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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

Wed, 02 Dec 2009 08:21:03 -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/2009/Dec/02/t12597673643nxm5uh2x9guuzt.htm/, Retrieved Sat, 27 Apr 2024 13:53:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62369, Retrieved Sat, 27 Apr 2024 13:53:40 +0000

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No (this computation is public)

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Estimated Impact

202

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]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D      [Variance Reduction Matrix] [] [2009-12-02 15:21:03] [4672b66a35a4d755714bdcf00037725e] [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=62369&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=62369&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62369&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)	37791276.6240816	Range	27071	Trim Var.	23014490.6723044
V(Y[t],d=1,D=0)	44683084.9846939	Range	30613	Trim Var.	18360946.8848284
V(Y[t],d=2,D=0)	117641832.312057	Range	53482	Trim Var.	48691416.5627178
V(Y[t],d=3,D=0)	372358690.3284	Range	88261	Trim Var.	172558295.801220
V(Y[t],d=0,D=1)	9807562.76600285	Range	14318	Trim Var.	5888857.26916221
V(Y[t],d=1,D=1)	13803998.8303303	Range	13481	Trim Var.	9978881.88257576
V(Y[t],d=2,D=1)	38516598.5801587	Range	24648	Trim Var.	25450718.8618952
V(Y[t],d=3,D=1)	125962256.457143	Range	44281	Trim Var.	83972944.3290323
V(Y[t],d=0,D=2)	32488754.6353846	Range	27070	Trim Var.	12012403.5692641
V(Y[t],d=1,D=2)	35607233.9766667	Range	22277	Trim Var.	18644840.0904762
V(Y[t],d=2,D=2)	83369941.6449275	Range	40196	Trim Var.	35700198.5684211
V(Y[t],d=3,D=2)	240558944.715415	Range	66231	Trim Var.	93272067.4853801

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 37791276.6240816 & Range & 27071 & Trim Var. & 23014490.6723044 \tabularnewline
V(Y[t],d=1,D=0) & 44683084.9846939 & Range & 30613 & Trim Var. & 18360946.8848284 \tabularnewline
V(Y[t],d=2,D=0) & 117641832.312057 & Range & 53482 & Trim Var. & 48691416.5627178 \tabularnewline
V(Y[t],d=3,D=0) & 372358690.3284 & Range & 88261 & Trim Var. & 172558295.801220 \tabularnewline
V(Y[t],d=0,D=1) & 9807562.76600285 & Range & 14318 & Trim Var. & 5888857.26916221 \tabularnewline
V(Y[t],d=1,D=1) & 13803998.8303303 & Range & 13481 & Trim Var. & 9978881.88257576 \tabularnewline
V(Y[t],d=2,D=1) & 38516598.5801587 & Range & 24648 & Trim Var. & 25450718.8618952 \tabularnewline
V(Y[t],d=3,D=1) & 125962256.457143 & Range & 44281 & Trim Var. & 83972944.3290323 \tabularnewline
V(Y[t],d=0,D=2) & 32488754.6353846 & Range & 27070 & Trim Var. & 12012403.5692641 \tabularnewline
V(Y[t],d=1,D=2) & 35607233.9766667 & Range & 22277 & Trim Var. & 18644840.0904762 \tabularnewline
V(Y[t],d=2,D=2) & 83369941.6449275 & Range & 40196 & Trim Var. & 35700198.5684211 \tabularnewline
V(Y[t],d=3,D=2) & 240558944.715415 & Range & 66231 & Trim Var. & 93272067.4853801 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62369&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]37791276.6240816[/C][C]Range[/C][C]27071[/C][C]Trim Var.[/C][C]23014490.6723044[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]44683084.9846939[/C][C]Range[/C][C]30613[/C][C]Trim Var.[/C][C]18360946.8848284[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]117641832.312057[/C][C]Range[/C][C]53482[/C][C]Trim Var.[/C][C]48691416.5627178[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]372358690.3284[/C][C]Range[/C][C]88261[/C][C]Trim Var.[/C][C]172558295.801220[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9807562.76600285[/C][C]Range[/C][C]14318[/C][C]Trim Var.[/C][C]5888857.26916221[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]13803998.8303303[/C][C]Range[/C][C]13481[/C][C]Trim Var.[/C][C]9978881.88257576[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]38516598.5801587[/C][C]Range[/C][C]24648[/C][C]Trim Var.[/C][C]25450718.8618952[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]125962256.457143[/C][C]Range[/C][C]44281[/C][C]Trim Var.[/C][C]83972944.3290323[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]32488754.6353846[/C][C]Range[/C][C]27070[/C][C]Trim Var.[/C][C]12012403.5692641[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]35607233.9766667[/C][C]Range[/C][C]22277[/C][C]Trim Var.[/C][C]18644840.0904762[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]83369941.6449275[/C][C]Range[/C][C]40196[/C][C]Trim Var.[/C][C]35700198.5684211[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]240558944.715415[/C][C]Range[/C][C]66231[/C][C]Trim Var.[/C][C]93272067.4853801[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62369&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62369&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)	37791276.6240816	Range	27071	Trim Var.	23014490.6723044
V(Y[t],d=1,D=0)	44683084.9846939	Range	30613	Trim Var.	18360946.8848284
V(Y[t],d=2,D=0)	117641832.312057	Range	53482	Trim Var.	48691416.5627178
V(Y[t],d=3,D=0)	372358690.3284	Range	88261	Trim Var.	172558295.801220
V(Y[t],d=0,D=1)	9807562.76600285	Range	14318	Trim Var.	5888857.26916221
V(Y[t],d=1,D=1)	13803998.8303303	Range	13481	Trim Var.	9978881.88257576
V(Y[t],d=2,D=1)	38516598.5801587	Range	24648	Trim Var.	25450718.8618952
V(Y[t],d=3,D=1)	125962256.457143	Range	44281	Trim Var.	83972944.3290323
V(Y[t],d=0,D=2)	32488754.6353846	Range	27070	Trim Var.	12012403.5692641
V(Y[t],d=1,D=2)	35607233.9766667	Range	22277	Trim Var.	18644840.0904762
V(Y[t],d=2,D=2)	83369941.6449275	Range	40196	Trim Var.	35700198.5684211
V(Y[t],d=3,D=2)	240558944.715415	Range	66231	Trim Var.	93272067.4853801

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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