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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

Thu, 26 Nov 2009 08:35:06 -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/Nov/26/t1259249746otwrgju40xdawee.htm/, Retrieved Sun, 28 Apr 2024 22:19:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60103, Retrieved Sun, 28 Apr 2024 22:19:44 +0000

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No (this computation is public)

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Estimated Impact

164

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Variance Reduction Matrix] [VRM] [2009-11-26 15:35:06] [208e60166df5802f3c494097313a670f] [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	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=60103&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=60103&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60103&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)	2393197.91497175	Range	5229	Trim Var.	1963416.63487072
V(Y[t],d=1,D=0)	1178917.17299825	Range	5130	Trim Var.	770204.714078374
V(Y[t],d=2,D=0)	1888627.90834846	Range	6603	Trim Var.	1064473.84766214
V(Y[t],d=3,D=0)	5469150.60776942	Range	12319	Trim Var.	3005054.89176471
V(Y[t],d=0,D=1)	98406.9463652482	Range	1932	Trim Var.	31057.3130081301
V(Y[t],d=1,D=1)	274904.648473636	Range	3108	Trim Var.	104981.260975610
V(Y[t],d=2,D=1)	904834.33236715	Range	6000	Trim Var.	350306.317307692
V(Y[t],d=3,D=1)	3110276.06363636	Range	10198	Trim Var.	1165955.03238866
V(Y[t],d=0,D=2)	181106.237301587	Range	2135	Trim Var.	93575.7419354839
V(Y[t],d=1,D=2)	474858.927731092	Range	3633	Trim Var.	251248.961290323
V(Y[t],d=2,D=2)	1525298.77094474	Range	5781	Trim Var.	810410.672413793
V(Y[t],d=3,D=2)	5146297.44318182	Range	10270	Trim Var.	3118467.36453202

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2393197.91497175 & Range & 5229 & Trim Var. & 1963416.63487072 \tabularnewline
V(Y[t],d=1,D=0) & 1178917.17299825 & Range & 5130 & Trim Var. & 770204.714078374 \tabularnewline
V(Y[t],d=2,D=0) & 1888627.90834846 & Range & 6603 & Trim Var. & 1064473.84766214 \tabularnewline
V(Y[t],d=3,D=0) & 5469150.60776942 & Range & 12319 & Trim Var. & 3005054.89176471 \tabularnewline
V(Y[t],d=0,D=1) & 98406.9463652482 & Range & 1932 & Trim Var. & 31057.3130081301 \tabularnewline
V(Y[t],d=1,D=1) & 274904.648473636 & Range & 3108 & Trim Var. & 104981.260975610 \tabularnewline
V(Y[t],d=2,D=1) & 904834.33236715 & Range & 6000 & Trim Var. & 350306.317307692 \tabularnewline
V(Y[t],d=3,D=1) & 3110276.06363636 & Range & 10198 & Trim Var. & 1165955.03238866 \tabularnewline
V(Y[t],d=0,D=2) & 181106.237301587 & Range & 2135 & Trim Var. & 93575.7419354839 \tabularnewline
V(Y[t],d=1,D=2) & 474858.927731092 & Range & 3633 & Trim Var. & 251248.961290323 \tabularnewline
V(Y[t],d=2,D=2) & 1525298.77094474 & Range & 5781 & Trim Var. & 810410.672413793 \tabularnewline
V(Y[t],d=3,D=2) & 5146297.44318182 & Range & 10270 & Trim Var. & 3118467.36453202 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60103&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2393197.91497175[/C][C]Range[/C][C]5229[/C][C]Trim Var.[/C][C]1963416.63487072[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1178917.17299825[/C][C]Range[/C][C]5130[/C][C]Trim Var.[/C][C]770204.714078374[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1888627.90834846[/C][C]Range[/C][C]6603[/C][C]Trim Var.[/C][C]1064473.84766214[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5469150.60776942[/C][C]Range[/C][C]12319[/C][C]Trim Var.[/C][C]3005054.89176471[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]98406.9463652482[/C][C]Range[/C][C]1932[/C][C]Trim Var.[/C][C]31057.3130081301[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]274904.648473636[/C][C]Range[/C][C]3108[/C][C]Trim Var.[/C][C]104981.260975610[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]904834.33236715[/C][C]Range[/C][C]6000[/C][C]Trim Var.[/C][C]350306.317307692[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3110276.06363636[/C][C]Range[/C][C]10198[/C][C]Trim Var.[/C][C]1165955.03238866[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]181106.237301587[/C][C]Range[/C][C]2135[/C][C]Trim Var.[/C][C]93575.7419354839[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]474858.927731092[/C][C]Range[/C][C]3633[/C][C]Trim Var.[/C][C]251248.961290323[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1525298.77094474[/C][C]Range[/C][C]5781[/C][C]Trim Var.[/C][C]810410.672413793[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5146297.44318182[/C][C]Range[/C][C]10270[/C][C]Trim Var.[/C][C]3118467.36453202[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60103&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60103&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)	2393197.91497175	Range	5229	Trim Var.	1963416.63487072
V(Y[t],d=1,D=0)	1178917.17299825	Range	5130	Trim Var.	770204.714078374
V(Y[t],d=2,D=0)	1888627.90834846	Range	6603	Trim Var.	1064473.84766214
V(Y[t],d=3,D=0)	5469150.60776942	Range	12319	Trim Var.	3005054.89176471
V(Y[t],d=0,D=1)	98406.9463652482	Range	1932	Trim Var.	31057.3130081301
V(Y[t],d=1,D=1)	274904.648473636	Range	3108	Trim Var.	104981.260975610
V(Y[t],d=2,D=1)	904834.33236715	Range	6000	Trim Var.	350306.317307692
V(Y[t],d=3,D=1)	3110276.06363636	Range	10198	Trim Var.	1165955.03238866
V(Y[t],d=0,D=2)	181106.237301587	Range	2135	Trim Var.	93575.7419354839
V(Y[t],d=1,D=2)	474858.927731092	Range	3633	Trim Var.	251248.961290323
V(Y[t],d=2,D=2)	1525298.77094474	Range	5781	Trim Var.	810410.672413793
V(Y[t],d=3,D=2)	5146297.44318182	Range	10270	Trim Var.	3118467.36453202

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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