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Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Tue, 01 Feb 2011 11:45:45 +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/2011/Feb/01/t1296560666ctyygzd8kk0gb7z.htm/, Retrieved Wed, 08 May 2024 20:34:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117991, Retrieved Wed, 08 May 2024 20:34:00 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

235

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

-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP   [Variance Reduction Matrix] [ws9 tim damen vrm] [2010-12-05 12:31:01] [74be16979710d4c4e7c6647856088456]
- R  D      [Variance Reduction Matrix] [PaperTimDamen] [2011-02-01 11:45:45] [d41d8cd98f00b204e9800998ecf8427e] [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' @ www.wessa.org

\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' @ www.wessa.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117991&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' @ www.wessa.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117991&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117991&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' @ www.wessa.org

Variance Reduction Matrix
V(Y[t],d=0,D=0)	4193.35843558028	Range	314	Trim Var.	2810.1509688724
V(Y[t],d=1,D=0)	273.761012510911	Range	95	Trim Var.	93.6619736214842
V(Y[t],d=2,D=0)	442.602332957723	Range	133	Trim Var.	169.587746493726
V(Y[t],d=3,D=0)	1242.30908679473	Range	206	Trim Var.	530.869565217391
V(Y[t],d=0,D=1)	1957.92953636047	Range	177	Trim Var.	1455.07568627451
V(Y[t],d=1,D=1)	205.172517710362	Range	132	Trim Var.	33.7591706975421
V(Y[t],d=2,D=1)	384.934365762304	Range	120	Trim Var.	149.649292567897
V(Y[t],d=3,D=1)	1272.24367986188	Range	222	Trim Var.	492.074679214866
V(Y[t],d=0,D=2)	3817.17997675653	Range	250	Trim Var.	2882.37340896514
V(Y[t],d=1,D=2)	735.511097223626	Range	219	Trim Var.	102.828824022122
V(Y[t],d=2,D=2)	1417.65115141446	Range	220	Trim Var.	483.404767145505
V(Y[t],d=3,D=2)	4733.52292361884	Range	438	Trim Var.	1710.73776747832

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4193.35843558028 & Range & 314 & Trim Var. & 2810.1509688724 \tabularnewline
V(Y[t],d=1,D=0) & 273.761012510911 & Range & 95 & Trim Var. & 93.6619736214842 \tabularnewline
V(Y[t],d=2,D=0) & 442.602332957723 & Range & 133 & Trim Var. & 169.587746493726 \tabularnewline
V(Y[t],d=3,D=0) & 1242.30908679473 & Range & 206 & Trim Var. & 530.869565217391 \tabularnewline
V(Y[t],d=0,D=1) & 1957.92953636047 & Range & 177 & Trim Var. & 1455.07568627451 \tabularnewline
V(Y[t],d=1,D=1) & 205.172517710362 & Range & 132 & Trim Var. & 33.7591706975421 \tabularnewline
V(Y[t],d=2,D=1) & 384.934365762304 & Range & 120 & Trim Var. & 149.649292567897 \tabularnewline
V(Y[t],d=3,D=1) & 1272.24367986188 & Range & 222 & Trim Var. & 492.074679214866 \tabularnewline
V(Y[t],d=0,D=2) & 3817.17997675653 & Range & 250 & Trim Var. & 2882.37340896514 \tabularnewline
V(Y[t],d=1,D=2) & 735.511097223626 & Range & 219 & Trim Var. & 102.828824022122 \tabularnewline
V(Y[t],d=2,D=2) & 1417.65115141446 & Range & 220 & Trim Var. & 483.404767145505 \tabularnewline
V(Y[t],d=3,D=2) & 4733.52292361884 & Range & 438 & Trim Var. & 1710.73776747832 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117991&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4193.35843558028[/C][C]Range[/C][C]314[/C][C]Trim Var.[/C][C]2810.1509688724[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]273.761012510911[/C][C]Range[/C][C]95[/C][C]Trim Var.[/C][C]93.6619736214842[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]442.602332957723[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]169.587746493726[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1242.30908679473[/C][C]Range[/C][C]206[/C][C]Trim Var.[/C][C]530.869565217391[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1957.92953636047[/C][C]Range[/C][C]177[/C][C]Trim Var.[/C][C]1455.07568627451[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]205.172517710362[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]33.7591706975421[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]384.934365762304[/C][C]Range[/C][C]120[/C][C]Trim Var.[/C][C]149.649292567897[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1272.24367986188[/C][C]Range[/C][C]222[/C][C]Trim Var.[/C][C]492.074679214866[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3817.17997675653[/C][C]Range[/C][C]250[/C][C]Trim Var.[/C][C]2882.37340896514[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]735.511097223626[/C][C]Range[/C][C]219[/C][C]Trim Var.[/C][C]102.828824022122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1417.65115141446[/C][C]Range[/C][C]220[/C][C]Trim Var.[/C][C]483.404767145505[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4733.52292361884[/C][C]Range[/C][C]438[/C][C]Trim Var.[/C][C]1710.73776747832[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117991&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117991&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)	4193.35843558028	Range	314	Trim Var.	2810.1509688724
V(Y[t],d=1,D=0)	273.761012510911	Range	95	Trim Var.	93.6619736214842
V(Y[t],d=2,D=0)	442.602332957723	Range	133	Trim Var.	169.587746493726
V(Y[t],d=3,D=0)	1242.30908679473	Range	206	Trim Var.	530.869565217391
V(Y[t],d=0,D=1)	1957.92953636047	Range	177	Trim Var.	1455.07568627451
V(Y[t],d=1,D=1)	205.172517710362	Range	132	Trim Var.	33.7591706975421
V(Y[t],d=2,D=1)	384.934365762304	Range	120	Trim Var.	149.649292567897
V(Y[t],d=3,D=1)	1272.24367986188	Range	222	Trim Var.	492.074679214866
V(Y[t],d=0,D=2)	3817.17997675653	Range	250	Trim Var.	2882.37340896514
V(Y[t],d=1,D=2)	735.511097223626	Range	219	Trim Var.	102.828824022122
V(Y[t],d=2,D=2)	1417.65115141446	Range	220	Trim Var.	483.404767145505
V(Y[t],d=3,D=2)	4733.52292361884	Range	438	Trim Var.	1710.73776747832

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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