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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

Sat, 04 Dec 2010 21:57:22 +0000

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/2010/Dec/04/t1291499900w62whuc0ql7nlx1.htm/, Retrieved Sun, 05 May 2024 03:28:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105272, Retrieved Sun, 05 May 2024 03:28:50 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

108

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

-       [Variance Reduction Matrix] [W9 - VRM] [2010-12-04 21:57:22] [6f3869f9d1e39c73f93153f1f7803f84] [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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105272&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]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=105272&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105272&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1415.77650273224	Range	157	Trim Var.	902.496371552975
V(Y[t],d=1,D=0)	373.722033898305	Range	88	Trim Var.	201.102322206096
V(Y[t],d=2,D=0)	557.596142606663	Range	121	Trim Var.	314.061683599419
V(Y[t],d=3,D=0)	1252.03297035693	Range	179	Trim Var.	617.792986425339
V(Y[t],d=0,D=1)	1881.99234693878	Range	141	Trim Var.	1436.52729384437
V(Y[t],d=1,D=1)	80.8936170212766	Range	38	Trim Var.	49.8861788617886
V(Y[t],d=2,D=1)	132.304347826087	Range	61	Trim Var.	57.3487804878049
V(Y[t],d=3,D=1)	419.351207729469	Range	109	Trim Var.	189.025
V(Y[t],d=0,D=2)	2451.9009009009	Range	155	Trim Var.	2017.53030303030
V(Y[t],d=1,D=2)	206.592857142857	Range	66	Trim Var.	109.055913978495
V(Y[t],d=2,D=2)	335.680672268908	Range	80	Trim Var.	185.958620689655
V(Y[t],d=3,D=2)	1083.02317290553	Range	133	Trim Var.	643.429885057471

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1415.77650273224 & Range & 157 & Trim Var. & 902.496371552975 \tabularnewline
V(Y[t],d=1,D=0) & 373.722033898305 & Range & 88 & Trim Var. & 201.102322206096 \tabularnewline
V(Y[t],d=2,D=0) & 557.596142606663 & Range & 121 & Trim Var. & 314.061683599419 \tabularnewline
V(Y[t],d=3,D=0) & 1252.03297035693 & Range & 179 & Trim Var. & 617.792986425339 \tabularnewline
V(Y[t],d=0,D=1) & 1881.99234693878 & Range & 141 & Trim Var. & 1436.52729384437 \tabularnewline
V(Y[t],d=1,D=1) & 80.8936170212766 & Range & 38 & Trim Var. & 49.8861788617886 \tabularnewline
V(Y[t],d=2,D=1) & 132.304347826087 & Range & 61 & Trim Var. & 57.3487804878049 \tabularnewline
V(Y[t],d=3,D=1) & 419.351207729469 & Range & 109 & Trim Var. & 189.025 \tabularnewline
V(Y[t],d=0,D=2) & 2451.9009009009 & Range & 155 & Trim Var. & 2017.53030303030 \tabularnewline
V(Y[t],d=1,D=2) & 206.592857142857 & Range & 66 & Trim Var. & 109.055913978495 \tabularnewline
V(Y[t],d=2,D=2) & 335.680672268908 & Range & 80 & Trim Var. & 185.958620689655 \tabularnewline
V(Y[t],d=3,D=2) & 1083.02317290553 & Range & 133 & Trim Var. & 643.429885057471 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105272&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1415.77650273224[/C][C]Range[/C][C]157[/C][C]Trim Var.[/C][C]902.496371552975[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]373.722033898305[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]201.102322206096[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]557.596142606663[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]314.061683599419[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1252.03297035693[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]617.792986425339[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1881.99234693878[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]1436.52729384437[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]80.8936170212766[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]49.8861788617886[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]132.304347826087[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]57.3487804878049[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]419.351207729469[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]189.025[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2451.9009009009[/C][C]Range[/C][C]155[/C][C]Trim Var.[/C][C]2017.53030303030[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]206.592857142857[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]109.055913978495[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]335.680672268908[/C][C]Range[/C][C]80[/C][C]Trim Var.[/C][C]185.958620689655[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1083.02317290553[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]643.429885057471[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105272&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105272&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)	1415.77650273224	Range	157	Trim Var.	902.496371552975
V(Y[t],d=1,D=0)	373.722033898305	Range	88	Trim Var.	201.102322206096
V(Y[t],d=2,D=0)	557.596142606663	Range	121	Trim Var.	314.061683599419
V(Y[t],d=3,D=0)	1252.03297035693	Range	179	Trim Var.	617.792986425339
V(Y[t],d=0,D=1)	1881.99234693878	Range	141	Trim Var.	1436.52729384437
V(Y[t],d=1,D=1)	80.8936170212766	Range	38	Trim Var.	49.8861788617886
V(Y[t],d=2,D=1)	132.304347826087	Range	61	Trim Var.	57.3487804878049
V(Y[t],d=3,D=1)	419.351207729469	Range	109	Trim Var.	189.025
V(Y[t],d=0,D=2)	2451.9009009009	Range	155	Trim Var.	2017.53030303030
V(Y[t],d=1,D=2)	206.592857142857	Range	66	Trim Var.	109.055913978495
V(Y[t],d=2,D=2)	335.680672268908	Range	80	Trim Var.	185.958620689655
V(Y[t],d=3,D=2)	1083.02317290553	Range	133	Trim Var.	643.429885057471

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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