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Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Mon, 17 Dec 2007 02:39:47 -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/17/t1197883410f08jlah49qa0q0h.htm/, Retrieved Fri, 03 May 2024 19:34:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4291, Retrieved Fri, 03 May 2024 19:34:48 +0000

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No (this computation is public)

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Estimated Impact

206

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

-       [Variance Reduction Matrix] [] [2007-12-17 09:39:47] [6552dbdb87730106b738e8affc0d90fa] [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=4291&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=4291&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4291&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)	53004712.3706964	Range	32431	Trim Var.	34107687.1703869
V(Y[t],d=1,D=0)	47018259.9428571	Range	33804	Trim Var.	18077719.0496672
V(Y[t],d=2,D=0)	123119127.909938	Range	64773	Trim Var.	44326842.9994712
V(Y[t],d=3,D=0)	389918256.815857	Range	106143	Trim Var.	164403435.960656
V(Y[t],d=0,D=1)	14115569.7387006	Range	17496	Trim Var.	8865916.62893082
V(Y[t],d=1,D=1)	11925424.6417300	Range	13582	Trim Var.	8428193.64804064
V(Y[t],d=2,D=1)	29759263.8793103	Range	24574	Trim Var.	20684358.8763198
V(Y[t],d=3,D=1)	95746472.5263158	Range	43602	Trim Var.	67906163.0807843
V(Y[t],d=0,D=2)	47765199.4463652	Range	28919	Trim Var.	26938581.6196283
V(Y[t],d=1,D=2)	34692263.9398705	Range	23128	Trim Var.	22119077.4951220
V(Y[t],d=2,D=2)	80289626.1024155	Range	40196	Trim Var.	48711173.6916667
V(Y[t],d=3,D=2)	255065316.491919	Range	69519	Trim Var.	162207825.681511

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 53004712.3706964 & Range & 32431 & Trim Var. & 34107687.1703869 \tabularnewline
V(Y[t],d=1,D=0) & 47018259.9428571 & Range & 33804 & Trim Var. & 18077719.0496672 \tabularnewline
V(Y[t],d=2,D=0) & 123119127.909938 & Range & 64773 & Trim Var. & 44326842.9994712 \tabularnewline
V(Y[t],d=3,D=0) & 389918256.815857 & Range & 106143 & Trim Var. & 164403435.960656 \tabularnewline
V(Y[t],d=0,D=1) & 14115569.7387006 & Range & 17496 & Trim Var. & 8865916.62893082 \tabularnewline
V(Y[t],d=1,D=1) & 11925424.6417300 & Range & 13582 & Trim Var. & 8428193.64804064 \tabularnewline
V(Y[t],d=2,D=1) & 29759263.8793103 & Range & 24574 & Trim Var. & 20684358.8763198 \tabularnewline
V(Y[t],d=3,D=1) & 95746472.5263158 & Range & 43602 & Trim Var. & 67906163.0807843 \tabularnewline
V(Y[t],d=0,D=2) & 47765199.4463652 & Range & 28919 & Trim Var. & 26938581.6196283 \tabularnewline
V(Y[t],d=1,D=2) & 34692263.9398705 & Range & 23128 & Trim Var. & 22119077.4951220 \tabularnewline
V(Y[t],d=2,D=2) & 80289626.1024155 & Range & 40196 & Trim Var. & 48711173.6916667 \tabularnewline
V(Y[t],d=3,D=2) & 255065316.491919 & Range & 69519 & Trim Var. & 162207825.681511 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4291&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]53004712.3706964[/C][C]Range[/C][C]32431[/C][C]Trim Var.[/C][C]34107687.1703869[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]47018259.9428571[/C][C]Range[/C][C]33804[/C][C]Trim Var.[/C][C]18077719.0496672[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]123119127.909938[/C][C]Range[/C][C]64773[/C][C]Trim Var.[/C][C]44326842.9994712[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]389918256.815857[/C][C]Range[/C][C]106143[/C][C]Trim Var.[/C][C]164403435.960656[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]14115569.7387006[/C][C]Range[/C][C]17496[/C][C]Trim Var.[/C][C]8865916.62893082[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]11925424.6417300[/C][C]Range[/C][C]13582[/C][C]Trim Var.[/C][C]8428193.64804064[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]29759263.8793103[/C][C]Range[/C][C]24574[/C][C]Trim Var.[/C][C]20684358.8763198[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]95746472.5263158[/C][C]Range[/C][C]43602[/C][C]Trim Var.[/C][C]67906163.0807843[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]47765199.4463652[/C][C]Range[/C][C]28919[/C][C]Trim Var.[/C][C]26938581.6196283[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]34692263.9398705[/C][C]Range[/C][C]23128[/C][C]Trim Var.[/C][C]22119077.4951220[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]80289626.1024155[/C][C]Range[/C][C]40196[/C][C]Trim Var.[/C][C]48711173.6916667[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]255065316.491919[/C][C]Range[/C][C]69519[/C][C]Trim Var.[/C][C]162207825.681511[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4291&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4291&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)	53004712.3706964	Range	32431	Trim Var.	34107687.1703869
V(Y[t],d=1,D=0)	47018259.9428571	Range	33804	Trim Var.	18077719.0496672
V(Y[t],d=2,D=0)	123119127.909938	Range	64773	Trim Var.	44326842.9994712
V(Y[t],d=3,D=0)	389918256.815857	Range	106143	Trim Var.	164403435.960656
V(Y[t],d=0,D=1)	14115569.7387006	Range	17496	Trim Var.	8865916.62893082
V(Y[t],d=1,D=1)	11925424.6417300	Range	13582	Trim Var.	8428193.64804064
V(Y[t],d=2,D=1)	29759263.8793103	Range	24574	Trim Var.	20684358.8763198
V(Y[t],d=3,D=1)	95746472.5263158	Range	43602	Trim Var.	67906163.0807843
V(Y[t],d=0,D=2)	47765199.4463652	Range	28919	Trim Var.	26938581.6196283
V(Y[t],d=1,D=2)	34692263.9398705	Range	23128	Trim Var.	22119077.4951220
V(Y[t],d=2,D=2)	80289626.1024155	Range	40196	Trim Var.	48711173.6916667
V(Y[t],d=3,D=2)	255065316.491919	Range	69519	Trim Var.	162207825.681511

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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