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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

Wed, 15 Dec 2010 20:23:35 +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/15/t129244449824e4o8asnm53bib.htm/, Retrieved Fri, 03 May 2024 07:31:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110712, Retrieved Fri, 03 May 2024 07:31:38 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

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Estimated Impact

107

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

-     [Variance Reduction Matrix] [VRM] [2009-12-12 13:17:26] [f84db15a18b564cd160ebc7b4eade151]
-    D    [Variance Reduction Matrix] [VRM] [2010-12-15 20:23:35] [733bf75cb326fe693c93e834bfd34d22] [Current]
-    D      [Variance Reduction Matrix] [VRM] [2010-12-15 20:38:35] [616fb52b46273b7e6805de1e68b3a688] 

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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=110712&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=110712&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110712&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)	1486695471.78805	Range	159527	Trim Var.	1020595533.81971
V(Y[t],d=1,D=0)	360122634.459898	Range	88991	Trim Var.	174593058.831101
V(Y[t],d=2,D=0)	537109228.782696	Range	121994	Trim Var.	269914536.661034
V(Y[t],d=3,D=0)	1236562780.03002	Range	183118	Trim Var.	550832756.056319
V(Y[t],d=0,D=1)	1512200057.42951	Range	141263	Trim Var.	1086654675.23222
V(Y[t],d=1,D=1)	73059361.4268362	Range	37640	Trim Var.	46004530.7019567
V(Y[t],d=2,D=1)	114821471.698422	Range	61245	Trim Var.	54942049.6407837
V(Y[t],d=3,D=1)	360900253.454325	Range	107877	Trim Var.	182300375.072021
V(Y[t],d=0,D=2)	3024617017.28231	Range	174115	Trim Var.	2491759599.15947
V(Y[t],d=1,D=2)	201331870.722961	Range	67698	Trim Var.	111668296.355401
V(Y[t],d=2,D=2)	350050434.557817	Range	94798	Trim Var.	185889122.545122
V(Y[t],d=3,D=2)	1122224921.53816	Range	137188	Trim Var.	613183394.9

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1486695471.78805 & Range & 159527 & Trim Var. & 1020595533.81971 \tabularnewline
V(Y[t],d=1,D=0) & 360122634.459898 & Range & 88991 & Trim Var. & 174593058.831101 \tabularnewline
V(Y[t],d=2,D=0) & 537109228.782696 & Range & 121994 & Trim Var. & 269914536.661034 \tabularnewline
V(Y[t],d=3,D=0) & 1236562780.03002 & Range & 183118 & Trim Var. & 550832756.056319 \tabularnewline
V(Y[t],d=0,D=1) & 1512200057.42951 & Range & 141263 & Trim Var. & 1086654675.23222 \tabularnewline
V(Y[t],d=1,D=1) & 73059361.4268362 & Range & 37640 & Trim Var. & 46004530.7019567 \tabularnewline
V(Y[t],d=2,D=1) & 114821471.698422 & Range & 61245 & Trim Var. & 54942049.6407837 \tabularnewline
V(Y[t],d=3,D=1) & 360900253.454325 & Range & 107877 & Trim Var. & 182300375.072021 \tabularnewline
V(Y[t],d=0,D=2) & 3024617017.28231 & Range & 174115 & Trim Var. & 2491759599.15947 \tabularnewline
V(Y[t],d=1,D=2) & 201331870.722961 & Range & 67698 & Trim Var. & 111668296.355401 \tabularnewline
V(Y[t],d=2,D=2) & 350050434.557817 & Range & 94798 & Trim Var. & 185889122.545122 \tabularnewline
V(Y[t],d=3,D=2) & 1122224921.53816 & Range & 137188 & Trim Var. & 613183394.9 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110712&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1486695471.78805[/C][C]Range[/C][C]159527[/C][C]Trim Var.[/C][C]1020595533.81971[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]360122634.459898[/C][C]Range[/C][C]88991[/C][C]Trim Var.[/C][C]174593058.831101[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]537109228.782696[/C][C]Range[/C][C]121994[/C][C]Trim Var.[/C][C]269914536.661034[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1236562780.03002[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]550832756.056319[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1512200057.42951[/C][C]Range[/C][C]141263[/C][C]Trim Var.[/C][C]1086654675.23222[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]73059361.4268362[/C][C]Range[/C][C]37640[/C][C]Trim Var.[/C][C]46004530.7019567[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]114821471.698422[/C][C]Range[/C][C]61245[/C][C]Trim Var.[/C][C]54942049.6407837[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]360900253.454325[/C][C]Range[/C][C]107877[/C][C]Trim Var.[/C][C]182300375.072021[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3024617017.28231[/C][C]Range[/C][C]174115[/C][C]Trim Var.[/C][C]2491759599.15947[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]201331870.722961[/C][C]Range[/C][C]67698[/C][C]Trim Var.[/C][C]111668296.355401[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]350050434.557817[/C][C]Range[/C][C]94798[/C][C]Trim Var.[/C][C]185889122.545122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1122224921.53816[/C][C]Range[/C][C]137188[/C][C]Trim Var.[/C][C]613183394.9[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110712&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110712&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)	1486695471.78805	Range	159527	Trim Var.	1020595533.81971
V(Y[t],d=1,D=0)	360122634.459898	Range	88991	Trim Var.	174593058.831101
V(Y[t],d=2,D=0)	537109228.782696	Range	121994	Trim Var.	269914536.661034
V(Y[t],d=3,D=0)	1236562780.03002	Range	183118	Trim Var.	550832756.056319
V(Y[t],d=0,D=1)	1512200057.42951	Range	141263	Trim Var.	1086654675.23222
V(Y[t],d=1,D=1)	73059361.4268362	Range	37640	Trim Var.	46004530.7019567
V(Y[t],d=2,D=1)	114821471.698422	Range	61245	Trim Var.	54942049.6407837
V(Y[t],d=3,D=1)	360900253.454325	Range	107877	Trim Var.	182300375.072021
V(Y[t],d=0,D=2)	3024617017.28231	Range	174115	Trim Var.	2491759599.15947
V(Y[t],d=1,D=2)	201331870.722961	Range	67698	Trim Var.	111668296.355401
V(Y[t],d=2,D=2)	350050434.557817	Range	94798	Trim Var.	185889122.545122
V(Y[t],d=3,D=2)	1122224921.53816	Range	137188	Trim Var.	613183394.9

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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