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Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Tue, 23 Dec 2008 12:45:52 -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/23/t12300616224s6woiormk6qslw.htm/, Retrieved Thu, 02 May 2024 06:23:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36384, Retrieved Thu, 02 May 2024 06:23:30 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

171

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

-       [Variance Reduction Matrix] [VRM Mannen] [2008-12-23 19:45:52] [f0e1dc59aca2fa8d78080b39899f316a] [Current]
-  M D    [Variance Reduction Matrix] [Paper - 3] [2009-12-10 15:00:46] [33b67a4fef396e07351e7d265eba4806] 
-  M D    [Variance Reduction Matrix] [Paper - 4] [2009-12-10 15:05:09] [33b67a4fef396e07351e7d265eba4806] 

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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=36384&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=36384&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36384&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)	48207862.0437853	Range	28515	Trim Var.	33675809.1477987
V(Y[t],d=1,D=0)	11815889.8281707	Range	15698	Trim Var.	5931622.85195936
V(Y[t],d=2,D=0)	17776797.3962492	Range	19045	Trim Var.	8989407.51847662
V(Y[t],d=3,D=0)	46203112.7901003	Range	30375	Trim Var.	23692497.9584314
V(Y[t],d=0,D=1)	7270602.40957447	Range	11237	Trim Var.	4609168.42276423
V(Y[t],d=1,D=1)	1605643.68732655	Range	5171	Trim Var.	945775.96097561
V(Y[t],d=2,D=1)	3637062.39855072	Range	9177	Trim Var.	1720559.30192308
V(Y[t],d=3,D=1)	11949752.4818182	Range	15442	Trim Var.	6565759.67746289
V(Y[t],d=0,D=2)	18915669.0373016	Range	17760	Trim Var.	11779356.5161290
V(Y[t],d=1,D=2)	4609025.4907563	Range	8227	Trim Var.	3180702.98494624
V(Y[t],d=2,D=2)	12361416.8484848	Range	14655	Trim Var.	7814949.65517241
V(Y[t],d=3,D=2)	41671528.0284091	Range	24107	Trim Var.	28686699.8866995

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 48207862.0437853 & Range & 28515 & Trim Var. & 33675809.1477987 \tabularnewline
V(Y[t],d=1,D=0) & 11815889.8281707 & Range & 15698 & Trim Var. & 5931622.85195936 \tabularnewline
V(Y[t],d=2,D=0) & 17776797.3962492 & Range & 19045 & Trim Var. & 8989407.51847662 \tabularnewline
V(Y[t],d=3,D=0) & 46203112.7901003 & Range & 30375 & Trim Var. & 23692497.9584314 \tabularnewline
V(Y[t],d=0,D=1) & 7270602.40957447 & Range & 11237 & Trim Var. & 4609168.42276423 \tabularnewline
V(Y[t],d=1,D=1) & 1605643.68732655 & Range & 5171 & Trim Var. & 945775.96097561 \tabularnewline
V(Y[t],d=2,D=1) & 3637062.39855072 & Range & 9177 & Trim Var. & 1720559.30192308 \tabularnewline
V(Y[t],d=3,D=1) & 11949752.4818182 & Range & 15442 & Trim Var. & 6565759.67746289 \tabularnewline
V(Y[t],d=0,D=2) & 18915669.0373016 & Range & 17760 & Trim Var. & 11779356.5161290 \tabularnewline
V(Y[t],d=1,D=2) & 4609025.4907563 & Range & 8227 & Trim Var. & 3180702.98494624 \tabularnewline
V(Y[t],d=2,D=2) & 12361416.8484848 & Range & 14655 & Trim Var. & 7814949.65517241 \tabularnewline
V(Y[t],d=3,D=2) & 41671528.0284091 & Range & 24107 & Trim Var. & 28686699.8866995 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36384&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]48207862.0437853[/C][C]Range[/C][C]28515[/C][C]Trim Var.[/C][C]33675809.1477987[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11815889.8281707[/C][C]Range[/C][C]15698[/C][C]Trim Var.[/C][C]5931622.85195936[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]17776797.3962492[/C][C]Range[/C][C]19045[/C][C]Trim Var.[/C][C]8989407.51847662[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]46203112.7901003[/C][C]Range[/C][C]30375[/C][C]Trim Var.[/C][C]23692497.9584314[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]7270602.40957447[/C][C]Range[/C][C]11237[/C][C]Trim Var.[/C][C]4609168.42276423[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1605643.68732655[/C][C]Range[/C][C]5171[/C][C]Trim Var.[/C][C]945775.96097561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3637062.39855072[/C][C]Range[/C][C]9177[/C][C]Trim Var.[/C][C]1720559.30192308[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]11949752.4818182[/C][C]Range[/C][C]15442[/C][C]Trim Var.[/C][C]6565759.67746289[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]18915669.0373016[/C][C]Range[/C][C]17760[/C][C]Trim Var.[/C][C]11779356.5161290[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]4609025.4907563[/C][C]Range[/C][C]8227[/C][C]Trim Var.[/C][C]3180702.98494624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]12361416.8484848[/C][C]Range[/C][C]14655[/C][C]Trim Var.[/C][C]7814949.65517241[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]41671528.0284091[/C][C]Range[/C][C]24107[/C][C]Trim Var.[/C][C]28686699.8866995[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36384&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36384&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)	48207862.0437853	Range	28515	Trim Var.	33675809.1477987
V(Y[t],d=1,D=0)	11815889.8281707	Range	15698	Trim Var.	5931622.85195936
V(Y[t],d=2,D=0)	17776797.3962492	Range	19045	Trim Var.	8989407.51847662
V(Y[t],d=3,D=0)	46203112.7901003	Range	30375	Trim Var.	23692497.9584314
V(Y[t],d=0,D=1)	7270602.40957447	Range	11237	Trim Var.	4609168.42276423
V(Y[t],d=1,D=1)	1605643.68732655	Range	5171	Trim Var.	945775.96097561
V(Y[t],d=2,D=1)	3637062.39855072	Range	9177	Trim Var.	1720559.30192308
V(Y[t],d=3,D=1)	11949752.4818182	Range	15442	Trim Var.	6565759.67746289
V(Y[t],d=0,D=2)	18915669.0373016	Range	17760	Trim Var.	11779356.5161290
V(Y[t],d=1,D=2)	4609025.4907563	Range	8227	Trim Var.	3180702.98494624
V(Y[t],d=2,D=2)	12361416.8484848	Range	14655	Trim Var.	7814949.65517241
V(Y[t],d=3,D=2)	41671528.0284091	Range	24107	Trim Var.	28686699.8866995

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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