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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 20:38:35 +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/t1292445435vyov05zihw2rzsv.htm/, Retrieved Fri, 03 May 2024 14:10:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110716, Retrieved Fri, 03 May 2024 14:10:34 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

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] [616fb52b46273b7e6805de1e68b3a688]
-    D      [Variance Reduction Matrix] [VRM] [2010-12-15 20:38:35] [733bf75cb326fe693c93e834bfd34d22] [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	'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110716&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110716&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110716&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	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1486.69547178805	Range	159.527	Trim Var.	1020.59553381971
V(Y[t],d=1,D=0)	360.122634459898	Range	88.991	Trim Var.	174.593058831101
V(Y[t],d=2,D=0)	537.109228782696	Range	121.994	Trim Var.	269.914536661034
V(Y[t],d=3,D=0)	1236.56278003002	Range	183.118	Trim Var.	550.832756056319
V(Y[t],d=0,D=1)	1512.20005742951	Range	141.263	Trim Var.	1086.65467523222
V(Y[t],d=1,D=1)	73.0593614268361	Range	37.6400000000000	Trim Var.	46.0045307019567
V(Y[t],d=2,D=1)	114.821471698422	Range	61.2450000000001	Trim Var.	54.9420496407836
V(Y[t],d=3,D=1)	360.900253454325	Range	107.877000000000	Trim Var.	182.300375072021
V(Y[t],d=0,D=2)	3024.61701728231	Range	174.115	Trim Var.	2491.75959915947
V(Y[t],d=1,D=2)	201.331870722961	Range	67.698	Trim Var.	111.668296355401
V(Y[t],d=2,D=2)	350.050434557818	Range	94.7980000000003	Trim Var.	185.889122545122
V(Y[t],d=3,D=2)	1122.22492153817	Range	137.188000000001	Trim Var.	613.183394899997

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1486.69547178805 & Range & 159.527 & Trim Var. & 1020.59553381971 \tabularnewline
V(Y[t],d=1,D=0) & 360.122634459898 & Range & 88.991 & Trim Var. & 174.593058831101 \tabularnewline
V(Y[t],d=2,D=0) & 537.109228782696 & Range & 121.994 & Trim Var. & 269.914536661034 \tabularnewline
V(Y[t],d=3,D=0) & 1236.56278003002 & Range & 183.118 & Trim Var. & 550.832756056319 \tabularnewline
V(Y[t],d=0,D=1) & 1512.20005742951 & Range & 141.263 & Trim Var. & 1086.65467523222 \tabularnewline
V(Y[t],d=1,D=1) & 73.0593614268361 & Range & 37.6400000000000 & Trim Var. & 46.0045307019567 \tabularnewline
V(Y[t],d=2,D=1) & 114.821471698422 & Range & 61.2450000000001 & Trim Var. & 54.9420496407836 \tabularnewline
V(Y[t],d=3,D=1) & 360.900253454325 & Range & 107.877000000000 & Trim Var. & 182.300375072021 \tabularnewline
V(Y[t],d=0,D=2) & 3024.61701728231 & Range & 174.115 & Trim Var. & 2491.75959915947 \tabularnewline
V(Y[t],d=1,D=2) & 201.331870722961 & Range & 67.698 & Trim Var. & 111.668296355401 \tabularnewline
V(Y[t],d=2,D=2) & 350.050434557818 & Range & 94.7980000000003 & Trim Var. & 185.889122545122 \tabularnewline
V(Y[t],d=3,D=2) & 1122.22492153817 & Range & 137.188000000001 & Trim Var. & 613.183394899997 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110716&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1486.69547178805[/C][C]Range[/C][C]159.527[/C][C]Trim Var.[/C][C]1020.59553381971[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]360.122634459898[/C][C]Range[/C][C]88.991[/C][C]Trim Var.[/C][C]174.593058831101[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]537.109228782696[/C][C]Range[/C][C]121.994[/C][C]Trim Var.[/C][C]269.914536661034[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1236.56278003002[/C][C]Range[/C][C]183.118[/C][C]Trim Var.[/C][C]550.832756056319[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1512.20005742951[/C][C]Range[/C][C]141.263[/C][C]Trim Var.[/C][C]1086.65467523222[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]73.0593614268361[/C][C]Range[/C][C]37.6400000000000[/C][C]Trim Var.[/C][C]46.0045307019567[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]114.821471698422[/C][C]Range[/C][C]61.2450000000001[/C][C]Trim Var.[/C][C]54.9420496407836[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]360.900253454325[/C][C]Range[/C][C]107.877000000000[/C][C]Trim Var.[/C][C]182.300375072021[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3024.61701728231[/C][C]Range[/C][C]174.115[/C][C]Trim Var.[/C][C]2491.75959915947[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]201.331870722961[/C][C]Range[/C][C]67.698[/C][C]Trim Var.[/C][C]111.668296355401[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]350.050434557818[/C][C]Range[/C][C]94.7980000000003[/C][C]Trim Var.[/C][C]185.889122545122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1122.22492153817[/C][C]Range[/C][C]137.188000000001[/C][C]Trim Var.[/C][C]613.183394899997[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110716&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110716&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)	1486.69547178805	Range	159.527	Trim Var.	1020.59553381971
V(Y[t],d=1,D=0)	360.122634459898	Range	88.991	Trim Var.	174.593058831101
V(Y[t],d=2,D=0)	537.109228782696	Range	121.994	Trim Var.	269.914536661034
V(Y[t],d=3,D=0)	1236.56278003002	Range	183.118	Trim Var.	550.832756056319
V(Y[t],d=0,D=1)	1512.20005742951	Range	141.263	Trim Var.	1086.65467523222
V(Y[t],d=1,D=1)	73.0593614268361	Range	37.6400000000000	Trim Var.	46.0045307019567
V(Y[t],d=2,D=1)	114.821471698422	Range	61.2450000000001	Trim Var.	54.9420496407836
V(Y[t],d=3,D=1)	360.900253454325	Range	107.877000000000	Trim Var.	182.300375072021
V(Y[t],d=0,D=2)	3024.61701728231	Range	174.115	Trim Var.	2491.75959915947
V(Y[t],d=1,D=2)	201.331870722961	Range	67.698	Trim Var.	111.668296355401
V(Y[t],d=2,D=2)	350.050434557818	Range	94.7980000000003	Trim Var.	185.889122545122
V(Y[t],d=3,D=2)	1122.22492153817	Range	137.188000000001	Trim Var.	613.183394899997

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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