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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 16 Dec 2009 07:10:16 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/16/t12609727606rhlw3cc6saztat.htm/, Retrieved Tue, 30 Apr 2024 12:55:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68360, Retrieved Tue, 30 Apr 2024 12:55:29 +0000

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Estimated Impact

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] [] [2009-12-16 14:10:16] [7cc673c2b3a8ab442a3ec6ca430f2445] [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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68360&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]0 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=68360&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68360&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1544495.53983051	Range	5240	Trim Var.	1090484.17470301
V(Y[t],d=1,D=0)	616643.270017534	Range	3017	Trim Var.	456999.859941945
V(Y[t],d=2,D=0)	594466.245614035	Range	4409	Trim Var.	221948.346907994
V(Y[t],d=3,D=0)	1293442.62468672	Range	4784	Trim Var.	807508.852653061
V(Y[t],d=0,D=1)	542960.2535461	Range	2778	Trim Var.	402968.644018583
V(Y[t],d=1,D=1)	133448.956521739	Range	1439	Trim Var.	78645.2923076923
V(Y[t],d=2,D=1)	165196.573913043	Range	1901	Trim Var.	69167.7942307692
V(Y[t],d=3,D=1)	390189.058585859	Range	3420	Trim Var.	199145.69365722
V(Y[t],d=0,D=2)	2101504.58730159	Range	5322	Trim Var.	1577263.32963710
V(Y[t],d=1,D=2)	411822.210084034	Range	2258	Trim Var.	297884.047311828
V(Y[t],d=2,D=2)	440064.844919786	Range	3176	Trim Var.	202250.712643678
V(Y[t],d=3,D=2)	948950.6875	Range	3884	Trim Var.	630159.384236453

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1544495.53983051 & Range & 5240 & Trim Var. & 1090484.17470301 \tabularnewline
V(Y[t],d=1,D=0) & 616643.270017534 & Range & 3017 & Trim Var. & 456999.859941945 \tabularnewline
V(Y[t],d=2,D=0) & 594466.245614035 & Range & 4409 & Trim Var. & 221948.346907994 \tabularnewline
V(Y[t],d=3,D=0) & 1293442.62468672 & Range & 4784 & Trim Var. & 807508.852653061 \tabularnewline
V(Y[t],d=0,D=1) & 542960.2535461 & Range & 2778 & Trim Var. & 402968.644018583 \tabularnewline
V(Y[t],d=1,D=1) & 133448.956521739 & Range & 1439 & Trim Var. & 78645.2923076923 \tabularnewline
V(Y[t],d=2,D=1) & 165196.573913043 & Range & 1901 & Trim Var. & 69167.7942307692 \tabularnewline
V(Y[t],d=3,D=1) & 390189.058585859 & Range & 3420 & Trim Var. & 199145.69365722 \tabularnewline
V(Y[t],d=0,D=2) & 2101504.58730159 & Range & 5322 & Trim Var. & 1577263.32963710 \tabularnewline
V(Y[t],d=1,D=2) & 411822.210084034 & Range & 2258 & Trim Var. & 297884.047311828 \tabularnewline
V(Y[t],d=2,D=2) & 440064.844919786 & Range & 3176 & Trim Var. & 202250.712643678 \tabularnewline
V(Y[t],d=3,D=2) & 948950.6875 & Range & 3884 & Trim Var. & 630159.384236453 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68360&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1544495.53983051[/C][C]Range[/C][C]5240[/C][C]Trim Var.[/C][C]1090484.17470301[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]616643.270017534[/C][C]Range[/C][C]3017[/C][C]Trim Var.[/C][C]456999.859941945[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]594466.245614035[/C][C]Range[/C][C]4409[/C][C]Trim Var.[/C][C]221948.346907994[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1293442.62468672[/C][C]Range[/C][C]4784[/C][C]Trim Var.[/C][C]807508.852653061[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]542960.2535461[/C][C]Range[/C][C]2778[/C][C]Trim Var.[/C][C]402968.644018583[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]133448.956521739[/C][C]Range[/C][C]1439[/C][C]Trim Var.[/C][C]78645.2923076923[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]165196.573913043[/C][C]Range[/C][C]1901[/C][C]Trim Var.[/C][C]69167.7942307692[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]390189.058585859[/C][C]Range[/C][C]3420[/C][C]Trim Var.[/C][C]199145.69365722[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2101504.58730159[/C][C]Range[/C][C]5322[/C][C]Trim Var.[/C][C]1577263.32963710[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]411822.210084034[/C][C]Range[/C][C]2258[/C][C]Trim Var.[/C][C]297884.047311828[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]440064.844919786[/C][C]Range[/C][C]3176[/C][C]Trim Var.[/C][C]202250.712643678[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]948950.6875[/C][C]Range[/C][C]3884[/C][C]Trim Var.[/C][C]630159.384236453[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68360&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68360&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)	1544495.53983051	Range	5240	Trim Var.	1090484.17470301
V(Y[t],d=1,D=0)	616643.270017534	Range	3017	Trim Var.	456999.859941945
V(Y[t],d=2,D=0)	594466.245614035	Range	4409	Trim Var.	221948.346907994
V(Y[t],d=3,D=0)	1293442.62468672	Range	4784	Trim Var.	807508.852653061
V(Y[t],d=0,D=1)	542960.2535461	Range	2778	Trim Var.	402968.644018583
V(Y[t],d=1,D=1)	133448.956521739	Range	1439	Trim Var.	78645.2923076923
V(Y[t],d=2,D=1)	165196.573913043	Range	1901	Trim Var.	69167.7942307692
V(Y[t],d=3,D=1)	390189.058585859	Range	3420	Trim Var.	199145.69365722
V(Y[t],d=0,D=2)	2101504.58730159	Range	5322	Trim Var.	1577263.32963710
V(Y[t],d=1,D=2)	411822.210084034	Range	2258	Trim Var.	297884.047311828
V(Y[t],d=2,D=2)	440064.844919786	Range	3176	Trim Var.	202250.712643678
V(Y[t],d=3,D=2)	948950.6875	Range	3884	Trim Var.	630159.384236453

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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