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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 17 Dec 2009 03:58:52 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/17/t12610475789ycm6nabsp3uj10.htm/, Retrieved Tue, 30 Apr 2024 03:36:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68726, Retrieved Tue, 30 Apr 2024 03:36:34 +0000

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Estimated Impact

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] [] [2009-12-17 10:58:52] [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=68726&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=68726&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68726&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)	558029206.634615	Range	88990	Trim Var.	397131558.897243
V(Y[t],d=1,D=0)	82617201.4880952	Range	53030	Trim Var.	32291214.6801347
V(Y[t],d=2,D=0)	102486254.736303	Range	59050	Trim Var.	48251581.010101
V(Y[t],d=3,D=0)	239820260.417768	Range	96890	Trim Var.	96972458.4556254
V(Y[t],d=0,D=1)	867000576.05225	Range	120550	Trim Var.	524923710.531401
V(Y[t],d=1,D=1)	136586013.574661	Range	56760	Trim Var.	81996934.6859903
V(Y[t],d=2,D=1)	152688473.176471	Range	60910	Trim Var.	86949621.9191919
V(Y[t],d=3,D=1)	320785575.551020	Range	97950	Trim Var.	165173526.585624
V(Y[t],d=0,D=2)	579370037.804878	Range	113560	Trim Var.	252868744.033613
V(Y[t],d=1,D=2)	366533314.807692	Range	94870	Trim Var.	187570755.798319
V(Y[t],d=2,D=2)	358351687.989204	Range	84310	Trim Var.	238783523.193277
V(Y[t],d=3,D=2)	651229746.514936	Range	122030	Trim Var.	366213521.925134

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 558029206.634615 & Range & 88990 & Trim Var. & 397131558.897243 \tabularnewline
V(Y[t],d=1,D=0) & 82617201.4880952 & Range & 53030 & Trim Var. & 32291214.6801347 \tabularnewline
V(Y[t],d=2,D=0) & 102486254.736303 & Range & 59050 & Trim Var. & 48251581.010101 \tabularnewline
V(Y[t],d=3,D=0) & 239820260.417768 & Range & 96890 & Trim Var. & 96972458.4556254 \tabularnewline
V(Y[t],d=0,D=1) & 867000576.05225 & Range & 120550 & Trim Var. & 524923710.531401 \tabularnewline
V(Y[t],d=1,D=1) & 136586013.574661 & Range & 56760 & Trim Var. & 81996934.6859903 \tabularnewline
V(Y[t],d=2,D=1) & 152688473.176471 & Range & 60910 & Trim Var. & 86949621.9191919 \tabularnewline
V(Y[t],d=3,D=1) & 320785575.551020 & Range & 97950 & Trim Var. & 165173526.585624 \tabularnewline
V(Y[t],d=0,D=2) & 579370037.804878 & Range & 113560 & Trim Var. & 252868744.033613 \tabularnewline
V(Y[t],d=1,D=2) & 366533314.807692 & Range & 94870 & Trim Var. & 187570755.798319 \tabularnewline
V(Y[t],d=2,D=2) & 358351687.989204 & Range & 84310 & Trim Var. & 238783523.193277 \tabularnewline
V(Y[t],d=3,D=2) & 651229746.514936 & Range & 122030 & Trim Var. & 366213521.925134 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68726&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]558029206.634615[/C][C]Range[/C][C]88990[/C][C]Trim Var.[/C][C]397131558.897243[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]82617201.4880952[/C][C]Range[/C][C]53030[/C][C]Trim Var.[/C][C]32291214.6801347[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]102486254.736303[/C][C]Range[/C][C]59050[/C][C]Trim Var.[/C][C]48251581.010101[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]239820260.417768[/C][C]Range[/C][C]96890[/C][C]Trim Var.[/C][C]96972458.4556254[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]867000576.05225[/C][C]Range[/C][C]120550[/C][C]Trim Var.[/C][C]524923710.531401[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]136586013.574661[/C][C]Range[/C][C]56760[/C][C]Trim Var.[/C][C]81996934.6859903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]152688473.176471[/C][C]Range[/C][C]60910[/C][C]Trim Var.[/C][C]86949621.9191919[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]320785575.551020[/C][C]Range[/C][C]97950[/C][C]Trim Var.[/C][C]165173526.585624[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]579370037.804878[/C][C]Range[/C][C]113560[/C][C]Trim Var.[/C][C]252868744.033613[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]366533314.807692[/C][C]Range[/C][C]94870[/C][C]Trim Var.[/C][C]187570755.798319[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]358351687.989204[/C][C]Range[/C][C]84310[/C][C]Trim Var.[/C][C]238783523.193277[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]651229746.514936[/C][C]Range[/C][C]122030[/C][C]Trim Var.[/C][C]366213521.925134[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68726&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68726&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)	558029206.634615	Range	88990	Trim Var.	397131558.897243
V(Y[t],d=1,D=0)	82617201.4880952	Range	53030	Trim Var.	32291214.6801347
V(Y[t],d=2,D=0)	102486254.736303	Range	59050	Trim Var.	48251581.010101
V(Y[t],d=3,D=0)	239820260.417768	Range	96890	Trim Var.	96972458.4556254
V(Y[t],d=0,D=1)	867000576.05225	Range	120550	Trim Var.	524923710.531401
V(Y[t],d=1,D=1)	136586013.574661	Range	56760	Trim Var.	81996934.6859903
V(Y[t],d=2,D=1)	152688473.176471	Range	60910	Trim Var.	86949621.9191919
V(Y[t],d=3,D=1)	320785575.551020	Range	97950	Trim Var.	165173526.585624
V(Y[t],d=0,D=2)	579370037.804878	Range	113560	Trim Var.	252868744.033613
V(Y[t],d=1,D=2)	366533314.807692	Range	94870	Trim Var.	187570755.798319
V(Y[t],d=2,D=2)	358351687.989204	Range	84310	Trim Var.	238783523.193277
V(Y[t],d=3,D=2)	651229746.514936	Range	122030	Trim Var.	366213521.925134

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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