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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 12:09:33 -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/t1259781180sojufz517h6bfm9.htm/, Retrieved Sat, 27 Apr 2024 13:41:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62533, Retrieved Sat, 27 Apr 2024 13:41:53 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

109

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

-     [Variance Reduction Matrix] [ws8 part2] [2009-11-27 10:12:06] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   P     [Variance Reduction Matrix] [w] [2009-12-02 19:09:33] [950726a732ba3ca782ecb1a5307d0f6f] [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=62533&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=62533&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62533&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)	5736296.07090396	Range	10856	Trim Var.	3706246.22396925
V(Y[t],d=1,D=0)	1316016.32612507	Range	5734	Trim Var.	713230.652394775
V(Y[t],d=2,D=0)	2701847.26588022	Range	7641	Trim Var.	1513273.59426848
V(Y[t],d=3,D=0)	8190880.30451128	Range	14087	Trim Var.	4359239.29490196
V(Y[t],d=0,D=1)	5099602.38253546	Range	8146	Trim Var.	3762851.46631823
V(Y[t],d=1,D=1)	1053004.99167438	Range	5620	Trim Var.	560530.101219512
V(Y[t],d=2,D=1)	2172680.61111111	Range	6785	Trim Var.	1153912.51217949
V(Y[t],d=3,D=1)	6390569.66363636	Range	12241	Trim Var.	3285255.30904184
V(Y[t],d=0,D=2)	11140555.5325397	Range	12258	Trim Var.	7785594.1844758
V(Y[t],d=1,D=2)	3057985.28067227	Range	10193	Trim Var.	1065468.64731183
V(Y[t],d=2,D=2)	6489131.64438503	Range	12042	Trim Var.	2720293.36091954
V(Y[t],d=3,D=2)	19180477.9545455	Range	21839	Trim Var.	7786339.21921182

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5736296.07090396 & Range & 10856 & Trim Var. & 3706246.22396925 \tabularnewline
V(Y[t],d=1,D=0) & 1316016.32612507 & Range & 5734 & Trim Var. & 713230.652394775 \tabularnewline
V(Y[t],d=2,D=0) & 2701847.26588022 & Range & 7641 & Trim Var. & 1513273.59426848 \tabularnewline
V(Y[t],d=3,D=0) & 8190880.30451128 & Range & 14087 & Trim Var. & 4359239.29490196 \tabularnewline
V(Y[t],d=0,D=1) & 5099602.38253546 & Range & 8146 & Trim Var. & 3762851.46631823 \tabularnewline
V(Y[t],d=1,D=1) & 1053004.99167438 & Range & 5620 & Trim Var. & 560530.101219512 \tabularnewline
V(Y[t],d=2,D=1) & 2172680.61111111 & Range & 6785 & Trim Var. & 1153912.51217949 \tabularnewline
V(Y[t],d=3,D=1) & 6390569.66363636 & Range & 12241 & Trim Var. & 3285255.30904184 \tabularnewline
V(Y[t],d=0,D=2) & 11140555.5325397 & Range & 12258 & Trim Var. & 7785594.1844758 \tabularnewline
V(Y[t],d=1,D=2) & 3057985.28067227 & Range & 10193 & Trim Var. & 1065468.64731183 \tabularnewline
V(Y[t],d=2,D=2) & 6489131.64438503 & Range & 12042 & Trim Var. & 2720293.36091954 \tabularnewline
V(Y[t],d=3,D=2) & 19180477.9545455 & Range & 21839 & Trim Var. & 7786339.21921182 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62533&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5736296.07090396[/C][C]Range[/C][C]10856[/C][C]Trim Var.[/C][C]3706246.22396925[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1316016.32612507[/C][C]Range[/C][C]5734[/C][C]Trim Var.[/C][C]713230.652394775[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2701847.26588022[/C][C]Range[/C][C]7641[/C][C]Trim Var.[/C][C]1513273.59426848[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]8190880.30451128[/C][C]Range[/C][C]14087[/C][C]Trim Var.[/C][C]4359239.29490196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5099602.38253546[/C][C]Range[/C][C]8146[/C][C]Trim Var.[/C][C]3762851.46631823[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1053004.99167438[/C][C]Range[/C][C]5620[/C][C]Trim Var.[/C][C]560530.101219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2172680.61111111[/C][C]Range[/C][C]6785[/C][C]Trim Var.[/C][C]1153912.51217949[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6390569.66363636[/C][C]Range[/C][C]12241[/C][C]Trim Var.[/C][C]3285255.30904184[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11140555.5325397[/C][C]Range[/C][C]12258[/C][C]Trim Var.[/C][C]7785594.1844758[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3057985.28067227[/C][C]Range[/C][C]10193[/C][C]Trim Var.[/C][C]1065468.64731183[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6489131.64438503[/C][C]Range[/C][C]12042[/C][C]Trim Var.[/C][C]2720293.36091954[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]19180477.9545455[/C][C]Range[/C][C]21839[/C][C]Trim Var.[/C][C]7786339.21921182[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62533&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62533&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)	5736296.07090396	Range	10856	Trim Var.	3706246.22396925
V(Y[t],d=1,D=0)	1316016.32612507	Range	5734	Trim Var.	713230.652394775
V(Y[t],d=2,D=0)	2701847.26588022	Range	7641	Trim Var.	1513273.59426848
V(Y[t],d=3,D=0)	8190880.30451128	Range	14087	Trim Var.	4359239.29490196
V(Y[t],d=0,D=1)	5099602.38253546	Range	8146	Trim Var.	3762851.46631823
V(Y[t],d=1,D=1)	1053004.99167438	Range	5620	Trim Var.	560530.101219512
V(Y[t],d=2,D=1)	2172680.61111111	Range	6785	Trim Var.	1153912.51217949
V(Y[t],d=3,D=1)	6390569.66363636	Range	12241	Trim Var.	3285255.30904184
V(Y[t],d=0,D=2)	11140555.5325397	Range	12258	Trim Var.	7785594.1844758
V(Y[t],d=1,D=2)	3057985.28067227	Range	10193	Trim Var.	1065468.64731183
V(Y[t],d=2,D=2)	6489131.64438503	Range	12042	Trim Var.	2720293.36091954
V(Y[t],d=3,D=2)	19180477.9545455	Range	21839	Trim Var.	7786339.21921182

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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