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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

Thu, 22 Dec 2011 07:55:18 -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/22/t1324558529khmrl91754g2m4f.htm/, Retrieved Fri, 03 May 2024 14:28:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159389, Retrieved Fri, 03 May 2024 14:28:01 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

140

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

-     [Variance Reduction Matrix] [Workshop 6: Varia...] [2010-12-14 13:26:40] [b9eaf9df71639055b3e2389f5099ca2c]
- R  D    [Variance Reduction Matrix] [VRM] [2011-12-22 12:55:18] [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	0 seconds
R Server	'Herman Ole Andreas Wold' @ wold.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 & 0 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159389&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159389&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159389&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	0 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	2182281195.50519	Range	216668	Trim Var.	1350379238.82571
V(Y[t],d=1,D=0)	550890666.896361	Range	140424	Trim Var.	254032743.625548
V(Y[t],d=2,D=0)	1154884010.01063	Range	241384	Trim Var.	439292736.486756
V(Y[t],d=3,D=0)	3183597770.0541	Range	415205	Trim Var.	1170509700.60629
V(Y[t],d=0,D=1)	4120236610.87968	Range	325070	Trim Var.	2432074853.1145
V(Y[t],d=1,D=1)	1091878520.40657	Range	186787	Trim Var.	534743661.068584
V(Y[t],d=2,D=1)	2366663542.20171	Range	334354	Trim Var.	1027959546.48359
V(Y[t],d=3,D=1)	6726890942.212	Range	548666	Trim Var.	2678334587.29599
V(Y[t],d=0,D=2)	9087712185.34393	Range	495281	Trim Var.	5107750761.90441
V(Y[t],d=1,D=2)	3163272235.65019	Range	343998	Trim Var.	1475932126.96002
V(Y[t],d=2,D=2)	7117410084.44939	Range	540464	Trim Var.	3125519823.48864
V(Y[t],d=3,D=2)	20679575606.1387	Range	998754	Trim Var.	8538584091.98772

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2182281195.50519 & Range & 216668 & Trim Var. & 1350379238.82571 \tabularnewline
V(Y[t],d=1,D=0) & 550890666.896361 & Range & 140424 & Trim Var. & 254032743.625548 \tabularnewline
V(Y[t],d=2,D=0) & 1154884010.01063 & Range & 241384 & Trim Var. & 439292736.486756 \tabularnewline
V(Y[t],d=3,D=0) & 3183597770.0541 & Range & 415205 & Trim Var. & 1170509700.60629 \tabularnewline
V(Y[t],d=0,D=1) & 4120236610.87968 & Range & 325070 & Trim Var. & 2432074853.1145 \tabularnewline
V(Y[t],d=1,D=1) & 1091878520.40657 & Range & 186787 & Trim Var. & 534743661.068584 \tabularnewline
V(Y[t],d=2,D=1) & 2366663542.20171 & Range & 334354 & Trim Var. & 1027959546.48359 \tabularnewline
V(Y[t],d=3,D=1) & 6726890942.212 & Range & 548666 & Trim Var. & 2678334587.29599 \tabularnewline
V(Y[t],d=0,D=2) & 9087712185.34393 & Range & 495281 & Trim Var. & 5107750761.90441 \tabularnewline
V(Y[t],d=1,D=2) & 3163272235.65019 & Range & 343998 & Trim Var. & 1475932126.96002 \tabularnewline
V(Y[t],d=2,D=2) & 7117410084.44939 & Range & 540464 & Trim Var. & 3125519823.48864 \tabularnewline
V(Y[t],d=3,D=2) & 20679575606.1387 & Range & 998754 & Trim Var. & 8538584091.98772 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159389&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2182281195.50519[/C][C]Range[/C][C]216668[/C][C]Trim Var.[/C][C]1350379238.82571[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]550890666.896361[/C][C]Range[/C][C]140424[/C][C]Trim Var.[/C][C]254032743.625548[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1154884010.01063[/C][C]Range[/C][C]241384[/C][C]Trim Var.[/C][C]439292736.486756[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3183597770.0541[/C][C]Range[/C][C]415205[/C][C]Trim Var.[/C][C]1170509700.60629[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4120236610.87968[/C][C]Range[/C][C]325070[/C][C]Trim Var.[/C][C]2432074853.1145[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1091878520.40657[/C][C]Range[/C][C]186787[/C][C]Trim Var.[/C][C]534743661.068584[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2366663542.20171[/C][C]Range[/C][C]334354[/C][C]Trim Var.[/C][C]1027959546.48359[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6726890942.212[/C][C]Range[/C][C]548666[/C][C]Trim Var.[/C][C]2678334587.29599[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]9087712185.34393[/C][C]Range[/C][C]495281[/C][C]Trim Var.[/C][C]5107750761.90441[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3163272235.65019[/C][C]Range[/C][C]343998[/C][C]Trim Var.[/C][C]1475932126.96002[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]7117410084.44939[/C][C]Range[/C][C]540464[/C][C]Trim Var.[/C][C]3125519823.48864[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]20679575606.1387[/C][C]Range[/C][C]998754[/C][C]Trim Var.[/C][C]8538584091.98772[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159389&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159389&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)	2182281195.50519	Range	216668	Trim Var.	1350379238.82571
V(Y[t],d=1,D=0)	550890666.896361	Range	140424	Trim Var.	254032743.625548
V(Y[t],d=2,D=0)	1154884010.01063	Range	241384	Trim Var.	439292736.486756
V(Y[t],d=3,D=0)	3183597770.0541	Range	415205	Trim Var.	1170509700.60629
V(Y[t],d=0,D=1)	4120236610.87968	Range	325070	Trim Var.	2432074853.1145
V(Y[t],d=1,D=1)	1091878520.40657	Range	186787	Trim Var.	534743661.068584
V(Y[t],d=2,D=1)	2366663542.20171	Range	334354	Trim Var.	1027959546.48359
V(Y[t],d=3,D=1)	6726890942.212	Range	548666	Trim Var.	2678334587.29599
V(Y[t],d=0,D=2)	9087712185.34393	Range	495281	Trim Var.	5107750761.90441
V(Y[t],d=1,D=2)	3163272235.65019	Range	343998	Trim Var.	1475932126.96002
V(Y[t],d=2,D=2)	7117410084.44939	Range	540464	Trim Var.	3125519823.48864
V(Y[t],d=3,D=2)	20679575606.1387	Range	998754	Trim Var.	8538584091.98772

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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