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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

Thu, 03 Dec 2009 02:57:47 -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/2009/Dec/03/t1259834413jl3nztbxlknfvjk.htm/, Retrieved Wed, 24 Apr 2024 20:46:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62657, Retrieved Wed, 24 Apr 2024 20:46:26 +0000

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No (this computation is public)

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Estimated Impact

200

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D      [Variance Reduction Matrix] [] [2009-12-03 09:57:47] [5858ea01c9bd81debbf921a11363ad90] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62657&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62657&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62657&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	38369839.9745158	Range	28335	Trim Var.	24224433.3507302
V(Y[t],d=1,D=0)	49308705.4018692	Range	33804	Trim Var.	20731242.4732456
V(Y[t],d=2,D=0)	132533241.498325	Range	64773	Trim Var.	53696467.8427772
V(Y[t],d=3,D=0)	413395026.109614	Range	106143	Trim Var.	194241962.069664
V(Y[t],d=0,D=1)	10731514.3891753	Range	15648	Trim Var.	6852572.32878909
V(Y[t],d=1,D=1)	10441511.9298246	Range	14391	Trim Var.	6812310.56922025
V(Y[t],d=2,D=1)	29752313.0620381	Range	25372	Trim Var.	19307238.7619048
V(Y[t],d=3,D=1)	101692996.685084	Range	47529	Trim Var.	68002556.3802352
V(Y[t],d=0,D=2)	34183493.8296919	Range	28919	Trim Var.	18142994.2972973
V(Y[t],d=1,D=2)	26513386.0761618	Range	23128	Trim Var.	15008449.7008515
V(Y[t],d=2,D=2)	68944584.4166912	Range	40196	Trim Var.	40819104.805175
V(Y[t],d=3,D=2)	233032526.907709	Range	74380	Trim Var.	141312358.212833

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 38369839.9745158 & Range & 28335 & Trim Var. & 24224433.3507302 \tabularnewline
V(Y[t],d=1,D=0) & 49308705.4018692 & Range & 33804 & Trim Var. & 20731242.4732456 \tabularnewline
V(Y[t],d=2,D=0) & 132533241.498325 & Range & 64773 & Trim Var. & 53696467.8427772 \tabularnewline
V(Y[t],d=3,D=0) & 413395026.109614 & Range & 106143 & Trim Var. & 194241962.069664 \tabularnewline
V(Y[t],d=0,D=1) & 10731514.3891753 & Range & 15648 & Trim Var. & 6852572.32878909 \tabularnewline
V(Y[t],d=1,D=1) & 10441511.9298246 & Range & 14391 & Trim Var. & 6812310.56922025 \tabularnewline
V(Y[t],d=2,D=1) & 29752313.0620381 & Range & 25372 & Trim Var. & 19307238.7619048 \tabularnewline
V(Y[t],d=3,D=1) & 101692996.685084 & Range & 47529 & Trim Var. & 68002556.3802352 \tabularnewline
V(Y[t],d=0,D=2) & 34183493.8296919 & Range & 28919 & Trim Var. & 18142994.2972973 \tabularnewline
V(Y[t],d=1,D=2) & 26513386.0761618 & Range & 23128 & Trim Var. & 15008449.7008515 \tabularnewline
V(Y[t],d=2,D=2) & 68944584.4166912 & Range & 40196 & Trim Var. & 40819104.805175 \tabularnewline
V(Y[t],d=3,D=2) & 233032526.907709 & Range & 74380 & Trim Var. & 141312358.212833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62657&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]38369839.9745158[/C][C]Range[/C][C]28335[/C][C]Trim Var.[/C][C]24224433.3507302[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]49308705.4018692[/C][C]Range[/C][C]33804[/C][C]Trim Var.[/C][C]20731242.4732456[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]132533241.498325[/C][C]Range[/C][C]64773[/C][C]Trim Var.[/C][C]53696467.8427772[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]413395026.109614[/C][C]Range[/C][C]106143[/C][C]Trim Var.[/C][C]194241962.069664[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10731514.3891753[/C][C]Range[/C][C]15648[/C][C]Trim Var.[/C][C]6852572.32878909[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]10441511.9298246[/C][C]Range[/C][C]14391[/C][C]Trim Var.[/C][C]6812310.56922025[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]29752313.0620381[/C][C]Range[/C][C]25372[/C][C]Trim Var.[/C][C]19307238.7619048[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]101692996.685084[/C][C]Range[/C][C]47529[/C][C]Trim Var.[/C][C]68002556.3802352[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]34183493.8296919[/C][C]Range[/C][C]28919[/C][C]Trim Var.[/C][C]18142994.2972973[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]26513386.0761618[/C][C]Range[/C][C]23128[/C][C]Trim Var.[/C][C]15008449.7008515[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]68944584.4166912[/C][C]Range[/C][C]40196[/C][C]Trim Var.[/C][C]40819104.805175[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]233032526.907709[/C][C]Range[/C][C]74380[/C][C]Trim Var.[/C][C]141312358.212833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62657&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62657&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)	38369839.9745158	Range	28335	Trim Var.	24224433.3507302
V(Y[t],d=1,D=0)	49308705.4018692	Range	33804	Trim Var.	20731242.4732456
V(Y[t],d=2,D=0)	132533241.498325	Range	64773	Trim Var.	53696467.8427772
V(Y[t],d=3,D=0)	413395026.109614	Range	106143	Trim Var.	194241962.069664
V(Y[t],d=0,D=1)	10731514.3891753	Range	15648	Trim Var.	6852572.32878909
V(Y[t],d=1,D=1)	10441511.9298246	Range	14391	Trim Var.	6812310.56922025
V(Y[t],d=2,D=1)	29752313.0620381	Range	25372	Trim Var.	19307238.7619048
V(Y[t],d=3,D=1)	101692996.685084	Range	47529	Trim Var.	68002556.3802352
V(Y[t],d=0,D=2)	34183493.8296919	Range	28919	Trim Var.	18142994.2972973
V(Y[t],d=1,D=2)	26513386.0761618	Range	23128	Trim Var.	15008449.7008515
V(Y[t],d=2,D=2)	68944584.4166912	Range	40196	Trim Var.	40819104.805175
V(Y[t],d=3,D=2)	233032526.907709	Range	74380	Trim Var.	141312358.212833

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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