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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

Thu, 04 Dec 2008 09:27:21 -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/2008/Dec/04/t1228408068mdcq0wf8lby9ge6.htm/, Retrieved Sun, 19 May 2024 04:30:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28956, Retrieved Sun, 19 May 2024 04:30:12 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

170

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

-       [Variance Reduction Matrix] [Variance Reductio...] [2008-12-04 16:27:21] [72e979bcc364082694890d2eccc1a66f] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28956&T=0

[TABLE]
[ROW][C]Summary of computational 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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28956&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28956&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 computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1302773139.69492	Range	130222	Trim Var.	1003577954.14151
V(Y[t],d=1,D=0)	360267852.028054	Range	94643	Trim Var.	170939454.519594
V(Y[t],d=2,D=0)	542838442.948881	Range	121037	Trim Var.	267277984.229261
V(Y[t],d=3,D=0)	1340028077.65288	Range	183118	Trim Var.	639728708.440784
V(Y[t],d=0,D=1)	1427881212.58865	Range	125082	Trim Var.	1099604179.42160
V(Y[t],d=1,D=1)	59682815.3829787	Range	34745	Trim Var.	34249493.7451219
V(Y[t],d=2,D=1)	120441423.538164	Range	54773	Trim Var.	65261520.8916667
V(Y[t],d=3,D=1)	372906048.325253	Range	102563	Trim Var.	197926288.947368
V(Y[t],d=0,D=2)	381611319.323016	Range	81192	Trim Var.	247902668.660282
V(Y[t],d=1,D=2)	133344670.652101	Range	59945	Trim Var.	62172355.2494624
V(Y[t],d=2,D=2)	241410549.286988	Range	74049	Trim Var.	131767220.654023
V(Y[t],d=3,D=2)	760726579.217803	Range	132105	Trim Var.	409300617.399015

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1302773139.69492 & Range & 130222 & Trim Var. & 1003577954.14151 \tabularnewline
V(Y[t],d=1,D=0) & 360267852.028054 & Range & 94643 & Trim Var. & 170939454.519594 \tabularnewline
V(Y[t],d=2,D=0) & 542838442.948881 & Range & 121037 & Trim Var. & 267277984.229261 \tabularnewline
V(Y[t],d=3,D=0) & 1340028077.65288 & Range & 183118 & Trim Var. & 639728708.440784 \tabularnewline
V(Y[t],d=0,D=1) & 1427881212.58865 & Range & 125082 & Trim Var. & 1099604179.42160 \tabularnewline
V(Y[t],d=1,D=1) & 59682815.3829787 & Range & 34745 & Trim Var. & 34249493.7451219 \tabularnewline
V(Y[t],d=2,D=1) & 120441423.538164 & Range & 54773 & Trim Var. & 65261520.8916667 \tabularnewline
V(Y[t],d=3,D=1) & 372906048.325253 & Range & 102563 & Trim Var. & 197926288.947368 \tabularnewline
V(Y[t],d=0,D=2) & 381611319.323016 & Range & 81192 & Trim Var. & 247902668.660282 \tabularnewline
V(Y[t],d=1,D=2) & 133344670.652101 & Range & 59945 & Trim Var. & 62172355.2494624 \tabularnewline
V(Y[t],d=2,D=2) & 241410549.286988 & Range & 74049 & Trim Var. & 131767220.654023 \tabularnewline
V(Y[t],d=3,D=2) & 760726579.217803 & Range & 132105 & Trim Var. & 409300617.399015 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28956&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1302773139.69492[/C][C]Range[/C][C]130222[/C][C]Trim Var.[/C][C]1003577954.14151[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]360267852.028054[/C][C]Range[/C][C]94643[/C][C]Trim Var.[/C][C]170939454.519594[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]542838442.948881[/C][C]Range[/C][C]121037[/C][C]Trim Var.[/C][C]267277984.229261[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1340028077.65288[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]639728708.440784[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1427881212.58865[/C][C]Range[/C][C]125082[/C][C]Trim Var.[/C][C]1099604179.42160[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]59682815.3829787[/C][C]Range[/C][C]34745[/C][C]Trim Var.[/C][C]34249493.7451219[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]120441423.538164[/C][C]Range[/C][C]54773[/C][C]Trim Var.[/C][C]65261520.8916667[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]372906048.325253[/C][C]Range[/C][C]102563[/C][C]Trim Var.[/C][C]197926288.947368[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]381611319.323016[/C][C]Range[/C][C]81192[/C][C]Trim Var.[/C][C]247902668.660282[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]133344670.652101[/C][C]Range[/C][C]59945[/C][C]Trim Var.[/C][C]62172355.2494624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]241410549.286988[/C][C]Range[/C][C]74049[/C][C]Trim Var.[/C][C]131767220.654023[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]760726579.217803[/C][C]Range[/C][C]132105[/C][C]Trim Var.[/C][C]409300617.399015[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28956&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28956&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)	1302773139.69492	Range	130222	Trim Var.	1003577954.14151
V(Y[t],d=1,D=0)	360267852.028054	Range	94643	Trim Var.	170939454.519594
V(Y[t],d=2,D=0)	542838442.948881	Range	121037	Trim Var.	267277984.229261
V(Y[t],d=3,D=0)	1340028077.65288	Range	183118	Trim Var.	639728708.440784
V(Y[t],d=0,D=1)	1427881212.58865	Range	125082	Trim Var.	1099604179.42160
V(Y[t],d=1,D=1)	59682815.3829787	Range	34745	Trim Var.	34249493.7451219
V(Y[t],d=2,D=1)	120441423.538164	Range	54773	Trim Var.	65261520.8916667
V(Y[t],d=3,D=1)	372906048.325253	Range	102563	Trim Var.	197926288.947368
V(Y[t],d=0,D=2)	381611319.323016	Range	81192	Trim Var.	247902668.660282
V(Y[t],d=1,D=2)	133344670.652101	Range	59945	Trim Var.	62172355.2494624
V(Y[t],d=2,D=2)	241410549.286988	Range	74049	Trim Var.	131767220.654023
V(Y[t],d=3,D=2)	760726579.217803	Range	132105	Trim Var.	409300617.399015

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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