Contents

1 蟆曙誤
2 蠍一糾
3 谿瑚襭


1 蟆曙誤 #

  • R蠍磯 る 覿/螳覈,蟾覈蠏/蟲一
  • 一企 一危
  • Windows R [] -> [襴覲蟆] 一危郁 襴襦 覲蟆]

2 蠍一糾 #

螻給(Covariance)
  • 螻給一 螳 覲 ク谿 螻
  • 覲螳 蟯蟯螻襯 覲願鍵 覿 覦覯, るジ 覦覯朱 蟯覿(Correlation) .
  • 螻給 > 0 蟆曙: X螳 貉れ Y螳 貉れ蟇磯, X螳 讌 Y螳 讌 蟆曙
  • 螻給 < 0 蟆曙: X螳 貉れ Y螳 讌蟇磯, X螳 讌 Y螳 貉れ 蟆曙
  • 螻給 = 0 蟆曙: X Y螳 蠏豺煙 蟇磯 覲螳 螻 螳 螳讌 蟆曙
  • 豸′ 磯 螳 殊覩襦 蟯蟯螻 襯 願鍵 覿.
  • 蟯螻 蟯螻 , -1 <= 蟯螻 <= 1
  • 蟯螻 = 螻給(X,Y) / 譴ク谿(X) * 譴ク谿(Y)

螻給壱
  • 襷蠏碁襦 螻給一 企.
  • cov.wt 襯 伎
  • 蟆郁骸
    • $cov 螻給壱
    • $center 螳 伎 蠏
    • $n.obs
    • $cor 蟯螻

> cost.d <-read.table("cost.d", header=T)
> cov.wt(cost.d, cor=T)
$cov
             fuel    repair   capital
fuel    23.013361 12.366395  2.906609
repair  12.366395 17.544111  4.773082
capital  2.906609  4.773082 13.963334

$center
     fuel    repair   capital 
12.218611  8.112500  9.590278 

$n.obs
[1] 36

$cor
             fuel    repair   capital
fuel    1.0000000 0.6154424 0.1621444
repair  0.6154424 1.0000000 0.3049570
capital 0.1621444 0.3049570 1.0000000

蟆郁骸 伎 企慨覃..
  • fule(磯觜), repair(襴觜), capital(覲瑚) 覈 蟯蟯螻襯 螳讌.
  • fule螻 repair 蟯螻 0.62
  • fule螻 capital 蟯螻 0.16
  • repair capital 蟯螻 0.35
  • 蠏碁覩襦 fule(磯觜), repair(襴觜)螳 螳 蟯蟯螻螳 り 覲 .
  • 覲危 蟯螻螳 0.8 伎伎伎 覩瑚 り 覲碁り .

企 襭 蟯螻襯 蠏碁襦 蠍'

> set.seed(2)
> library(mvtnorm)
> x <- rmvnorm(20, sigma=matrix(c(1, 0.98, 0.98, 1), 2))
> x
             [,1]        [,2]
 [1,]  0.62872170  1.05125106
 [2,] -0.61625134 -0.81208810
 [3,]  2.23543105  2.23568460
 [4,]  0.36178518  0.79807392
 [5,] -0.05901189 -0.04696427
 [6,] -1.44903706 -1.81448776
 [7,]  0.85017069  0.81754232
 [8,] -0.56312456 -0.61359221
 [9,]  2.03787185  1.86925931
[10,]  0.07583804  0.13642630
[11,]  0.79101426  0.83645122
[12,]  0.96199934  0.86826634
[13,]  0.37699900  0.58472713
[14,] -0.98481735 -0.87797193
[15,]  0.88841158  0.52652788
[16,] -2.16636324 -1.92376783
[17,] -0.41200937 -0.78035322
[18,] -0.54347793 -0.67618649
[19,]  0.43040268  0.20810378
[20,]  0.17868536  0.08269170
> plot(x[,1], x[,2], xlab="X1", ylab="X2")
rmvnorm01.JPG

3 谿瑚襭 #