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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 10:43:04 -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/t1259948787al66gnacu01fwfz.htm/, Retrieved Sun, 28 Apr 2024 14:37:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63969, Retrieved Sun, 28 Apr 2024 14:37:21 +0000

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No (this computation is public)

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Estimated Impact

120

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 17:43:04] [e76c6d261190c0179bc6006a5cdb804c] [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=63969&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=63969&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63969&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)	1292618.04406780	Range	6259	Trim Var.	374207.185185185
V(Y[t],d=1,D=0)	368604.765634132	Range	4428	Trim Var.	88708.4375907112
V(Y[t],d=2,D=0)	759149.552329099	Range	7081	Trim Var.	207423.723981900
V(Y[t],d=3,D=0)	2174123.28947368	Range	10866	Trim Var.	653205.49254902
V(Y[t],d=0,D=1)	1365572.72163121	Range	6448	Trim Var.	331960.645760743
V(Y[t],d=1,D=1)	582722.87974098	Range	5016	Trim Var.	157020.404878049
V(Y[t],d=2,D=1)	1333173.56376812	Range	8036	Trim Var.	384021.660897436
V(Y[t],d=3,D=1)	3899746.19494950	Range	12859	Trim Var.	1203602.59649123
V(Y[t],d=0,D=2)	2288492.87857143	Range	7588	Trim Var.	863202.982862903
V(Y[t],d=1,D=2)	1128615.09243697	Range	5555	Trim Var.	481252.806451613
V(Y[t],d=2,D=2)	2554974.87789661	Range	7616	Trim Var.	1311871.58160920
V(Y[t],d=3,D=2)	7651646.0625	Range	12989	Trim Var.	4089846.67980296

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1292618.04406780 & Range & 6259 & Trim Var. & 374207.185185185 \tabularnewline
V(Y[t],d=1,D=0) & 368604.765634132 & Range & 4428 & Trim Var. & 88708.4375907112 \tabularnewline
V(Y[t],d=2,D=0) & 759149.552329099 & Range & 7081 & Trim Var. & 207423.723981900 \tabularnewline
V(Y[t],d=3,D=0) & 2174123.28947368 & Range & 10866 & Trim Var. & 653205.49254902 \tabularnewline
V(Y[t],d=0,D=1) & 1365572.72163121 & Range & 6448 & Trim Var. & 331960.645760743 \tabularnewline
V(Y[t],d=1,D=1) & 582722.87974098 & Range & 5016 & Trim Var. & 157020.404878049 \tabularnewline
V(Y[t],d=2,D=1) & 1333173.56376812 & Range & 8036 & Trim Var. & 384021.660897436 \tabularnewline
V(Y[t],d=3,D=1) & 3899746.19494950 & Range & 12859 & Trim Var. & 1203602.59649123 \tabularnewline
V(Y[t],d=0,D=2) & 2288492.87857143 & Range & 7588 & Trim Var. & 863202.982862903 \tabularnewline
V(Y[t],d=1,D=2) & 1128615.09243697 & Range & 5555 & Trim Var. & 481252.806451613 \tabularnewline
V(Y[t],d=2,D=2) & 2554974.87789661 & Range & 7616 & Trim Var. & 1311871.58160920 \tabularnewline
V(Y[t],d=3,D=2) & 7651646.0625 & Range & 12989 & Trim Var. & 4089846.67980296 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63969&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1292618.04406780[/C][C]Range[/C][C]6259[/C][C]Trim Var.[/C][C]374207.185185185[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]368604.765634132[/C][C]Range[/C][C]4428[/C][C]Trim Var.[/C][C]88708.4375907112[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]759149.552329099[/C][C]Range[/C][C]7081[/C][C]Trim Var.[/C][C]207423.723981900[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2174123.28947368[/C][C]Range[/C][C]10866[/C][C]Trim Var.[/C][C]653205.49254902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1365572.72163121[/C][C]Range[/C][C]6448[/C][C]Trim Var.[/C][C]331960.645760743[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]582722.87974098[/C][C]Range[/C][C]5016[/C][C]Trim Var.[/C][C]157020.404878049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1333173.56376812[/C][C]Range[/C][C]8036[/C][C]Trim Var.[/C][C]384021.660897436[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3899746.19494950[/C][C]Range[/C][C]12859[/C][C]Trim Var.[/C][C]1203602.59649123[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2288492.87857143[/C][C]Range[/C][C]7588[/C][C]Trim Var.[/C][C]863202.982862903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1128615.09243697[/C][C]Range[/C][C]5555[/C][C]Trim Var.[/C][C]481252.806451613[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2554974.87789661[/C][C]Range[/C][C]7616[/C][C]Trim Var.[/C][C]1311871.58160920[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]7651646.0625[/C][C]Range[/C][C]12989[/C][C]Trim Var.[/C][C]4089846.67980296[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63969&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63969&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)	1292618.04406780	Range	6259	Trim Var.	374207.185185185
V(Y[t],d=1,D=0)	368604.765634132	Range	4428	Trim Var.	88708.4375907112
V(Y[t],d=2,D=0)	759149.552329099	Range	7081	Trim Var.	207423.723981900
V(Y[t],d=3,D=0)	2174123.28947368	Range	10866	Trim Var.	653205.49254902
V(Y[t],d=0,D=1)	1365572.72163121	Range	6448	Trim Var.	331960.645760743
V(Y[t],d=1,D=1)	582722.87974098	Range	5016	Trim Var.	157020.404878049
V(Y[t],d=2,D=1)	1333173.56376812	Range	8036	Trim Var.	384021.660897436
V(Y[t],d=3,D=1)	3899746.19494950	Range	12859	Trim Var.	1203602.59649123
V(Y[t],d=0,D=2)	2288492.87857143	Range	7588	Trim Var.	863202.982862903
V(Y[t],d=1,D=2)	1128615.09243697	Range	5555	Trim Var.	481252.806451613
V(Y[t],d=2,D=2)	2554974.87789661	Range	7616	Trim Var.	1311871.58160920
V(Y[t],d=3,D=2)	7651646.0625	Range	12989	Trim Var.	4089846.67980296

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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