(Y[t],d=3,D=2)12879721.7731256Range16804Trim Var.8721181.35694165
 
Charts produced by software:
 
Parameters:
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')
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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