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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, 28 Nov 2007 08:40:55 -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/t1196263864uavkqe0o73y5r7k.htm/, Retrieved Wed, 01 May 2024 23:45:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7096, Retrieved Wed, 01 May 2024 23:45:49 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

163

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

-       [Variance Reduction Matrix] [wo4 - q2] [2007-11-28 15:40:55] [ce4b259486d1abcc1b8c2643f3bb6ec3] [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=7096&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=7096&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7096&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)	1327654098.36066	Range	130000	Trim Var.	912191553.544495
V(Y[t],d=1,D=0)	347508192.090395	Range	94000	Trim Var.	163897973.445143
V(Y[t],d=2,D=0)	525256575.10228	Range	119000	Trim Var.	259749637.155298
V(Y[t],d=3,D=0)	1269095281.30672	Range	179000	Trim Var.	580628235.294118
V(Y[t],d=0,D=1)	1359112244.89796	Range	133000	Trim Var.	961278164.924506
V(Y[t],d=1,D=1)	45371897.1631206	Range	28000	Trim Var.	26352439.0243902
V(Y[t],d=2,D=1)	86361702.1276596	Range	42000	Trim Var.	48821951.2195122
V(Y[t],d=3,D=1)	231810628.019324	Range	64000	Trim Var.	153532692.307692
V(Y[t],d=0,D=2)	439472972.972973	Range	87000	Trim Var.	291505681.818182
V(Y[t],d=1,D=2)	96073015.8730159	Range	45000	Trim Var.	58064516.1290323
V(Y[t],d=2,D=2)	160904201.680672	Range	51000	Trim Var.	104832258.064516
V(Y[t],d=3,D=2)	414592691.622103	Range	85000	Trim Var.	260281609.195402

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1327654098.36066 & Range & 130000 & Trim Var. & 912191553.544495 \tabularnewline
V(Y[t],d=1,D=0) & 347508192.090395 & Range & 94000 & Trim Var. & 163897973.445143 \tabularnewline
V(Y[t],d=2,D=0) & 525256575.10228 & Range & 119000 & Trim Var. & 259749637.155298 \tabularnewline
V(Y[t],d=3,D=0) & 1269095281.30672 & Range & 179000 & Trim Var. & 580628235.294118 \tabularnewline
V(Y[t],d=0,D=1) & 1359112244.89796 & Range & 133000 & Trim Var. & 961278164.924506 \tabularnewline
V(Y[t],d=1,D=1) & 45371897.1631206 & Range & 28000 & Trim Var. & 26352439.0243902 \tabularnewline
V(Y[t],d=2,D=1) & 86361702.1276596 & Range & 42000 & Trim Var. & 48821951.2195122 \tabularnewline
V(Y[t],d=3,D=1) & 231810628.019324 & Range & 64000 & Trim Var. & 153532692.307692 \tabularnewline
V(Y[t],d=0,D=2) & 439472972.972973 & Range & 87000 & Trim Var. & 291505681.818182 \tabularnewline
V(Y[t],d=1,D=2) & 96073015.8730159 & Range & 45000 & Trim Var. & 58064516.1290323 \tabularnewline
V(Y[t],d=2,D=2) & 160904201.680672 & Range & 51000 & Trim Var. & 104832258.064516 \tabularnewline
V(Y[t],d=3,D=2) & 414592691.622103 & Range & 85000 & Trim Var. & 260281609.195402 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7096&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1327654098.36066[/C][C]Range[/C][C]130000[/C][C]Trim Var.[/C][C]912191553.544495[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]347508192.090395[/C][C]Range[/C][C]94000[/C][C]Trim Var.[/C][C]163897973.445143[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]525256575.10228[/C][C]Range[/C][C]119000[/C][C]Trim Var.[/C][C]259749637.155298[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1269095281.30672[/C][C]Range[/C][C]179000[/C][C]Trim Var.[/C][C]580628235.294118[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1359112244.89796[/C][C]Range[/C][C]133000[/C][C]Trim Var.[/C][C]961278164.924506[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]45371897.1631206[/C][C]Range[/C][C]28000[/C][C]Trim Var.[/C][C]26352439.0243902[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]86361702.1276596[/C][C]Range[/C][C]42000[/C][C]Trim Var.[/C][C]48821951.2195122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]231810628.019324[/C][C]Range[/C][C]64000[/C][C]Trim Var.[/C][C]153532692.307692[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]439472972.972973[/C][C]Range[/C][C]87000[/C][C]Trim Var.[/C][C]291505681.818182[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]96073015.8730159[/C][C]Range[/C][C]45000[/C][C]Trim Var.[/C][C]58064516.1290323[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]160904201.680672[/C][C]Range[/C][C]51000[/C][C]Trim Var.[/C][C]104832258.064516[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]414592691.622103[/C][C]Range[/C][C]85000[/C][C]Trim Var.[/C][C]260281609.195402[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7096&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7096&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)	1327654098.36066	Range	130000	Trim Var.	912191553.544495
V(Y[t],d=1,D=0)	347508192.090395	Range	94000	Trim Var.	163897973.445143
V(Y[t],d=2,D=0)	525256575.10228	Range	119000	Trim Var.	259749637.155298
V(Y[t],d=3,D=0)	1269095281.30672	Range	179000	Trim Var.	580628235.294118
V(Y[t],d=0,D=1)	1359112244.89796	Range	133000	Trim Var.	961278164.924506
V(Y[t],d=1,D=1)	45371897.1631206	Range	28000	Trim Var.	26352439.0243902
V(Y[t],d=2,D=1)	86361702.1276596	Range	42000	Trim Var.	48821951.2195122
V(Y[t],d=3,D=1)	231810628.019324	Range	64000	Trim Var.	153532692.307692
V(Y[t],d=0,D=2)	439472972.972973	Range	87000	Trim Var.	291505681.818182
V(Y[t],d=1,D=2)	96073015.8730159	Range	45000	Trim Var.	58064516.1290323
V(Y[t],d=2,D=2)	160904201.680672	Range	51000	Trim Var.	104832258.064516
V(Y[t],d=3,D=2)	414592691.622103	Range	85000	Trim Var.	260281609.195402

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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