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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, 18 Dec 2007 02:39:53 -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/18/t1197969797owhyeokbi6xb4mx.htm/, Retrieved Sat, 04 May 2024 07:23:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4466, Retrieved Sat, 04 May 2024 07:23:19 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

232

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

-       [Variance Reduction Matrix] [variance reductio...] [2007-12-18 09:39:53] [d02236afd58a58d13a748bbf41a37c2e] [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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4466&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4466&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4466&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	18113658.570339	Range	17320	Trim Var.	12931253.0552061
V(Y[t],d=1,D=0)	13312978.6160140	Range	14667	Trim Var.	9775525.95283019
V(Y[t],d=2,D=0)	31123561.6772535	Range	23958	Trim Var.	20292823.6093514
V(Y[t],d=3,D=0)	102781858.504386	Range	41761	Trim Var.	73322358.934902
V(Y[t],d=0,D=1)	3058532.32934397	Range	10566	Trim Var.	1525981.32868757
V(Y[t],d=1,D=1)	6996908.53561517	Range	16689	Trim Var.	2972500.07804878
V(Y[t],d=2,D=1)	22398788.3439614	Range	28439	Trim Var.	8560266.55384615
V(Y[t],d=3,D=1)	79277088.6161616	Range	54962	Trim Var.	28403760.2361673
V(Y[t],d=0,D=2)	7011703.45	Range	12202	Trim Var.	4629520.9828629
V(Y[t],d=1,D=2)	14410284.8201681	Range	17387	Trim Var.	8635303.82580645
V(Y[t],d=2,D=2)	42918849.6434938	Range	31533	Trim Var.	24162644.7310345
V(Y[t],d=3,D=2)	149474575.058712	Range	60248	Trim Var.	74150809.9211823

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 18113658.570339 & Range & 17320 & Trim Var. & 12931253.0552061 \tabularnewline
V(Y[t],d=1,D=0) & 13312978.6160140 & Range & 14667 & Trim Var. & 9775525.95283019 \tabularnewline
V(Y[t],d=2,D=0) & 31123561.6772535 & Range & 23958 & Trim Var. & 20292823.6093514 \tabularnewline
V(Y[t],d=3,D=0) & 102781858.504386 & Range & 41761 & Trim Var. & 73322358.934902 \tabularnewline
V(Y[t],d=0,D=1) & 3058532.32934397 & Range & 10566 & Trim Var. & 1525981.32868757 \tabularnewline
V(Y[t],d=1,D=1) & 6996908.53561517 & Range & 16689 & Trim Var. & 2972500.07804878 \tabularnewline
V(Y[t],d=2,D=1) & 22398788.3439614 & Range & 28439 & Trim Var. & 8560266.55384615 \tabularnewline
V(Y[t],d=3,D=1) & 79277088.6161616 & Range & 54962 & Trim Var. & 28403760.2361673 \tabularnewline
V(Y[t],d=0,D=2) & 7011703.45 & Range & 12202 & Trim Var. & 4629520.9828629 \tabularnewline
V(Y[t],d=1,D=2) & 14410284.8201681 & Range & 17387 & Trim Var. & 8635303.82580645 \tabularnewline
V(Y[t],d=2,D=2) & 42918849.6434938 & Range & 31533 & Trim Var. & 24162644.7310345 \tabularnewline
V(Y[t],d=3,D=2) & 149474575.058712 & Range & 60248 & Trim Var. & 74150809.9211823 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4466&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]18113658.570339[/C][C]Range[/C][C]17320[/C][C]Trim Var.[/C][C]12931253.0552061[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13312978.6160140[/C][C]Range[/C][C]14667[/C][C]Trim Var.[/C][C]9775525.95283019[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]31123561.6772535[/C][C]Range[/C][C]23958[/C][C]Trim Var.[/C][C]20292823.6093514[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]102781858.504386[/C][C]Range[/C][C]41761[/C][C]Trim Var.[/C][C]73322358.934902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3058532.32934397[/C][C]Range[/C][C]10566[/C][C]Trim Var.[/C][C]1525981.32868757[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6996908.53561517[/C][C]Range[/C][C]16689[/C][C]Trim Var.[/C][C]2972500.07804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]22398788.3439614[/C][C]Range[/C][C]28439[/C][C]Trim Var.[/C][C]8560266.55384615[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]79277088.6161616[/C][C]Range[/C][C]54962[/C][C]Trim Var.[/C][C]28403760.2361673[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]7011703.45[/C][C]Range[/C][C]12202[/C][C]Trim Var.[/C][C]4629520.9828629[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]14410284.8201681[/C][C]Range[/C][C]17387[/C][C]Trim Var.[/C][C]8635303.82580645[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]42918849.6434938[/C][C]Range[/C][C]31533[/C][C]Trim Var.[/C][C]24162644.7310345[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]149474575.058712[/C][C]Range[/C][C]60248[/C][C]Trim Var.[/C][C]74150809.9211823[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4466&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4466&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)	18113658.570339	Range	17320	Trim Var.	12931253.0552061
V(Y[t],d=1,D=0)	13312978.6160140	Range	14667	Trim Var.	9775525.95283019
V(Y[t],d=2,D=0)	31123561.6772535	Range	23958	Trim Var.	20292823.6093514
V(Y[t],d=3,D=0)	102781858.504386	Range	41761	Trim Var.	73322358.934902
V(Y[t],d=0,D=1)	3058532.32934397	Range	10566	Trim Var.	1525981.32868757
V(Y[t],d=1,D=1)	6996908.53561517	Range	16689	Trim Var.	2972500.07804878
V(Y[t],d=2,D=1)	22398788.3439614	Range	28439	Trim Var.	8560266.55384615
V(Y[t],d=3,D=1)	79277088.6161616	Range	54962	Trim Var.	28403760.2361673
V(Y[t],d=0,D=2)	7011703.45	Range	12202	Trim Var.	4629520.9828629
V(Y[t],d=1,D=2)	14410284.8201681	Range	17387	Trim Var.	8635303.82580645
V(Y[t],d=2,D=2)	42918849.6434938	Range	31533	Trim Var.	24162644.7310345
V(Y[t],d=3,D=2)	149474575.058712	Range	60248	Trim Var.	74150809.9211823

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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