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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 07 Dec 2016 17:09:39 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/07/t14811272153fffknf6zy6umvg.htm/, Retrieved Tue, 07 May 2024 23:48:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298231, Retrieved Tue, 07 May 2024 23:48:14 +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)

-       [Variance Reduction Matrix] [N2323] [2016-12-07 16:09:39] [8263efc94e08b372ab727a2b95bd56b1] [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	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298231&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298231&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298231&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	Big Analytics Cloud Computing Center

Variance Reduction Matrix
V(Y[t],d=0,D=0)	399629	Range	2041	Trim Var.	321918
V(Y[t],d=1,D=0)	660.457	Range	136	Trim Var.	396.509
V(Y[t],d=2,D=0)	849.991	Range	159	Trim Var.	488.268
V(Y[t],d=3,D=0)	2438.03	Range	301	Trim Var.	1347.52
V(Y[t],d=0,D=1)	29480.9	Range	729	Trim Var.	17764.6
V(Y[t],d=1,D=1)	1520.09	Range	177	Trim Var.	988.168
V(Y[t],d=2,D=1)	1850.53	Range	242	Trim Var.	987.074
V(Y[t],d=3,D=1)	5139.49	Range	466	Trim Var.	3035.37
V(Y[t],d=0,D=2)	33304.5	Range	832	Trim Var.	21995.3
V(Y[t],d=1,D=2)	4411.55	Range	301	Trim Var.	2879.51
V(Y[t],d=2,D=2)	5168.43	Range	398	Trim Var.	2841.23
V(Y[t],d=3,D=2)	13639.4	Range	717	Trim Var.	7506.61

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 399629 & Range & 2041 & Trim Var. & 321918 \tabularnewline
V(Y[t],d=1,D=0) & 660.457 & Range & 136 & Trim Var. & 396.509 \tabularnewline
V(Y[t],d=2,D=0) & 849.991 & Range & 159 & Trim Var. & 488.268 \tabularnewline
V(Y[t],d=3,D=0) & 2438.03 & Range & 301 & Trim Var. & 1347.52 \tabularnewline
V(Y[t],d=0,D=1) & 29480.9 & Range & 729 & Trim Var. & 17764.6 \tabularnewline
V(Y[t],d=1,D=1) & 1520.09 & Range & 177 & Trim Var. & 988.168 \tabularnewline
V(Y[t],d=2,D=1) & 1850.53 & Range & 242 & Trim Var. & 987.074 \tabularnewline
V(Y[t],d=3,D=1) & 5139.49 & Range & 466 & Trim Var. & 3035.37 \tabularnewline
V(Y[t],d=0,D=2) & 33304.5 & Range & 832 & Trim Var. & 21995.3 \tabularnewline
V(Y[t],d=1,D=2) & 4411.55 & Range & 301 & Trim Var. & 2879.51 \tabularnewline
V(Y[t],d=2,D=2) & 5168.43 & Range & 398 & Trim Var. & 2841.23 \tabularnewline
V(Y[t],d=3,D=2) & 13639.4 & Range & 717 & Trim Var. & 7506.61 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298231&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]399629[/C][C]Range[/C][C]2041[/C][C]Trim Var.[/C][C]321918[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]660.457[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]396.509[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]849.991[/C][C]Range[/C][C]159[/C][C]Trim Var.[/C][C]488.268[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2438.03[/C][C]Range[/C][C]301[/C][C]Trim Var.[/C][C]1347.52[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]29480.9[/C][C]Range[/C][C]729[/C][C]Trim Var.[/C][C]17764.6[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1520.09[/C][C]Range[/C][C]177[/C][C]Trim Var.[/C][C]988.168[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1850.53[/C][C]Range[/C][C]242[/C][C]Trim Var.[/C][C]987.074[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5139.49[/C][C]Range[/C][C]466[/C][C]Trim Var.[/C][C]3035.37[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]33304.5[/C][C]Range[/C][C]832[/C][C]Trim Var.[/C][C]21995.3[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]4411.55[/C][C]Range[/C][C]301[/C][C]Trim Var.[/C][C]2879.51[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5168.43[/C][C]Range[/C][C]398[/C][C]Trim Var.[/C][C]2841.23[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]13639.4[/C][C]Range[/C][C]717[/C][C]Trim Var.[/C][C]7506.61[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298231&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298231&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)	399629	Range	2041	Trim Var.	321918
V(Y[t],d=1,D=0)	660.457	Range	136	Trim Var.	396.509
V(Y[t],d=2,D=0)	849.991	Range	159	Trim Var.	488.268
V(Y[t],d=3,D=0)	2438.03	Range	301	Trim Var.	1347.52
V(Y[t],d=0,D=1)	29480.9	Range	729	Trim Var.	17764.6
V(Y[t],d=1,D=1)	1520.09	Range	177	Trim Var.	988.168
V(Y[t],d=2,D=1)	1850.53	Range	242	Trim Var.	987.074
V(Y[t],d=3,D=1)	5139.49	Range	466	Trim Var.	3035.37
V(Y[t],d=0,D=2)	33304.5	Range	832	Trim Var.	21995.3
V(Y[t],d=1,D=2)	4411.55	Range	301	Trim Var.	2879.51
V(Y[t],d=2,D=2)	5168.43	Range	398	Trim Var.	2841.23
V(Y[t],d=3,D=2)	13639.4	Range	717	Trim Var.	7506.61

Figure 1

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Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 1 ; par4 = 1 ;

Parameters (R input):

par1 = 12 ;

R code (references can be found in the software module):

par1 <- as.numeric(par1)
n.orig <- length(x)
x <- na.omit(x)
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)
if(n.orig!=n) {
a<-table.row.start(a)
a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F)
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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