基于r软件的二维正态分布密度函数图的构建程序.docVIP

基于r软件的二维正态分布密度函数图的构建程序 # 基于R软件的二维正态分布密度函数图的构建程序 mu1-0 # setting the expected value of x1 mu2-0 # setting the expected value of x2 s11-10 # setting the variance of x1 s12-15 # setting the covariance between x1 and x2 s22-10 # setting the variance of x2 rho-0.5 # setting the correlation coefficient between x1 and x2 x1-seq(-10,10,length=41) # generating the vector series x1 x2-x1 # copying x1 to x2 # f-function(x1,x2){ term1 - 1/(2*pi*sqrt(s11*s22*(1-rho^2))) term2 - -1/(2*(1-rho^2)) term3 - (x1-mu1)^2/s11 term4 - (x2-mu2)^2/s22 term5 - -2*rho*((x1-mu1)*(x2-mu2))/(sqrt(s11)*sqrt(s22)) term1*exp(term2*(term3+term4-term5)) } # setting up the function of the multivariate normal density # z-outer(x1,x2,f) # calculating the density values # persp(x1, x2, z, main=Two dimensional Normal Distribution, sub=expression(italic(f)~(bold(x))==frac(1,2~pi~sqrt(sigma[11]~ sigma[22]~(1-rho^2)))~phantom(0)~exp~bgroup({, list(-frac(1,2(1-rho^2)), bgroup([, frac((x[1]~-~mu[1])^2, sigma[11])~-~2~rho~frac(x[1]~-~mu[1], sqrt(sigma[11]))~ frac(x[2]~-~mu[2],sqrt(sigma[22]))~+~ frac((x[2]~-~mu[2])^2, sigma[22]),])),})), col=lightgreen, theta=45, phi=20, r=50, d=0.1, expand=0.5, ltheta=90, lphi=180, shade=0.75, ticktype=detailed, nticks=5) # produces the 3-D plot # adding a text line to the graph mtext(expression(list(mu[1]==0,mu[2]==0,sigma[11]==10,sigma[22]==10,sigma[12]==15,rho== 0.5)), side=3)