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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 08:54:58 -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/t1196264734zsm0x34h3qy7bhc.htm/, Retrieved Thu, 02 May 2024 06:36:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7105, Retrieved Thu, 02 May 2024 06:36:35 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

189

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

-       [Variance Reduction Matrix] [workshop 3] [2007-11-28 15:54:58] [9cd804c1ac16035a4cb2da1c6dfdb61e] [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=7105&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=7105&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7105&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)	599370.808984726	Range	3344	Trim Var.	392175.751086708
V(Y[t],d=1,D=0)	415820.09029304	Range	3194	Trim Var.	242737.596774194
V(Y[t],d=2,D=0)	1245034.54284914	Range	5442	Trim Var.	791339.495819398
V(Y[t],d=3,D=0)	4040032.73063012	Range	9572	Trim Var.	2474349.17264957
V(Y[t],d=0,D=1)	443529.561313201	Range	3005	Trim Var.	279587.855851979
V(Y[t],d=1,D=1)	486503.461430575	Range	2997	Trim Var.	336168.147223038
V(Y[t],d=2,D=1)	1407497.71763020	Range	5060	Trim Var.	947640.759409816
V(Y[t],d=3,D=1)	4604228.12210012	Range	9134	Trim Var.	3111240.16141975
V(Y[t],d=0,D=2)	1055981.16787112	Range	4782	Trim Var.	632874.57198748
V(Y[t],d=1,D=2)	1404260.29290123	Range	5376	Trim Var.	876775.620523139
V(Y[t],d=2,D=2)	3965786.96139240	Range	9134	Trim Var.	2806392.5021518
V(Y[t],d=3,D=2)	12879721.7731256	Range	16804	Trim Var.	8721181.35694165

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 599370.808984726 & Range & 3344 & Trim Var. & 392175.751086708 \tabularnewline
V(Y[t],d=1,D=0) & 415820.09029304 & Range & 3194 & Trim Var. & 242737.596774194 \tabularnewline
V(Y[t],d=2,D=0) & 1245034.54284914 & Range & 5442 & Trim Var. & 791339.495819398 \tabularnewline
V(Y[t],d=3,D=0) & 4040032.73063012 & Range & 9572 & Trim Var. & 2474349.17264957 \tabularnewline
V(Y[t],d=0,D=1) & 443529.561313201 & Range & 3005 & Trim Var. & 279587.855851979 \tabularnewline
V(Y[t],d=1,D=1) & 486503.461430575 & Range & 2997 & Trim Var. & 336168.147223038 \tabularnewline
V(Y[t],d=2,D=1) & 1407497.71763020 & Range & 5060 & Trim Var. & 947640.759409816 \tabularnewline
V(Y[t],d=3,D=1) & 4604228.12210012 & Range & 9134 & Trim Var. & 3111240.16141975 \tabularnewline
V(Y[t],d=0,D=2) & 1055981.16787112 & Range & 4782 & Trim Var. & 632874.57198748 \tabularnewline
V(Y[t],d=1,D=2) & 1404260.29290123 & Range & 5376 & Trim Var. & 876775.620523139 \tabularnewline
V(Y[t],d=2,D=2) & 3965786.96139240 & Range & 9134 & Trim Var. & 2806392.5021518 \tabularnewline
V(Y[t],d=3,D=2) & 12879721.7731256 & Range & 16804 & Trim Var. & 8721181.35694165 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7105&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]599370.808984726[/C][C]Range[/C][C]3344[/C][C]Trim Var.[/C][C]392175.751086708[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]415820.09029304[/C][C]Range[/C][C]3194[/C][C]Trim Var.[/C][C]242737.596774194[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1245034.54284914[/C][C]Range[/C][C]5442[/C][C]Trim Var.[/C][C]791339.495819398[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4040032.73063012[/C][C]Range[/C][C]9572[/C][C]Trim Var.[/C][C]2474349.17264957[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]443529.561313201[/C][C]Range[/C][C]3005[/C][C]Trim Var.[/C][C]279587.855851979[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]486503.461430575[/C][C]Range[/C][C]2997[/C][C]Trim Var.[/C][C]336168.147223038[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1407497.71763020[/C][C]Range[/C][C]5060[/C][C]Trim Var.[/C][C]947640.759409816[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4604228.12210012[/C][C]Range[/C][C]9134[/C][C]Trim Var.[/C][C]3111240.16141975[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1055981.16787112[/C][C]Range[/C][C]4782[/C][C]Trim Var.[/C][C]632874.57198748[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1404260.29290123[/C][C]Range[/C][C]5376[/C][C]Trim Var.[/C][C]876775.620523139[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3965786.96139240[/C][C]Range[/C][C]9134[/C][C]Trim Var.[/C][C]2806392.5021518[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]12879721.7731256[/C][C]Range[/C][C]16804[/C][C]Trim Var.[/C][C]8721181.35694165[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7105&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7105&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)	599370.808984726	Range	3344	Trim Var.	392175.751086708
V(Y[t],d=1,D=0)	415820.09029304	Range	3194	Trim Var.	242737.596774194
V(Y[t],d=2,D=0)	1245034.54284914	Range	5442	Trim Var.	791339.495819398
V(Y[t],d=3,D=0)	4040032.73063012	Range	9572	Trim Var.	2474349.17264957
V(Y[t],d=0,D=1)	443529.561313201	Range	3005	Trim Var.	279587.855851979
V(Y[t],d=1,D=1)	486503.461430575	Range	2997	Trim Var.	336168.147223038
V(Y[t],d=2,D=1)	1407497.71763020	Range	5060	Trim Var.	947640.759409816
V(Y[t],d=3,D=1)	4604228.12210012	Range	9134	Trim Var.	3111240.16141975
V(Y[t],d=0,D=2)	1055981.16787112	Range	4782	Trim Var.	632874.57198748
V(Y[t],d=1,D=2)	1404260.29290123	Range	5376	Trim Var.	876775.620523139
V(Y[t],d=2,D=2)	3965786.96139240	Range	9134	Trim Var.	2806392.5021518
V(Y[t],d=3,D=2)	12879721.7731256	Range	16804	Trim Var.	8721181.35694165

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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