Exercise 11.1: Plotting a function Plot the function
f(x) = sin2(x−2)e−x2 over the interval [0,2]. Add proper axis labels, a title, etc.
f(x) = sin2(x−2)e−x2 over the interval [0,2]. Add proper axis labels, a title, etc.
import numpy as np
import matplotlib.pyplot as plt
x = np.linspace(0, 2, 50)
y = np.square(np.sin(x - 2)) * np.exp(-x * x)
plt.figure(num = 'Execise 11.1')
plt.plot(x, y)
plt.title('f(x) = sin2(x-2)e-x2')
plt.xlabel('x')
plt.ylabel('y')
plt.show()
运行结果:
![](https://i-blog.csdnimg.cn/blog_migrate/971ae7728e3b37b171698c18082e776c.png)
Exercise 11.2: Data Create a data matrix X with 20 observations of 10 variables. Generate a vector b with parameters Then generate the response vector y = Xb+z where z is a vector with standard normally distributed variables.
Now (by only using y and X), find an estimator for b, by solving
ˆ b = argmin b kXb−yk2
Plot the true parameters b and estimated parameters ˆ b. See Figure 1 for an example plot.
Now (by only using y and X), find an estimator for b, by solving
ˆ b = argmin b kXb−yk2
Plot the true parameters b and estimated parameters ˆ b. See Figure 1 for an example plot.
import matplotlib.pyplot as plt
import numpy as np
import random
X = np.random.randn(20, 10)*random.randint(1, 10)
z = np.random.normal(0, 1, size=(20, 1))
b1 = np.random.rand(10, 1)
y = np.dot(X, b1) + z
x = np.linspace(-1, 1, 10)
b2 = np.array(np.linalg.lstsq(X, y, rcond=-1)[0])
plt.scatter(x, b1, c='r', marker='x', label="True b")
plt.scatter(x, b2, c='b', marker='o', label='Estimated b')
plt.xlabel('index')
plt.ylabel('value')
plt.title('Execise 11.2 -- Figure 1: Parameter plot')
plt.legend()
plt.show()
运行结果:
![](https://i-blog.csdnimg.cn/blog_migrate/b81cb7c966a7a8a2ca4b3bc9eca18f38.png)
Exercise 11.3: Histogram and density estimation Generate a vector z of 10000 observations from your favorite exotic distribution. Then make a plot that shows a histogram of z (with 25 bins), along with an estimate for the density, using a Gaussian kernel density estimator (see scipy.stats). See Figure 2 for an example plot.
import numpy as np
import matplotlib.pyplot as plt
from scipy import stats
z = np.random.normal(100, 50, 10000)
kernel = stats.gaussian_kde(z)
ind = np.linspace(-100,300,1000)
plt.hist(z, 25,rwidth=0.8,density = True)
plt.plot(ind, kernel.evaluate(ind), label='kde')
plt.title('Execise 11.3 -- Figure 2: Histogram')
plt.show()
运行结果:
![](https://i-blog.csdnimg.cn/blog_migrate/03aca48d5c64edcacfbf43f6517a898c.png)