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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, 14 Dec 2007 03:20:02 -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/14/t1197626826j3okhjq69iq99o1.htm/, Retrieved Thu, 02 May 2024 16:42:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3799, Retrieved Thu, 02 May 2024 16:42:36 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

204

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

-       [Variance Reduction Matrix] [VRM - Serie 1 - p...] [2007-12-14 10:20:02] [921757a21ec3444367392306fe4aab7f] [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=3799&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=3799&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3799&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)	98221156.039548	Range	43078	Trim Var.	66926268.362334
V(Y[t],d=1,D=0)	109972825.817066	Range	51721	Trim Var.	50318228.9455733
V(Y[t],d=2,D=0)	277874307.770115	Range	85794	Trim Var.	131349623.025641
V(Y[t],d=3,D=0)	861346528.361529	Range	135272	Trim Var.	459305236.016471
V(Y[t],d=0,D=1)	26819049.5314716	Range	22144	Trim Var.	16846179.6213705
V(Y[t],d=1,D=1)	28147272.4921369	Range	21224	Trim Var.	18332407.2121951
V(Y[t],d=2,D=1)	75281696.9763285	Range	36911	Trim Var.	50980076.6666667
V(Y[t],d=3,D=1)	242570745.634343	Range	60995	Trim Var.	169128167.944669
V(Y[t],d=0,D=2)	87731275.5642857	Range	40176	Trim Var.	54632538.8991935
V(Y[t],d=1,D=2)	71185758.7865546	Range	34303	Trim Var.	46779061.7462366
V(Y[t],d=2,D=2)	181922651.301248	Range	60834	Trim Var.	110036181.067816
V(Y[t],d=3,D=2)	593211875.632576	Range	106093	Trim Var.	366097933.980296

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 98221156.039548 & Range & 43078 & Trim Var. & 66926268.362334 \tabularnewline
V(Y[t],d=1,D=0) & 109972825.817066 & Range & 51721 & Trim Var. & 50318228.9455733 \tabularnewline
V(Y[t],d=2,D=0) & 277874307.770115 & Range & 85794 & Trim Var. & 131349623.025641 \tabularnewline
V(Y[t],d=3,D=0) & 861346528.361529 & Range & 135272 & Trim Var. & 459305236.016471 \tabularnewline
V(Y[t],d=0,D=1) & 26819049.5314716 & Range & 22144 & Trim Var. & 16846179.6213705 \tabularnewline
V(Y[t],d=1,D=1) & 28147272.4921369 & Range & 21224 & Trim Var. & 18332407.2121951 \tabularnewline
V(Y[t],d=2,D=1) & 75281696.9763285 & Range & 36911 & Trim Var. & 50980076.6666667 \tabularnewline
V(Y[t],d=3,D=1) & 242570745.634343 & Range & 60995 & Trim Var. & 169128167.944669 \tabularnewline
V(Y[t],d=0,D=2) & 87731275.5642857 & Range & 40176 & Trim Var. & 54632538.8991935 \tabularnewline
V(Y[t],d=1,D=2) & 71185758.7865546 & Range & 34303 & Trim Var. & 46779061.7462366 \tabularnewline
V(Y[t],d=2,D=2) & 181922651.301248 & Range & 60834 & Trim Var. & 110036181.067816 \tabularnewline
V(Y[t],d=3,D=2) & 593211875.632576 & Range & 106093 & Trim Var. & 366097933.980296 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3799&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]98221156.039548[/C][C]Range[/C][C]43078[/C][C]Trim Var.[/C][C]66926268.362334[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]109972825.817066[/C][C]Range[/C][C]51721[/C][C]Trim Var.[/C][C]50318228.9455733[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]277874307.770115[/C][C]Range[/C][C]85794[/C][C]Trim Var.[/C][C]131349623.025641[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]861346528.361529[/C][C]Range[/C][C]135272[/C][C]Trim Var.[/C][C]459305236.016471[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]26819049.5314716[/C][C]Range[/C][C]22144[/C][C]Trim Var.[/C][C]16846179.6213705[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]28147272.4921369[/C][C]Range[/C][C]21224[/C][C]Trim Var.[/C][C]18332407.2121951[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]75281696.9763285[/C][C]Range[/C][C]36911[/C][C]Trim Var.[/C][C]50980076.6666667[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]242570745.634343[/C][C]Range[/C][C]60995[/C][C]Trim Var.[/C][C]169128167.944669[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]87731275.5642857[/C][C]Range[/C][C]40176[/C][C]Trim Var.[/C][C]54632538.8991935[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]71185758.7865546[/C][C]Range[/C][C]34303[/C][C]Trim Var.[/C][C]46779061.7462366[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]181922651.301248[/C][C]Range[/C][C]60834[/C][C]Trim Var.[/C][C]110036181.067816[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]593211875.632576[/C][C]Range[/C][C]106093[/C][C]Trim Var.[/C][C]366097933.980296[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3799&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3799&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)	98221156.039548	Range	43078	Trim Var.	66926268.362334
V(Y[t],d=1,D=0)	109972825.817066	Range	51721	Trim Var.	50318228.9455733
V(Y[t],d=2,D=0)	277874307.770115	Range	85794	Trim Var.	131349623.025641
V(Y[t],d=3,D=0)	861346528.361529	Range	135272	Trim Var.	459305236.016471
V(Y[t],d=0,D=1)	26819049.5314716	Range	22144	Trim Var.	16846179.6213705
V(Y[t],d=1,D=1)	28147272.4921369	Range	21224	Trim Var.	18332407.2121951
V(Y[t],d=2,D=1)	75281696.9763285	Range	36911	Trim Var.	50980076.6666667
V(Y[t],d=3,D=1)	242570745.634343	Range	60995	Trim Var.	169128167.944669
V(Y[t],d=0,D=2)	87731275.5642857	Range	40176	Trim Var.	54632538.8991935
V(Y[t],d=1,D=2)	71185758.7865546	Range	34303	Trim Var.	46779061.7462366
V(Y[t],d=2,D=2)	181922651.301248	Range	60834	Trim Var.	110036181.067816
V(Y[t],d=3,D=2)	593211875.632576	Range	106093	Trim Var.	366097933.980296

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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