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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

Thu, 11 Dec 2008 07:24:25 -0700

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/2008/Dec/11/t1229005516ijvsh2hbznf56mq.htm/, Retrieved Sat, 18 May 2024 21:20:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32258, Retrieved Sat, 18 May 2024 21:20:12 +0000

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No (this computation is public)

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Estimated Impact

152

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

-       [Variance Reduction Matrix] [Variance Reductio...] [2008-12-11 14:24:25] [8758b22b4a10c08c31202f233362e983] [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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32258&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32258&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32258&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	3281710889.56325	Range	197556	Trim Var.	2538089062.51981
V(Y[t],d=1,D=0)	365701537.036438	Range	94643	Trim Var.	151808183.444064
V(Y[t],d=2,D=0)	514707277.447154	Range	113195	Trim Var.	207057401.788537
V(Y[t],d=3,D=0)	1229320730.55123	Range	168620	Trim Var.	511949238.090141
V(Y[t],d=0,D=1)	529830526.41295	Range	94884	Trim Var.	366791171.72123
V(Y[t],d=1,D=1)	53491147.7702213	Range	39814	Trim Var.	25963823.1566820
V(Y[t],d=2,D=1)	97023797.2621118	Range	54899	Trim Var.	55540461.3254892
V(Y[t],d=3,D=1)	281892811.378943	Range	84440	Trim Var.	159959990.254098
V(Y[t],d=0,D=2)	661382074.19661	Range	90555	Trim Var.	533682684.716981
V(Y[t],d=1,D=2)	124512756.395675	Range	64794	Trim Var.	56550028.497823
V(Y[t],d=2,D=2)	234730162.507260	Range	68896	Trim Var.	153324291.029789
V(Y[t],d=3,D=2)	633715278.347744	Range	119131	Trim Var.	407072199.913725

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3281710889.56325 & Range & 197556 & Trim Var. & 2538089062.51981 \tabularnewline
V(Y[t],d=1,D=0) & 365701537.036438 & Range & 94643 & Trim Var. & 151808183.444064 \tabularnewline
V(Y[t],d=2,D=0) & 514707277.447154 & Range & 113195 & Trim Var. & 207057401.788537 \tabularnewline
V(Y[t],d=3,D=0) & 1229320730.55123 & Range & 168620 & Trim Var. & 511949238.090141 \tabularnewline
V(Y[t],d=0,D=1) & 529830526.41295 & Range & 94884 & Trim Var. & 366791171.72123 \tabularnewline
V(Y[t],d=1,D=1) & 53491147.7702213 & Range & 39814 & Trim Var. & 25963823.1566820 \tabularnewline
V(Y[t],d=2,D=1) & 97023797.2621118 & Range & 54899 & Trim Var. & 55540461.3254892 \tabularnewline
V(Y[t],d=3,D=1) & 281892811.378943 & Range & 84440 & Trim Var. & 159959990.254098 \tabularnewline
V(Y[t],d=0,D=2) & 661382074.19661 & Range & 90555 & Trim Var. & 533682684.716981 \tabularnewline
V(Y[t],d=1,D=2) & 124512756.395675 & Range & 64794 & Trim Var. & 56550028.497823 \tabularnewline
V(Y[t],d=2,D=2) & 234730162.507260 & Range & 68896 & Trim Var. & 153324291.029789 \tabularnewline
V(Y[t],d=3,D=2) & 633715278.347744 & Range & 119131 & Trim Var. & 407072199.913725 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32258&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3281710889.56325[/C][C]Range[/C][C]197556[/C][C]Trim Var.[/C][C]2538089062.51981[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]365701537.036438[/C][C]Range[/C][C]94643[/C][C]Trim Var.[/C][C]151808183.444064[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]514707277.447154[/C][C]Range[/C][C]113195[/C][C]Trim Var.[/C][C]207057401.788537[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1229320730.55123[/C][C]Range[/C][C]168620[/C][C]Trim Var.[/C][C]511949238.090141[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]529830526.41295[/C][C]Range[/C][C]94884[/C][C]Trim Var.[/C][C]366791171.72123[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]53491147.7702213[/C][C]Range[/C][C]39814[/C][C]Trim Var.[/C][C]25963823.1566820[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]97023797.2621118[/C][C]Range[/C][C]54899[/C][C]Trim Var.[/C][C]55540461.3254892[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]281892811.378943[/C][C]Range[/C][C]84440[/C][C]Trim Var.[/C][C]159959990.254098[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]661382074.19661[/C][C]Range[/C][C]90555[/C][C]Trim Var.[/C][C]533682684.716981[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]124512756.395675[/C][C]Range[/C][C]64794[/C][C]Trim Var.[/C][C]56550028.497823[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]234730162.507260[/C][C]Range[/C][C]68896[/C][C]Trim Var.[/C][C]153324291.029789[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]633715278.347744[/C][C]Range[/C][C]119131[/C][C]Trim Var.[/C][C]407072199.913725[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32258&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32258&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)	3281710889.56325	Range	197556	Trim Var.	2538089062.51981
V(Y[t],d=1,D=0)	365701537.036438	Range	94643	Trim Var.	151808183.444064
V(Y[t],d=2,D=0)	514707277.447154	Range	113195	Trim Var.	207057401.788537
V(Y[t],d=3,D=0)	1229320730.55123	Range	168620	Trim Var.	511949238.090141
V(Y[t],d=0,D=1)	529830526.41295	Range	94884	Trim Var.	366791171.72123
V(Y[t],d=1,D=1)	53491147.7702213	Range	39814	Trim Var.	25963823.1566820
V(Y[t],d=2,D=1)	97023797.2621118	Range	54899	Trim Var.	55540461.3254892
V(Y[t],d=3,D=1)	281892811.378943	Range	84440	Trim Var.	159959990.254098
V(Y[t],d=0,D=2)	661382074.19661	Range	90555	Trim Var.	533682684.716981
V(Y[t],d=1,D=2)	124512756.395675	Range	64794	Trim Var.	56550028.497823
V(Y[t],d=2,D=2)	234730162.507260	Range	68896	Trim Var.	153324291.029789
V(Y[t],d=3,D=2)	633715278.347744	Range	119131	Trim Var.	407072199.913725

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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