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Author's title

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

Mon, 08 Dec 2008 11:50:25 -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/08/t1228762303v2cjwutw6v1e65k.htm/, Retrieved Fri, 01 Nov 2024 00:58:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30694, Retrieved Fri, 01 Nov 2024 00:58:53 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

187

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMPD    [Variance Reduction Matrix] [S2 - VRM] [2008-12-08 18:50:25] [5f3e73ccf1ddc75508eed47fa51813d3] [Current]

Feedback Forum

2008-12-14 12:48:49 [Jeroen Michel] [reply] 
Hier maakt de student gebruik van een correcte module. De output is correct en hier valt weinig aan toe te voegen.

Post a new message

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30694&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30694&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30694&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	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	8955554.09019608	Range	13144	Trim Var.	5515713.75387387
V(Y[t],d=1,D=0)	2635480.32128514	Range	8834	Trim Var.	1476555.20344317
V(Y[t],d=2,D=0)	7440318.26241552	Range	14275	Trim Var.	4170151.07990868
V(Y[t],d=3,D=0)	23212028.802168	Range	26368	Trim Var.	12460247.1829030
V(Y[t],d=0,D=1)	2063584.28234399	Range	8369	Trim Var.	933470.653846154
V(Y[t],d=1,D=1)	2001587.57668232	Range	7678	Trim Var.	1136469.73387897
V(Y[t],d=2,D=1)	6279329.2028169	Range	13424	Trim Var.	3655859.61955965
V(Y[t],d=3,D=1)	20840079.3672878	Range	25457	Trim Var.	11450226.6155473
V(Y[t],d=0,D=2)	3673370.82185792	Range	10010	Trim Var.	1699324.30914369
V(Y[t],d=1,D=2)	3137982.93192090	Range	9089	Trim Var.	1802803.06778477
V(Y[t],d=2,D=2)	9570124.16773817	Range	15527	Trim Var.	5651129.84833091
V(Y[t],d=3,D=2)	32458297.8052027	Range	26649	Trim Var.	19764631.7707391

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 8955554.09019608 & Range & 13144 & Trim Var. & 5515713.75387387 \tabularnewline
V(Y[t],d=1,D=0) & 2635480.32128514 & Range & 8834 & Trim Var. & 1476555.20344317 \tabularnewline
V(Y[t],d=2,D=0) & 7440318.26241552 & Range & 14275 & Trim Var. & 4170151.07990868 \tabularnewline
V(Y[t],d=3,D=0) & 23212028.802168 & Range & 26368 & Trim Var. & 12460247.1829030 \tabularnewline
V(Y[t],d=0,D=1) & 2063584.28234399 & Range & 8369 & Trim Var. & 933470.653846154 \tabularnewline
V(Y[t],d=1,D=1) & 2001587.57668232 & Range & 7678 & Trim Var. & 1136469.73387897 \tabularnewline
V(Y[t],d=2,D=1) & 6279329.2028169 & Range & 13424 & Trim Var. & 3655859.61955965 \tabularnewline
V(Y[t],d=3,D=1) & 20840079.3672878 & Range & 25457 & Trim Var. & 11450226.6155473 \tabularnewline
V(Y[t],d=0,D=2) & 3673370.82185792 & Range & 10010 & Trim Var. & 1699324.30914369 \tabularnewline
V(Y[t],d=1,D=2) & 3137982.93192090 & Range & 9089 & Trim Var. & 1802803.06778477 \tabularnewline
V(Y[t],d=2,D=2) & 9570124.16773817 & Range & 15527 & Trim Var. & 5651129.84833091 \tabularnewline
V(Y[t],d=3,D=2) & 32458297.8052027 & Range & 26649 & Trim Var. & 19764631.7707391 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30694&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]8955554.09019608[/C][C]Range[/C][C]13144[/C][C]Trim Var.[/C][C]5515713.75387387[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2635480.32128514[/C][C]Range[/C][C]8834[/C][C]Trim Var.[/C][C]1476555.20344317[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7440318.26241552[/C][C]Range[/C][C]14275[/C][C]Trim Var.[/C][C]4170151.07990868[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]23212028.802168[/C][C]Range[/C][C]26368[/C][C]Trim Var.[/C][C]12460247.1829030[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2063584.28234399[/C][C]Range[/C][C]8369[/C][C]Trim Var.[/C][C]933470.653846154[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2001587.57668232[/C][C]Range[/C][C]7678[/C][C]Trim Var.[/C][C]1136469.73387897[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]6279329.2028169[/C][C]Range[/C][C]13424[/C][C]Trim Var.[/C][C]3655859.61955965[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]20840079.3672878[/C][C]Range[/C][C]25457[/C][C]Trim Var.[/C][C]11450226.6155473[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3673370.82185792[/C][C]Range[/C][C]10010[/C][C]Trim Var.[/C][C]1699324.30914369[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3137982.93192090[/C][C]Range[/C][C]9089[/C][C]Trim Var.[/C][C]1802803.06778477[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9570124.16773817[/C][C]Range[/C][C]15527[/C][C]Trim Var.[/C][C]5651129.84833091[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]32458297.8052027[/C][C]Range[/C][C]26649[/C][C]Trim Var.[/C][C]19764631.7707391[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30694&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30694&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)	8955554.09019608	Range	13144	Trim Var.	5515713.75387387
V(Y[t],d=1,D=0)	2635480.32128514	Range	8834	Trim Var.	1476555.20344317
V(Y[t],d=2,D=0)	7440318.26241552	Range	14275	Trim Var.	4170151.07990868
V(Y[t],d=3,D=0)	23212028.802168	Range	26368	Trim Var.	12460247.1829030
V(Y[t],d=0,D=1)	2063584.28234399	Range	8369	Trim Var.	933470.653846154
V(Y[t],d=1,D=1)	2001587.57668232	Range	7678	Trim Var.	1136469.73387897
V(Y[t],d=2,D=1)	6279329.2028169	Range	13424	Trim Var.	3655859.61955965
V(Y[t],d=3,D=1)	20840079.3672878	Range	25457	Trim Var.	11450226.6155473
V(Y[t],d=0,D=2)	3673370.82185792	Range	10010	Trim Var.	1699324.30914369
V(Y[t],d=1,D=2)	3137982.93192090	Range	9089	Trim Var.	1802803.06778477
V(Y[t],d=2,D=2)	9570124.16773817	Range	15527	Trim Var.	5651129.84833091
V(Y[t],d=3,D=2)	32458297.8052027	Range	26649	Trim Var.	19764631.7707391

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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