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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 29 Dec 2010 16:04:37 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/29/t1293638545zn9im92if6mom18.htm/, Retrieved Fri, 03 May 2024 03:55:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116934, Retrieved Fri, 03 May 2024 03:55:51 +0000

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

-       [Variance Reduction Matrix] [paper variantie r...] [2010-12-29 16:04:37] [be9f1751361e0e66b042227828c71db5] [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=116934&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=116934&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116934&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)	23525666644.8269	Range	473070	Trim Var.	20468937164.6497
V(Y[t],d=1,D=0)	754732213.339564	Range	237595	Trim Var.	268607056.673647
V(Y[t],d=2,D=0)	2235070632.33262	Range	359024	Trim Var.	960808105.308184
V(Y[t],d=3,D=0)	7408550006.47259	Range	707636	Trim Var.	3135922624.50763
V(Y[t],d=0,D=1)	754732213.339564	Range	237595	Trim Var.	268607056.673647
V(Y[t],d=1,D=1)	2235070632.33262	Range	359024	Trim Var.	960808105.308184
V(Y[t],d=2,D=1)	7408550006.47259	Range	707636	Trim Var.	3135922624.50763
V(Y[t],d=3,D=1)	25899611828.4054	Range	1191120	Trim Var.	12717927232.5306
V(Y[t],d=0,D=2)	2235070632.33262	Range	359024	Trim Var.	960808105.308184
V(Y[t],d=1,D=2)	7408550006.47259	Range	707636	Trim Var.	3135922624.50763
V(Y[t],d=2,D=2)	25899611828.4054	Range	1191120	Trim Var.	12717927232.5306
V(Y[t],d=3,D=2)	93554053507.4382	Range	2330469	Trim Var.	47267165321.5604

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 23525666644.8269 & Range & 473070 & Trim Var. & 20468937164.6497 \tabularnewline
V(Y[t],d=1,D=0) & 754732213.339564 & Range & 237595 & Trim Var. & 268607056.673647 \tabularnewline
V(Y[t],d=2,D=0) & 2235070632.33262 & Range & 359024 & Trim Var. & 960808105.308184 \tabularnewline
V(Y[t],d=3,D=0) & 7408550006.47259 & Range & 707636 & Trim Var. & 3135922624.50763 \tabularnewline
V(Y[t],d=0,D=1) & 754732213.339564 & Range & 237595 & Trim Var. & 268607056.673647 \tabularnewline
V(Y[t],d=1,D=1) & 2235070632.33262 & Range & 359024 & Trim Var. & 960808105.308184 \tabularnewline
V(Y[t],d=2,D=1) & 7408550006.47259 & Range & 707636 & Trim Var. & 3135922624.50763 \tabularnewline
V(Y[t],d=3,D=1) & 25899611828.4054 & Range & 1191120 & Trim Var. & 12717927232.5306 \tabularnewline
V(Y[t],d=0,D=2) & 2235070632.33262 & Range & 359024 & Trim Var. & 960808105.308184 \tabularnewline
V(Y[t],d=1,D=2) & 7408550006.47259 & Range & 707636 & Trim Var. & 3135922624.50763 \tabularnewline
V(Y[t],d=2,D=2) & 25899611828.4054 & Range & 1191120 & Trim Var. & 12717927232.5306 \tabularnewline
V(Y[t],d=3,D=2) & 93554053507.4382 & Range & 2330469 & Trim Var. & 47267165321.5604 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116934&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]23525666644.8269[/C][C]Range[/C][C]473070[/C][C]Trim Var.[/C][C]20468937164.6497[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]754732213.339564[/C][C]Range[/C][C]237595[/C][C]Trim Var.[/C][C]268607056.673647[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2235070632.33262[/C][C]Range[/C][C]359024[/C][C]Trim Var.[/C][C]960808105.308184[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7408550006.47259[/C][C]Range[/C][C]707636[/C][C]Trim Var.[/C][C]3135922624.50763[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]754732213.339564[/C][C]Range[/C][C]237595[/C][C]Trim Var.[/C][C]268607056.673647[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2235070632.33262[/C][C]Range[/C][C]359024[/C][C]Trim Var.[/C][C]960808105.308184[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7408550006.47259[/C][C]Range[/C][C]707636[/C][C]Trim Var.[/C][C]3135922624.50763[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]25899611828.4054[/C][C]Range[/C][C]1191120[/C][C]Trim Var.[/C][C]12717927232.5306[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2235070632.33262[/C][C]Range[/C][C]359024[/C][C]Trim Var.[/C][C]960808105.308184[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7408550006.47259[/C][C]Range[/C][C]707636[/C][C]Trim Var.[/C][C]3135922624.50763[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]25899611828.4054[/C][C]Range[/C][C]1191120[/C][C]Trim Var.[/C][C]12717927232.5306[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]93554053507.4382[/C][C]Range[/C][C]2330469[/C][C]Trim Var.[/C][C]47267165321.5604[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116934&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116934&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)	23525666644.8269	Range	473070	Trim Var.	20468937164.6497
V(Y[t],d=1,D=0)	754732213.339564	Range	237595	Trim Var.	268607056.673647
V(Y[t],d=2,D=0)	2235070632.33262	Range	359024	Trim Var.	960808105.308184
V(Y[t],d=3,D=0)	7408550006.47259	Range	707636	Trim Var.	3135922624.50763
V(Y[t],d=0,D=1)	754732213.339564	Range	237595	Trim Var.	268607056.673647
V(Y[t],d=1,D=1)	2235070632.33262	Range	359024	Trim Var.	960808105.308184
V(Y[t],d=2,D=1)	7408550006.47259	Range	707636	Trim Var.	3135922624.50763
V(Y[t],d=3,D=1)	25899611828.4054	Range	1191120	Trim Var.	12717927232.5306
V(Y[t],d=0,D=2)	2235070632.33262	Range	359024	Trim Var.	960808105.308184
V(Y[t],d=1,D=2)	7408550006.47259	Range	707636	Trim Var.	3135922624.50763
V(Y[t],d=2,D=2)	25899611828.4054	Range	1191120	Trim Var.	12717927232.5306
V(Y[t],d=3,D=2)	93554053507.4382	Range	2330469	Trim Var.	47267165321.5604

Figure 1

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Parameters (Session):

par1 = 1 ;

Parameters (R input):

par1 = 1 ;

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