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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 11:18:33 -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/t125995076393t210s8to9ts0s.htm/, Retrieved Sun, 28 Apr 2024 00:46:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64003, Retrieved Sun, 28 Apr 2024 00:46:58 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

115

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] [Stap 2 workshop 5] [2009-12-04 17:25:54] [a542c511726eba04a1fc2f4bd37a90f8]
-    D        [Variance Reduction Matrix] [Stap 1 Workshop 5] [2009-12-04 18:18:33] [865cd78857e928bd6e7d79509c6cdcc5] [Current]
- R PD          [Variance Reduction Matrix] [] [2009-12-05 18:32:23] [6998f38352c0f6bc3cf32a17448703fc] 

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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=64003&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=64003&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64003&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)	113160.225482094	Range	1870	Trim Var.	66514.647681185
V(Y[t],d=1,D=0)	125385.372268908	Range	1544	Trim Var.	86564.5109034268
V(Y[t],d=2,D=0)	374196.539809144	Range	2849	Trim Var.	251033.648386528
V(Y[t],d=3,D=0)	1238168.85042735	Range	4878	Trim Var.	797914.932973944
V(Y[t],d=0,D=1)	139282.750424737	Range	2269	Trim Var.	77740.1952319588
V(Y[t],d=1,D=1)	191318.2564036	Range	1841	Trim Var.	124676.835087719
V(Y[t],d=2,D=1)	590337.139481573	Range	3163	Trim Var.	394450.494512878
V(Y[t],d=3,D=1)	1984317.22165319	Range	5873	Trim Var.	1362386.36193091
V(Y[t],d=0,D=2)	322305.093642612	Range	3549	Trim Var.	176193.415664261
V(Y[t],d=1,D=2)	498160.68377193	Range	3391	Trim Var.	326882.192065663
V(Y[t],d=2,D=2)	1521395.80582307	Range	5873	Trim Var.	1001912.64061625
V(Y[t],d=3,D=2)	5156485.80793869	Range	10409	Trim Var.	3524226.13123924

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 113160.225482094 & Range & 1870 & Trim Var. & 66514.647681185 \tabularnewline
V(Y[t],d=1,D=0) & 125385.372268908 & Range & 1544 & Trim Var. & 86564.5109034268 \tabularnewline
V(Y[t],d=2,D=0) & 374196.539809144 & Range & 2849 & Trim Var. & 251033.648386528 \tabularnewline
V(Y[t],d=3,D=0) & 1238168.85042735 & Range & 4878 & Trim Var. & 797914.932973944 \tabularnewline
V(Y[t],d=0,D=1) & 139282.750424737 & Range & 2269 & Trim Var. & 77740.1952319588 \tabularnewline
V(Y[t],d=1,D=1) & 191318.2564036 & Range & 1841 & Trim Var. & 124676.835087719 \tabularnewline
V(Y[t],d=2,D=1) & 590337.139481573 & Range & 3163 & Trim Var. & 394450.494512878 \tabularnewline
V(Y[t],d=3,D=1) & 1984317.22165319 & Range & 5873 & Trim Var. & 1362386.36193091 \tabularnewline
V(Y[t],d=0,D=2) & 322305.093642612 & Range & 3549 & Trim Var. & 176193.415664261 \tabularnewline
V(Y[t],d=1,D=2) & 498160.68377193 & Range & 3391 & Trim Var. & 326882.192065663 \tabularnewline
V(Y[t],d=2,D=2) & 1521395.80582307 & Range & 5873 & Trim Var. & 1001912.64061625 \tabularnewline
V(Y[t],d=3,D=2) & 5156485.80793869 & Range & 10409 & Trim Var. & 3524226.13123924 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64003&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]113160.225482094[/C][C]Range[/C][C]1870[/C][C]Trim Var.[/C][C]66514.647681185[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]125385.372268908[/C][C]Range[/C][C]1544[/C][C]Trim Var.[/C][C]86564.5109034268[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]374196.539809144[/C][C]Range[/C][C]2849[/C][C]Trim Var.[/C][C]251033.648386528[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1238168.85042735[/C][C]Range[/C][C]4878[/C][C]Trim Var.[/C][C]797914.932973944[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]139282.750424737[/C][C]Range[/C][C]2269[/C][C]Trim Var.[/C][C]77740.1952319588[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]191318.2564036[/C][C]Range[/C][C]1841[/C][C]Trim Var.[/C][C]124676.835087719[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]590337.139481573[/C][C]Range[/C][C]3163[/C][C]Trim Var.[/C][C]394450.494512878[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1984317.22165319[/C][C]Range[/C][C]5873[/C][C]Trim Var.[/C][C]1362386.36193091[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]322305.093642612[/C][C]Range[/C][C]3549[/C][C]Trim Var.[/C][C]176193.415664261[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]498160.68377193[/C][C]Range[/C][C]3391[/C][C]Trim Var.[/C][C]326882.192065663[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1521395.80582307[/C][C]Range[/C][C]5873[/C][C]Trim Var.[/C][C]1001912.64061625[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5156485.80793869[/C][C]Range[/C][C]10409[/C][C]Trim Var.[/C][C]3524226.13123924[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64003&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64003&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)	113160.225482094	Range	1870	Trim Var.	66514.647681185
V(Y[t],d=1,D=0)	125385.372268908	Range	1544	Trim Var.	86564.5109034268
V(Y[t],d=2,D=0)	374196.539809144	Range	2849	Trim Var.	251033.648386528
V(Y[t],d=3,D=0)	1238168.85042735	Range	4878	Trim Var.	797914.932973944
V(Y[t],d=0,D=1)	139282.750424737	Range	2269	Trim Var.	77740.1952319588
V(Y[t],d=1,D=1)	191318.2564036	Range	1841	Trim Var.	124676.835087719
V(Y[t],d=2,D=1)	590337.139481573	Range	3163	Trim Var.	394450.494512878
V(Y[t],d=3,D=1)	1984317.22165319	Range	5873	Trim Var.	1362386.36193091
V(Y[t],d=0,D=2)	322305.093642612	Range	3549	Trim Var.	176193.415664261
V(Y[t],d=1,D=2)	498160.68377193	Range	3391	Trim Var.	326882.192065663
V(Y[t],d=2,D=2)	1521395.80582307	Range	5873	Trim Var.	1001912.64061625
V(Y[t],d=3,D=2)	5156485.80793869	Range	10409	Trim Var.	3524226.13123924

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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