Matplotlib
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.
代码
import numpy as np
import matplotlib.pyplot as plt
x = np.linspace(0, 2, 20)
y = np.power(np.sin(x-2), 2) * np.exp(-1*(x**2))
plt.plot(x, y)
plt.xlabel('x')
plt.ylabel('y')
plt.title("Exercise 11.1")
plt.show()
运行结果:
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), nd an estimator for b, by solving
^b = arg min||Xb-y||2
b
Plot the true parameters b and estimated parameters ^b. See Figure 1 for an example plot.
代码:
import numpy as np
import matplotlib.pyplot as plt
import scipy.optimize
X = np.random.rand(20, 10)
b = np.random.rand(10, 1)
z = np.random.normal(0, 1, (20, 1))
y = np.dot(X, b) + z
I = np.dot(X.T, X)
I = np.linalg.inv(I)
A = np.dot(I, X.T)
b_ = np.dot(A, y)
x = np.arange(0,10)
plt.scatter(x, b, c='b', marker = 'o')
plt.scatter(x, b_, c='r', marker = 'x')
plt.legend(['True cofficients', 'Estimated cofficients'])
plt.xlabel('index')
plt.ylabel('value')
plt.title('Exercise 11.2:')
plt.show()
运行结果:
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.
代码:
import numpy as np
import matplotlib.pyplot as plt
import scipy.stats
z = np.random.normal(0, 1.0, 10000)
plt.hist(z , bins=25, color='b', edgecolor="black", density = True)
kernel = scipy.stats.gaussian_kde(z)
x = np.linspace(-4, 4, 10000)
plt.plot(x, kernel(x), 'k')
plt.show()
运行结果: