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Author

*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Mon, 08 Dec 2008 13:43:14 -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/08/t1228769026rgwc6kqpijo3ugv.htm/, Retrieved Thu, 16 May 2024 06:09:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30994, Retrieved Thu, 16 May 2024 06:09:31 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

179

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

F     [Univariate Data Series] [blog 1e tijdreeks...] [2008-10-13 19:23:31] [7173087adebe3e3a714c80ea2417b3eb]
-   PD  [Univariate Data Series] [tijdreeksen opnie...] [2008-10-19 17:13:12] [7173087adebe3e3a714c80ea2417b3eb]
-   PD    [Univariate Data Series] [tijdreeksen opnie...] [2008-10-19 18:55:20] [7173087adebe3e3a714c80ea2417b3eb]
- RM        [Central Tendency] [central tendency ...] [2008-10-19 19:10:37] [7173087adebe3e3a714c80ea2417b3eb]
- RMP           [Variance Reduction Matrix] [VRM own dataset s...] [2008-12-08 20:43:14] [95d95b0e883740fcbc85e18ec42dcafb] [Current]

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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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30994&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30994&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30994&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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	954500.389548023	Range	4180	Trim Var.	650740.722921034
V(Y[t],d=1,D=0)	1222276.73348919	Range	4920	Trim Var.	813000.129172714
V(Y[t],d=2,D=0)	3668776.12099214	Range	8204	Trim Var.	2451919.53393665
V(Y[t],d=3,D=0)	12012656.6077694	Range	14692	Trim Var.	8046739.12
V(Y[t],d=0,D=1)	1308234.02127660	Range	4850	Trim Var.	810299.912311266
V(Y[t],d=1,D=1)	1293779.68455134	Range	4451	Trim Var.	891925.825609756
V(Y[t],d=2,D=1)	3559017.12705314	Range	6983	Trim Var.	2543054.1
V(Y[t],d=3,D=1)	10879934.0222222	Range	11839	Trim Var.	7790375.55195681
V(Y[t],d=0,D=2)	3193998.07301587	Range	8391	Trim Var.	1855234.93145161
V(Y[t],d=1,D=2)	3855443.37310924	Range	7480	Trim Var.	2733598.59569892
V(Y[t],d=2,D=2)	10152387.7040998	Range	11173	Trim Var.	7608851.40689655
V(Y[t],d=3,D=2)	30375515.2973485	Range	19726	Trim Var.	21457215.544335

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 954500.389548023 & Range & 4180 & Trim Var. & 650740.722921034 \tabularnewline
V(Y[t],d=1,D=0) & 1222276.73348919 & Range & 4920 & Trim Var. & 813000.129172714 \tabularnewline
V(Y[t],d=2,D=0) & 3668776.12099214 & Range & 8204 & Trim Var. & 2451919.53393665 \tabularnewline
V(Y[t],d=3,D=0) & 12012656.6077694 & Range & 14692 & Trim Var. & 8046739.12 \tabularnewline
V(Y[t],d=0,D=1) & 1308234.02127660 & Range & 4850 & Trim Var. & 810299.912311266 \tabularnewline
V(Y[t],d=1,D=1) & 1293779.68455134 & Range & 4451 & Trim Var. & 891925.825609756 \tabularnewline
V(Y[t],d=2,D=1) & 3559017.12705314 & Range & 6983 & Trim Var. & 2543054.1 \tabularnewline
V(Y[t],d=3,D=1) & 10879934.0222222 & Range & 11839 & Trim Var. & 7790375.55195681 \tabularnewline
V(Y[t],d=0,D=2) & 3193998.07301587 & Range & 8391 & Trim Var. & 1855234.93145161 \tabularnewline
V(Y[t],d=1,D=2) & 3855443.37310924 & Range & 7480 & Trim Var. & 2733598.59569892 \tabularnewline
V(Y[t],d=2,D=2) & 10152387.7040998 & Range & 11173 & Trim Var. & 7608851.40689655 \tabularnewline
V(Y[t],d=3,D=2) & 30375515.2973485 & Range & 19726 & Trim Var. & 21457215.544335 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30994&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]954500.389548023[/C][C]Range[/C][C]4180[/C][C]Trim Var.[/C][C]650740.722921034[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1222276.73348919[/C][C]Range[/C][C]4920[/C][C]Trim Var.[/C][C]813000.129172714[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3668776.12099214[/C][C]Range[/C][C]8204[/C][C]Trim Var.[/C][C]2451919.53393665[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]12012656.6077694[/C][C]Range[/C][C]14692[/C][C]Trim Var.[/C][C]8046739.12[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1308234.02127660[/C][C]Range[/C][C]4850[/C][C]Trim Var.[/C][C]810299.912311266[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1293779.68455134[/C][C]Range[/C][C]4451[/C][C]Trim Var.[/C][C]891925.825609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3559017.12705314[/C][C]Range[/C][C]6983[/C][C]Trim Var.[/C][C]2543054.1[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10879934.0222222[/C][C]Range[/C][C]11839[/C][C]Trim Var.[/C][C]7790375.55195681[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3193998.07301587[/C][C]Range[/C][C]8391[/C][C]Trim Var.[/C][C]1855234.93145161[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3855443.37310924[/C][C]Range[/C][C]7480[/C][C]Trim Var.[/C][C]2733598.59569892[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10152387.7040998[/C][C]Range[/C][C]11173[/C][C]Trim Var.[/C][C]7608851.40689655[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]30375515.2973485[/C][C]Range[/C][C]19726[/C][C]Trim Var.[/C][C]21457215.544335[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30994&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30994&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)	954500.389548023	Range	4180	Trim Var.	650740.722921034
V(Y[t],d=1,D=0)	1222276.73348919	Range	4920	Trim Var.	813000.129172714
V(Y[t],d=2,D=0)	3668776.12099214	Range	8204	Trim Var.	2451919.53393665
V(Y[t],d=3,D=0)	12012656.6077694	Range	14692	Trim Var.	8046739.12
V(Y[t],d=0,D=1)	1308234.02127660	Range	4850	Trim Var.	810299.912311266
V(Y[t],d=1,D=1)	1293779.68455134	Range	4451	Trim Var.	891925.825609756
V(Y[t],d=2,D=1)	3559017.12705314	Range	6983	Trim Var.	2543054.1
V(Y[t],d=3,D=1)	10879934.0222222	Range	11839	Trim Var.	7790375.55195681
V(Y[t],d=0,D=2)	3193998.07301587	Range	8391	Trim Var.	1855234.93145161
V(Y[t],d=1,D=2)	3855443.37310924	Range	7480	Trim Var.	2733598.59569892
V(Y[t],d=2,D=2)	10152387.7040998	Range	11173	Trim Var.	7608851.40689655
V(Y[t],d=3,D=2)	30375515.2973485	Range	19726	Trim Var.	21457215.544335

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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code