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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

Fri, 04 Dec 2009 06:51:13 -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/t1259934717i658kypxle9402w.htm/, Retrieved Sun, 28 Apr 2024 05:09:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63518, Retrieved Sun, 28 Apr 2024 05:09:18 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

127

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] [] [2009-12-04 13:51:13] [54e293c1fb7c46e2abc5c1dda68d8adb] [Current]
-    D        [Variance Reduction Matrix] [] [2009-12-10 16:01:51] [9b30bff5dd5a100f8196daf92e735633] 

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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=63518&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=63518&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63518&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)	589205470.120091	Range	93895	Trim Var.	449401170.769417
V(Y[t],d=1,D=0)	125187554.770563	Range	53267	Trim Var.	65585793.2223602
V(Y[t],d=2,D=0)	161465358.685236	Range	65356	Trim Var.	88254816.0439045
V(Y[t],d=3,D=0)	346860644.250526	Range	91364	Trim Var.	157793289.626646
V(Y[t],d=0,D=1)	365316773.042062	Range	70477	Trim Var.	277938077.161894
V(Y[t],d=1,D=1)	19047597.6459207	Range	26463	Trim Var.	9326186.68632789
V(Y[t],d=2,D=1)	35407830.7524038	Range	30864	Trim Var.	16380543.9085213
V(Y[t],d=3,D=1)	109384437.708085	Range	52049	Trim Var.	55264752.9454545
V(Y[t],d=0,D=2)	405027082.015488	Range	69479	Trim Var.	322553358.784014
V(Y[t],d=1,D=2)	44803173.5321454	Range	40889	Trim Var.	20584471.9321809
V(Y[t],d=2,D=2)	95530233.3476052	Range	51589	Trim Var.	48260366.4884366
V(Y[t],d=3,D=2)	298271866.432504	Range	84985	Trim Var.	180891484.87343

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 589205470.120091 & Range & 93895 & Trim Var. & 449401170.769417 \tabularnewline
V(Y[t],d=1,D=0) & 125187554.770563 & Range & 53267 & Trim Var. & 65585793.2223602 \tabularnewline
V(Y[t],d=2,D=0) & 161465358.685236 & Range & 65356 & Trim Var. & 88254816.0439045 \tabularnewline
V(Y[t],d=3,D=0) & 346860644.250526 & Range & 91364 & Trim Var. & 157793289.626646 \tabularnewline
V(Y[t],d=0,D=1) & 365316773.042062 & Range & 70477 & Trim Var. & 277938077.161894 \tabularnewline
V(Y[t],d=1,D=1) & 19047597.6459207 & Range & 26463 & Trim Var. & 9326186.68632789 \tabularnewline
V(Y[t],d=2,D=1) & 35407830.7524038 & Range & 30864 & Trim Var. & 16380543.9085213 \tabularnewline
V(Y[t],d=3,D=1) & 109384437.708085 & Range & 52049 & Trim Var. & 55264752.9454545 \tabularnewline
V(Y[t],d=0,D=2) & 405027082.015488 & Range & 69479 & Trim Var. & 322553358.784014 \tabularnewline
V(Y[t],d=1,D=2) & 44803173.5321454 & Range & 40889 & Trim Var. & 20584471.9321809 \tabularnewline
V(Y[t],d=2,D=2) & 95530233.3476052 & Range & 51589 & Trim Var. & 48260366.4884366 \tabularnewline
V(Y[t],d=3,D=2) & 298271866.432504 & Range & 84985 & Trim Var. & 180891484.87343 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63518&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]589205470.120091[/C][C]Range[/C][C]93895[/C][C]Trim Var.[/C][C]449401170.769417[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]125187554.770563[/C][C]Range[/C][C]53267[/C][C]Trim Var.[/C][C]65585793.2223602[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]161465358.685236[/C][C]Range[/C][C]65356[/C][C]Trim Var.[/C][C]88254816.0439045[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]346860644.250526[/C][C]Range[/C][C]91364[/C][C]Trim Var.[/C][C]157793289.626646[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]365316773.042062[/C][C]Range[/C][C]70477[/C][C]Trim Var.[/C][C]277938077.161894[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]19047597.6459207[/C][C]Range[/C][C]26463[/C][C]Trim Var.[/C][C]9326186.68632789[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]35407830.7524038[/C][C]Range[/C][C]30864[/C][C]Trim Var.[/C][C]16380543.9085213[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]109384437.708085[/C][C]Range[/C][C]52049[/C][C]Trim Var.[/C][C]55264752.9454545[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]405027082.015488[/C][C]Range[/C][C]69479[/C][C]Trim Var.[/C][C]322553358.784014[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]44803173.5321454[/C][C]Range[/C][C]40889[/C][C]Trim Var.[/C][C]20584471.9321809[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]95530233.3476052[/C][C]Range[/C][C]51589[/C][C]Trim Var.[/C][C]48260366.4884366[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]298271866.432504[/C][C]Range[/C][C]84985[/C][C]Trim Var.[/C][C]180891484.87343[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63518&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63518&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)	589205470.120091	Range	93895	Trim Var.	449401170.769417
V(Y[t],d=1,D=0)	125187554.770563	Range	53267	Trim Var.	65585793.2223602
V(Y[t],d=2,D=0)	161465358.685236	Range	65356	Trim Var.	88254816.0439045
V(Y[t],d=3,D=0)	346860644.250526	Range	91364	Trim Var.	157793289.626646
V(Y[t],d=0,D=1)	365316773.042062	Range	70477	Trim Var.	277938077.161894
V(Y[t],d=1,D=1)	19047597.6459207	Range	26463	Trim Var.	9326186.68632789
V(Y[t],d=2,D=1)	35407830.7524038	Range	30864	Trim Var.	16380543.9085213
V(Y[t],d=3,D=1)	109384437.708085	Range	52049	Trim Var.	55264752.9454545
V(Y[t],d=0,D=2)	405027082.015488	Range	69479	Trim Var.	322553358.784014
V(Y[t],d=1,D=2)	44803173.5321454	Range	40889	Trim Var.	20584471.9321809
V(Y[t],d=2,D=2)	95530233.3476052	Range	51589	Trim Var.	48260366.4884366
V(Y[t],d=3,D=2)	298271866.432504	Range	84985	Trim Var.	180891484.87343

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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