version
q ()
ls ()
getwd ()
fn <- function (x) {1 - x^2}
fn (1)
fn (1)
fn (10)
fn (1:10)
xx <- seq (-10, 10, by=0.01)
plot (xx, yy. type = "l", col = "red")
plot (xx, yy, type = "l", col = "red")
xx <- seq (-10, 10, by=0.01)
yy <- fn (xx)
plot (xx, yy, type = "l", col = "red")
fn <- function (x) {1 - (5 - x)^2}
fn <- function (x) {10 - (5 - x)^2}
fn (1:10)
fn <- function (x) {10 - (5 - x)^2}
xx <- seq (-10, 10, by=0.01)
yy <- fn (xx)
plot (xx, yy, type = "l", col = "red")
source('~/.active-rstudio-document', echo=TRUE)
xx <- seq (-10, 15, by=0.01)
yy <- fn (xx)
plot (xx, yy, type = "l", col = "red")
optim (x, fn)
optim (x=0, fn)
optim (0, fn)
v <- optim (0, fn)
v
v <- optim (1, fn)
v
v <- optim (10, fn)
v
v <- optim (4.5, fn)
v
fn <- function (x) {10 - (5 - x)^2}
xx <- seq (-10, 15, by=0.01)
yy <- fn (xx)
plot (xx, yy, type = "l", col = "red")
v <- optim (4.5, fn)
fn <- function (x) {-(10 - (5 - x)^2)}
xx <- seq (-10, 15, by=0.01)
yy <- fn (xx)
plot (xx, yy, type = "l", col = "red")
v <- optim (4.5, fn)
v
fn <- function (a, b, sigma) {a^2 + b^2 + sigma^2}
v <- optim (c(-1, -1, -1), fn)
v
fn <- function (a, b, sigma) {a^2 + b^2 + sigma^2}
v <- optim (c(a=-1, b=-1, sigma=-1), fn)
fn <- function (par) {par[1]^2 + par[2]^2 + par[3]^2}
v <- optim (c(-1, -1, -1), fn)
v
fn <- function (par) {par[1]^2 + par[2]^2 + par[3]^2 + 10}
v <- optim (c(-1, -1, -1), fn)
v
v <- optim (c(-1, -1, -1), fn, control = list (trace=2))
v <- optim (c(-1, -1, -1), fn, control = list (trace=2), lower = c (-10, -10, -10), upper = c (10, 10, 10))
v <- optim (c(-1, -1, -1), fn, control = list (trace=2), lower = c (-10, -10, -10), upper = c (10, 10, 10), method = "L-BFGS-B")
v
v <- optim (c(-1, -1, -1), fn, control = list (trace=1), lower = c (-10, -10, -10), upper = c (10, 10, 10), method = "L-BFGS-B")
v
v <- optim (c(-1, -1, -1), fn, control = list (trace=10), lower = c (-10, -10, -10), upper = c (10, 10, 10), method = "L-BFGS-B")
v
fn <- function (par) {10 + (par - 5)^2}
xx <- seq (-10, 15, by=0.01)
yy <- fn (xx)
plot (xx, yy, type = "l", col = "red")
v <- optim (-4, fn, control = list (trace=2))
v
v <- optim (4, fn, control = list (trace=2))
v
fn <- function (par) {par[1]^2 + par[2]^2 + par[3]^2 + 10}
v <- optim (c(-1, -1, -1), fn, control = list (trace=2), lower = c (-10, -10, -10), upper = c (10, 10, 10), method = "L-BFGS-B")
v
?ses
??ses
install.packages("forecast")
library (forecast)
?ses
setwd("vyuka/MV011/2017/R/")
X <- seq (0, 4, by = 1)
p <- c (1/2, 1/4, 1/8, 1/16, 1/16)
F <- cumsum (p)
data.frame (X, p, F)
f <- function (x) {
f <- ifelse (x >= 0 & x <= 10, 1/5 - x/50, 0)
return (f)
}
F <- function (x) {
F <- x/5 - x^2/100
F[x < 0] <- 0
F[x > 10] <- 1
return (F)
}
x <- seq (-2, 12, by = 0.01)
plot (x, f(x), type = "l", col = "blue", lwd = 2)
plot (x, F(x), type = "l", col = "red", lwd = 2)
abline (v = 5, lty = 2)
abline (h = 0.75, lty = 2)
plot (x, f(x), type = "l", col = "blue", lwd = 2)
indexy <- which (x >= 0 & x <= 5)
polygon (x[c(min(indexy), indexy, max(indexy))], c(0, f(x[indexy]), 0), col = "#FFCC00")
v <- c(1/3, 0, 1/3, 0, 1/3, 0)
p <- matrix (v, 3, 2, dimnames = list (seq (-1, 1), seq (0, 1)))
p
pX <- rowSums (p)
pY <- colSums (p)
FX <- cumsum (pX)
FY <- cumsum (pY)
data.frame (pX, FX)
data.frame (pY, FY)
v <- c(1, 6, 3, 0, 10, 15, 0, 0, 10) / 45
p <- matrix (v, 3, 3, dimnames = list (seq (0, 2), seq (0, 2)))
p
pX <- rowSums (p)
pY <- colSums (p)
FX <- cumsum (pX)
FY <- cumsum (pY)
data.frame (pX, FX)
data.frame (pY, FY)
# F(1,1)
sum (p[1:2, 1:2])
# F(2,1)
sum (p[, 1:2])
# P(x >= 1)
sum (pX[2:3])
fX <- function (w) {
f <- ifelse (w >= 0 & w <= 10, (10 - w) / 50, 0)
return (f)
}
fY <- function (w) {
f <- ifelse (w >= 0 & w <= 10, w / 50, 0)
return (f)
}
w <- seq (-2, 12, by = 0.01)
plot (w, fX(w), type = "l", col = "blue", lwd = 2, ylab = "marg. hustoty pravdepodobnosti")
lines (w, fY(w), col = "blue", lwd = 2, lty = 2)
FX <- function (w) {
F <- (10*w - w^2/2) / 50
F[w < 0] <- 0
F[w > 10] <- 1
return (F)
}
FY <- function (w) {
F <- w^2/100
F[w < 0] <- 0
F[w > 10] <- 1
return (F)
}
plot (w, FX(w), type = "l", col = "blue", lwd = 2, ylab = "marg. distribucni funkce")
lines (w, FY(w), col = "blue", lwd = 2, lty = 2)
1 - FX (4)
lambdaX <- 1
lambdaY <- 1/2
w <- 2
1 - pexp (w, rate = lambdaX)
(1 - pexp (w, rate = lambdaX)) * (1 - pexp (w, rate = lambdaY))
pexp (w, rate = lambdaX) * (1 - pexp (w, rate = lambdaY)) +
(1 - pexp (w, rate = lambdaX)) * pexp (w, rate = lambdaY)
1 - pexp (w, rate = lambdaX) * pexp (w, rate = lambdaY)
20 * 8 - 8**2
20 * 3 - 3**2
96 - 51
500 / 150
50 / 15
