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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 08:35:40 -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/t1259940983p6qnli6l1j73oth.htm/, Retrieved Sat, 27 Apr 2024 17:44:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63779, Retrieved Sat, 27 Apr 2024 17:44:55 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

163

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 15:35:40] [c88a5f1b97e332c6387d668c465455af] [Current]
-    D        [Variance Reduction Matrix] [] [2009-12-16 17:11:42] [73863f7f907331e734eff34b7de6fc83] 

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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=63779&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=63779&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63779&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)	1286995.93531073	Range	5110	Trim Var.	830014.564640112
V(Y[t],d=1,D=0)	448157.586206897	Range	3017	Trim Var.	257913.291727141
V(Y[t],d=2,D=0)	477100.448880823	Range	4409	Trim Var.	178726.841628959
V(Y[t],d=3,D=0)	1135738.32205514	Range	4870	Trim Var.	615309.38
V(Y[t],d=0,D=1)	1031269.31737589	Range	4565	Trim Var.	561107.083042973
V(Y[t],d=1,D=1)	292374.993524514	Range	2855	Trim Var.	122075.030487805
V(Y[t],d=2,D=1)	408157.351207729	Range	3868	Trim Var.	136326.266666667
V(Y[t],d=3,D=1)	1118462.31818182	Range	6105	Trim Var.	424330.546558704
V(Y[t],d=0,D=2)	2224123.10714286	Range	6117	Trim Var.	1458587.83467742
V(Y[t],d=1,D=2)	720856.374789916	Range	4180	Trim Var.	307166.133333333
V(Y[t],d=2,D=2)	1123501.43761141	Range	5462	Trim Var.	534474.781609195
V(Y[t],d=3,D=2)	3317829.78030303	Range	8378	Trim Var.	1550346.13546798

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1286995.93531073 & Range & 5110 & Trim Var. & 830014.564640112 \tabularnewline
V(Y[t],d=1,D=0) & 448157.586206897 & Range & 3017 & Trim Var. & 257913.291727141 \tabularnewline
V(Y[t],d=2,D=0) & 477100.448880823 & Range & 4409 & Trim Var. & 178726.841628959 \tabularnewline
V(Y[t],d=3,D=0) & 1135738.32205514 & Range & 4870 & Trim Var. & 615309.38 \tabularnewline
V(Y[t],d=0,D=1) & 1031269.31737589 & Range & 4565 & Trim Var. & 561107.083042973 \tabularnewline
V(Y[t],d=1,D=1) & 292374.993524514 & Range & 2855 & Trim Var. & 122075.030487805 \tabularnewline
V(Y[t],d=2,D=1) & 408157.351207729 & Range & 3868 & Trim Var. & 136326.266666667 \tabularnewline
V(Y[t],d=3,D=1) & 1118462.31818182 & Range & 6105 & Trim Var. & 424330.546558704 \tabularnewline
V(Y[t],d=0,D=2) & 2224123.10714286 & Range & 6117 & Trim Var. & 1458587.83467742 \tabularnewline
V(Y[t],d=1,D=2) & 720856.374789916 & Range & 4180 & Trim Var. & 307166.133333333 \tabularnewline
V(Y[t],d=2,D=2) & 1123501.43761141 & Range & 5462 & Trim Var. & 534474.781609195 \tabularnewline
V(Y[t],d=3,D=2) & 3317829.78030303 & Range & 8378 & Trim Var. & 1550346.13546798 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63779&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1286995.93531073[/C][C]Range[/C][C]5110[/C][C]Trim Var.[/C][C]830014.564640112[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]448157.586206897[/C][C]Range[/C][C]3017[/C][C]Trim Var.[/C][C]257913.291727141[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]477100.448880823[/C][C]Range[/C][C]4409[/C][C]Trim Var.[/C][C]178726.841628959[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1135738.32205514[/C][C]Range[/C][C]4870[/C][C]Trim Var.[/C][C]615309.38[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1031269.31737589[/C][C]Range[/C][C]4565[/C][C]Trim Var.[/C][C]561107.083042973[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]292374.993524514[/C][C]Range[/C][C]2855[/C][C]Trim Var.[/C][C]122075.030487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]408157.351207729[/C][C]Range[/C][C]3868[/C][C]Trim Var.[/C][C]136326.266666667[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1118462.31818182[/C][C]Range[/C][C]6105[/C][C]Trim Var.[/C][C]424330.546558704[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2224123.10714286[/C][C]Range[/C][C]6117[/C][C]Trim Var.[/C][C]1458587.83467742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]720856.374789916[/C][C]Range[/C][C]4180[/C][C]Trim Var.[/C][C]307166.133333333[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1123501.43761141[/C][C]Range[/C][C]5462[/C][C]Trim Var.[/C][C]534474.781609195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3317829.78030303[/C][C]Range[/C][C]8378[/C][C]Trim Var.[/C][C]1550346.13546798[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63779&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63779&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)	1286995.93531073	Range	5110	Trim Var.	830014.564640112
V(Y[t],d=1,D=0)	448157.586206897	Range	3017	Trim Var.	257913.291727141
V(Y[t],d=2,D=0)	477100.448880823	Range	4409	Trim Var.	178726.841628959
V(Y[t],d=3,D=0)	1135738.32205514	Range	4870	Trim Var.	615309.38
V(Y[t],d=0,D=1)	1031269.31737589	Range	4565	Trim Var.	561107.083042973
V(Y[t],d=1,D=1)	292374.993524514	Range	2855	Trim Var.	122075.030487805
V(Y[t],d=2,D=1)	408157.351207729	Range	3868	Trim Var.	136326.266666667
V(Y[t],d=3,D=1)	1118462.31818182	Range	6105	Trim Var.	424330.546558704
V(Y[t],d=0,D=2)	2224123.10714286	Range	6117	Trim Var.	1458587.83467742
V(Y[t],d=1,D=2)	720856.374789916	Range	4180	Trim Var.	307166.133333333
V(Y[t],d=2,D=2)	1123501.43761141	Range	5462	Trim Var.	534474.781609195
V(Y[t],d=3,D=2)	3317829.78030303	Range	8378	Trim Var.	1550346.13546798

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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