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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 09:06:06 -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/t11962653518wip66texd16xe2.htm/, Retrieved Thu, 02 May 2024 10:35:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7120, Retrieved Thu, 02 May 2024 10:35:42 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

bridome

Estimated Impact

167

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 16:06:06] [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	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=7120&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=7120&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7120&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)	116479116.036748	Range	46153	Trim Var.	77742159.5480439
V(Y[t],d=1,D=0)	151639727.301832	Range	55177	Trim Var.	69202206.246143
V(Y[t],d=2,D=0)	412750505.995519	Range	104902	Trim Var.	183585173.866579
V(Y[t],d=3,D=0)	1353212154.99372	Range	178466	Trim Var.	699459562.40464
V(Y[t],d=0,D=1)	29013674.0435827	Range	26132	Trim Var.	17139482.1526104
V(Y[t],d=1,D=1)	30414423.5135577	Range	31286	Trim Var.	16959375.0199824
V(Y[t],d=2,D=1)	85940221.5904205	Range	43671	Trim Var.	52411234.6222523
V(Y[t],d=3,D=1)	290543799.023443	Range	80805	Trim Var.	187234198.983642
V(Y[t],d=0,D=2)	94036185.6352002	Range	46908	Trim Var.	53235470.2245696
V(Y[t],d=1,D=2)	81788753.3277778	Range	49447	Trim Var.	42866211.4221328
V(Y[t],d=2,D=2)	211010434.154272	Range	66024	Trim Var.	141744925.125978
V(Y[t],d=3,D=2)	693824940.515092	Range	124716	Trim Var.	472188345.349698

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 116479116.036748 & Range & 46153 & Trim Var. & 77742159.5480439 \tabularnewline
V(Y[t],d=1,D=0) & 151639727.301832 & Range & 55177 & Trim Var. & 69202206.246143 \tabularnewline
V(Y[t],d=2,D=0) & 412750505.995519 & Range & 104902 & Trim Var. & 183585173.866579 \tabularnewline
V(Y[t],d=3,D=0) & 1353212154.99372 & Range & 178466 & Trim Var. & 699459562.40464 \tabularnewline
V(Y[t],d=0,D=1) & 29013674.0435827 & Range & 26132 & Trim Var. & 17139482.1526104 \tabularnewline
V(Y[t],d=1,D=1) & 30414423.5135577 & Range & 31286 & Trim Var. & 16959375.0199824 \tabularnewline
V(Y[t],d=2,D=1) & 85940221.5904205 & Range & 43671 & Trim Var. & 52411234.6222523 \tabularnewline
V(Y[t],d=3,D=1) & 290543799.023443 & Range & 80805 & Trim Var. & 187234198.983642 \tabularnewline
V(Y[t],d=0,D=2) & 94036185.6352002 & Range & 46908 & Trim Var. & 53235470.2245696 \tabularnewline
V(Y[t],d=1,D=2) & 81788753.3277778 & Range & 49447 & Trim Var. & 42866211.4221328 \tabularnewline
V(Y[t],d=2,D=2) & 211010434.154272 & Range & 66024 & Trim Var. & 141744925.125978 \tabularnewline
V(Y[t],d=3,D=2) & 693824940.515092 & Range & 124716 & Trim Var. & 472188345.349698 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7120&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]116479116.036748[/C][C]Range[/C][C]46153[/C][C]Trim Var.[/C][C]77742159.5480439[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]151639727.301832[/C][C]Range[/C][C]55177[/C][C]Trim Var.[/C][C]69202206.246143[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]412750505.995519[/C][C]Range[/C][C]104902[/C][C]Trim Var.[/C][C]183585173.866579[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1353212154.99372[/C][C]Range[/C][C]178466[/C][C]Trim Var.[/C][C]699459562.40464[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]29013674.0435827[/C][C]Range[/C][C]26132[/C][C]Trim Var.[/C][C]17139482.1526104[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]30414423.5135577[/C][C]Range[/C][C]31286[/C][C]Trim Var.[/C][C]16959375.0199824[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]85940221.5904205[/C][C]Range[/C][C]43671[/C][C]Trim Var.[/C][C]52411234.6222523[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]290543799.023443[/C][C]Range[/C][C]80805[/C][C]Trim Var.[/C][C]187234198.983642[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]94036185.6352002[/C][C]Range[/C][C]46908[/C][C]Trim Var.[/C][C]53235470.2245696[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]81788753.3277778[/C][C]Range[/C][C]49447[/C][C]Trim Var.[/C][C]42866211.4221328[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]211010434.154272[/C][C]Range[/C][C]66024[/C][C]Trim Var.[/C][C]141744925.125978[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]693824940.515092[/C][C]Range[/C][C]124716[/C][C]Trim Var.[/C][C]472188345.349698[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7120&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7120&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)	116479116.036748	Range	46153	Trim Var.	77742159.5480439
V(Y[t],d=1,D=0)	151639727.301832	Range	55177	Trim Var.	69202206.246143
V(Y[t],d=2,D=0)	412750505.995519	Range	104902	Trim Var.	183585173.866579
V(Y[t],d=3,D=0)	1353212154.99372	Range	178466	Trim Var.	699459562.40464
V(Y[t],d=0,D=1)	29013674.0435827	Range	26132	Trim Var.	17139482.1526104
V(Y[t],d=1,D=1)	30414423.5135577	Range	31286	Trim Var.	16959375.0199824
V(Y[t],d=2,D=1)	85940221.5904205	Range	43671	Trim Var.	52411234.6222523
V(Y[t],d=3,D=1)	290543799.023443	Range	80805	Trim Var.	187234198.983642
V(Y[t],d=0,D=2)	94036185.6352002	Range	46908	Trim Var.	53235470.2245696
V(Y[t],d=1,D=2)	81788753.3277778	Range	49447	Trim Var.	42866211.4221328
V(Y[t],d=2,D=2)	211010434.154272	Range	66024	Trim Var.	141744925.125978
V(Y[t],d=3,D=2)	693824940.515092	Range	124716	Trim Var.	472188345.349698

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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