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Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sat, 10 Dec 2011 08:19:06 -0500

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/2011/Dec/10/t1323523210w5rsyzjiutunhw4.htm/, Retrieved Sat, 04 May 2024 22:38:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=153523, Retrieved Sat, 04 May 2024 22:38:48 +0000

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No (this computation is public)

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Estimated Impact

117

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

-     [Variance Reduction Matrix] [paper timeserie V...] [2010-12-15 19:36:08] [814f53995537cd15c528d8efbf1cf544]
- R  D    [Variance Reduction Matrix] [] [2011-12-10 13:19:06] [d41d8cd98f00b204e9800998ecf8427e] [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	'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153523&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153523&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153523&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	'Gertrude Mary Cox' @ cox.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	641813.556140351	Range	4498	Trim Var.	330694.134062928
V(Y[t],d=1,D=0)	596455.398208287	Range	4657	Trim Var.	271974.875910364
V(Y[t],d=2,D=0)	1369623.65968886	Range	6220	Trim Var.	730277.140992542
V(Y[t],d=3,D=0)	4353263.80388032	Range	10667	Trim Var.	2434824.39494564
V(Y[t],d=0,D=1)	296934.709552496	Range	3419	Trim Var.	128022.742687893
V(Y[t],d=1,D=1)	340116.527181898	Range	2932	Trim Var.	176447.629756469
V(Y[t],d=2,D=1)	798458.227792833	Range	5363	Trim Var.	382336.491197183
V(Y[t],d=3,D=1)	2486214.2845679	Range	8259	Trim Var.	1140886.78792757
V(Y[t],d=0,D=2)	907238.812010955	Range	5664	Trim Var.	375806.412698413
V(Y[t],d=1,D=2)	963270.548490946	Range	4960	Trim Var.	518012.128008193
V(Y[t],d=2,D=2)	2132365.66956522	Range	8617	Trim Var.	1048456.12189318
V(Y[t],d=3,D=2)	6451275.42966752	Range	14529	Trim Var.	3194207.62185792

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 641813.556140351 & Range & 4498 & Trim Var. & 330694.134062928 \tabularnewline
V(Y[t],d=1,D=0) & 596455.398208287 & Range & 4657 & Trim Var. & 271974.875910364 \tabularnewline
V(Y[t],d=2,D=0) & 1369623.65968886 & Range & 6220 & Trim Var. & 730277.140992542 \tabularnewline
V(Y[t],d=3,D=0) & 4353263.80388032 & Range & 10667 & Trim Var. & 2434824.39494564 \tabularnewline
V(Y[t],d=0,D=1) & 296934.709552496 & Range & 3419 & Trim Var. & 128022.742687893 \tabularnewline
V(Y[t],d=1,D=1) & 340116.527181898 & Range & 2932 & Trim Var. & 176447.629756469 \tabularnewline
V(Y[t],d=2,D=1) & 798458.227792833 & Range & 5363 & Trim Var. & 382336.491197183 \tabularnewline
V(Y[t],d=3,D=1) & 2486214.2845679 & Range & 8259 & Trim Var. & 1140886.78792757 \tabularnewline
V(Y[t],d=0,D=2) & 907238.812010955 & Range & 5664 & Trim Var. & 375806.412698413 \tabularnewline
V(Y[t],d=1,D=2) & 963270.548490946 & Range & 4960 & Trim Var. & 518012.128008193 \tabularnewline
V(Y[t],d=2,D=2) & 2132365.66956522 & Range & 8617 & Trim Var. & 1048456.12189318 \tabularnewline
V(Y[t],d=3,D=2) & 6451275.42966752 & Range & 14529 & Trim Var. & 3194207.62185792 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153523&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]641813.556140351[/C][C]Range[/C][C]4498[/C][C]Trim Var.[/C][C]330694.134062928[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]596455.398208287[/C][C]Range[/C][C]4657[/C][C]Trim Var.[/C][C]271974.875910364[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1369623.65968886[/C][C]Range[/C][C]6220[/C][C]Trim Var.[/C][C]730277.140992542[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4353263.80388032[/C][C]Range[/C][C]10667[/C][C]Trim Var.[/C][C]2434824.39494564[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]296934.709552496[/C][C]Range[/C][C]3419[/C][C]Trim Var.[/C][C]128022.742687893[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]340116.527181898[/C][C]Range[/C][C]2932[/C][C]Trim Var.[/C][C]176447.629756469[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]798458.227792833[/C][C]Range[/C][C]5363[/C][C]Trim Var.[/C][C]382336.491197183[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2486214.2845679[/C][C]Range[/C][C]8259[/C][C]Trim Var.[/C][C]1140886.78792757[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]907238.812010955[/C][C]Range[/C][C]5664[/C][C]Trim Var.[/C][C]375806.412698413[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]963270.548490946[/C][C]Range[/C][C]4960[/C][C]Trim Var.[/C][C]518012.128008193[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2132365.66956522[/C][C]Range[/C][C]8617[/C][C]Trim Var.[/C][C]1048456.12189318[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6451275.42966752[/C][C]Range[/C][C]14529[/C][C]Trim Var.[/C][C]3194207.62185792[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153523&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153523&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)	641813.556140351	Range	4498	Trim Var.	330694.134062928
V(Y[t],d=1,D=0)	596455.398208287	Range	4657	Trim Var.	271974.875910364
V(Y[t],d=2,D=0)	1369623.65968886	Range	6220	Trim Var.	730277.140992542
V(Y[t],d=3,D=0)	4353263.80388032	Range	10667	Trim Var.	2434824.39494564
V(Y[t],d=0,D=1)	296934.709552496	Range	3419	Trim Var.	128022.742687893
V(Y[t],d=1,D=1)	340116.527181898	Range	2932	Trim Var.	176447.629756469
V(Y[t],d=2,D=1)	798458.227792833	Range	5363	Trim Var.	382336.491197183
V(Y[t],d=3,D=1)	2486214.2845679	Range	8259	Trim Var.	1140886.78792757
V(Y[t],d=0,D=2)	907238.812010955	Range	5664	Trim Var.	375806.412698413
V(Y[t],d=1,D=2)	963270.548490946	Range	4960	Trim Var.	518012.128008193
V(Y[t],d=2,D=2)	2132365.66956522	Range	8617	Trim Var.	1048456.12189318
V(Y[t],d=3,D=2)	6451275.42966752	Range	14529	Trim Var.	3194207.62185792

Figure 1

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Postscript link

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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(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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