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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 21:44:35 +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/18/t1292708596c7bucxqak2bdyty.htm/, Retrieved Tue, 30 Apr 2024 03:42:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112205, Retrieved Tue, 30 Apr 2024 03:42:48 +0000

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No (this computation is public)

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Estimated Impact

178

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

-       [Variance Reduction Matrix] [VRM OK] [2010-12-18 21:44:35] [c2514e24605d0513c6bae17788e1fef3] [Current]
-         [Variance Reduction Matrix] [VRM paper] [2010-12-29 15:05:51] [e73e9643c012a54583c6a406017b2645] 

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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=112205&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=112205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112205&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)	1585706.53118762	Range	4942	Trim Var.	1226834.99909305
V(Y[t],d=1,D=0)	593473.661351995	Range	4441	Trim Var.	364760.10275712
V(Y[t],d=2,D=0)	610398.157429719	Range	4986	Trim Var.	340701.596387204
V(Y[t],d=3,D=0)	1535012.5120473	Range	8704	Trim Var.	764807.356723511
V(Y[t],d=0,D=1)	197873.85554177	Range	3249	Trim Var.	85848.208581706
V(Y[t],d=1,D=1)	243406.601424382	Range	3544	Trim Var.	122214.611302263
V(Y[t],d=2,D=1)	625179.607164078	Range	4383	Trim Var.	334137.592351634
V(Y[t],d=3,D=1)	1834822.20596835	Range	8059	Trim Var.	1000702.0440103
V(Y[t],d=0,D=2)	537294.517482518	Range	5118	Trim Var.	245964.787155512
V(Y[t],d=1,D=2)	664345.621195706	Range	5729	Trim Var.	312432.455943007
V(Y[t],d=2,D=2)	1672298.61936869	Range	7420	Trim Var.	809708.325079365
V(Y[t],d=3,D=2)	4814173.04812563	Range	12424	Trim Var.	2456565.26451613

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1585706.53118762 & Range & 4942 & Trim Var. & 1226834.99909305 \tabularnewline
V(Y[t],d=1,D=0) & 593473.661351995 & Range & 4441 & Trim Var. & 364760.10275712 \tabularnewline
V(Y[t],d=2,D=0) & 610398.157429719 & Range & 4986 & Trim Var. & 340701.596387204 \tabularnewline
V(Y[t],d=3,D=0) & 1535012.5120473 & Range & 8704 & Trim Var. & 764807.356723511 \tabularnewline
V(Y[t],d=0,D=1) & 197873.85554177 & Range & 3249 & Trim Var. & 85848.208581706 \tabularnewline
V(Y[t],d=1,D=1) & 243406.601424382 & Range & 3544 & Trim Var. & 122214.611302263 \tabularnewline
V(Y[t],d=2,D=1) & 625179.607164078 & Range & 4383 & Trim Var. & 334137.592351634 \tabularnewline
V(Y[t],d=3,D=1) & 1834822.20596835 & Range & 8059 & Trim Var. & 1000702.0440103 \tabularnewline
V(Y[t],d=0,D=2) & 537294.517482518 & Range & 5118 & Trim Var. & 245964.787155512 \tabularnewline
V(Y[t],d=1,D=2) & 664345.621195706 & Range & 5729 & Trim Var. & 312432.455943007 \tabularnewline
V(Y[t],d=2,D=2) & 1672298.61936869 & Range & 7420 & Trim Var. & 809708.325079365 \tabularnewline
V(Y[t],d=3,D=2) & 4814173.04812563 & Range & 12424 & Trim Var. & 2456565.26451613 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112205&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1585706.53118762[/C][C]Range[/C][C]4942[/C][C]Trim Var.[/C][C]1226834.99909305[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]593473.661351995[/C][C]Range[/C][C]4441[/C][C]Trim Var.[/C][C]364760.10275712[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]610398.157429719[/C][C]Range[/C][C]4986[/C][C]Trim Var.[/C][C]340701.596387204[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1535012.5120473[/C][C]Range[/C][C]8704[/C][C]Trim Var.[/C][C]764807.356723511[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]197873.85554177[/C][C]Range[/C][C]3249[/C][C]Trim Var.[/C][C]85848.208581706[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]243406.601424382[/C][C]Range[/C][C]3544[/C][C]Trim Var.[/C][C]122214.611302263[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]625179.607164078[/C][C]Range[/C][C]4383[/C][C]Trim Var.[/C][C]334137.592351634[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1834822.20596835[/C][C]Range[/C][C]8059[/C][C]Trim Var.[/C][C]1000702.0440103[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]537294.517482518[/C][C]Range[/C][C]5118[/C][C]Trim Var.[/C][C]245964.787155512[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]664345.621195706[/C][C]Range[/C][C]5729[/C][C]Trim Var.[/C][C]312432.455943007[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1672298.61936869[/C][C]Range[/C][C]7420[/C][C]Trim Var.[/C][C]809708.325079365[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4814173.04812563[/C][C]Range[/C][C]12424[/C][C]Trim Var.[/C][C]2456565.26451613[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112205&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)	1585706.53118762	Range	4942	Trim Var.	1226834.99909305
V(Y[t],d=1,D=0)	593473.661351995	Range	4441	Trim Var.	364760.10275712
V(Y[t],d=2,D=0)	610398.157429719	Range	4986	Trim Var.	340701.596387204
V(Y[t],d=3,D=0)	1535012.5120473	Range	8704	Trim Var.	764807.356723511
V(Y[t],d=0,D=1)	197873.85554177	Range	3249	Trim Var.	85848.208581706
V(Y[t],d=1,D=1)	243406.601424382	Range	3544	Trim Var.	122214.611302263
V(Y[t],d=2,D=1)	625179.607164078	Range	4383	Trim Var.	334137.592351634
V(Y[t],d=3,D=1)	1834822.20596835	Range	8059	Trim Var.	1000702.0440103
V(Y[t],d=0,D=2)	537294.517482518	Range	5118	Trim Var.	245964.787155512
V(Y[t],d=1,D=2)	664345.621195706	Range	5729	Trim Var.	312432.455943007
V(Y[t],d=2,D=2)	1672298.61936869	Range	7420	Trim Var.	809708.325079365
V(Y[t],d=3,D=2)	4814173.04812563	Range	12424	Trim Var.	2456565.26451613

Figure 1

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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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

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Input Parameters & R Code