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Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sun, 21 Dec 2008 04:16:16 -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/21/t1229858226b9bxlm2rjgtl3n1.htm/, Retrieved Sun, 19 May 2024 10:51:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35499, Retrieved Sun, 19 May 2024 10:51:08 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

179

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

-       [Variance Reduction Matrix] [VRM Paper Bel 20] [2008-12-21 11:16:16] [00a0a665d7a07edd2e460056b0c0c354] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35499&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35499&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35499&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	832645.817486339	Range	3062	Trim Var.	651255.433236575
V(Y[t],d=1,D=0)	13504.6768361582	Range	594	Trim Var.	6528.35499650594
V(Y[t],d=2,D=0)	23515.1203974284	Range	922	Trim Var.	10170.9034833091
V(Y[t],d=3,D=0)	63258.5423472474	Range	1326	Trim Var.	25746.5592006033
V(Y[t],d=0,D=1)	50931.3979591837	Range	1225	Trim Var.	19648.9224806202
V(Y[t],d=1,D=1)	22115.5460992908	Range	791	Trim Var.	8190.84024390244
V(Y[t],d=2,D=1)	31623.3024976873	Range	868	Trim Var.	11649.3439024390
V(Y[t],d=3,D=1)	77450.0637681159	Range	1397	Trim Var.	30094.7173076923
V(Y[t],d=0,D=2)	108649.133633634	Range	1549	Trim Var.	46650.8636363636
V(Y[t],d=1,D=2)	43576.4849206349	Range	1007	Trim Var.	25403.8991935484
V(Y[t],d=2,D=2)	57187.5932773109	Range	1301	Trim Var.	25208.423655914
V(Y[t],d=3,D=2)	133771.180035651	Range	1682	Trim Var.	65118.240229885

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 832645.817486339 & Range & 3062 & Trim Var. & 651255.433236575 \tabularnewline
V(Y[t],d=1,D=0) & 13504.6768361582 & Range & 594 & Trim Var. & 6528.35499650594 \tabularnewline
V(Y[t],d=2,D=0) & 23515.1203974284 & Range & 922 & Trim Var. & 10170.9034833091 \tabularnewline
V(Y[t],d=3,D=0) & 63258.5423472474 & Range & 1326 & Trim Var. & 25746.5592006033 \tabularnewline
V(Y[t],d=0,D=1) & 50931.3979591837 & Range & 1225 & Trim Var. & 19648.9224806202 \tabularnewline
V(Y[t],d=1,D=1) & 22115.5460992908 & Range & 791 & Trim Var. & 8190.84024390244 \tabularnewline
V(Y[t],d=2,D=1) & 31623.3024976873 & Range & 868 & Trim Var. & 11649.3439024390 \tabularnewline
V(Y[t],d=3,D=1) & 77450.0637681159 & Range & 1397 & Trim Var. & 30094.7173076923 \tabularnewline
V(Y[t],d=0,D=2) & 108649.133633634 & Range & 1549 & Trim Var. & 46650.8636363636 \tabularnewline
V(Y[t],d=1,D=2) & 43576.4849206349 & Range & 1007 & Trim Var. & 25403.8991935484 \tabularnewline
V(Y[t],d=2,D=2) & 57187.5932773109 & Range & 1301 & Trim Var. & 25208.423655914 \tabularnewline
V(Y[t],d=3,D=2) & 133771.180035651 & Range & 1682 & Trim Var. & 65118.240229885 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35499&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]832645.817486339[/C][C]Range[/C][C]3062[/C][C]Trim Var.[/C][C]651255.433236575[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13504.6768361582[/C][C]Range[/C][C]594[/C][C]Trim Var.[/C][C]6528.35499650594[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]23515.1203974284[/C][C]Range[/C][C]922[/C][C]Trim Var.[/C][C]10170.9034833091[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]63258.5423472474[/C][C]Range[/C][C]1326[/C][C]Trim Var.[/C][C]25746.5592006033[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]50931.3979591837[/C][C]Range[/C][C]1225[/C][C]Trim Var.[/C][C]19648.9224806202[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]22115.5460992908[/C][C]Range[/C][C]791[/C][C]Trim Var.[/C][C]8190.84024390244[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]31623.3024976873[/C][C]Range[/C][C]868[/C][C]Trim Var.[/C][C]11649.3439024390[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]77450.0637681159[/C][C]Range[/C][C]1397[/C][C]Trim Var.[/C][C]30094.7173076923[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]108649.133633634[/C][C]Range[/C][C]1549[/C][C]Trim Var.[/C][C]46650.8636363636[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]43576.4849206349[/C][C]Range[/C][C]1007[/C][C]Trim Var.[/C][C]25403.8991935484[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]57187.5932773109[/C][C]Range[/C][C]1301[/C][C]Trim Var.[/C][C]25208.423655914[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]133771.180035651[/C][C]Range[/C][C]1682[/C][C]Trim Var.[/C][C]65118.240229885[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35499&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35499&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)	832645.817486339	Range	3062	Trim Var.	651255.433236575
V(Y[t],d=1,D=0)	13504.6768361582	Range	594	Trim Var.	6528.35499650594
V(Y[t],d=2,D=0)	23515.1203974284	Range	922	Trim Var.	10170.9034833091
V(Y[t],d=3,D=0)	63258.5423472474	Range	1326	Trim Var.	25746.5592006033
V(Y[t],d=0,D=1)	50931.3979591837	Range	1225	Trim Var.	19648.9224806202
V(Y[t],d=1,D=1)	22115.5460992908	Range	791	Trim Var.	8190.84024390244
V(Y[t],d=2,D=1)	31623.3024976873	Range	868	Trim Var.	11649.3439024390
V(Y[t],d=3,D=1)	77450.0637681159	Range	1397	Trim Var.	30094.7173076923
V(Y[t],d=0,D=2)	108649.133633634	Range	1549	Trim Var.	46650.8636363636
V(Y[t],d=1,D=2)	43576.4849206349	Range	1007	Trim Var.	25403.8991935484
V(Y[t],d=2,D=2)	57187.5932773109	Range	1301	Trim Var.	25208.423655914
V(Y[t],d=3,D=2)	133771.180035651	Range	1682	Trim Var.	65118.240229885

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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