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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 02:43:17 -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/t1197969976to2u1r8c7tivc0b.htm/, Retrieved Sat, 04 May 2024 18:14:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4467, Retrieved Sat, 04 May 2024 18:14:53 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

210

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 09:43:17] [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	1 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 & 1 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=4467&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4467&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4467&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	31308288.9974576	Range	22666	Trim Var.	21437484.4262753
V(Y[t],d=1,D=0)	43581801.1589714	Range	28789	Trim Var.	25805583.8613933
V(Y[t],d=2,D=0)	126140487.688143	Range	53559	Trim Var.	70487113.663273
V(Y[t],d=3,D=0)	425297300.374687	Range	92031	Trim Var.	249565859.850196
V(Y[t],d=0,D=1)	8013354.38253546	Range	15727	Trim Var.	4110086.14401858
V(Y[t],d=1,D=1)	16573056.426457	Range	26886	Trim Var.	5212428.14512195
V(Y[t],d=2,D=1)	51206495.0091787	Range	48605	Trim Var.	19610839.1480769
V(Y[t],d=3,D=1)	178166144.007071	Range	84277	Trim Var.	65983020.2186235
V(Y[t],d=0,D=2)	15683132.0277778	Range	16163	Trim Var.	9890153.99596774
V(Y[t],d=1,D=2)	27016276.0588235	Range	26981	Trim Var.	13152220.7655914
V(Y[t],d=2,D=2)	73088805.9509804	Range	49187	Trim Var.	32473353.7655172
V(Y[t],d=3,D=2)	236897379.467803	Range	86760	Trim Var.	95079842.4482759

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 31308288.9974576 & Range & 22666 & Trim Var. & 21437484.4262753 \tabularnewline
V(Y[t],d=1,D=0) & 43581801.1589714 & Range & 28789 & Trim Var. & 25805583.8613933 \tabularnewline
V(Y[t],d=2,D=0) & 126140487.688143 & Range & 53559 & Trim Var. & 70487113.663273 \tabularnewline
V(Y[t],d=3,D=0) & 425297300.374687 & Range & 92031 & Trim Var. & 249565859.850196 \tabularnewline
V(Y[t],d=0,D=1) & 8013354.38253546 & Range & 15727 & Trim Var. & 4110086.14401858 \tabularnewline
V(Y[t],d=1,D=1) & 16573056.426457 & Range & 26886 & Trim Var. & 5212428.14512195 \tabularnewline
V(Y[t],d=2,D=1) & 51206495.0091787 & Range & 48605 & Trim Var. & 19610839.1480769 \tabularnewline
V(Y[t],d=3,D=1) & 178166144.007071 & Range & 84277 & Trim Var. & 65983020.2186235 \tabularnewline
V(Y[t],d=0,D=2) & 15683132.0277778 & Range & 16163 & Trim Var. & 9890153.99596774 \tabularnewline
V(Y[t],d=1,D=2) & 27016276.0588235 & Range & 26981 & Trim Var. & 13152220.7655914 \tabularnewline
V(Y[t],d=2,D=2) & 73088805.9509804 & Range & 49187 & Trim Var. & 32473353.7655172 \tabularnewline
V(Y[t],d=3,D=2) & 236897379.467803 & Range & 86760 & Trim Var. & 95079842.4482759 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4467&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]31308288.9974576[/C][C]Range[/C][C]22666[/C][C]Trim Var.[/C][C]21437484.4262753[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]43581801.1589714[/C][C]Range[/C][C]28789[/C][C]Trim Var.[/C][C]25805583.8613933[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]126140487.688143[/C][C]Range[/C][C]53559[/C][C]Trim Var.[/C][C]70487113.663273[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]425297300.374687[/C][C]Range[/C][C]92031[/C][C]Trim Var.[/C][C]249565859.850196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8013354.38253546[/C][C]Range[/C][C]15727[/C][C]Trim Var.[/C][C]4110086.14401858[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]16573056.426457[/C][C]Range[/C][C]26886[/C][C]Trim Var.[/C][C]5212428.14512195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]51206495.0091787[/C][C]Range[/C][C]48605[/C][C]Trim Var.[/C][C]19610839.1480769[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]178166144.007071[/C][C]Range[/C][C]84277[/C][C]Trim Var.[/C][C]65983020.2186235[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]15683132.0277778[/C][C]Range[/C][C]16163[/C][C]Trim Var.[/C][C]9890153.99596774[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]27016276.0588235[/C][C]Range[/C][C]26981[/C][C]Trim Var.[/C][C]13152220.7655914[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]73088805.9509804[/C][C]Range[/C][C]49187[/C][C]Trim Var.[/C][C]32473353.7655172[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]236897379.467803[/C][C]Range[/C][C]86760[/C][C]Trim Var.[/C][C]95079842.4482759[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4467&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4467&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)	31308288.9974576	Range	22666	Trim Var.	21437484.4262753
V(Y[t],d=1,D=0)	43581801.1589714	Range	28789	Trim Var.	25805583.8613933
V(Y[t],d=2,D=0)	126140487.688143	Range	53559	Trim Var.	70487113.663273
V(Y[t],d=3,D=0)	425297300.374687	Range	92031	Trim Var.	249565859.850196
V(Y[t],d=0,D=1)	8013354.38253546	Range	15727	Trim Var.	4110086.14401858
V(Y[t],d=1,D=1)	16573056.426457	Range	26886	Trim Var.	5212428.14512195
V(Y[t],d=2,D=1)	51206495.0091787	Range	48605	Trim Var.	19610839.1480769
V(Y[t],d=3,D=1)	178166144.007071	Range	84277	Trim Var.	65983020.2186235
V(Y[t],d=0,D=2)	15683132.0277778	Range	16163	Trim Var.	9890153.99596774
V(Y[t],d=1,D=2)	27016276.0588235	Range	26981	Trim Var.	13152220.7655914
V(Y[t],d=2,D=2)	73088805.9509804	Range	49187	Trim Var.	32473353.7655172
V(Y[t],d=3,D=2)	236897379.467803	Range	86760	Trim Var.	95079842.4482759

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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