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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

Sun, 26 Dec 2010 11:11:54 +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/26/t1293362125mkvnb36izqrw7o9.htm/, Retrieved Mon, 06 May 2024 10:46:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115520, Retrieved Mon, 06 May 2024 10:46:08 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Variantie reductie matrix

Estimated Impact

156

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

-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
- R PD  [Variance Reduction Matrix] [Workshop 9 (VRM)] [2010-12-15 14:28:51] [845827b7f02503df17c96f445745fee7]
-         [Variance Reduction Matrix] [] [2010-12-16 16:21:12] [24bb5b06bd1854f48aebec8f44957ed0]
-    D        [Variance Reduction Matrix] [Paper] [2010-12-26 11:11:54] [e247a0a17f1c9a5b89239760575ef468] [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	2 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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115520&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]2 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=115520&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115520&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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1355041080.25027	Range	156452	Trim Var.	850957482.693759
V(Y[t],d=1,D=0)	374059119.661017	Range	88991	Trim Var.	202654461.459119
V(Y[t],d=2,D=0)	557711737.391	Range	121994	Trim Var.	305767443.670537
V(Y[t],d=3,D=0)	1263396994.183	Range	183118	Trim Var.	610576541.313348
V(Y[t],d=0,D=1)	1872370894.09184	Range	141263	Trim Var.	1498048317.49391
V(Y[t],d=1,D=1)	82397586.537234	Range	37640	Trim Var.	51041586.7833914
V(Y[t],d=2,D=1)	134442886.984274	Range	61245	Trim Var.	59710154.5195122
V(Y[t],d=3,D=1)	417366767.285024	Range	107877	Trim Var.	192759880.122436
V(Y[t],d=0,D=2)	2546858196.6997	Range	160571	Trim Var.	2088833149.55114
V(Y[t],d=1,D=2)	204004453.415873	Range	66960	Trim Var.	120853193.221774
V(Y[t],d=2,D=2)	338056418.373109	Range	80453	Trim Var.	197476479.051613
V(Y[t],d=3,D=2)	1059849306.94118	Range	137177	Trim Var.	588539477.826437

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1355041080.25027 & Range & 156452 & Trim Var. & 850957482.693759 \tabularnewline
V(Y[t],d=1,D=0) & 374059119.661017 & Range & 88991 & Trim Var. & 202654461.459119 \tabularnewline
V(Y[t],d=2,D=0) & 557711737.391 & Range & 121994 & Trim Var. & 305767443.670537 \tabularnewline
V(Y[t],d=3,D=0) & 1263396994.183 & Range & 183118 & Trim Var. & 610576541.313348 \tabularnewline
V(Y[t],d=0,D=1) & 1872370894.09184 & Range & 141263 & Trim Var. & 1498048317.49391 \tabularnewline
V(Y[t],d=1,D=1) & 82397586.537234 & Range & 37640 & Trim Var. & 51041586.7833914 \tabularnewline
V(Y[t],d=2,D=1) & 134442886.984274 & Range & 61245 & Trim Var. & 59710154.5195122 \tabularnewline
V(Y[t],d=3,D=1) & 417366767.285024 & Range & 107877 & Trim Var. & 192759880.122436 \tabularnewline
V(Y[t],d=0,D=2) & 2546858196.6997 & Range & 160571 & Trim Var. & 2088833149.55114 \tabularnewline
V(Y[t],d=1,D=2) & 204004453.415873 & Range & 66960 & Trim Var. & 120853193.221774 \tabularnewline
V(Y[t],d=2,D=2) & 338056418.373109 & Range & 80453 & Trim Var. & 197476479.051613 \tabularnewline
V(Y[t],d=3,D=2) & 1059849306.94118 & Range & 137177 & Trim Var. & 588539477.826437 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115520&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1355041080.25027[/C][C]Range[/C][C]156452[/C][C]Trim Var.[/C][C]850957482.693759[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]374059119.661017[/C][C]Range[/C][C]88991[/C][C]Trim Var.[/C][C]202654461.459119[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]557711737.391[/C][C]Range[/C][C]121994[/C][C]Trim Var.[/C][C]305767443.670537[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1263396994.183[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]610576541.313348[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1872370894.09184[/C][C]Range[/C][C]141263[/C][C]Trim Var.[/C][C]1498048317.49391[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]82397586.537234[/C][C]Range[/C][C]37640[/C][C]Trim Var.[/C][C]51041586.7833914[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]134442886.984274[/C][C]Range[/C][C]61245[/C][C]Trim Var.[/C][C]59710154.5195122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]417366767.285024[/C][C]Range[/C][C]107877[/C][C]Trim Var.[/C][C]192759880.122436[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2546858196.6997[/C][C]Range[/C][C]160571[/C][C]Trim Var.[/C][C]2088833149.55114[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]204004453.415873[/C][C]Range[/C][C]66960[/C][C]Trim Var.[/C][C]120853193.221774[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]338056418.373109[/C][C]Range[/C][C]80453[/C][C]Trim Var.[/C][C]197476479.051613[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1059849306.94118[/C][C]Range[/C][C]137177[/C][C]Trim Var.[/C][C]588539477.826437[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115520&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115520&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)	1355041080.25027	Range	156452	Trim Var.	850957482.693759
V(Y[t],d=1,D=0)	374059119.661017	Range	88991	Trim Var.	202654461.459119
V(Y[t],d=2,D=0)	557711737.391	Range	121994	Trim Var.	305767443.670537
V(Y[t],d=3,D=0)	1263396994.183	Range	183118	Trim Var.	610576541.313348
V(Y[t],d=0,D=1)	1872370894.09184	Range	141263	Trim Var.	1498048317.49391
V(Y[t],d=1,D=1)	82397586.537234	Range	37640	Trim Var.	51041586.7833914
V(Y[t],d=2,D=1)	134442886.984274	Range	61245	Trim Var.	59710154.5195122
V(Y[t],d=3,D=1)	417366767.285024	Range	107877	Trim Var.	192759880.122436
V(Y[t],d=0,D=2)	2546858196.6997	Range	160571	Trim Var.	2088833149.55114
V(Y[t],d=1,D=2)	204004453.415873	Range	66960	Trim Var.	120853193.221774
V(Y[t],d=2,D=2)	338056418.373109	Range	80453	Trim Var.	197476479.051613
V(Y[t],d=3,D=2)	1059849306.94118	Range	137177	Trim Var.	588539477.826437

Figure 1

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Postscript link

PDF link

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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

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Input Parameters & R Code