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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

Tue, 11 Dec 2007 01:30:42 -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/11/t1197361037575iu5cbgib2dyf.htm/, Retrieved Sun, 28 Apr 2024 22:25:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3084, Retrieved Sun, 28 Apr 2024 22:25:41 +0000

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No (this computation is public)

User-defined keywords

variance reduction matrix

Estimated Impact

235

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

-       [Variance Reduction Matrix] [variance reductio...] [2007-12-11 08:30:42] [e4c7d76df262b0a2d80dba01c6bb2cb8] [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=3084&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=3084&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3084&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)	3053106407.40141	Range	197556	Trim Var.	2318842144.47619
V(Y[t],d=1,D=0)	351195806.739638	Range	94643	Trim Var.	140823025.877624
V(Y[t],d=2,D=0)	507167161.09089	Range	113195	Trim Var.	218591684.449762
V(Y[t],d=3,D=0)	1254213365.86871	Range	168620	Trim Var.	549003616.562842
V(Y[t],d=0,D=1)	465923689.988701	Range	94884	Trim Var.	290891820.301887
V(Y[t],d=1,D=1)	48779173.0800701	Range	39814	Trim Var.	25930948.0827286
V(Y[t],d=2,D=1)	81237924.5311555	Range	44233	Trim Var.	50447211.8808446
V(Y[t],d=3,D=1)	228564731.398496	Range	74069	Trim Var.	142077774.927059
V(Y[t],d=0,D=2)	551791433.137855	Range	90555	Trim Var.	371849544.755517
V(Y[t],d=1,D=2)	109029498.378353	Range	50652	Trim Var.	53131647.6756098
V(Y[t],d=2,D=2)	207402616.543478	Range	61173	Trim Var.	130711220.164103
V(Y[t],d=3,D=2)	591485702.249495	Range	95481	Trim Var.	373834431.009447

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3053106407.40141 & Range & 197556 & Trim Var. & 2318842144.47619 \tabularnewline
V(Y[t],d=1,D=0) & 351195806.739638 & Range & 94643 & Trim Var. & 140823025.877624 \tabularnewline
V(Y[t],d=2,D=0) & 507167161.09089 & Range & 113195 & Trim Var. & 218591684.449762 \tabularnewline
V(Y[t],d=3,D=0) & 1254213365.86871 & Range & 168620 & Trim Var. & 549003616.562842 \tabularnewline
V(Y[t],d=0,D=1) & 465923689.988701 & Range & 94884 & Trim Var. & 290891820.301887 \tabularnewline
V(Y[t],d=1,D=1) & 48779173.0800701 & Range & 39814 & Trim Var. & 25930948.0827286 \tabularnewline
V(Y[t],d=2,D=1) & 81237924.5311555 & Range & 44233 & Trim Var. & 50447211.8808446 \tabularnewline
V(Y[t],d=3,D=1) & 228564731.398496 & Range & 74069 & Trim Var. & 142077774.927059 \tabularnewline
V(Y[t],d=0,D=2) & 551791433.137855 & Range & 90555 & Trim Var. & 371849544.755517 \tabularnewline
V(Y[t],d=1,D=2) & 109029498.378353 & Range & 50652 & Trim Var. & 53131647.6756098 \tabularnewline
V(Y[t],d=2,D=2) & 207402616.543478 & Range & 61173 & Trim Var. & 130711220.164103 \tabularnewline
V(Y[t],d=3,D=2) & 591485702.249495 & Range & 95481 & Trim Var. & 373834431.009447 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3084&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3053106407.40141[/C][C]Range[/C][C]197556[/C][C]Trim Var.[/C][C]2318842144.47619[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]351195806.739638[/C][C]Range[/C][C]94643[/C][C]Trim Var.[/C][C]140823025.877624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]507167161.09089[/C][C]Range[/C][C]113195[/C][C]Trim Var.[/C][C]218591684.449762[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1254213365.86871[/C][C]Range[/C][C]168620[/C][C]Trim Var.[/C][C]549003616.562842[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]465923689.988701[/C][C]Range[/C][C]94884[/C][C]Trim Var.[/C][C]290891820.301887[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]48779173.0800701[/C][C]Range[/C][C]39814[/C][C]Trim Var.[/C][C]25930948.0827286[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]81237924.5311555[/C][C]Range[/C][C]44233[/C][C]Trim Var.[/C][C]50447211.8808446[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]228564731.398496[/C][C]Range[/C][C]74069[/C][C]Trim Var.[/C][C]142077774.927059[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]551791433.137855[/C][C]Range[/C][C]90555[/C][C]Trim Var.[/C][C]371849544.755517[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]109029498.378353[/C][C]Range[/C][C]50652[/C][C]Trim Var.[/C][C]53131647.6756098[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]207402616.543478[/C][C]Range[/C][C]61173[/C][C]Trim Var.[/C][C]130711220.164103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]591485702.249495[/C][C]Range[/C][C]95481[/C][C]Trim Var.[/C][C]373834431.009447[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3084&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3084&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)	3053106407.40141	Range	197556	Trim Var.	2318842144.47619
V(Y[t],d=1,D=0)	351195806.739638	Range	94643	Trim Var.	140823025.877624
V(Y[t],d=2,D=0)	507167161.09089	Range	113195	Trim Var.	218591684.449762
V(Y[t],d=3,D=0)	1254213365.86871	Range	168620	Trim Var.	549003616.562842
V(Y[t],d=0,D=1)	465923689.988701	Range	94884	Trim Var.	290891820.301887
V(Y[t],d=1,D=1)	48779173.0800701	Range	39814	Trim Var.	25930948.0827286
V(Y[t],d=2,D=1)	81237924.5311555	Range	44233	Trim Var.	50447211.8808446
V(Y[t],d=3,D=1)	228564731.398496	Range	74069	Trim Var.	142077774.927059
V(Y[t],d=0,D=2)	551791433.137855	Range	90555	Trim Var.	371849544.755517
V(Y[t],d=1,D=2)	109029498.378353	Range	50652	Trim Var.	53131647.6756098
V(Y[t],d=2,D=2)	207402616.543478	Range	61173	Trim Var.	130711220.164103
V(Y[t],d=3,D=2)	591485702.249495	Range	95481	Trim Var.	373834431.009447

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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