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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 03:39:42 -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/t1196245763bki1mzpw12l09yv.htm/, Retrieved Thu, 02 May 2024 13:41:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6999, Retrieved Thu, 02 May 2024 13:41:37 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

205

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

-       [Variance Reduction Matrix] [] [2007-11-28 10:39:42] [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	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=6999&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=6999&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6999&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)	366443.183098592	Range	3025	Trim Var.	219021.229166667
V(Y[t],d=1,D=0)	321539.78832998	Range	2753	Trim Var.	210489.329237071
V(Y[t],d=2,D=0)	684109.33436853	Range	3116	Trim Var.	500002.806187203
V(Y[t],d=3,D=0)	1921322.9198636	Range	5911	Trim Var.	1251114.29562842
V(Y[t],d=0,D=1)	175494.061016949	Range	2337	Trim Var.	96981.0290006988
V(Y[t],d=1,D=1)	238192.840444185	Range	2631	Trim Var.	120647.113207547
V(Y[t],d=2,D=1)	646130.849667272	Range	3516	Trim Var.	421854.230392157
V(Y[t],d=3,D=1)	2010163.98872180	Range	6038	Trim Var.	1353422.53647059
V(Y[t],d=0,D=2)	525160.75	Range	4028	Trim Var.	224260.702090592
V(Y[t],d=1,D=2)	724734.945420907	Range	4618	Trim Var.	296061.345121951
V(Y[t],d=2,D=2)	1994587.38019324	Range	6427	Trim Var.	1087793.6
V(Y[t],d=3,D=2)	5985166.36161616	Range	10553	Trim Var.	3218827.31578947

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 366443.183098592 & Range & 3025 & Trim Var. & 219021.229166667 \tabularnewline
V(Y[t],d=1,D=0) & 321539.78832998 & Range & 2753 & Trim Var. & 210489.329237071 \tabularnewline
V(Y[t],d=2,D=0) & 684109.33436853 & Range & 3116 & Trim Var. & 500002.806187203 \tabularnewline
V(Y[t],d=3,D=0) & 1921322.9198636 & Range & 5911 & Trim Var. & 1251114.29562842 \tabularnewline
V(Y[t],d=0,D=1) & 175494.061016949 & Range & 2337 & Trim Var. & 96981.0290006988 \tabularnewline
V(Y[t],d=1,D=1) & 238192.840444185 & Range & 2631 & Trim Var. & 120647.113207547 \tabularnewline
V(Y[t],d=2,D=1) & 646130.849667272 & Range & 3516 & Trim Var. & 421854.230392157 \tabularnewline
V(Y[t],d=3,D=1) & 2010163.98872180 & Range & 6038 & Trim Var. & 1353422.53647059 \tabularnewline
V(Y[t],d=0,D=2) & 525160.75 & Range & 4028 & Trim Var. & 224260.702090592 \tabularnewline
V(Y[t],d=1,D=2) & 724734.945420907 & Range & 4618 & Trim Var. & 296061.345121951 \tabularnewline
V(Y[t],d=2,D=2) & 1994587.38019324 & Range & 6427 & Trim Var. & 1087793.6 \tabularnewline
V(Y[t],d=3,D=2) & 5985166.36161616 & Range & 10553 & Trim Var. & 3218827.31578947 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6999&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]366443.183098592[/C][C]Range[/C][C]3025[/C][C]Trim Var.[/C][C]219021.229166667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]321539.78832998[/C][C]Range[/C][C]2753[/C][C]Trim Var.[/C][C]210489.329237071[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]684109.33436853[/C][C]Range[/C][C]3116[/C][C]Trim Var.[/C][C]500002.806187203[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1921322.9198636[/C][C]Range[/C][C]5911[/C][C]Trim Var.[/C][C]1251114.29562842[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]175494.061016949[/C][C]Range[/C][C]2337[/C][C]Trim Var.[/C][C]96981.0290006988[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]238192.840444185[/C][C]Range[/C][C]2631[/C][C]Trim Var.[/C][C]120647.113207547[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]646130.849667272[/C][C]Range[/C][C]3516[/C][C]Trim Var.[/C][C]421854.230392157[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2010163.98872180[/C][C]Range[/C][C]6038[/C][C]Trim Var.[/C][C]1353422.53647059[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]525160.75[/C][C]Range[/C][C]4028[/C][C]Trim Var.[/C][C]224260.702090592[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]724734.945420907[/C][C]Range[/C][C]4618[/C][C]Trim Var.[/C][C]296061.345121951[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1994587.38019324[/C][C]Range[/C][C]6427[/C][C]Trim Var.[/C][C]1087793.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5985166.36161616[/C][C]Range[/C][C]10553[/C][C]Trim Var.[/C][C]3218827.31578947[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6999&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6999&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)	366443.183098592	Range	3025	Trim Var.	219021.229166667
V(Y[t],d=1,D=0)	321539.78832998	Range	2753	Trim Var.	210489.329237071
V(Y[t],d=2,D=0)	684109.33436853	Range	3116	Trim Var.	500002.806187203
V(Y[t],d=3,D=0)	1921322.9198636	Range	5911	Trim Var.	1251114.29562842
V(Y[t],d=0,D=1)	175494.061016949	Range	2337	Trim Var.	96981.0290006988
V(Y[t],d=1,D=1)	238192.840444185	Range	2631	Trim Var.	120647.113207547
V(Y[t],d=2,D=1)	646130.849667272	Range	3516	Trim Var.	421854.230392157
V(Y[t],d=3,D=1)	2010163.98872180	Range	6038	Trim Var.	1353422.53647059
V(Y[t],d=0,D=2)	525160.75	Range	4028	Trim Var.	224260.702090592
V(Y[t],d=1,D=2)	724734.945420907	Range	4618	Trim Var.	296061.345121951
V(Y[t],d=2,D=2)	1994587.38019324	Range	6427	Trim Var.	1087793.6
V(Y[t],d=3,D=2)	5985166.36161616	Range	10553	Trim Var.	3218827.31578947

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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