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Q8 2

*Unverified author*
R Software Module: rwasp_variancereduction.wasp (opens new window with default values)
Title produced by software: Variance Reduction Matrix
Date of computation: Wed, 26 Nov 2008 12:45:09 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Nov/26/t1227728749rz71tmqufmxoo13.htm/, Retrieved Wed, 26 Nov 2008 19:45:49 +0000
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Nov/26/t1227728749rz71tmqufmxoo13.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
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Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
3353 3480 3098 2944 3389 3497 4404 3849 3734 3060 3507 3287 3215 3764 2734 2837 2766 3851 3289 3848 3348 3682 4058 3655 3811 3341 3032 3475 3353 3186 3902 4164 3499 4145 3796 3711 3949 3740 3243 4407 4814 3908 5250 3937 4004 5560 3922 3759 4138 4634 3996 4308 4142 4429 5219 4929 5754 5592 4163 4962 5208 4755 4491 5732 5730 5024 6056 4901 5353 5578 4618 4724 5011 5298 4143 4617 4727 4207 5112 4190 4098 5071 4177 4598 3757 5591 4218 3780 4336 4870 4422 4727 4459
 
Output produced by software:


Summary of computational 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)617025.091865358Range3322Trim Var.429922.809579783
V(Y[t],d=1,D=0)476435.977544195Range3472Trim Var.272939.104938272
V(Y[t],d=2,D=0)1441144.96043956Range5882Trim Var.886125.600308642
V(Y[t],d=3,D=0)4756623.57852684Range10551Trim Var.2931759.9721519
V(Y[t],d=0,D=1)466918.468827160Range3005Trim Var.275843.2
V(Y[t],d=1,D=1)575098.86693038Range3265Trim Var.408928.211071987
V(Y[t],d=2,D=1)1669890.86368062Range5151Trim Var.1151294.49134809
V(Y[t],d=3,D=1)5390610.77072927Range9469Trim Var.3710391.42857143
V(Y[t],d=0,D=2)1138973.31116795Range4851Trim Var.702163.342622951
V(Y[t],d=1,D=2)1410396.89464443Range5375Trim Var.878435.745480226
V(Y[t],d=2,D=2)3775379.51515152Range9134Trim Var.2387166.40035067
V(Y[t],d=3,D=2)11595921.9655012Range16804Trim Var.6546004.80490018
 
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')
 




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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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