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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, 07 Dec 2007 05:32:32 -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/2007/Dec/07/t1197029964km7w6u0pqs2c8xq.htm/, Retrieved Sun, 28 Apr 2024 22:41:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2775, Retrieved Sun, 28 Apr 2024 22:41:32 +0000

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No (this computation is public)

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Estimated Impact

178

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

-       [Variance Reduction Matrix] [Verbetering_works...] [2007-12-07 12:32:32] [129742d52914620af0bad7eb53591257] [Current]

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Summary of compuational 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 compuational 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=2775&T=0

[TABLE]
[ROW][C]Summary of compuational 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=2775&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2775&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 compuational 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)	552634634.401869	Range	69349	Trim Var.	441870699.747259
V(Y[t],d=1,D=0)	1658367.55810263	Range	10678	Trim Var.	594007.579619261
V(Y[t],d=2,D=0)	2294721.36576819	Range	15451	Trim Var.	713205.133035919
V(Y[t],d=3,D=0)	6694104.9051282	Range	27152	Trim Var.	1815636.28892006
V(Y[t],d=0,D=1)	79095844.0595395	Range	26988	Trim Var.	65971412.0164159
V(Y[t],d=1,D=1)	1753651.29742441	Range	15237	Trim Var.	321107.478431373
V(Y[t],d=2,D=1)	3162632.55181881	Range	15677	Trim Var.	611852.317125645
V(Y[t],d=3,D=1)	10112538.9904161	Range	29397	Trim Var.	2020092.8892154
V(Y[t],d=0,D=2)	39386424.1553356	Range	24485	Trim Var.	27156665.7563865
V(Y[t],d=1,D=2)	5117667.27093741	Range	21996	Trim Var.	705172.457762557
V(Y[t],d=2,D=2)	9374566.24570912	Range	29397	Trim Var.	1487481.41294992
V(Y[t],d=3,D=2)	29503162.4030864	Range	46801	Trim Var.	5099165.21649899

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 552634634.401869 & Range & 69349 & Trim Var. & 441870699.747259 \tabularnewline
V(Y[t],d=1,D=0) & 1658367.55810263 & Range & 10678 & Trim Var. & 594007.579619261 \tabularnewline
V(Y[t],d=2,D=0) & 2294721.36576819 & Range & 15451 & Trim Var. & 713205.133035919 \tabularnewline
V(Y[t],d=3,D=0) & 6694104.9051282 & Range & 27152 & Trim Var. & 1815636.28892006 \tabularnewline
V(Y[t],d=0,D=1) & 79095844.0595395 & Range & 26988 & Trim Var. & 65971412.0164159 \tabularnewline
V(Y[t],d=1,D=1) & 1753651.29742441 & Range & 15237 & Trim Var. & 321107.478431373 \tabularnewline
V(Y[t],d=2,D=1) & 3162632.55181881 & Range & 15677 & Trim Var. & 611852.317125645 \tabularnewline
V(Y[t],d=3,D=1) & 10112538.9904161 & Range & 29397 & Trim Var. & 2020092.8892154 \tabularnewline
V(Y[t],d=0,D=2) & 39386424.1553356 & Range & 24485 & Trim Var. & 27156665.7563865 \tabularnewline
V(Y[t],d=1,D=2) & 5117667.27093741 & Range & 21996 & Trim Var. & 705172.457762557 \tabularnewline
V(Y[t],d=2,D=2) & 9374566.24570912 & Range & 29397 & Trim Var. & 1487481.41294992 \tabularnewline
V(Y[t],d=3,D=2) & 29503162.4030864 & Range & 46801 & Trim Var. & 5099165.21649899 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2775&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]552634634.401869[/C][C]Range[/C][C]69349[/C][C]Trim Var.[/C][C]441870699.747259[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1658367.55810263[/C][C]Range[/C][C]10678[/C][C]Trim Var.[/C][C]594007.579619261[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2294721.36576819[/C][C]Range[/C][C]15451[/C][C]Trim Var.[/C][C]713205.133035919[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6694104.9051282[/C][C]Range[/C][C]27152[/C][C]Trim Var.[/C][C]1815636.28892006[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]79095844.0595395[/C][C]Range[/C][C]26988[/C][C]Trim Var.[/C][C]65971412.0164159[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1753651.29742441[/C][C]Range[/C][C]15237[/C][C]Trim Var.[/C][C]321107.478431373[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3162632.55181881[/C][C]Range[/C][C]15677[/C][C]Trim Var.[/C][C]611852.317125645[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10112538.9904161[/C][C]Range[/C][C]29397[/C][C]Trim Var.[/C][C]2020092.8892154[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]39386424.1553356[/C][C]Range[/C][C]24485[/C][C]Trim Var.[/C][C]27156665.7563865[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5117667.27093741[/C][C]Range[/C][C]21996[/C][C]Trim Var.[/C][C]705172.457762557[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9374566.24570912[/C][C]Range[/C][C]29397[/C][C]Trim Var.[/C][C]1487481.41294992[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]29503162.4030864[/C][C]Range[/C][C]46801[/C][C]Trim Var.[/C][C]5099165.21649899[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2775&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2775&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)	552634634.401869	Range	69349	Trim Var.	441870699.747259
V(Y[t],d=1,D=0)	1658367.55810263	Range	10678	Trim Var.	594007.579619261
V(Y[t],d=2,D=0)	2294721.36576819	Range	15451	Trim Var.	713205.133035919
V(Y[t],d=3,D=0)	6694104.9051282	Range	27152	Trim Var.	1815636.28892006
V(Y[t],d=0,D=1)	79095844.0595395	Range	26988	Trim Var.	65971412.0164159
V(Y[t],d=1,D=1)	1753651.29742441	Range	15237	Trim Var.	321107.478431373
V(Y[t],d=2,D=1)	3162632.55181881	Range	15677	Trim Var.	611852.317125645
V(Y[t],d=3,D=1)	10112538.9904161	Range	29397	Trim Var.	2020092.8892154
V(Y[t],d=0,D=2)	39386424.1553356	Range	24485	Trim Var.	27156665.7563865
V(Y[t],d=1,D=2)	5117667.27093741	Range	21996	Trim Var.	705172.457762557
V(Y[t],d=2,D=2)	9374566.24570912	Range	29397	Trim Var.	1487481.41294992
V(Y[t],d=3,D=2)	29503162.4030864	Range	46801	Trim Var.	5099165.21649899

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

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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