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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Tue, 18 Dec 2012 06:56:20 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Dec/18/t1355831792rndhzdtd8678ckm.htm/, Retrieved Thu, 18 Apr 2024 01:19:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=201398, Retrieved Thu, 18 Apr 2024 01:19:43 +0000

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

-       [Variance Reduction Matrix] [variance reductio...] [2012-12-18 11:56:20] [239167cccea8953a8e1721fd6db07280] [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	'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=201398&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=201398&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=201398&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	'Gertrude Mary Cox' @ cox.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	507759	Range	3325	Trim Var.	322803
V(Y[t],d=1,D=0)	549507	Range	3721	Trim Var.	315279
V(Y[t],d=2,D=0)	1539490	Range	5874	Trim Var.	922359
V(Y[t],d=3,D=0)	4807800	Range	10122	Trim Var.	3062810
V(Y[t],d=0,D=1)	714309	Range	3871	Trim Var.	416925
V(Y[t],d=1,D=1)	745338	Range	4056	Trim Var.	407897
V(Y[t],d=2,D=1)	2059940	Range	7397	Trim Var.	1070360
V(Y[t],d=3,D=1)	6441950	Range	12824	Trim Var.	3305370
V(Y[t],d=0,D=2)	1791100	Range	5315	Trim Var.	1187360
V(Y[t],d=1,D=2)	2266340	Range	7878	Trim Var.	1006410
V(Y[t],d=2,D=2)	6667130	Range	12028	Trim Var.	2829670
V(Y[t],d=3,D=2)	21394100	Range	21695	Trim Var.	12730700

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 507759 & Range & 3325 & Trim Var. & 322803 \tabularnewline
V(Y[t],d=1,D=0) & 549507 & Range & 3721 & Trim Var. & 315279 \tabularnewline
V(Y[t],d=2,D=0) & 1539490 & Range & 5874 & Trim Var. & 922359 \tabularnewline
V(Y[t],d=3,D=0) & 4807800 & Range & 10122 & Trim Var. & 3062810 \tabularnewline
V(Y[t],d=0,D=1) & 714309 & Range & 3871 & Trim Var. & 416925 \tabularnewline
V(Y[t],d=1,D=1) & 745338 & Range & 4056 & Trim Var. & 407897 \tabularnewline
V(Y[t],d=2,D=1) & 2059940 & Range & 7397 & Trim Var. & 1070360 \tabularnewline
V(Y[t],d=3,D=1) & 6441950 & Range & 12824 & Trim Var. & 3305370 \tabularnewline
V(Y[t],d=0,D=2) & 1791100 & Range & 5315 & Trim Var. & 1187360 \tabularnewline
V(Y[t],d=1,D=2) & 2266340 & Range & 7878 & Trim Var. & 1006410 \tabularnewline
V(Y[t],d=2,D=2) & 6667130 & Range & 12028 & Trim Var. & 2829670 \tabularnewline
V(Y[t],d=3,D=2) & 21394100 & Range & 21695 & Trim Var. & 12730700 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=201398&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]507759[/C][C]Range[/C][C]3325[/C][C]Trim Var.[/C][C]322803[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]549507[/C][C]Range[/C][C]3721[/C][C]Trim Var.[/C][C]315279[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1539490[/C][C]Range[/C][C]5874[/C][C]Trim Var.[/C][C]922359[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4807800[/C][C]Range[/C][C]10122[/C][C]Trim Var.[/C][C]3062810[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]714309[/C][C]Range[/C][C]3871[/C][C]Trim Var.[/C][C]416925[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]745338[/C][C]Range[/C][C]4056[/C][C]Trim Var.[/C][C]407897[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2059940[/C][C]Range[/C][C]7397[/C][C]Trim Var.[/C][C]1070360[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6441950[/C][C]Range[/C][C]12824[/C][C]Trim Var.[/C][C]3305370[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1791100[/C][C]Range[/C][C]5315[/C][C]Trim Var.[/C][C]1187360[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2266340[/C][C]Range[/C][C]7878[/C][C]Trim Var.[/C][C]1006410[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6667130[/C][C]Range[/C][C]12028[/C][C]Trim Var.[/C][C]2829670[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]21394100[/C][C]Range[/C][C]21695[/C][C]Trim Var.[/C][C]12730700[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=201398&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=201398&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)	507759	Range	3325	Trim Var.	322803
V(Y[t],d=1,D=0)	549507	Range	3721	Trim Var.	315279
V(Y[t],d=2,D=0)	1539490	Range	5874	Trim Var.	922359
V(Y[t],d=3,D=0)	4807800	Range	10122	Trim Var.	3062810
V(Y[t],d=0,D=1)	714309	Range	3871	Trim Var.	416925
V(Y[t],d=1,D=1)	745338	Range	4056	Trim Var.	407897
V(Y[t],d=2,D=1)	2059940	Range	7397	Trim Var.	1070360
V(Y[t],d=3,D=1)	6441950	Range	12824	Trim Var.	3305370
V(Y[t],d=0,D=2)	1791100	Range	5315	Trim Var.	1187360
V(Y[t],d=1,D=2)	2266340	Range	7878	Trim Var.	1006410
V(Y[t],d=2,D=2)	6667130	Range	12028	Trim Var.	2829670
V(Y[t],d=3,D=2)	21394100	Range	21695	Trim Var.	12730700

Figure 1

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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(myx,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

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