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Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Fri, 27 Nov 2009 12:48:44 -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/t12593515973xmme54q3norj0f.htm/, Retrieved Mon, 29 Apr 2024 17:35:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61203, Retrieved Mon, 29 Apr 2024 17:35:12 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

138

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

-       [Variance Reduction Matrix] [Model 2] [2009-11-27 19:48:44] [b0f64d7ca2e98fc55ef2208a4524e4b4] [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=61203&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=61203&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61203&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)	1776288127.53917	Range	159527	Trim Var.	1265198452.70572
V(Y[t],d=1,D=0)	340093968.397938	Range	88991	Trim Var.	131557292.506289
V(Y[t],d=2,D=0)	520696913.043169	Range	116547	Trim Var.	232023460.099419
V(Y[t],d=3,D=0)	1219233215.13446	Range	183118	Trim Var.	618535788.828791
V(Y[t],d=0,D=1)	1408234159.47373	Range	141263	Trim Var.	981999355.528283
V(Y[t],d=1,D=1)	78072918.7840816	Range	37640	Trim Var.	46004984.6490486
V(Y[t],d=2,D=1)	134456692.362245	Range	61245	Trim Var.	63450363.7486157
V(Y[t],d=3,D=1)	428290401.967642	Range	107877	Trim Var.	216132608.206736
V(Y[t],d=0,D=2)	2881603161.42915	Range	174115	Trim Var.	2378597094.93782
V(Y[t],d=1,D=2)	171153194.416074	Range	51545	Trim Var.	110980118.606952
V(Y[t],d=2,D=2)	410414779.067568	Range	94798	Trim Var.	242545975.291667
V(Y[t],d=3,D=2)	1336299834.82857	Range	137188	Trim Var.	916471682.064516

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1776288127.53917 & Range & 159527 & Trim Var. & 1265198452.70572 \tabularnewline
V(Y[t],d=1,D=0) & 340093968.397938 & Range & 88991 & Trim Var. & 131557292.506289 \tabularnewline
V(Y[t],d=2,D=0) & 520696913.043169 & Range & 116547 & Trim Var. & 232023460.099419 \tabularnewline
V(Y[t],d=3,D=0) & 1219233215.13446 & Range & 183118 & Trim Var. & 618535788.828791 \tabularnewline
V(Y[t],d=0,D=1) & 1408234159.47373 & Range & 141263 & Trim Var. & 981999355.528283 \tabularnewline
V(Y[t],d=1,D=1) & 78072918.7840816 & Range & 37640 & Trim Var. & 46004984.6490486 \tabularnewline
V(Y[t],d=2,D=1) & 134456692.362245 & Range & 61245 & Trim Var. & 63450363.7486157 \tabularnewline
V(Y[t],d=3,D=1) & 428290401.967642 & Range & 107877 & Trim Var. & 216132608.206736 \tabularnewline
V(Y[t],d=0,D=2) & 2881603161.42915 & Range & 174115 & Trim Var. & 2378597094.93782 \tabularnewline
V(Y[t],d=1,D=2) & 171153194.416074 & Range & 51545 & Trim Var. & 110980118.606952 \tabularnewline
V(Y[t],d=2,D=2) & 410414779.067568 & Range & 94798 & Trim Var. & 242545975.291667 \tabularnewline
V(Y[t],d=3,D=2) & 1336299834.82857 & Range & 137188 & Trim Var. & 916471682.064516 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61203&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1776288127.53917[/C][C]Range[/C][C]159527[/C][C]Trim Var.[/C][C]1265198452.70572[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]340093968.397938[/C][C]Range[/C][C]88991[/C][C]Trim Var.[/C][C]131557292.506289[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]520696913.043169[/C][C]Range[/C][C]116547[/C][C]Trim Var.[/C][C]232023460.099419[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1219233215.13446[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]618535788.828791[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1408234159.47373[/C][C]Range[/C][C]141263[/C][C]Trim Var.[/C][C]981999355.528283[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]78072918.7840816[/C][C]Range[/C][C]37640[/C][C]Trim Var.[/C][C]46004984.6490486[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]134456692.362245[/C][C]Range[/C][C]61245[/C][C]Trim Var.[/C][C]63450363.7486157[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]428290401.967642[/C][C]Range[/C][C]107877[/C][C]Trim Var.[/C][C]216132608.206736[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2881603161.42915[/C][C]Range[/C][C]174115[/C][C]Trim Var.[/C][C]2378597094.93782[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]171153194.416074[/C][C]Range[/C][C]51545[/C][C]Trim Var.[/C][C]110980118.606952[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]410414779.067568[/C][C]Range[/C][C]94798[/C][C]Trim Var.[/C][C]242545975.291667[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1336299834.82857[/C][C]Range[/C][C]137188[/C][C]Trim Var.[/C][C]916471682.064516[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61203&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61203&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)	1776288127.53917	Range	159527	Trim Var.	1265198452.70572
V(Y[t],d=1,D=0)	340093968.397938	Range	88991	Trim Var.	131557292.506289
V(Y[t],d=2,D=0)	520696913.043169	Range	116547	Trim Var.	232023460.099419
V(Y[t],d=3,D=0)	1219233215.13446	Range	183118	Trim Var.	618535788.828791
V(Y[t],d=0,D=1)	1408234159.47373	Range	141263	Trim Var.	981999355.528283
V(Y[t],d=1,D=1)	78072918.7840816	Range	37640	Trim Var.	46004984.6490486
V(Y[t],d=2,D=1)	134456692.362245	Range	61245	Trim Var.	63450363.7486157
V(Y[t],d=3,D=1)	428290401.967642	Range	107877	Trim Var.	216132608.206736
V(Y[t],d=0,D=2)	2881603161.42915	Range	174115	Trim Var.	2378597094.93782
V(Y[t],d=1,D=2)	171153194.416074	Range	51545	Trim Var.	110980118.606952
V(Y[t],d=2,D=2)	410414779.067568	Range	94798	Trim Var.	242545975.291667
V(Y[t],d=3,D=2)	1336299834.82857	Range	137188	Trim Var.	916471682.064516

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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