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Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Tue, 18 Dec 2007 02:46:11 -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/t1197970213bxzih8astktscv6.htm/, Retrieved Sat, 04 May 2024 15:09:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4468, Retrieved Sat, 04 May 2024 15:09:28 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

207

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 09:46:11] [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=4468&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=4468&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4468&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)	4249.96016949153	Range	328	Trim Var.	2492.34975541579
V(Y[t],d=1,D=0)	5314.14728229106	Range	377	Trim Var.	3273.92089985486
V(Y[t],d=2,D=0)	15819.8442226255	Range	606	Trim Var.	9445.82315233786
V(Y[t],d=3,D=0)	53302.5720551378	Range	1101	Trim Var.	34517.0949019608
V(Y[t],d=0,D=1)	3339.85638297872	Range	298	Trim Var.	1817.32404181185
V(Y[t],d=1,D=1)	6970.8177613321	Range	419	Trim Var.	3667.50975609756
V(Y[t],d=2,D=1)	20871.4183574879	Range	692	Trim Var.	11980.1121794872
V(Y[t],d=3,D=1)	71701.8616161616	Range	1215	Trim Var.	42666.624831309
V(Y[t],d=0,D=2)	9227.62142857143	Range	366	Trim Var.	6143.65221774194
V(Y[t],d=1,D=2)	17152.8352941176	Range	589	Trim Var.	10814.0989247312
V(Y[t],d=2,D=2)	48271.5944741533	Range	862	Trim Var.	33685.9954022989
V(Y[t],d=3,D=2)	166358.246212121	Range	1525	Trim Var.	117749.624338624

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4249.96016949153 & Range & 328 & Trim Var. & 2492.34975541579 \tabularnewline
V(Y[t],d=1,D=0) & 5314.14728229106 & Range & 377 & Trim Var. & 3273.92089985486 \tabularnewline
V(Y[t],d=2,D=0) & 15819.8442226255 & Range & 606 & Trim Var. & 9445.82315233786 \tabularnewline
V(Y[t],d=3,D=0) & 53302.5720551378 & Range & 1101 & Trim Var. & 34517.0949019608 \tabularnewline
V(Y[t],d=0,D=1) & 3339.85638297872 & Range & 298 & Trim Var. & 1817.32404181185 \tabularnewline
V(Y[t],d=1,D=1) & 6970.8177613321 & Range & 419 & Trim Var. & 3667.50975609756 \tabularnewline
V(Y[t],d=2,D=1) & 20871.4183574879 & Range & 692 & Trim Var. & 11980.1121794872 \tabularnewline
V(Y[t],d=3,D=1) & 71701.8616161616 & Range & 1215 & Trim Var. & 42666.624831309 \tabularnewline
V(Y[t],d=0,D=2) & 9227.62142857143 & Range & 366 & Trim Var. & 6143.65221774194 \tabularnewline
V(Y[t],d=1,D=2) & 17152.8352941176 & Range & 589 & Trim Var. & 10814.0989247312 \tabularnewline
V(Y[t],d=2,D=2) & 48271.5944741533 & Range & 862 & Trim Var. & 33685.9954022989 \tabularnewline
V(Y[t],d=3,D=2) & 166358.246212121 & Range & 1525 & Trim Var. & 117749.624338624 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4468&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4249.96016949153[/C][C]Range[/C][C]328[/C][C]Trim Var.[/C][C]2492.34975541579[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5314.14728229106[/C][C]Range[/C][C]377[/C][C]Trim Var.[/C][C]3273.92089985486[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]15819.8442226255[/C][C]Range[/C][C]606[/C][C]Trim Var.[/C][C]9445.82315233786[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]53302.5720551378[/C][C]Range[/C][C]1101[/C][C]Trim Var.[/C][C]34517.0949019608[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3339.85638297872[/C][C]Range[/C][C]298[/C][C]Trim Var.[/C][C]1817.32404181185[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6970.8177613321[/C][C]Range[/C][C]419[/C][C]Trim Var.[/C][C]3667.50975609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]20871.4183574879[/C][C]Range[/C][C]692[/C][C]Trim Var.[/C][C]11980.1121794872[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]71701.8616161616[/C][C]Range[/C][C]1215[/C][C]Trim Var.[/C][C]42666.624831309[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]9227.62142857143[/C][C]Range[/C][C]366[/C][C]Trim Var.[/C][C]6143.65221774194[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]17152.8352941176[/C][C]Range[/C][C]589[/C][C]Trim Var.[/C][C]10814.0989247312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]48271.5944741533[/C][C]Range[/C][C]862[/C][C]Trim Var.[/C][C]33685.9954022989[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]166358.246212121[/C][C]Range[/C][C]1525[/C][C]Trim Var.[/C][C]117749.624338624[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4468&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4468&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)	4249.96016949153	Range	328	Trim Var.	2492.34975541579
V(Y[t],d=1,D=0)	5314.14728229106	Range	377	Trim Var.	3273.92089985486
V(Y[t],d=2,D=0)	15819.8442226255	Range	606	Trim Var.	9445.82315233786
V(Y[t],d=3,D=0)	53302.5720551378	Range	1101	Trim Var.	34517.0949019608
V(Y[t],d=0,D=1)	3339.85638297872	Range	298	Trim Var.	1817.32404181185
V(Y[t],d=1,D=1)	6970.8177613321	Range	419	Trim Var.	3667.50975609756
V(Y[t],d=2,D=1)	20871.4183574879	Range	692	Trim Var.	11980.1121794872
V(Y[t],d=3,D=1)	71701.8616161616	Range	1215	Trim Var.	42666.624831309
V(Y[t],d=0,D=2)	9227.62142857143	Range	366	Trim Var.	6143.65221774194
V(Y[t],d=1,D=2)	17152.8352941176	Range	589	Trim Var.	10814.0989247312
V(Y[t],d=2,D=2)	48271.5944741533	Range	862	Trim Var.	33685.9954022989
V(Y[t],d=3,D=2)	166358.246212121	Range	1525	Trim Var.	117749.624338624

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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