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Author

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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sat, 18 Dec 2010 14:29:26 +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/18/t1292682481mvwjhvq4xg9njvx.htm/, Retrieved Tue, 30 Apr 2024 01:05:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112002, Retrieved Tue, 30 Apr 2024 01:05:19 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

146

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

-     [Exercise 1.13] [Workshop 1 vraag 3.3] [2009-10-06 19:12:27] [309ee52d0058ff0a6f7eec15e07b2d9f]
F RMPD  [Univariate Data Series] [Workshop 2] [2009-10-12 19:59:05] [309ee52d0058ff0a6f7eec15e07b2d9f]
-  MPD    [Univariate Data Series] [wisselkoers US do...] [2009-12-30 15:10:05] [23722951c28e05bb35cc9a97084fe0d9]
- RMPD      [Variance Reduction Matrix] [Paper VRM] [2009-12-31 08:37:16] [23722951c28e05bb35cc9a97084fe0d9]
-    D          [Variance Reduction Matrix] [Variance reductio...] [2010-12-18 14:29:26] [efffa7146cfe4c2b113f6c7f36d84ca0] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112002&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112002&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112002&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Variance Reduction Matrix
V(Y[t],d=0,D=0)	3961507.85355191	Range	8083	Trim Var.	2648073.32293179
V(Y[t],d=1,D=0)	3602796.26666667	Range	8291	Trim Var.	2306560.8836478
V(Y[t],d=2,D=0)	9732116.92285213	Range	14784	Trim Var.	6479351.44775036
V(Y[t],d=3,D=0)	30048025.0889292	Range	25401	Trim Var.	19491570.1519608
V(Y[t],d=0,D=1)	6469197.13605442	Range	9488	Trim Var.	4640774.10631229
V(Y[t],d=1,D=1)	2594831.86125887	Range	6825	Trim Var.	1516771.80778165
V(Y[t],d=2,D=1)	7518358.1840888	Range	12210	Trim Var.	4745465.14512195
V(Y[t],d=3,D=1)	25500882.6033816	Range	21082	Trim Var.	15784526.8717949
V(Y[t],d=0,D=2)	11637703.7987988	Range	15684	Trim Var.	7374619.60984848
V(Y[t],d=1,D=2)	6680955.7015873	Range	12522	Trim Var.	3852455.29032258
V(Y[t],d=2,D=2)	19058513.1226891	Range	17974	Trim Var.	12970542.1569892
V(Y[t],d=3,D=2)	65653907.7869875	Range	30440	Trim Var.	47347975.3747126

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3961507.85355191 & Range & 8083 & Trim Var. & 2648073.32293179 \tabularnewline
V(Y[t],d=1,D=0) & 3602796.26666667 & Range & 8291 & Trim Var. & 2306560.8836478 \tabularnewline
V(Y[t],d=2,D=0) & 9732116.92285213 & Range & 14784 & Trim Var. & 6479351.44775036 \tabularnewline
V(Y[t],d=3,D=0) & 30048025.0889292 & Range & 25401 & Trim Var. & 19491570.1519608 \tabularnewline
V(Y[t],d=0,D=1) & 6469197.13605442 & Range & 9488 & Trim Var. & 4640774.10631229 \tabularnewline
V(Y[t],d=1,D=1) & 2594831.86125887 & Range & 6825 & Trim Var. & 1516771.80778165 \tabularnewline
V(Y[t],d=2,D=1) & 7518358.1840888 & Range & 12210 & Trim Var. & 4745465.14512195 \tabularnewline
V(Y[t],d=3,D=1) & 25500882.6033816 & Range & 21082 & Trim Var. & 15784526.8717949 \tabularnewline
V(Y[t],d=0,D=2) & 11637703.7987988 & Range & 15684 & Trim Var. & 7374619.60984848 \tabularnewline
V(Y[t],d=1,D=2) & 6680955.7015873 & Range & 12522 & Trim Var. & 3852455.29032258 \tabularnewline
V(Y[t],d=2,D=2) & 19058513.1226891 & Range & 17974 & Trim Var. & 12970542.1569892 \tabularnewline
V(Y[t],d=3,D=2) & 65653907.7869875 & Range & 30440 & Trim Var. & 47347975.3747126 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112002&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3961507.85355191[/C][C]Range[/C][C]8083[/C][C]Trim Var.[/C][C]2648073.32293179[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3602796.26666667[/C][C]Range[/C][C]8291[/C][C]Trim Var.[/C][C]2306560.8836478[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9732116.92285213[/C][C]Range[/C][C]14784[/C][C]Trim Var.[/C][C]6479351.44775036[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]30048025.0889292[/C][C]Range[/C][C]25401[/C][C]Trim Var.[/C][C]19491570.1519608[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6469197.13605442[/C][C]Range[/C][C]9488[/C][C]Trim Var.[/C][C]4640774.10631229[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2594831.86125887[/C][C]Range[/C][C]6825[/C][C]Trim Var.[/C][C]1516771.80778165[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7518358.1840888[/C][C]Range[/C][C]12210[/C][C]Trim Var.[/C][C]4745465.14512195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]25500882.6033816[/C][C]Range[/C][C]21082[/C][C]Trim Var.[/C][C]15784526.8717949[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11637703.7987988[/C][C]Range[/C][C]15684[/C][C]Trim Var.[/C][C]7374619.60984848[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6680955.7015873[/C][C]Range[/C][C]12522[/C][C]Trim Var.[/C][C]3852455.29032258[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]19058513.1226891[/C][C]Range[/C][C]17974[/C][C]Trim Var.[/C][C]12970542.1569892[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]65653907.7869875[/C][C]Range[/C][C]30440[/C][C]Trim Var.[/C][C]47347975.3747126[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112002&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112002&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)	3961507.85355191	Range	8083	Trim Var.	2648073.32293179
V(Y[t],d=1,D=0)	3602796.26666667	Range	8291	Trim Var.	2306560.8836478
V(Y[t],d=2,D=0)	9732116.92285213	Range	14784	Trim Var.	6479351.44775036
V(Y[t],d=3,D=0)	30048025.0889292	Range	25401	Trim Var.	19491570.1519608
V(Y[t],d=0,D=1)	6469197.13605442	Range	9488	Trim Var.	4640774.10631229
V(Y[t],d=1,D=1)	2594831.86125887	Range	6825	Trim Var.	1516771.80778165
V(Y[t],d=2,D=1)	7518358.1840888	Range	12210	Trim Var.	4745465.14512195
V(Y[t],d=3,D=1)	25500882.6033816	Range	21082	Trim Var.	15784526.8717949
V(Y[t],d=0,D=2)	11637703.7987988	Range	15684	Trim Var.	7374619.60984848
V(Y[t],d=1,D=2)	6680955.7015873	Range	12522	Trim Var.	3852455.29032258
V(Y[t],d=2,D=2)	19058513.1226891	Range	17974	Trim Var.	12970542.1569892
V(Y[t],d=3,D=2)	65653907.7869875	Range	30440	Trim Var.	47347975.3747126

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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Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code