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Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Tue, 29 Dec 2009 08:13:37 -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/29/t126209966321rfuigetshy98h.htm/, Retrieved Fri, 03 May 2024 05:08:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71137, Retrieved Fri, 03 May 2024 05:08:43 +0000

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No (this computation is public)

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Estimated Impact

150

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

-       [Variance Reduction Matrix] [vrm: goudprijs] [2009-12-29 15:13:37] [dbd46bd47d5f87b1007a5a1708bef00e] [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=71137&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=71137&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71137&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)	18120481.0265356	Range	15217	Trim Var.	13913711.2240775
V(Y[t],d=1,D=0)	359598.910758966	Range	4661	Trim Var.	136836.137281717
V(Y[t],d=2,D=0)	656904.154943935	Range	6201	Trim Var.	230213.990764605
V(Y[t],d=3,D=0)	1830806.01938387	Range	10741	Trim Var.	586066.797258772
V(Y[t],d=0,D=1)	2762775.17645846	Range	7581	Trim Var.	1907358.24489275
V(Y[t],d=1,D=1)	564797.577214391	Range	4636	Trim Var.	292346.838949843
V(Y[t],d=2,D=1)	1263484.18041237	Range	6986	Trim Var.	540175.058807805
V(Y[t],d=3,D=1)	3839102.84736842	Range	12624	Trim Var.	1831899.04528044
V(Y[t],d=0,D=2)	5682921.91419407	Range	13445	Trim Var.	2926384.43745728
V(Y[t],d=1,D=2)	1671257.01682627	Range	7330	Trim Var.	921186.021754386
V(Y[t],d=2,D=2)	3775218.16302521	Range	12624	Trim Var.	1710416.92900901
V(Y[t],d=3,D=2)	11738711.7915950	Range	21239	Trim Var.	5421328.77378749

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 18120481.0265356 & Range & 15217 & Trim Var. & 13913711.2240775 \tabularnewline
V(Y[t],d=1,D=0) & 359598.910758966 & Range & 4661 & Trim Var. & 136836.137281717 \tabularnewline
V(Y[t],d=2,D=0) & 656904.154943935 & Range & 6201 & Trim Var. & 230213.990764605 \tabularnewline
V(Y[t],d=3,D=0) & 1830806.01938387 & Range & 10741 & Trim Var. & 586066.797258772 \tabularnewline
V(Y[t],d=0,D=1) & 2762775.17645846 & Range & 7581 & Trim Var. & 1907358.24489275 \tabularnewline
V(Y[t],d=1,D=1) & 564797.577214391 & Range & 4636 & Trim Var. & 292346.838949843 \tabularnewline
V(Y[t],d=2,D=1) & 1263484.18041237 & Range & 6986 & Trim Var. & 540175.058807805 \tabularnewline
V(Y[t],d=3,D=1) & 3839102.84736842 & Range & 12624 & Trim Var. & 1831899.04528044 \tabularnewline
V(Y[t],d=0,D=2) & 5682921.91419407 & Range & 13445 & Trim Var. & 2926384.43745728 \tabularnewline
V(Y[t],d=1,D=2) & 1671257.01682627 & Range & 7330 & Trim Var. & 921186.021754386 \tabularnewline
V(Y[t],d=2,D=2) & 3775218.16302521 & Range & 12624 & Trim Var. & 1710416.92900901 \tabularnewline
V(Y[t],d=3,D=2) & 11738711.7915950 & Range & 21239 & Trim Var. & 5421328.77378749 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71137&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]18120481.0265356[/C][C]Range[/C][C]15217[/C][C]Trim Var.[/C][C]13913711.2240775[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]359598.910758966[/C][C]Range[/C][C]4661[/C][C]Trim Var.[/C][C]136836.137281717[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]656904.154943935[/C][C]Range[/C][C]6201[/C][C]Trim Var.[/C][C]230213.990764605[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1830806.01938387[/C][C]Range[/C][C]10741[/C][C]Trim Var.[/C][C]586066.797258772[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2762775.17645846[/C][C]Range[/C][C]7581[/C][C]Trim Var.[/C][C]1907358.24489275[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]564797.577214391[/C][C]Range[/C][C]4636[/C][C]Trim Var.[/C][C]292346.838949843[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1263484.18041237[/C][C]Range[/C][C]6986[/C][C]Trim Var.[/C][C]540175.058807805[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3839102.84736842[/C][C]Range[/C][C]12624[/C][C]Trim Var.[/C][C]1831899.04528044[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5682921.91419407[/C][C]Range[/C][C]13445[/C][C]Trim Var.[/C][C]2926384.43745728[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1671257.01682627[/C][C]Range[/C][C]7330[/C][C]Trim Var.[/C][C]921186.021754386[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3775218.16302521[/C][C]Range[/C][C]12624[/C][C]Trim Var.[/C][C]1710416.92900901[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]11738711.7915950[/C][C]Range[/C][C]21239[/C][C]Trim Var.[/C][C]5421328.77378749[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71137&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71137&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)	18120481.0265356	Range	15217	Trim Var.	13913711.2240775
V(Y[t],d=1,D=0)	359598.910758966	Range	4661	Trim Var.	136836.137281717
V(Y[t],d=2,D=0)	656904.154943935	Range	6201	Trim Var.	230213.990764605
V(Y[t],d=3,D=0)	1830806.01938387	Range	10741	Trim Var.	586066.797258772
V(Y[t],d=0,D=1)	2762775.17645846	Range	7581	Trim Var.	1907358.24489275
V(Y[t],d=1,D=1)	564797.577214391	Range	4636	Trim Var.	292346.838949843
V(Y[t],d=2,D=1)	1263484.18041237	Range	6986	Trim Var.	540175.058807805
V(Y[t],d=3,D=1)	3839102.84736842	Range	12624	Trim Var.	1831899.04528044
V(Y[t],d=0,D=2)	5682921.91419407	Range	13445	Trim Var.	2926384.43745728
V(Y[t],d=1,D=2)	1671257.01682627	Range	7330	Trim Var.	921186.021754386
V(Y[t],d=2,D=2)	3775218.16302521	Range	12624	Trim Var.	1710416.92900901
V(Y[t],d=3,D=2)	11738711.7915950	Range	21239	Trim Var.	5421328.77378749

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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