Exercise 11.1: Plotting a function Plot the function f(x) = sin^2(x−2)e^−x2 over the interval [0,2]. Add proper axis labels, a title, etc.
import matplotlib.pyplot as plt
import numpy as np
import math
x = np.linspace(0, 2, 500)
y = [(math.sin(i-2)**2)*np.exp(-i**2) for i in x]
plt.plot(x,y)
plt.show()
结果:
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
Plot the true parameters b and estimated parameters ˆb. See Figure 1 for an example plot
(本题可使用法方程方法求解最小二乘问题)
import matplotlib.pyplot as plt
import numpy as np
import math
X = np.random.rand(20, 10)
b = np.random.rand(10, 1)
z = np.random.normal(size = 20).reshape(20, 1)
print(z)
y = np.dot(X, b) + z
eb = np.dot(np.dot(np.linalg.inv(np.dot(X.T, X)), X.T), y)
plt.plot(b, 'ro', eb, 'bx')
plt.legend(['True coefficients', 'Estimate coefficients'])
plt.xlabel("index")
plt.ylabel("value")
plt.show()
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 matplotlib.pyplot as plt
import numpy as np
import scipy.stats as ss
z = sorted(np.random.randn(10000))
kernel = ss.gaussian_kde(z)
plt.hist(z, 25, normed=True)
plt.plot(z, kernel.pdf(z))
plt.show()