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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

Fri, 04 Dec 2009 04:07:09 -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/04/t1259924894pckg5krcpaxz2ql.htm/, Retrieved Sun, 28 Apr 2024 14:47:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63280, Retrieved Sun, 28 Apr 2024 14:47:12 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

128

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

-       [Variance Reduction Matrix] [variantie reducti...] [2009-12-04 11:07:09] [b243db81ea3e1f02fb3382887fb0f701] [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=63280&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=63280&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63280&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)	112405.795480226	Range	1504	Trim Var.	72575.3895877009
V(Y[t],d=1,D=0)	10151.5879602572	Range	666	Trim Var.	3539.29245283019
V(Y[t],d=2,D=0)	20811.4522081065	Range	896	Trim Var.	8577.07390648567
V(Y[t],d=3,D=0)	63745.4235588972	Range	1351	Trim Var.	31491.0431372549
V(Y[t],d=0,D=1)	61517.8723404255	Range	1208	Trim Var.	24245.1684088269
V(Y[t],d=1,D=1)	9651.23126734505	Range	594	Trim Var.	3535.6756097561
V(Y[t],d=2,D=1)	23709.8763285024	Range	883	Trim Var.	8776.38717948718
V(Y[t],d=3,D=1)	75452.7545454545	Range	1467	Trim Var.	38819.4831309042
V(Y[t],d=0,D=2)	75342.2444444444	Range	1057	Trim Var.	46939.2540322581
V(Y[t],d=1,D=2)	20777.4672268908	Range	760	Trim Var.	8595.32903225807
V(Y[t],d=2,D=2)	52092.371657754	Range	878	Trim Var.	33953.5816091954
V(Y[t],d=3,D=2)	172617.183712121	Range	1660	Trim Var.	110217.243842365

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 112405.795480226 & Range & 1504 & Trim Var. & 72575.3895877009 \tabularnewline
V(Y[t],d=1,D=0) & 10151.5879602572 & Range & 666 & Trim Var. & 3539.29245283019 \tabularnewline
V(Y[t],d=2,D=0) & 20811.4522081065 & Range & 896 & Trim Var. & 8577.07390648567 \tabularnewline
V(Y[t],d=3,D=0) & 63745.4235588972 & Range & 1351 & Trim Var. & 31491.0431372549 \tabularnewline
V(Y[t],d=0,D=1) & 61517.8723404255 & Range & 1208 & Trim Var. & 24245.1684088269 \tabularnewline
V(Y[t],d=1,D=1) & 9651.23126734505 & Range & 594 & Trim Var. & 3535.6756097561 \tabularnewline
V(Y[t],d=2,D=1) & 23709.8763285024 & Range & 883 & Trim Var. & 8776.38717948718 \tabularnewline
V(Y[t],d=3,D=1) & 75452.7545454545 & Range & 1467 & Trim Var. & 38819.4831309042 \tabularnewline
V(Y[t],d=0,D=2) & 75342.2444444444 & Range & 1057 & Trim Var. & 46939.2540322581 \tabularnewline
V(Y[t],d=1,D=2) & 20777.4672268908 & Range & 760 & Trim Var. & 8595.32903225807 \tabularnewline
V(Y[t],d=2,D=2) & 52092.371657754 & Range & 878 & Trim Var. & 33953.5816091954 \tabularnewline
V(Y[t],d=3,D=2) & 172617.183712121 & Range & 1660 & Trim Var. & 110217.243842365 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63280&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]112405.795480226[/C][C]Range[/C][C]1504[/C][C]Trim Var.[/C][C]72575.3895877009[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]10151.5879602572[/C][C]Range[/C][C]666[/C][C]Trim Var.[/C][C]3539.29245283019[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]20811.4522081065[/C][C]Range[/C][C]896[/C][C]Trim Var.[/C][C]8577.07390648567[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]63745.4235588972[/C][C]Range[/C][C]1351[/C][C]Trim Var.[/C][C]31491.0431372549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]61517.8723404255[/C][C]Range[/C][C]1208[/C][C]Trim Var.[/C][C]24245.1684088269[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]9651.23126734505[/C][C]Range[/C][C]594[/C][C]Trim Var.[/C][C]3535.6756097561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]23709.8763285024[/C][C]Range[/C][C]883[/C][C]Trim Var.[/C][C]8776.38717948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]75452.7545454545[/C][C]Range[/C][C]1467[/C][C]Trim Var.[/C][C]38819.4831309042[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]75342.2444444444[/C][C]Range[/C][C]1057[/C][C]Trim Var.[/C][C]46939.2540322581[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]20777.4672268908[/C][C]Range[/C][C]760[/C][C]Trim Var.[/C][C]8595.32903225807[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]52092.371657754[/C][C]Range[/C][C]878[/C][C]Trim Var.[/C][C]33953.5816091954[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]172617.183712121[/C][C]Range[/C][C]1660[/C][C]Trim Var.[/C][C]110217.243842365[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63280&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63280&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)	112405.795480226	Range	1504	Trim Var.	72575.3895877009
V(Y[t],d=1,D=0)	10151.5879602572	Range	666	Trim Var.	3539.29245283019
V(Y[t],d=2,D=0)	20811.4522081065	Range	896	Trim Var.	8577.07390648567
V(Y[t],d=3,D=0)	63745.4235588972	Range	1351	Trim Var.	31491.0431372549
V(Y[t],d=0,D=1)	61517.8723404255	Range	1208	Trim Var.	24245.1684088269
V(Y[t],d=1,D=1)	9651.23126734505	Range	594	Trim Var.	3535.6756097561
V(Y[t],d=2,D=1)	23709.8763285024	Range	883	Trim Var.	8776.38717948718
V(Y[t],d=3,D=1)	75452.7545454545	Range	1467	Trim Var.	38819.4831309042
V(Y[t],d=0,D=2)	75342.2444444444	Range	1057	Trim Var.	46939.2540322581
V(Y[t],d=1,D=2)	20777.4672268908	Range	760	Trim Var.	8595.32903225807
V(Y[t],d=2,D=2)	52092.371657754	Range	878	Trim Var.	33953.5816091954
V(Y[t],d=3,D=2)	172617.183712121	Range	1660	Trim Var.	110217.243842365

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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Input Parameters & R Code