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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

Sat, 15 Dec 2007 04:42:35 -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/15/t1197718367ww1ovmjzzclzfux.htm/, Retrieved Fri, 03 May 2024 02:40:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4020, Retrieved Fri, 03 May 2024 02:40:12 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

240

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

-       [Variance Reduction Matrix] [variance reductio...] [2007-12-15 11:42:35] [c5caf8a1e3802eaf41184f28719e74c9] [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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4020&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]0 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=4020&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4020&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	42704730.2700565	Range	27478	Trim Var.	28803045.245283
V(Y[t],d=1,D=0)	39912048.6493279	Range	30613	Trim Var.	17764846.8113208
V(Y[t],d=2,D=0)	102326465.781004	Range	53482	Trim Var.	45074869.7658371
V(Y[t],d=3,D=0)	331049638.252506	Range	88261	Trim Var.	165344093.574118
V(Y[t],d=0,D=1)	12045075.1897163	Range	15648	Trim Var.	6362284.62485482
V(Y[t],d=1,D=1)	12325076.2710453	Range	13481	Trim Var.	8207429.24512195
V(Y[t],d=2,D=1)	34258032.0637681	Range	24648	Trim Var.	21354729.0743590
V(Y[t],d=3,D=1)	115973189.5	Range	44281	Trim Var.	75599741.1470985
V(Y[t],d=0,D=2)	37176196.7071429	Range	28919	Trim Var.	18942336.1199597
V(Y[t],d=1,D=2)	32341900.9966387	Range	22277	Trim Var.	20598538.5118280
V(Y[t],d=2,D=2)	72110096.1283422	Range	40196	Trim Var.	39031646.4551724
V(Y[t],d=3,D=2)	227409725.426136	Range	69519	Trim Var.	122412461.433498

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 42704730.2700565 & Range & 27478 & Trim Var. & 28803045.245283 \tabularnewline
V(Y[t],d=1,D=0) & 39912048.6493279 & Range & 30613 & Trim Var. & 17764846.8113208 \tabularnewline
V(Y[t],d=2,D=0) & 102326465.781004 & Range & 53482 & Trim Var. & 45074869.7658371 \tabularnewline
V(Y[t],d=3,D=0) & 331049638.252506 & Range & 88261 & Trim Var. & 165344093.574118 \tabularnewline
V(Y[t],d=0,D=1) & 12045075.1897163 & Range & 15648 & Trim Var. & 6362284.62485482 \tabularnewline
V(Y[t],d=1,D=1) & 12325076.2710453 & Range & 13481 & Trim Var. & 8207429.24512195 \tabularnewline
V(Y[t],d=2,D=1) & 34258032.0637681 & Range & 24648 & Trim Var. & 21354729.0743590 \tabularnewline
V(Y[t],d=3,D=1) & 115973189.5 & Range & 44281 & Trim Var. & 75599741.1470985 \tabularnewline
V(Y[t],d=0,D=2) & 37176196.7071429 & Range & 28919 & Trim Var. & 18942336.1199597 \tabularnewline
V(Y[t],d=1,D=2) & 32341900.9966387 & Range & 22277 & Trim Var. & 20598538.5118280 \tabularnewline
V(Y[t],d=2,D=2) & 72110096.1283422 & Range & 40196 & Trim Var. & 39031646.4551724 \tabularnewline
V(Y[t],d=3,D=2) & 227409725.426136 & Range & 69519 & Trim Var. & 122412461.433498 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4020&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]42704730.2700565[/C][C]Range[/C][C]27478[/C][C]Trim Var.[/C][C]28803045.245283[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]39912048.6493279[/C][C]Range[/C][C]30613[/C][C]Trim Var.[/C][C]17764846.8113208[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]102326465.781004[/C][C]Range[/C][C]53482[/C][C]Trim Var.[/C][C]45074869.7658371[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]331049638.252506[/C][C]Range[/C][C]88261[/C][C]Trim Var.[/C][C]165344093.574118[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12045075.1897163[/C][C]Range[/C][C]15648[/C][C]Trim Var.[/C][C]6362284.62485482[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]12325076.2710453[/C][C]Range[/C][C]13481[/C][C]Trim Var.[/C][C]8207429.24512195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]34258032.0637681[/C][C]Range[/C][C]24648[/C][C]Trim Var.[/C][C]21354729.0743590[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]115973189.5[/C][C]Range[/C][C]44281[/C][C]Trim Var.[/C][C]75599741.1470985[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]37176196.7071429[/C][C]Range[/C][C]28919[/C][C]Trim Var.[/C][C]18942336.1199597[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]32341900.9966387[/C][C]Range[/C][C]22277[/C][C]Trim Var.[/C][C]20598538.5118280[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]72110096.1283422[/C][C]Range[/C][C]40196[/C][C]Trim Var.[/C][C]39031646.4551724[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]227409725.426136[/C][C]Range[/C][C]69519[/C][C]Trim Var.[/C][C]122412461.433498[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4020&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4020&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)	42704730.2700565	Range	27478	Trim Var.	28803045.245283
V(Y[t],d=1,D=0)	39912048.6493279	Range	30613	Trim Var.	17764846.8113208
V(Y[t],d=2,D=0)	102326465.781004	Range	53482	Trim Var.	45074869.7658371
V(Y[t],d=3,D=0)	331049638.252506	Range	88261	Trim Var.	165344093.574118
V(Y[t],d=0,D=1)	12045075.1897163	Range	15648	Trim Var.	6362284.62485482
V(Y[t],d=1,D=1)	12325076.2710453	Range	13481	Trim Var.	8207429.24512195
V(Y[t],d=2,D=1)	34258032.0637681	Range	24648	Trim Var.	21354729.0743590
V(Y[t],d=3,D=1)	115973189.5	Range	44281	Trim Var.	75599741.1470985
V(Y[t],d=0,D=2)	37176196.7071429	Range	28919	Trim Var.	18942336.1199597
V(Y[t],d=1,D=2)	32341900.9966387	Range	22277	Trim Var.	20598538.5118280
V(Y[t],d=2,D=2)	72110096.1283422	Range	40196	Trim Var.	39031646.4551724
V(Y[t],d=3,D=2)	227409725.426136	Range	69519	Trim Var.	122412461.433498

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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