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Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 28 Nov 2007 03:31:08 -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/28/t1196245322eengv2r4z1lsecm.htm/, Retrieved Thu, 02 May 2024 06:35:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6991, Retrieved Thu, 02 May 2024 06:35:10 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

240

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

-       [Variance Reduction Matrix] [] [2007-11-28 10:31:08] [00ef4a509c2a49a63e98610ffa741e39] [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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6991&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]3 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=6991&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6991&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	186485.206377152	Range	1889	Trim Var.	123303.681547619
V(Y[t],d=1,D=0)	197200.970623742	Range	2187	Trim Var.	132772.112647209
V(Y[t],d=2,D=0)	427323.622360248	Range	2370	Trim Var.	335871.868852459
V(Y[t],d=3,D=0)	1174335.3086104	Range	4188	Trim Var.	837922.762295082
V(Y[t],d=0,D=1)	114495.214406780	Range	2114	Trim Var.	52729.6044723969
V(Y[t],d=1,D=1)	125947.939801286	Range	1958	Trim Var.	63911.8301886792
V(Y[t],d=2,D=1)	323272.787658802	Range	2653	Trim Var.	190051.323137255
V(Y[t],d=3,D=1)	963943.44423559	Range	4224	Trim Var.	609846.238431373
V(Y[t],d=0,D=2)	368053.941489362	Range	3676	Trim Var.	131732.170150987
V(Y[t],d=1,D=2)	378560.858464385	Range	3370	Trim Var.	141071.443902439
V(Y[t],d=2,D=2)	963324.74057971	Range	5173	Trim Var.	490197.486538462
V(Y[t],d=3,D=2)	2754147.42727273	Range	7645	Trim Var.	1344745.20377868

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 186485.206377152 & Range & 1889 & Trim Var. & 123303.681547619 \tabularnewline
V(Y[t],d=1,D=0) & 197200.970623742 & Range & 2187 & Trim Var. & 132772.112647209 \tabularnewline
V(Y[t],d=2,D=0) & 427323.622360248 & Range & 2370 & Trim Var. & 335871.868852459 \tabularnewline
V(Y[t],d=3,D=0) & 1174335.3086104 & Range & 4188 & Trim Var. & 837922.762295082 \tabularnewline
V(Y[t],d=0,D=1) & 114495.214406780 & Range & 2114 & Trim Var. & 52729.6044723969 \tabularnewline
V(Y[t],d=1,D=1) & 125947.939801286 & Range & 1958 & Trim Var. & 63911.8301886792 \tabularnewline
V(Y[t],d=2,D=1) & 323272.787658802 & Range & 2653 & Trim Var. & 190051.323137255 \tabularnewline
V(Y[t],d=3,D=1) & 963943.44423559 & Range & 4224 & Trim Var. & 609846.238431373 \tabularnewline
V(Y[t],d=0,D=2) & 368053.941489362 & Range & 3676 & Trim Var. & 131732.170150987 \tabularnewline
V(Y[t],d=1,D=2) & 378560.858464385 & Range & 3370 & Trim Var. & 141071.443902439 \tabularnewline
V(Y[t],d=2,D=2) & 963324.74057971 & Range & 5173 & Trim Var. & 490197.486538462 \tabularnewline
V(Y[t],d=3,D=2) & 2754147.42727273 & Range & 7645 & Trim Var. & 1344745.20377868 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6991&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]186485.206377152[/C][C]Range[/C][C]1889[/C][C]Trim Var.[/C][C]123303.681547619[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]197200.970623742[/C][C]Range[/C][C]2187[/C][C]Trim Var.[/C][C]132772.112647209[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]427323.622360248[/C][C]Range[/C][C]2370[/C][C]Trim Var.[/C][C]335871.868852459[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1174335.3086104[/C][C]Range[/C][C]4188[/C][C]Trim Var.[/C][C]837922.762295082[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]114495.214406780[/C][C]Range[/C][C]2114[/C][C]Trim Var.[/C][C]52729.6044723969[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]125947.939801286[/C][C]Range[/C][C]1958[/C][C]Trim Var.[/C][C]63911.8301886792[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]323272.787658802[/C][C]Range[/C][C]2653[/C][C]Trim Var.[/C][C]190051.323137255[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]963943.44423559[/C][C]Range[/C][C]4224[/C][C]Trim Var.[/C][C]609846.238431373[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]368053.941489362[/C][C]Range[/C][C]3676[/C][C]Trim Var.[/C][C]131732.170150987[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]378560.858464385[/C][C]Range[/C][C]3370[/C][C]Trim Var.[/C][C]141071.443902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]963324.74057971[/C][C]Range[/C][C]5173[/C][C]Trim Var.[/C][C]490197.486538462[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2754147.42727273[/C][C]Range[/C][C]7645[/C][C]Trim Var.[/C][C]1344745.20377868[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6991&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6991&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)	186485.206377152	Range	1889	Trim Var.	123303.681547619
V(Y[t],d=1,D=0)	197200.970623742	Range	2187	Trim Var.	132772.112647209
V(Y[t],d=2,D=0)	427323.622360248	Range	2370	Trim Var.	335871.868852459
V(Y[t],d=3,D=0)	1174335.3086104	Range	4188	Trim Var.	837922.762295082
V(Y[t],d=0,D=1)	114495.214406780	Range	2114	Trim Var.	52729.6044723969
V(Y[t],d=1,D=1)	125947.939801286	Range	1958	Trim Var.	63911.8301886792
V(Y[t],d=2,D=1)	323272.787658802	Range	2653	Trim Var.	190051.323137255
V(Y[t],d=3,D=1)	963943.44423559	Range	4224	Trim Var.	609846.238431373
V(Y[t],d=0,D=2)	368053.941489362	Range	3676	Trim Var.	131732.170150987
V(Y[t],d=1,D=2)	378560.858464385	Range	3370	Trim Var.	141071.443902439
V(Y[t],d=2,D=2)	963324.74057971	Range	5173	Trim Var.	490197.486538462
V(Y[t],d=3,D=2)	2754147.42727273	Range	7645	Trim Var.	1344745.20377868

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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