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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sat, 03 Dec 2011 13:52:37 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/03/t1322938367g77p6ybwtaptn9r.htm/, Retrieved Sun, 28 Apr 2024 21:29:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150526, Retrieved Sun, 28 Apr 2024 21:29:43 +0000

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

-       [Variance Reduction Matrix] [] [2011-12-03 18:52:37] [ce4468323d272130d499477f5e05a6d2] [Current]
- R  D    [Variance Reduction Matrix] [] [2011-12-20 10:29:58] [06c08141d7d783218a8164fd2ea166f2] 

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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	'George Udny Yule' @ yule.wessa.net

\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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150526&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150526&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150526&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	'George Udny Yule' @ yule.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	4511148168.71967	Range	322717	Trim Var.	3087736671.17766
V(Y[t],d=1,D=0)	1840177765.47356	Range	219052	Trim Var.	1257883875.90577
V(Y[t],d=2,D=0)	5129988872.01826	Range	319444	Trim Var.	3625389902.88822
V(Y[t],d=3,D=0)	17351831760.1569	Range	569935	Trim Var.	12334007774.0579
V(Y[t],d=0,D=1)	1840177765.47356	Range	219052	Trim Var.	1257883875.90577
V(Y[t],d=1,D=1)	5129988872.01826	Range	319444	Trim Var.	3625389902.88822
V(Y[t],d=2,D=1)	17351831760.1569	Range	569935	Trim Var.	12334007774.0579
V(Y[t],d=3,D=1)	62942720009.8888	Range	1063957	Trim Var.	45330728944.5975
V(Y[t],d=0,D=2)	5129988872.01826	Range	319444	Trim Var.	3625389902.88822
V(Y[t],d=1,D=2)	17351831760.1569	Range	569935	Trim Var.	12334007774.0579
V(Y[t],d=2,D=2)	62942720009.8888	Range	1063957	Trim Var.	45330728944.5975
V(Y[t],d=3,D=2)	234657607556.766	Range	2015469	Trim Var.	168986599015.438

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4511148168.71967 & Range & 322717 & Trim Var. & 3087736671.17766 \tabularnewline
V(Y[t],d=1,D=0) & 1840177765.47356 & Range & 219052 & Trim Var. & 1257883875.90577 \tabularnewline
V(Y[t],d=2,D=0) & 5129988872.01826 & Range & 319444 & Trim Var. & 3625389902.88822 \tabularnewline
V(Y[t],d=3,D=0) & 17351831760.1569 & Range & 569935 & Trim Var. & 12334007774.0579 \tabularnewline
V(Y[t],d=0,D=1) & 1840177765.47356 & Range & 219052 & Trim Var. & 1257883875.90577 \tabularnewline
V(Y[t],d=1,D=1) & 5129988872.01826 & Range & 319444 & Trim Var. & 3625389902.88822 \tabularnewline
V(Y[t],d=2,D=1) & 17351831760.1569 & Range & 569935 & Trim Var. & 12334007774.0579 \tabularnewline
V(Y[t],d=3,D=1) & 62942720009.8888 & Range & 1063957 & Trim Var. & 45330728944.5975 \tabularnewline
V(Y[t],d=0,D=2) & 5129988872.01826 & Range & 319444 & Trim Var. & 3625389902.88822 \tabularnewline
V(Y[t],d=1,D=2) & 17351831760.1569 & Range & 569935 & Trim Var. & 12334007774.0579 \tabularnewline
V(Y[t],d=2,D=2) & 62942720009.8888 & Range & 1063957 & Trim Var. & 45330728944.5975 \tabularnewline
V(Y[t],d=3,D=2) & 234657607556.766 & Range & 2015469 & Trim Var. & 168986599015.438 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150526&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4511148168.71967[/C][C]Range[/C][C]322717[/C][C]Trim Var.[/C][C]3087736671.17766[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1840177765.47356[/C][C]Range[/C][C]219052[/C][C]Trim Var.[/C][C]1257883875.90577[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5129988872.01826[/C][C]Range[/C][C]319444[/C][C]Trim Var.[/C][C]3625389902.88822[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]17351831760.1569[/C][C]Range[/C][C]569935[/C][C]Trim Var.[/C][C]12334007774.0579[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1840177765.47356[/C][C]Range[/C][C]219052[/C][C]Trim Var.[/C][C]1257883875.90577[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5129988872.01826[/C][C]Range[/C][C]319444[/C][C]Trim Var.[/C][C]3625389902.88822[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]17351831760.1569[/C][C]Range[/C][C]569935[/C][C]Trim Var.[/C][C]12334007774.0579[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]62942720009.8888[/C][C]Range[/C][C]1063957[/C][C]Trim Var.[/C][C]45330728944.5975[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5129988872.01826[/C][C]Range[/C][C]319444[/C][C]Trim Var.[/C][C]3625389902.88822[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]17351831760.1569[/C][C]Range[/C][C]569935[/C][C]Trim Var.[/C][C]12334007774.0579[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]62942720009.8888[/C][C]Range[/C][C]1063957[/C][C]Trim Var.[/C][C]45330728944.5975[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]234657607556.766[/C][C]Range[/C][C]2015469[/C][C]Trim Var.[/C][C]168986599015.438[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150526&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150526&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)	4511148168.71967	Range	322717	Trim Var.	3087736671.17766
V(Y[t],d=1,D=0)	1840177765.47356	Range	219052	Trim Var.	1257883875.90577
V(Y[t],d=2,D=0)	5129988872.01826	Range	319444	Trim Var.	3625389902.88822
V(Y[t],d=3,D=0)	17351831760.1569	Range	569935	Trim Var.	12334007774.0579
V(Y[t],d=0,D=1)	1840177765.47356	Range	219052	Trim Var.	1257883875.90577
V(Y[t],d=1,D=1)	5129988872.01826	Range	319444	Trim Var.	3625389902.88822
V(Y[t],d=2,D=1)	17351831760.1569	Range	569935	Trim Var.	12334007774.0579
V(Y[t],d=3,D=1)	62942720009.8888	Range	1063957	Trim Var.	45330728944.5975
V(Y[t],d=0,D=2)	5129988872.01826	Range	319444	Trim Var.	3625389902.88822
V(Y[t],d=1,D=2)	17351831760.1569	Range	569935	Trim Var.	12334007774.0579
V(Y[t],d=2,D=2)	62942720009.8888	Range	1063957	Trim Var.	45330728944.5975
V(Y[t],d=3,D=2)	234657607556.766	Range	2015469	Trim Var.	168986599015.438

Figure 1

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Postscript link

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Parameters (Session):

par1 = 1 ;

Parameters (R input):

par1 = 1 ;

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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

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