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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 08:43:24 -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/t1259768694kxvti9su5a6etmi.htm/, Retrieved Sun, 28 Apr 2024 05:05:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62381, Retrieved Sun, 28 Apr 2024 05:05:20 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

145

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 15:43:24] [830aa0f7fb5acd5849dbc0c6ad889830] [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	'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62381&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62381&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62381&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1674729363.63380	Range	159527	Trim Var.	1227101977.14187
V(Y[t],d=1,D=0)	356236654.761771	Range	94643	Trim Var.	158722718.833077
V(Y[t],d=2,D=0)	539232341.569358	Range	121037	Trim Var.	256904999.626917
V(Y[t],d=3,D=0)	1303167518.32268	Range	183118	Trim Var.	589585444.333333
V(Y[t],d=0,D=1)	1286362871.27797	Range	125082	Trim Var.	1028830576.61915
V(Y[t],d=1,D=1)	64369743.4447691	Range	37640	Trim Var.	39396075.3809869
V(Y[t],d=2,D=1)	129393207.037205	Range	61245	Trim Var.	70705013.1082202
V(Y[t],d=3,D=1)	409279939.932957	Range	107877	Trim Var.	231203875.092549
V(Y[t],d=0,D=2)	1075790261.42509	Range	132741	Trim Var.	664645243.124855
V(Y[t],d=1,D=2)	153950326.241443	Range	59945	Trim Var.	76331884.7780488
V(Y[t],d=2,D=2)	347863632.821256	Range	94798	Trim Var.	179302340.848718
V(Y[t],d=3,D=2)	1118344035.94949	Range	137188	Trim Var.	594919574.42915

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1674729363.63380 & Range & 159527 & Trim Var. & 1227101977.14187 \tabularnewline
V(Y[t],d=1,D=0) & 356236654.761771 & Range & 94643 & Trim Var. & 158722718.833077 \tabularnewline
V(Y[t],d=2,D=0) & 539232341.569358 & Range & 121037 & Trim Var. & 256904999.626917 \tabularnewline
V(Y[t],d=3,D=0) & 1303167518.32268 & Range & 183118 & Trim Var. & 589585444.333333 \tabularnewline
V(Y[t],d=0,D=1) & 1286362871.27797 & Range & 125082 & Trim Var. & 1028830576.61915 \tabularnewline
V(Y[t],d=1,D=1) & 64369743.4447691 & Range & 37640 & Trim Var. & 39396075.3809869 \tabularnewline
V(Y[t],d=2,D=1) & 129393207.037205 & Range & 61245 & Trim Var. & 70705013.1082202 \tabularnewline
V(Y[t],d=3,D=1) & 409279939.932957 & Range & 107877 & Trim Var. & 231203875.092549 \tabularnewline
V(Y[t],d=0,D=2) & 1075790261.42509 & Range & 132741 & Trim Var. & 664645243.124855 \tabularnewline
V(Y[t],d=1,D=2) & 153950326.241443 & Range & 59945 & Trim Var. & 76331884.7780488 \tabularnewline
V(Y[t],d=2,D=2) & 347863632.821256 & Range & 94798 & Trim Var. & 179302340.848718 \tabularnewline
V(Y[t],d=3,D=2) & 1118344035.94949 & Range & 137188 & Trim Var. & 594919574.42915 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62381&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1674729363.63380[/C][C]Range[/C][C]159527[/C][C]Trim Var.[/C][C]1227101977.14187[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]356236654.761771[/C][C]Range[/C][C]94643[/C][C]Trim Var.[/C][C]158722718.833077[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]539232341.569358[/C][C]Range[/C][C]121037[/C][C]Trim Var.[/C][C]256904999.626917[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1303167518.32268[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]589585444.333333[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1286362871.27797[/C][C]Range[/C][C]125082[/C][C]Trim Var.[/C][C]1028830576.61915[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]64369743.4447691[/C][C]Range[/C][C]37640[/C][C]Trim Var.[/C][C]39396075.3809869[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]129393207.037205[/C][C]Range[/C][C]61245[/C][C]Trim Var.[/C][C]70705013.1082202[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]409279939.932957[/C][C]Range[/C][C]107877[/C][C]Trim Var.[/C][C]231203875.092549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1075790261.42509[/C][C]Range[/C][C]132741[/C][C]Trim Var.[/C][C]664645243.124855[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]153950326.241443[/C][C]Range[/C][C]59945[/C][C]Trim Var.[/C][C]76331884.7780488[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]347863632.821256[/C][C]Range[/C][C]94798[/C][C]Trim Var.[/C][C]179302340.848718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1118344035.94949[/C][C]Range[/C][C]137188[/C][C]Trim Var.[/C][C]594919574.42915[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62381&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62381&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)	1674729363.63380	Range	159527	Trim Var.	1227101977.14187
V(Y[t],d=1,D=0)	356236654.761771	Range	94643	Trim Var.	158722718.833077
V(Y[t],d=2,D=0)	539232341.569358	Range	121037	Trim Var.	256904999.626917
V(Y[t],d=3,D=0)	1303167518.32268	Range	183118	Trim Var.	589585444.333333
V(Y[t],d=0,D=1)	1286362871.27797	Range	125082	Trim Var.	1028830576.61915
V(Y[t],d=1,D=1)	64369743.4447691	Range	37640	Trim Var.	39396075.3809869
V(Y[t],d=2,D=1)	129393207.037205	Range	61245	Trim Var.	70705013.1082202
V(Y[t],d=3,D=1)	409279939.932957	Range	107877	Trim Var.	231203875.092549
V(Y[t],d=0,D=2)	1075790261.42509	Range	132741	Trim Var.	664645243.124855
V(Y[t],d=1,D=2)	153950326.241443	Range	59945	Trim Var.	76331884.7780488
V(Y[t],d=2,D=2)	347863632.821256	Range	94798	Trim Var.	179302340.848718
V(Y[t],d=3,D=2)	1118344035.94949	Range	137188	Trim Var.	594919574.42915

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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