matplotlib
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.
import matplotlib.pyplot as plt
import numpy as np
x = np.linspace(0, 2, 100)
y = np.sin(x - 2) ** 2 * np.e ** (- x ** 2)
plt.figure()
plt.plot(x, y, 'r')
plt.xlabel('x')
plt.ylabel('f(x)')
plt.title('f(x) = sin²(x−2)e^(−x²)')
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), 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
X = np.random.normal(5, 5, [20, 10])
b = np.random.normal(2, 1, [10, 1])
z = np.random.normal(0, 1, [20, 1])
y = np.dot(X, b) + z
b_est = np.array(np.linalg.lstsq(X, y, rcond = -1)[0])
x = np.arange(0, 10)
plt.figure()
plt.scatter(x, b, c = 'r', marker = 'x', label = '$true$')
plt.scatter(x, b_est, c = 'b', marker = 'o', label = '$estimated$')
plt.xlabel('index')
plt.ylabel('value')
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.
import matplotlib.pyplot as plt
import numpy as np
import scipy.stats as sts
data = np.random.normal(loc = 0, scale = 5.0, size = 10000)
plt.hist(data, bins=25, density=True, color='b')
kernel = sts.gaussian_kde(data)
x = np.linspace(-10, 10, 10000)
plt.plot(x, kernel(x), 'r')
plt.show()
运行结果: