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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

Wed, 21 Nov 2007 17:44:12 -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/Nov/22/t11956918351ei79dwo29euwsm.htm/, Retrieved Thu, 02 May 2024 21:44:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5907, Retrieved Thu, 02 May 2024 21:44:21 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

217

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

-       [Variance Reduction Matrix] [WS9 Q2 variance r...] [2007-11-22 00:44:12] [d66dce91cbb8b108f7114f1eb0c2faa2] [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=5907&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=5907&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5907&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)	97224.0124293785	Range	1402	Trim Var.	61876.00174703
V(Y[t],d=1,D=0)	218378.888369375	Range	2150	Trim Var.	131888.816400581
V(Y[t],d=2,D=0)	703148.772232305	Range	3686	Trim Var.	478102.809954751
V(Y[t],d=3,D=0)	2399775.04761905	Range	6770	Trim Var.	1634308.73490196
V(Y[t],d=0,D=1)	45855.7867907801	Range	870	Trim Var.	28424.6370499419
V(Y[t],d=1,D=1)	122400.037927845	Range	1583	Trim Var.	69063.7402439024
V(Y[t],d=2,D=1)	420871.984541063	Range	3137	Trim Var.	215058.869230769
V(Y[t],d=3,D=1)	1523956.01818182	Range	5991	Trim Var.	783675.090418354
V(Y[t],d=0,D=2)	123798.2	Range	1322	Trim Var.	90388.0473790323
V(Y[t],d=1,D=2)	392398.4	Range	2378	Trim Var.	273107.294623656
V(Y[t],d=2,D=2)	1401372.83511586	Range	4596	Trim Var.	980358.091954023
V(Y[t],d=3,D=2)	5193927.93939394	Range	8986	Trim Var.	3544170.87684729

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 97224.0124293785 & Range & 1402 & Trim Var. & 61876.00174703 \tabularnewline
V(Y[t],d=1,D=0) & 218378.888369375 & Range & 2150 & Trim Var. & 131888.816400581 \tabularnewline
V(Y[t],d=2,D=0) & 703148.772232305 & Range & 3686 & Trim Var. & 478102.809954751 \tabularnewline
V(Y[t],d=3,D=0) & 2399775.04761905 & Range & 6770 & Trim Var. & 1634308.73490196 \tabularnewline
V(Y[t],d=0,D=1) & 45855.7867907801 & Range & 870 & Trim Var. & 28424.6370499419 \tabularnewline
V(Y[t],d=1,D=1) & 122400.037927845 & Range & 1583 & Trim Var. & 69063.7402439024 \tabularnewline
V(Y[t],d=2,D=1) & 420871.984541063 & Range & 3137 & Trim Var. & 215058.869230769 \tabularnewline
V(Y[t],d=3,D=1) & 1523956.01818182 & Range & 5991 & Trim Var. & 783675.090418354 \tabularnewline
V(Y[t],d=0,D=2) & 123798.2 & Range & 1322 & Trim Var. & 90388.0473790323 \tabularnewline
V(Y[t],d=1,D=2) & 392398.4 & Range & 2378 & Trim Var. & 273107.294623656 \tabularnewline
V(Y[t],d=2,D=2) & 1401372.83511586 & Range & 4596 & Trim Var. & 980358.091954023 \tabularnewline
V(Y[t],d=3,D=2) & 5193927.93939394 & Range & 8986 & Trim Var. & 3544170.87684729 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5907&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]97224.0124293785[/C][C]Range[/C][C]1402[/C][C]Trim Var.[/C][C]61876.00174703[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]218378.888369375[/C][C]Range[/C][C]2150[/C][C]Trim Var.[/C][C]131888.816400581[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]703148.772232305[/C][C]Range[/C][C]3686[/C][C]Trim Var.[/C][C]478102.809954751[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2399775.04761905[/C][C]Range[/C][C]6770[/C][C]Trim Var.[/C][C]1634308.73490196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]45855.7867907801[/C][C]Range[/C][C]870[/C][C]Trim Var.[/C][C]28424.6370499419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]122400.037927845[/C][C]Range[/C][C]1583[/C][C]Trim Var.[/C][C]69063.7402439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]420871.984541063[/C][C]Range[/C][C]3137[/C][C]Trim Var.[/C][C]215058.869230769[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1523956.01818182[/C][C]Range[/C][C]5991[/C][C]Trim Var.[/C][C]783675.090418354[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]123798.2[/C][C]Range[/C][C]1322[/C][C]Trim Var.[/C][C]90388.0473790323[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]392398.4[/C][C]Range[/C][C]2378[/C][C]Trim Var.[/C][C]273107.294623656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1401372.83511586[/C][C]Range[/C][C]4596[/C][C]Trim Var.[/C][C]980358.091954023[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5193927.93939394[/C][C]Range[/C][C]8986[/C][C]Trim Var.[/C][C]3544170.87684729[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5907&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5907&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)	97224.0124293785	Range	1402	Trim Var.	61876.00174703
V(Y[t],d=1,D=0)	218378.888369375	Range	2150	Trim Var.	131888.816400581
V(Y[t],d=2,D=0)	703148.772232305	Range	3686	Trim Var.	478102.809954751
V(Y[t],d=3,D=0)	2399775.04761905	Range	6770	Trim Var.	1634308.73490196
V(Y[t],d=0,D=1)	45855.7867907801	Range	870	Trim Var.	28424.6370499419
V(Y[t],d=1,D=1)	122400.037927845	Range	1583	Trim Var.	69063.7402439024
V(Y[t],d=2,D=1)	420871.984541063	Range	3137	Trim Var.	215058.869230769
V(Y[t],d=3,D=1)	1523956.01818182	Range	5991	Trim Var.	783675.090418354
V(Y[t],d=0,D=2)	123798.2	Range	1322	Trim Var.	90388.0473790323
V(Y[t],d=1,D=2)	392398.4	Range	2378	Trim Var.	273107.294623656
V(Y[t],d=2,D=2)	1401372.83511586	Range	4596	Trim Var.	980358.091954023
V(Y[t],d=3,D=2)	5193927.93939394	Range	8986	Trim Var.	3544170.87684729

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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