田茂再《多元统计分析 》书中代码汇总Word格式文档下载.docx
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ylab="
EstimatedandnormalDensity"
main="
AsymptoticDistribution,
N=5"
col="
blue"
xlim=c(-2,2))
par(new=TRUE)
dat=rnorm(100000,0,1/2)
plot(density(dat),col="
red"
"
axes=FALSE)
1.6厚尾分布
curve(dnorm(x),-5,5,xlab="
X"
ylab="
Y"
distributioncomparison"
xaxp=c(-5,5,2),ylim=c(0,0.4),col="
)
curve(dcauchy(x,0,1),-5,5,add=TRUE,xaxp=c(-5,5,2),ylim=c(0,0.4),col="
legend("
topright"
c("
Gaussian"
"
Cauchy"
),pch=c(16,16),col=c("
text.col=c("
),bty="
n"
abline(v=c(-2,-1,1,2))
text(-2.1,0.39,"
-2f"
adj=c(0,-0.1))
text(-1.1,0.39,"
-f"
text(0.9,0.39,"
f"
text(1.9,0.39,"
2f"
1.6.1广义双曲分布
library(Runuran)
#为广义双曲分布产生分布函数目标
distr1<
-udghyp(lambda=0.5,alpha=1,beta=0,delta=1,mu=0)
#制造生成器目标;
利用PINV(逆)方法
gen1<
-pinvd.new(distr1)
#产生大小为10000的样本
x1<
-ur(gen1,10000)
#概率密度函数
dx1<
-ud(gen1,x1)
#累积分布函数
fx1<
-up(gen1,x1)
o1=order(x1)
#为HYD产生分布目标
distr2<
-udghyp(lambda=1,alpha=1,beta=0,delta=1,mu=0)
gen2<
-pinvd.new(distr2)
x2<
-ur(gen2,10000)
dx2<
-ud(gen2,x2)
fx2<
-up(gen2,x2)
o2=order(x2)
#画图
op<
-par(mfrow=c(1,2))
plot(sort(x1),dx1[o1],type="
main="
pdfofGH,HYPandNIC"
xlim=c(-5,5),
xaxp=c(-5,5,2),ylim=c(0,0.52),col="
black"
lines(sort(x2),dx2[o2],type="
lines(sort(x3),dx2[o3],type="
GH"
NIC"
HYP"
),pch=c(16,16,16),
col=c("
),text.col=c("
"
plot(sort(x1),fx1[o1],type="
cdfofGH,HYPandNIC"
xlim=c(-5,5),xaxp=
c(-5,5,2),ylim=c(0,1),col="
lines(sort(x2),fx2[o2],type="
lines(sort(x3),fx2[o3],type="
topleft"
NIG"
),pch=c(16,16,16),col=
c("
),
bty="
par(op)
1.6.2学生t分布
图1-5
curve(dt(x,3),-5,5,xlab="
pdfoft-distribution"
xaxp=c(-5,5,2),ylim=c(0,0.42),col="
curve(dt(x,6),-5,5,add=TRUE,xaxp=c(-5,5,2),ylim=c(0,0.42),col="
curve(dt(x,30),-5,5,add=TRUE,xaxp=c(-5,5,2),ylim=c(0,0.42),col="
t3"
t6"
t30"
),pch=c(16,16,16),col=c("
curve(pt(x,3),-5,5,xlab="
cdfoft-distribution"
xaxp=c(-5,5,2),ylim=c(0,1),col="
curve(pt(x,6),-5,5,add=TRUE,xaxp=c(-5,5,2),ylim=c(0,1),col="
curve(pt(x,30),-5,5,add=TRUE,xaxp=c(-5,5,2),ylim=c(0,1),col="
图1-6
curve(dt(x,1),2.6,3.8,xlab="
tailcomparison-t-distribution"
xaxp=c(3,3.5,1),ylim=c(0,0.04),col="
curve(dt(x,3),2.6,3.8,add=TRUE,xaxp=c(3,3.5,1),ylim=c(0,0.04),col="
curve(dt(x,9),2.6,3.8,add=TRUE,xaxp=c(3,3.5,1),ylim=c(0,0.04),col="
curve(dt(x,45),2.6,3.8,add=TRUE,xaxp=c(3,3.5,1),ylim=c(0,0.04),col="
deeppink"
curve(dnorm(x),2.6,3.8,add=TRUE,xaxp=c(3,3.5,1),ylim=c(0,0.04),col="
grey"
points(x=3.2,y=dt(3.2,1),cex=0.8,pch=1,col="
text(x=3.21,y=dt(3.2,1),"
t1"
cex=0.8,col="
points(x=3.2,y=dt(3.2,3),cex=1,pch=1,col="
text(x=3.21,y=dt(3.2,3),"
points(x=3.2,y=dt(3.2,9),cex=1,pch=1,col="
text(x=3.21,y=dt(3.2,9),"
t9"
points(x=3.2,y=dt(3.2,45),cex=1,pch=1,col="
text(x=3.21,y=dt(3.2,45),"
t45"
points(x=3.2,y=dnorm(3.2),cex=1,pch=1,col="
text(x=3.21,y=0,"
curve((abs(x))^(-2),1.2,1.5,xlab="
tailcomparison-approximation"
xaxp=c(1.2,1.5,6),ylim=c(0,0.7),col="
curve((abs(x))^(-4),1.2,1.5,add=TRUE,xaxp=c(1.2,1.5,6),ylim=c(0,0.7),col="
curve((abs(x))^(-10),1.2,1.5,add=TRUE,xaxp=c(1.2,1.5,6),ylim=c(0,0.7),col="
points(x=1.35,y=(abs(1.36))^(-2),cex=0.8,pch=1,col="
text(x=1.36,y=(abs(1.35))^(-2),"
points(x=1.35,y=(abs(1.36))^(-4),cex=1,pch=1,col="
points(x=1.35,y=(abs(1.36))^(-10),cex=1,pch=1,col="
text(x=1.36,y=(abs(1.35))^(-10),"
1.6.3拉普拉斯分布
#为拉普拉斯分布产生分布函数目标
-udlaplace(location=0,scale=1)
#密度
-udlaplace(location=0,scale=1.5)
-ud(gen2,x