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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

Tue, 23 Dec 2008 12:42:34 -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/23/t1230061416cjs194gtqopkox1.htm/, Retrieved Sun, 19 May 2024 09:20:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36382, Retrieved Sun, 19 May 2024 09:20:45 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

129

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

-       [Variance Reduction Matrix] [VRM Vrouwen] [2008-12-23 19:42:34] [f0e1dc59aca2fa8d78080b39899f316a] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36382&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36382&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36382&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Variance Reduction Matrix
V(Y[t],d=0,D=0)	65748403.0327684	Range	33216	Trim Var.	47006232.6320755
V(Y[t],d=1,D=0)	26803173.5458796	Range	22154	Trim Var.	13390866.8018868
V(Y[t],d=2,D=0)	33882013.1315789	Range	27161	Trim Var.	17575912.4988688
V(Y[t],d=3,D=0)	73144170.1171679	Range	38209	Trim Var.	33545076.2149020
V(Y[t],d=0,D=1)	4660032.26551418	Range	10460	Trim Var.	2442344.70673635
V(Y[t],d=1,D=1)	998822.563367253	Range	4624	Trim Var.	542369.587804878
V(Y[t],d=2,D=1)	1878916.17198068	Range	6965	Trim Var.	887785.342948718
V(Y[t],d=3,D=1)	5783434.6949495	Range	11752	Trim Var.	3050692.46693657
V(Y[t],d=0,D=2)	13161632.4349206	Range	13770	Trim Var.	9200838.69354839
V(Y[t],d=1,D=2)	2547664.26386555	Range	6463	Trim Var.	1729746.31827957
V(Y[t],d=2,D=2)	5200901.9714795	Range	8932	Trim Var.	3374411.13678161
V(Y[t],d=3,D=2)	15943530.2518939	Range	16957	Trim Var.	10174376.3497537

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 65748403.0327684 & Range & 33216 & Trim Var. & 47006232.6320755 \tabularnewline
V(Y[t],d=1,D=0) & 26803173.5458796 & Range & 22154 & Trim Var. & 13390866.8018868 \tabularnewline
V(Y[t],d=2,D=0) & 33882013.1315789 & Range & 27161 & Trim Var. & 17575912.4988688 \tabularnewline
V(Y[t],d=3,D=0) & 73144170.1171679 & Range & 38209 & Trim Var. & 33545076.2149020 \tabularnewline
V(Y[t],d=0,D=1) & 4660032.26551418 & Range & 10460 & Trim Var. & 2442344.70673635 \tabularnewline
V(Y[t],d=1,D=1) & 998822.563367253 & Range & 4624 & Trim Var. & 542369.587804878 \tabularnewline
V(Y[t],d=2,D=1) & 1878916.17198068 & Range & 6965 & Trim Var. & 887785.342948718 \tabularnewline
V(Y[t],d=3,D=1) & 5783434.6949495 & Range & 11752 & Trim Var. & 3050692.46693657 \tabularnewline
V(Y[t],d=0,D=2) & 13161632.4349206 & Range & 13770 & Trim Var. & 9200838.69354839 \tabularnewline
V(Y[t],d=1,D=2) & 2547664.26386555 & Range & 6463 & Trim Var. & 1729746.31827957 \tabularnewline
V(Y[t],d=2,D=2) & 5200901.9714795 & Range & 8932 & Trim Var. & 3374411.13678161 \tabularnewline
V(Y[t],d=3,D=2) & 15943530.2518939 & Range & 16957 & Trim Var. & 10174376.3497537 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36382&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]65748403.0327684[/C][C]Range[/C][C]33216[/C][C]Trim Var.[/C][C]47006232.6320755[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]26803173.5458796[/C][C]Range[/C][C]22154[/C][C]Trim Var.[/C][C]13390866.8018868[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]33882013.1315789[/C][C]Range[/C][C]27161[/C][C]Trim Var.[/C][C]17575912.4988688[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]73144170.1171679[/C][C]Range[/C][C]38209[/C][C]Trim Var.[/C][C]33545076.2149020[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4660032.26551418[/C][C]Range[/C][C]10460[/C][C]Trim Var.[/C][C]2442344.70673635[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]998822.563367253[/C][C]Range[/C][C]4624[/C][C]Trim Var.[/C][C]542369.587804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1878916.17198068[/C][C]Range[/C][C]6965[/C][C]Trim Var.[/C][C]887785.342948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5783434.6949495[/C][C]Range[/C][C]11752[/C][C]Trim Var.[/C][C]3050692.46693657[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]13161632.4349206[/C][C]Range[/C][C]13770[/C][C]Trim Var.[/C][C]9200838.69354839[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2547664.26386555[/C][C]Range[/C][C]6463[/C][C]Trim Var.[/C][C]1729746.31827957[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5200901.9714795[/C][C]Range[/C][C]8932[/C][C]Trim Var.[/C][C]3374411.13678161[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]15943530.2518939[/C][C]Range[/C][C]16957[/C][C]Trim Var.[/C][C]10174376.3497537[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36382&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36382&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)	65748403.0327684	Range	33216	Trim Var.	47006232.6320755
V(Y[t],d=1,D=0)	26803173.5458796	Range	22154	Trim Var.	13390866.8018868
V(Y[t],d=2,D=0)	33882013.1315789	Range	27161	Trim Var.	17575912.4988688
V(Y[t],d=3,D=0)	73144170.1171679	Range	38209	Trim Var.	33545076.2149020
V(Y[t],d=0,D=1)	4660032.26551418	Range	10460	Trim Var.	2442344.70673635
V(Y[t],d=1,D=1)	998822.563367253	Range	4624	Trim Var.	542369.587804878
V(Y[t],d=2,D=1)	1878916.17198068	Range	6965	Trim Var.	887785.342948718
V(Y[t],d=3,D=1)	5783434.6949495	Range	11752	Trim Var.	3050692.46693657
V(Y[t],d=0,D=2)	13161632.4349206	Range	13770	Trim Var.	9200838.69354839
V(Y[t],d=1,D=2)	2547664.26386555	Range	6463	Trim Var.	1729746.31827957
V(Y[t],d=2,D=2)	5200901.9714795	Range	8932	Trim Var.	3374411.13678161
V(Y[t],d=3,D=2)	15943530.2518939	Range	16957	Trim Var.	10174376.3497537

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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