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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

Sat, 24 Nov 2007 12:04:32 -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/24/t1195930592pb40fctr8cyl143.htm/, Retrieved Fri, 03 May 2024 07:00:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6359, Retrieved Fri, 03 May 2024 07:00:23 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

178

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

-       [Variance Reduction Matrix] [WS9EQ2VRMwl] [2007-11-24 19:04:32] [142ab5472309a9ae9a3b52678758dc4a] [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=6359&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=6359&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6359&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)	2201528404.61695	Range	174160	Trim Var.	1596777927.15723
V(Y[t],d=1,D=0)	339851488.767388	Range	94643	Trim Var.	147210928.670537
V(Y[t],d=2,D=0)	502518669.322444	Range	113195	Trim Var.	233810902.447587
V(Y[t],d=3,D=0)	1266375741.48872	Range	166085	Trim Var.	605184422.752941
V(Y[t],d=0,D=1)	557558842.673759	Range	94884	Trim Var.	341925861.753775
V(Y[t],d=1,D=1)	35385233.0323774	Range	27415	Trim Var.	19876638.6060976
V(Y[t],d=2,D=1)	62678260.5990338	Range	30867	Trim Var.	41712071.1564103
V(Y[t],d=3,D=1)	190228527.158586	Range	51532	Trim Var.	126456872.256410
V(Y[t],d=0,D=2)	203265942.903968	Range	54304	Trim Var.	139902546.966734
V(Y[t],d=1,D=2)	92158994.4285714	Range	45442	Trim Var.	52009002.8903226
V(Y[t],d=2,D=2)	176468549.764706	Range	53915	Trim Var.	113863532.493103
V(Y[t],d=3,D=2)	527280929.939394	Range	91404	Trim Var.	344995339.312808

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2201528404.61695 & Range & 174160 & Trim Var. & 1596777927.15723 \tabularnewline
V(Y[t],d=1,D=0) & 339851488.767388 & Range & 94643 & Trim Var. & 147210928.670537 \tabularnewline
V(Y[t],d=2,D=0) & 502518669.322444 & Range & 113195 & Trim Var. & 233810902.447587 \tabularnewline
V(Y[t],d=3,D=0) & 1266375741.48872 & Range & 166085 & Trim Var. & 605184422.752941 \tabularnewline
V(Y[t],d=0,D=1) & 557558842.673759 & Range & 94884 & Trim Var. & 341925861.753775 \tabularnewline
V(Y[t],d=1,D=1) & 35385233.0323774 & Range & 27415 & Trim Var. & 19876638.6060976 \tabularnewline
V(Y[t],d=2,D=1) & 62678260.5990338 & Range & 30867 & Trim Var. & 41712071.1564103 \tabularnewline
V(Y[t],d=3,D=1) & 190228527.158586 & Range & 51532 & Trim Var. & 126456872.256410 \tabularnewline
V(Y[t],d=0,D=2) & 203265942.903968 & Range & 54304 & Trim Var. & 139902546.966734 \tabularnewline
V(Y[t],d=1,D=2) & 92158994.4285714 & Range & 45442 & Trim Var. & 52009002.8903226 \tabularnewline
V(Y[t],d=2,D=2) & 176468549.764706 & Range & 53915 & Trim Var. & 113863532.493103 \tabularnewline
V(Y[t],d=3,D=2) & 527280929.939394 & Range & 91404 & Trim Var. & 344995339.312808 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6359&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2201528404.61695[/C][C]Range[/C][C]174160[/C][C]Trim Var.[/C][C]1596777927.15723[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]339851488.767388[/C][C]Range[/C][C]94643[/C][C]Trim Var.[/C][C]147210928.670537[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]502518669.322444[/C][C]Range[/C][C]113195[/C][C]Trim Var.[/C][C]233810902.447587[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1266375741.48872[/C][C]Range[/C][C]166085[/C][C]Trim Var.[/C][C]605184422.752941[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]557558842.673759[/C][C]Range[/C][C]94884[/C][C]Trim Var.[/C][C]341925861.753775[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]35385233.0323774[/C][C]Range[/C][C]27415[/C][C]Trim Var.[/C][C]19876638.6060976[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]62678260.5990338[/C][C]Range[/C][C]30867[/C][C]Trim Var.[/C][C]41712071.1564103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]190228527.158586[/C][C]Range[/C][C]51532[/C][C]Trim Var.[/C][C]126456872.256410[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]203265942.903968[/C][C]Range[/C][C]54304[/C][C]Trim Var.[/C][C]139902546.966734[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]92158994.4285714[/C][C]Range[/C][C]45442[/C][C]Trim Var.[/C][C]52009002.8903226[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]176468549.764706[/C][C]Range[/C][C]53915[/C][C]Trim Var.[/C][C]113863532.493103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]527280929.939394[/C][C]Range[/C][C]91404[/C][C]Trim Var.[/C][C]344995339.312808[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6359&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6359&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)	2201528404.61695	Range	174160	Trim Var.	1596777927.15723
V(Y[t],d=1,D=0)	339851488.767388	Range	94643	Trim Var.	147210928.670537
V(Y[t],d=2,D=0)	502518669.322444	Range	113195	Trim Var.	233810902.447587
V(Y[t],d=3,D=0)	1266375741.48872	Range	166085	Trim Var.	605184422.752941
V(Y[t],d=0,D=1)	557558842.673759	Range	94884	Trim Var.	341925861.753775
V(Y[t],d=1,D=1)	35385233.0323774	Range	27415	Trim Var.	19876638.6060976
V(Y[t],d=2,D=1)	62678260.5990338	Range	30867	Trim Var.	41712071.1564103
V(Y[t],d=3,D=1)	190228527.158586	Range	51532	Trim Var.	126456872.256410
V(Y[t],d=0,D=2)	203265942.903968	Range	54304	Trim Var.	139902546.966734
V(Y[t],d=1,D=2)	92158994.4285714	Range	45442	Trim Var.	52009002.8903226
V(Y[t],d=2,D=2)	176468549.764706	Range	53915	Trim Var.	113863532.493103
V(Y[t],d=3,D=2)	527280929.939394	Range	91404	Trim Var.	344995339.312808

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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