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Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sat, 29 Dec 2007 11:41:21 -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/29/t1198952449r51q74zvr65w0ey.htm/, Retrieved Sat, 27 Apr 2024 06:55:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4925, Retrieved Sat, 27 Apr 2024 06:55:06 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

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Estimated Impact

312

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

-       [Variance Reduction Matrix] [] [2007-12-29 18:41:21] [5ab9c9a9553a1280610271cc4d1472e3] [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=4925&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=4925&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4925&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)	2575687444.54131	Range	147602	Trim Var.	2090925010.80237
V(Y[t],d=1,D=0)	39845599.28	Range	34210	Trim Var.	6675058.20779221
V(Y[t],d=2,D=0)	79304173.5433333	Range	56315	Trim Var.	8202767.06190476
V(Y[t],d=3,D=0)	242078937.210145	Range	92745	Trim Var.	33188204.1342105
V(Y[t],d=0,D=1)	149375654.533597	Range	45352	Trim Var.	74680048.4678363
V(Y[t],d=1,D=1)	89309510.6168831	Range	53321	Trim Var.	16538844.9673203
V(Y[t],d=2,D=1)	195285063.490476	Range	61625	Trim Var.	44479102.9044118
V(Y[t],d=3,D=1)	623548996.239474	Range	111963	Trim Var.	327727538.705882
V(Y[t],d=0,D=2)	353259282.707602	Range	64640	Trim Var.	263205191.360294
V(Y[t],d=1,D=2)	311203257.898693	Range	83046	Trim Var.	104408714.195833
V(Y[t],d=2,D=2)	704005744.808824	Range	111963	Trim Var.	352204141.980952
V(Y[t],d=3,D=2)	2294525348.29583	Range	198532	Trim Var.	1101892570.48901

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2575687444.54131 & Range & 147602 & Trim Var. & 2090925010.80237 \tabularnewline
V(Y[t],d=1,D=0) & 39845599.28 & Range & 34210 & Trim Var. & 6675058.20779221 \tabularnewline
V(Y[t],d=2,D=0) & 79304173.5433333 & Range & 56315 & Trim Var. & 8202767.06190476 \tabularnewline
V(Y[t],d=3,D=0) & 242078937.210145 & Range & 92745 & Trim Var. & 33188204.1342105 \tabularnewline
V(Y[t],d=0,D=1) & 149375654.533597 & Range & 45352 & Trim Var. & 74680048.4678363 \tabularnewline
V(Y[t],d=1,D=1) & 89309510.6168831 & Range & 53321 & Trim Var. & 16538844.9673203 \tabularnewline
V(Y[t],d=2,D=1) & 195285063.490476 & Range & 61625 & Trim Var. & 44479102.9044118 \tabularnewline
V(Y[t],d=3,D=1) & 623548996.239474 & Range & 111963 & Trim Var. & 327727538.705882 \tabularnewline
V(Y[t],d=0,D=2) & 353259282.707602 & Range & 64640 & Trim Var. & 263205191.360294 \tabularnewline
V(Y[t],d=1,D=2) & 311203257.898693 & Range & 83046 & Trim Var. & 104408714.195833 \tabularnewline
V(Y[t],d=2,D=2) & 704005744.808824 & Range & 111963 & Trim Var. & 352204141.980952 \tabularnewline
V(Y[t],d=3,D=2) & 2294525348.29583 & Range & 198532 & Trim Var. & 1101892570.48901 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4925&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2575687444.54131[/C][C]Range[/C][C]147602[/C][C]Trim Var.[/C][C]2090925010.80237[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]39845599.28[/C][C]Range[/C][C]34210[/C][C]Trim Var.[/C][C]6675058.20779221[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]79304173.5433333[/C][C]Range[/C][C]56315[/C][C]Trim Var.[/C][C]8202767.06190476[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]242078937.210145[/C][C]Range[/C][C]92745[/C][C]Trim Var.[/C][C]33188204.1342105[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]149375654.533597[/C][C]Range[/C][C]45352[/C][C]Trim Var.[/C][C]74680048.4678363[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]89309510.6168831[/C][C]Range[/C][C]53321[/C][C]Trim Var.[/C][C]16538844.9673203[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]195285063.490476[/C][C]Range[/C][C]61625[/C][C]Trim Var.[/C][C]44479102.9044118[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]623548996.239474[/C][C]Range[/C][C]111963[/C][C]Trim Var.[/C][C]327727538.705882[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]353259282.707602[/C][C]Range[/C][C]64640[/C][C]Trim Var.[/C][C]263205191.360294[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]311203257.898693[/C][C]Range[/C][C]83046[/C][C]Trim Var.[/C][C]104408714.195833[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]704005744.808824[/C][C]Range[/C][C]111963[/C][C]Trim Var.[/C][C]352204141.980952[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2294525348.29583[/C][C]Range[/C][C]198532[/C][C]Trim Var.[/C][C]1101892570.48901[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4925&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4925&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)	2575687444.54131	Range	147602	Trim Var.	2090925010.80237
V(Y[t],d=1,D=0)	39845599.28	Range	34210	Trim Var.	6675058.20779221
V(Y[t],d=2,D=0)	79304173.5433333	Range	56315	Trim Var.	8202767.06190476
V(Y[t],d=3,D=0)	242078937.210145	Range	92745	Trim Var.	33188204.1342105
V(Y[t],d=0,D=1)	149375654.533597	Range	45352	Trim Var.	74680048.4678363
V(Y[t],d=1,D=1)	89309510.6168831	Range	53321	Trim Var.	16538844.9673203
V(Y[t],d=2,D=1)	195285063.490476	Range	61625	Trim Var.	44479102.9044118
V(Y[t],d=3,D=1)	623548996.239474	Range	111963	Trim Var.	327727538.705882
V(Y[t],d=0,D=2)	353259282.707602	Range	64640	Trim Var.	263205191.360294
V(Y[t],d=1,D=2)	311203257.898693	Range	83046	Trim Var.	104408714.195833
V(Y[t],d=2,D=2)	704005744.808824	Range	111963	Trim Var.	352204141.980952
V(Y[t],d=3,D=2)	2294525348.29583	Range	198532	Trim Var.	1101892570.48901

Parameters (Session):

par1 = 4 ;

Parameters (R input):

par1 = 4 ;

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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Input Parameters & R Code