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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, 27 Nov 2009 05:23:15 -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/27/t125932463616rbbytchqjazup.htm/, Retrieved Sun, 28 Apr 2024 22:51:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60634, Retrieved Sun, 28 Apr 2024 22:51:02 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Workshop 8 - VRM

Estimated Impact

169

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D        [Variance Reduction Matrix] [Workshop 8] [2009-11-24 12:00:38] [214e6e00abbde49700521a7ef1d30da2]
- R  D            [Variance Reduction Matrix] [shw-ws8] [2009-11-27 12:23:15] [5b5bced41faf164488f2c271c918b21f] [Current]
-   P               [Variance Reduction Matrix] [VRM] [2009-12-29 15:30:26] [2663058f2a5dda519058ac6b2228468f] 

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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=60634&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=60634&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60634&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)	2398395.93531073	Range	5226	Trim Var.	1968809.75856045
V(Y[t],d=1,D=0)	1173205.27761543	Range	5095	Trim Var.	770975.640058055
V(Y[t],d=2,D=0)	1862223.26588022	Range	6537	Trim Var.	1043248.30015083
V(Y[t],d=3,D=0)	5369844.31641604	Range	12178	Trim Var.	2939278.68078431
V(Y[t],d=0,D=1)	95603.9078014184	Range	1928	Trim Var.	29906.2537746806
V(Y[t],d=1,D=1)	264938.142460685	Range	3101	Trim Var.	96740.0951219512
V(Y[t],d=2,D=1)	870788.428985507	Range	5994	Trim Var.	324295.532692308
V(Y[t],d=3,D=1)	2993847.3	Range	10227	Trim Var.	1063492.14304993
V(Y[t],d=0,D=2)	175632.675396825	Range	2121	Trim Var.	87825.6733870968
V(Y[t],d=1,D=2)	456668.831932773	Range	3635	Trim Var.	233870.627956989
V(Y[t],d=2,D=2)	1466057.09803922	Range	5689	Trim Var.	738987.729885057
V(Y[t],d=3,D=2)	4954960.09090909	Range	10321	Trim Var.	2872645.02709360

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2398395.93531073 & Range & 5226 & Trim Var. & 1968809.75856045 \tabularnewline
V(Y[t],d=1,D=0) & 1173205.27761543 & Range & 5095 & Trim Var. & 770975.640058055 \tabularnewline
V(Y[t],d=2,D=0) & 1862223.26588022 & Range & 6537 & Trim Var. & 1043248.30015083 \tabularnewline
V(Y[t],d=3,D=0) & 5369844.31641604 & Range & 12178 & Trim Var. & 2939278.68078431 \tabularnewline
V(Y[t],d=0,D=1) & 95603.9078014184 & Range & 1928 & Trim Var. & 29906.2537746806 \tabularnewline
V(Y[t],d=1,D=1) & 264938.142460685 & Range & 3101 & Trim Var. & 96740.0951219512 \tabularnewline
V(Y[t],d=2,D=1) & 870788.428985507 & Range & 5994 & Trim Var. & 324295.532692308 \tabularnewline
V(Y[t],d=3,D=1) & 2993847.3 & Range & 10227 & Trim Var. & 1063492.14304993 \tabularnewline
V(Y[t],d=0,D=2) & 175632.675396825 & Range & 2121 & Trim Var. & 87825.6733870968 \tabularnewline
V(Y[t],d=1,D=2) & 456668.831932773 & Range & 3635 & Trim Var. & 233870.627956989 \tabularnewline
V(Y[t],d=2,D=2) & 1466057.09803922 & Range & 5689 & Trim Var. & 738987.729885057 \tabularnewline
V(Y[t],d=3,D=2) & 4954960.09090909 & Range & 10321 & Trim Var. & 2872645.02709360 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60634&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2398395.93531073[/C][C]Range[/C][C]5226[/C][C]Trim Var.[/C][C]1968809.75856045[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1173205.27761543[/C][C]Range[/C][C]5095[/C][C]Trim Var.[/C][C]770975.640058055[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1862223.26588022[/C][C]Range[/C][C]6537[/C][C]Trim Var.[/C][C]1043248.30015083[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5369844.31641604[/C][C]Range[/C][C]12178[/C][C]Trim Var.[/C][C]2939278.68078431[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]95603.9078014184[/C][C]Range[/C][C]1928[/C][C]Trim Var.[/C][C]29906.2537746806[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]264938.142460685[/C][C]Range[/C][C]3101[/C][C]Trim Var.[/C][C]96740.0951219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]870788.428985507[/C][C]Range[/C][C]5994[/C][C]Trim Var.[/C][C]324295.532692308[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2993847.3[/C][C]Range[/C][C]10227[/C][C]Trim Var.[/C][C]1063492.14304993[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]175632.675396825[/C][C]Range[/C][C]2121[/C][C]Trim Var.[/C][C]87825.6733870968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]456668.831932773[/C][C]Range[/C][C]3635[/C][C]Trim Var.[/C][C]233870.627956989[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1466057.09803922[/C][C]Range[/C][C]5689[/C][C]Trim Var.[/C][C]738987.729885057[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4954960.09090909[/C][C]Range[/C][C]10321[/C][C]Trim Var.[/C][C]2872645.02709360[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60634&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60634&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)	2398395.93531073	Range	5226	Trim Var.	1968809.75856045
V(Y[t],d=1,D=0)	1173205.27761543	Range	5095	Trim Var.	770975.640058055
V(Y[t],d=2,D=0)	1862223.26588022	Range	6537	Trim Var.	1043248.30015083
V(Y[t],d=3,D=0)	5369844.31641604	Range	12178	Trim Var.	2939278.68078431
V(Y[t],d=0,D=1)	95603.9078014184	Range	1928	Trim Var.	29906.2537746806
V(Y[t],d=1,D=1)	264938.142460685	Range	3101	Trim Var.	96740.0951219512
V(Y[t],d=2,D=1)	870788.428985507	Range	5994	Trim Var.	324295.532692308
V(Y[t],d=3,D=1)	2993847.3	Range	10227	Trim Var.	1063492.14304993
V(Y[t],d=0,D=2)	175632.675396825	Range	2121	Trim Var.	87825.6733870968
V(Y[t],d=1,D=2)	456668.831932773	Range	3635	Trim Var.	233870.627956989
V(Y[t],d=2,D=2)	1466057.09803922	Range	5689	Trim Var.	738987.729885057
V(Y[t],d=3,D=2)	4954960.09090909	Range	10321	Trim Var.	2872645.02709360

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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