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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 11:43:23 -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/t1198952533i8j4du1wmy2xos5.htm/, Retrieved Sat, 27 Apr 2024 07:54:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4926, Retrieved Sat, 27 Apr 2024 07:54:03 +0000

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No (this computation is public)

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Estimated Impact

311

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

-       [Variance Reduction Matrix] [] [2007-12-29 18:43:23] [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	11 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 11 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4926&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]11 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4926&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4926&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	11 seconds
R Server	'George Udny Yule' @ 72.249.76.132

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)	212285768.247619	Range	56036	Trim Var.	91387078.8088235
V(Y[t],d=1,D=1)	103132393.884211	Range	56704	Trim Var.	19231356.9281046
V(Y[t],d=2,D=1)	238375191.672515	Range	66687	Trim Var.	129086762.610294
V(Y[t],d=3,D=1)	777077074.761438	Range	123626	Trim Var.	367486670.895833
V(Y[t],d=0,D=2)	591677172.638095	Range	79315	Trim Var.	428021368.769231
V(Y[t],d=1,D=2)	325258975.384615	Range	76582	Trim Var.	73701189.9090909
V(Y[t],d=2,D=2)	849971912.858974	Range	123626	Trim Var.	255747054.218182
V(Y[t],d=3,D=2)	2907061426.36364	Range	201029	Trim Var.	1171971677.87778

\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) & 212285768.247619 & Range & 56036 & Trim Var. & 91387078.8088235 \tabularnewline
V(Y[t],d=1,D=1) & 103132393.884211 & Range & 56704 & Trim Var. & 19231356.9281046 \tabularnewline
V(Y[t],d=2,D=1) & 238375191.672515 & Range & 66687 & Trim Var. & 129086762.610294 \tabularnewline
V(Y[t],d=3,D=1) & 777077074.761438 & Range & 123626 & Trim Var. & 367486670.895833 \tabularnewline
V(Y[t],d=0,D=2) & 591677172.638095 & Range & 79315 & Trim Var. & 428021368.769231 \tabularnewline
V(Y[t],d=1,D=2) & 325258975.384615 & Range & 76582 & Trim Var. & 73701189.9090909 \tabularnewline
V(Y[t],d=2,D=2) & 849971912.858974 & Range & 123626 & Trim Var. & 255747054.218182 \tabularnewline
V(Y[t],d=3,D=2) & 2907061426.36364 & Range & 201029 & Trim Var. & 1171971677.87778 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4926&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]212285768.247619[/C][C]Range[/C][C]56036[/C][C]Trim Var.[/C][C]91387078.8088235[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]103132393.884211[/C][C]Range[/C][C]56704[/C][C]Trim Var.[/C][C]19231356.9281046[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]238375191.672515[/C][C]Range[/C][C]66687[/C][C]Trim Var.[/C][C]129086762.610294[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]777077074.761438[/C][C]Range[/C][C]123626[/C][C]Trim Var.[/C][C]367486670.895833[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]591677172.638095[/C][C]Range[/C][C]79315[/C][C]Trim Var.[/C][C]428021368.769231[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]325258975.384615[/C][C]Range[/C][C]76582[/C][C]Trim Var.[/C][C]73701189.9090909[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]849971912.858974[/C][C]Range[/C][C]123626[/C][C]Trim Var.[/C][C]255747054.218182[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2907061426.36364[/C][C]Range[/C][C]201029[/C][C]Trim Var.[/C][C]1171971677.87778[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4926&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4926&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)	212285768.247619	Range	56036	Trim Var.	91387078.8088235
V(Y[t],d=1,D=1)	103132393.884211	Range	56704	Trim Var.	19231356.9281046
V(Y[t],d=2,D=1)	238375191.672515	Range	66687	Trim Var.	129086762.610294
V(Y[t],d=3,D=1)	777077074.761438	Range	123626	Trim Var.	367486670.895833
V(Y[t],d=0,D=2)	591677172.638095	Range	79315	Trim Var.	428021368.769231
V(Y[t],d=1,D=2)	325258975.384615	Range	76582	Trim Var.	73701189.9090909
V(Y[t],d=2,D=2)	849971912.858974	Range	123626	Trim Var.	255747054.218182
V(Y[t],d=3,D=2)	2907061426.36364	Range	201029	Trim Var.	1171971677.87778

Parameters (Session):

par1 = 4 ;

Parameters (R input):

par1 = 6 ;

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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