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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

Thu, 03 Dec 2009 14:00:42 -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/03/t1259874094r8d22a1khavtjzd.htm/, Retrieved Thu, 18 Apr 2024 23:09:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63120, Retrieved Thu, 18 Apr 2024 23:09:43 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

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Estimated Impact

124

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] [workshop 9] [2009-12-03 21:00:42] [6c94b261890ba36343a04d1029691995] [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=63120&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=63120&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63120&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)	328.554092850565	Range	70.327	Trim Var.	243.101309470300
V(Y[t],d=1,D=0)	62.8111052004676	Range	36.978	Trim Var.	33.1036453207547
V(Y[t],d=2,D=0)	111.560459663944	Range	54.6159999999999	Trim Var.	57.888152734163
V(Y[t],d=3,D=0)	300.719671320176	Range	91.8739999999998	Trim Var.	156.371803880001
V(Y[t],d=0,D=1)	533.040478423759	Range	85.185	Trim Var.	359.017573003484
V(Y[t],d=1,D=1)	25.8335323006475	Range	22.338	Trim Var.	14.6449013256097
V(Y[t],d=2,D=1)	47.2923068405797	Range	31.7370000000000	Trim Var.	24.2981944512821
V(Y[t],d=3,D=1)	156.129111207071	Range	57.35900	Trim Var.	85.9425586045883
V(Y[t],d=0,D=2)	1064.20703312063	Range	104.636	Trim Var.	869.676428829637
V(Y[t],d=1,D=2)	64.1189046100839	Range	28.3059999999999	Trim Var.	44.3920951978494
V(Y[t],d=2,D=2)	165.631706649733	Range	54.2139999999999	Trim Var.	112.834153688506
V(Y[t],d=3,D=2)	561.714542251894	Range	84.5400000000002	Trim Var.	401.771145187193

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 328.554092850565 & Range & 70.327 & Trim Var. & 243.101309470300 \tabularnewline
V(Y[t],d=1,D=0) & 62.8111052004676 & Range & 36.978 & Trim Var. & 33.1036453207547 \tabularnewline
V(Y[t],d=2,D=0) & 111.560459663944 & Range & 54.6159999999999 & Trim Var. & 57.888152734163 \tabularnewline
V(Y[t],d=3,D=0) & 300.719671320176 & Range & 91.8739999999998 & Trim Var. & 156.371803880001 \tabularnewline
V(Y[t],d=0,D=1) & 533.040478423759 & Range & 85.185 & Trim Var. & 359.017573003484 \tabularnewline
V(Y[t],d=1,D=1) & 25.8335323006475 & Range & 22.338 & Trim Var. & 14.6449013256097 \tabularnewline
V(Y[t],d=2,D=1) & 47.2923068405797 & Range & 31.7370000000000 & Trim Var. & 24.2981944512821 \tabularnewline
V(Y[t],d=3,D=1) & 156.129111207071 & Range & 57.35900 & Trim Var. & 85.9425586045883 \tabularnewline
V(Y[t],d=0,D=2) & 1064.20703312063 & Range & 104.636 & Trim Var. & 869.676428829637 \tabularnewline
V(Y[t],d=1,D=2) & 64.1189046100839 & Range & 28.3059999999999 & Trim Var. & 44.3920951978494 \tabularnewline
V(Y[t],d=2,D=2) & 165.631706649733 & Range & 54.2139999999999 & Trim Var. & 112.834153688506 \tabularnewline
V(Y[t],d=3,D=2) & 561.714542251894 & Range & 84.5400000000002 & Trim Var. & 401.771145187193 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63120&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]328.554092850565[/C][C]Range[/C][C]70.327[/C][C]Trim Var.[/C][C]243.101309470300[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]62.8111052004676[/C][C]Range[/C][C]36.978[/C][C]Trim Var.[/C][C]33.1036453207547[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]111.560459663944[/C][C]Range[/C][C]54.6159999999999[/C][C]Trim Var.[/C][C]57.888152734163[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]300.719671320176[/C][C]Range[/C][C]91.8739999999998[/C][C]Trim Var.[/C][C]156.371803880001[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]533.040478423759[/C][C]Range[/C][C]85.185[/C][C]Trim Var.[/C][C]359.017573003484[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]25.8335323006475[/C][C]Range[/C][C]22.338[/C][C]Trim Var.[/C][C]14.6449013256097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]47.2923068405797[/C][C]Range[/C][C]31.7370000000000[/C][C]Trim Var.[/C][C]24.2981944512821[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]156.129111207071[/C][C]Range[/C][C]57.35900[/C][C]Trim Var.[/C][C]85.9425586045883[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1064.20703312063[/C][C]Range[/C][C]104.636[/C][C]Trim Var.[/C][C]869.676428829637[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]64.1189046100839[/C][C]Range[/C][C]28.3059999999999[/C][C]Trim Var.[/C][C]44.3920951978494[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]165.631706649733[/C][C]Range[/C][C]54.2139999999999[/C][C]Trim Var.[/C][C]112.834153688506[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]561.714542251894[/C][C]Range[/C][C]84.5400000000002[/C][C]Trim Var.[/C][C]401.771145187193[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63120&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63120&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)	328.554092850565	Range	70.327	Trim Var.	243.101309470300
V(Y[t],d=1,D=0)	62.8111052004676	Range	36.978	Trim Var.	33.1036453207547
V(Y[t],d=2,D=0)	111.560459663944	Range	54.6159999999999	Trim Var.	57.888152734163
V(Y[t],d=3,D=0)	300.719671320176	Range	91.8739999999998	Trim Var.	156.371803880001
V(Y[t],d=0,D=1)	533.040478423759	Range	85.185	Trim Var.	359.017573003484
V(Y[t],d=1,D=1)	25.8335323006475	Range	22.338	Trim Var.	14.6449013256097
V(Y[t],d=2,D=1)	47.2923068405797	Range	31.7370000000000	Trim Var.	24.2981944512821
V(Y[t],d=3,D=1)	156.129111207071	Range	57.35900	Trim Var.	85.9425586045883
V(Y[t],d=0,D=2)	1064.20703312063	Range	104.636	Trim Var.	869.676428829637
V(Y[t],d=1,D=2)	64.1189046100839	Range	28.3059999999999	Trim Var.	44.3920951978494
V(Y[t],d=2,D=2)	165.631706649733	Range	54.2139999999999	Trim Var.	112.834153688506
V(Y[t],d=3,D=2)	561.714542251894	Range	84.5400000000002	Trim Var.	401.771145187193

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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