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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

Fri, 27 Nov 2009 12:08:51 -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/Nov/27/t1259348971t8k61oeoobguimn.htm/, Retrieved Mon, 29 Apr 2024 22:16:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61145, Retrieved Mon, 29 Apr 2024 22:16:59 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

145

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

-       [Variance Reduction Matrix] [VRM] [2009-11-27 19:08:51] [99bf2a1e962091d45abf4c2600a412f9] [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=61145&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=61145&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61145&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)	1761478813.55932	Range	160000	Trim Var.	1325913696.71558
V(Y[t],d=1,D=0)	346450613.676213	Range	88000	Trim Var.	179670537.010160
V(Y[t],d=2,D=0)	519809134.906231	Range	114000	Trim Var.	280530920.060332
V(Y[t],d=3,D=0)	1243566416.0401	Range	179000	Trim Var.	618520784.313725
V(Y[t],d=0,D=1)	950442819.148936	Range	108000	Trim Var.	669552439.02439
V(Y[t],d=1,D=1)	67597594.8196115	Range	38000	Trim Var.	28866396.7611336
V(Y[t],d=2,D=1)	136808212.560386	Range	61000	Trim Var.	60848717.948718
V(Y[t],d=3,D=1)	443055555.555556	Range	109000	Trim Var.	210576248.313090
V(Y[t],d=0,D=2)	1362935714.28571	Range	132000	Trim Var.	1008963709.67742
V(Y[t],d=1,D=2)	163408403.361345	Range	52000	Trim Var.	96279569.8924731
V(Y[t],d=2,D=2)	390204099.821747	Range	93000	Trim Var.	209613793.103448
V(Y[t],d=3,D=2)	1276570075.75758	Range	136000	Trim Var.	823044334.97537

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1761478813.55932 & Range & 160000 & Trim Var. & 1325913696.71558 \tabularnewline
V(Y[t],d=1,D=0) & 346450613.676213 & Range & 88000 & Trim Var. & 179670537.010160 \tabularnewline
V(Y[t],d=2,D=0) & 519809134.906231 & Range & 114000 & Trim Var. & 280530920.060332 \tabularnewline
V(Y[t],d=3,D=0) & 1243566416.0401 & Range & 179000 & Trim Var. & 618520784.313725 \tabularnewline
V(Y[t],d=0,D=1) & 950442819.148936 & Range & 108000 & Trim Var. & 669552439.02439 \tabularnewline
V(Y[t],d=1,D=1) & 67597594.8196115 & Range & 38000 & Trim Var. & 28866396.7611336 \tabularnewline
V(Y[t],d=2,D=1) & 136808212.560386 & Range & 61000 & Trim Var. & 60848717.948718 \tabularnewline
V(Y[t],d=3,D=1) & 443055555.555556 & Range & 109000 & Trim Var. & 210576248.313090 \tabularnewline
V(Y[t],d=0,D=2) & 1362935714.28571 & Range & 132000 & Trim Var. & 1008963709.67742 \tabularnewline
V(Y[t],d=1,D=2) & 163408403.361345 & Range & 52000 & Trim Var. & 96279569.8924731 \tabularnewline
V(Y[t],d=2,D=2) & 390204099.821747 & Range & 93000 & Trim Var. & 209613793.103448 \tabularnewline
V(Y[t],d=3,D=2) & 1276570075.75758 & Range & 136000 & Trim Var. & 823044334.97537 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61145&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1761478813.55932[/C][C]Range[/C][C]160000[/C][C]Trim Var.[/C][C]1325913696.71558[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]346450613.676213[/C][C]Range[/C][C]88000[/C][C]Trim Var.[/C][C]179670537.010160[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]519809134.906231[/C][C]Range[/C][C]114000[/C][C]Trim Var.[/C][C]280530920.060332[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1243566416.0401[/C][C]Range[/C][C]179000[/C][C]Trim Var.[/C][C]618520784.313725[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]950442819.148936[/C][C]Range[/C][C]108000[/C][C]Trim Var.[/C][C]669552439.02439[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]67597594.8196115[/C][C]Range[/C][C]38000[/C][C]Trim Var.[/C][C]28866396.7611336[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]136808212.560386[/C][C]Range[/C][C]61000[/C][C]Trim Var.[/C][C]60848717.948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]443055555.555556[/C][C]Range[/C][C]109000[/C][C]Trim Var.[/C][C]210576248.313090[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1362935714.28571[/C][C]Range[/C][C]132000[/C][C]Trim Var.[/C][C]1008963709.67742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]163408403.361345[/C][C]Range[/C][C]52000[/C][C]Trim Var.[/C][C]96279569.8924731[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]390204099.821747[/C][C]Range[/C][C]93000[/C][C]Trim Var.[/C][C]209613793.103448[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1276570075.75758[/C][C]Range[/C][C]136000[/C][C]Trim Var.[/C][C]823044334.97537[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61145&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61145&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)	1761478813.55932	Range	160000	Trim Var.	1325913696.71558
V(Y[t],d=1,D=0)	346450613.676213	Range	88000	Trim Var.	179670537.010160
V(Y[t],d=2,D=0)	519809134.906231	Range	114000	Trim Var.	280530920.060332
V(Y[t],d=3,D=0)	1243566416.0401	Range	179000	Trim Var.	618520784.313725
V(Y[t],d=0,D=1)	950442819.148936	Range	108000	Trim Var.	669552439.02439
V(Y[t],d=1,D=1)	67597594.8196115	Range	38000	Trim Var.	28866396.7611336
V(Y[t],d=2,D=1)	136808212.560386	Range	61000	Trim Var.	60848717.948718
V(Y[t],d=3,D=1)	443055555.555556	Range	109000	Trim Var.	210576248.313090
V(Y[t],d=0,D=2)	1362935714.28571	Range	132000	Trim Var.	1008963709.67742
V(Y[t],d=1,D=2)	163408403.361345	Range	52000	Trim Var.	96279569.8924731
V(Y[t],d=2,D=2)	390204099.821747	Range	93000	Trim Var.	209613793.103448
V(Y[t],d=3,D=2)	1276570075.75758	Range	136000	Trim Var.	823044334.97537

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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