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Detalhes da oferta da disciplina
Scripts, notas e documentos
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Avaliações
Discussão

CE-083: Estatística Computacional II

"The purpose of computing is insight, not numbers." (Richard Hamming)

Detalhes da oferta da disciplina

Professor: Walmes Marques Zeviani, (LEG: Laboratório de Estatística e Geoinformação)
Curso: Estatística.
Período: 2014/2.
Local: LABEST LAB C.
Horário: Segunda 20h45-22h00 e Quarta 19:00-20:30h.
Atendimento: Segunda, 19:00-20:30h.

Scripts, notas e documentos

##-----------------------------------------------------------------------------
 
require(bbmle)
 
##-----------------------------------------------------------------------------
 
y <- rnorm(100, mean=0, sd=1)
crt <- 1.5
r <- y<crt
y[!r] <- crt
r <- as.integer(r)
plot(ecdf(y))
table(r)
 
ll <- function(theta, y, r){
    ys <- split(y, r)
    ll1 <- dnorm(ys[["1"]],
                 mean=theta[1],
                 sd=exp(theta[2]),
                 log=TRUE)
    ll2 <- pnorm(ys[["0"]],
                 mean=theta[1],
                 sd=exp(theta[2]),
                 lower.tail=FALSE,
                 log=TRUE)
    ll12 <- sum(ll1)+sum(ll2)
    ## Tem que retornar o negativo da soma. A mle2() minimiza.
    return(-ll12)
}
 
##-----------------------------------------------------------------------------
## Estimação com a bbmle.
 
parnames(ll) <- c("mu", "lsigma")
m0 <- mle2(minuslogl=ll, start=list(mu=0, lsigma=log(1)),
           vecpar=TRUE, data=list(y=y, r=r), method="BFGS")
 
coef(m0)
summary(m0)
ci <- confint(m0, method="quad")
ci
 
htheta <- coef(m0)
logL <- c(logLik(m0))
 
##-----------------------------------------------------------------------------
 
llv <- Vectorize(
    FUN=function(th1, th2, y, r){
        -ll(c(th1, th2), y=y, r=r)
    },
    vectorize.args=c("th1", "th2"))
 
th1 <- seq(-0.4, 0.4, l=30)
th2 <- seq(-0.1, 0.4, l=30)
 
lla <- outer(th1, th2, llv, y=y, r=r)
 
contour(th1, th2, lla,
        xlab=expression(mu),
        ylab=expression(log(sigma)))
abline(v=htheta[1], h=htheta[2], lty=2)
contour(th1, th2, lla, add=TRUE,
        levels=(logL-0.5*qchisq(0.95, df=length(htheta))),
        col=2)
abline(v=ci[1,], h=ci[2,], lty=3, col=2)
 
plot(profile(m0))
 
 
##--------------------------------------------
## Implementação conforme sugestão do Wikipedia.
 
require(rootSolve)
 
n <- rbinom(1, size=200, p=0.8)
y <- c(rpois(n, lambda=exp(2)), rep(0, 200-n))
length(y)
 
barx <- mean(y)
p <- sum(y==0)/length(y)
 
f <- function(lambda, L){
    L$barx*(1-exp(-lambda))-lambda*(1-L$p)
}
 
L <- list(barx=barx, p=p)
gradient(f, x=2, L=L)
 
curve(f(x, L=L), 0, 15); abline(h=0)
 
## Newton-Raphson.
maxiter <- 50; i <- 1          ## Número máximo de iterações e contador.
tol <- 1e-5; error <- 100*tol  ## Tolerância e erro inicial.
theta <- matrix(NA, nrow=1, ncol=1)
theta[1,] <- barx
while(i <= maxiter & error>tol){
    theta <- rbind(theta, rep(NA,1))
    G <- f(theta[i,], L)
    H <- gradient(f=f, x=theta[i,], L=L)
    theta[i+1,] <- theta[i,]-solve(H)%*%G
    error <- sum(abs((theta[i+1,]-theta[i,])/theta[i+1,]))
    i <- i+1
    ## print(c(theta[i,], G))
    print(cbind(H, G, theta[i,]))
}
 
lam <- theta[i,]        ## Estimativa do lambda.
pii <- 1-barx/theta[i,] ## Estimativa do pi.
 
##-----------------------------------------------------------------------------
## Vendo os contornos da verossimilhança.
 
llmax <- ll(th=c(log(pii/(1-pii)), log(lam)), y=y)
 
th1 <- seq(-7, 5, l=50)
th2 <- seq(-1, 4, l=50)
lla <- outer(th1, th2, llv, y=y)
 
contour(th1, th2, lla,
        ## levels=seq(from=llmax-30, to=llmax, by=10),
        nlevels=20,
        xlab="theta1: logit(p)",
        ylab="theta2: log(lambda)")
abline(v=log(pii/(1-pii)), h=log(lam), col=2)

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Avaliações

Trabalho 1: Geração de números aleatórios;

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Laser Hair Removal Service is the perfect solution for those seeking a more permanent solution to their unwanted body hair. With its advanced laser technology, this service provides long-term results that cannot be achieved by shaving or waxing. https://ardorlaserandskincare.com/hair-removal/

henry, 2023/06/07 13:10

Whether you're looking for something rustic or contemporary, you can rest assured there's a property just right for you. With our unique ability to see beyond the surface and discern the future potential of each residence, we'll help you make the best decision possible when searching for Windermere BC Homes for Sale. https://www.lilliangrant.ca/windermere

kolyana, 2023/06/07 13:09

Shawarma is a Middle Eastern dish which is made of meat cuts roasted over wood on vertical rotisseries called Shawarma Grills. Halal Shawarma is preparing lamb and chicken shawarma in two different styles: Classic and Falafel style. Both are prepared using superior quality local and organic ingredients with hummus, vegetables, cucumber yogurt sauces and wheat buns baked fresh every day to ensure maximum taste and satisfaction. https://imperialshawarma.ca/

sara, 2023/06/07 13:08

Jessica Michaels, is a Certified Neurodiversity Speaker. With 10 years of experience in Health and Fitness, she has witnessed her verbally abusive clients change careers several times. The best coaching for individual potential happens as an authentic collaboration between coach and client/athlete. https://coachjessicamichaels.com/neurodiversity-speaker/

kolter jorj, 2023/06/07 13:08

With their ease of use, effectiveness, and delicious flavors, CBD gummies Canada are a popular choice for those seeking natural wellness solutions. https://www.cbdemporiumcanada.com/edibles

henry coltar, 2023/06/07 13:07

A wood fence Ottawa offers a timeless and natural charm to properties. With its warm and inviting aesthetics, it seamlessly blends with the surrounding environment. https://commencefence.com/wood/

henry, 2023/06/07 11:32

Donor Appreciation plays a pivotal role in recognizing and acknowledging the invaluable contributions of individuals and organizations that support various causes. https://lusens.com/donor-recognition-walls/

kolyana, 2023/06/07 11:31

SEARCH CA - Directory of Muslim Owned Businesses are the most effective method to market your business locally. For more than 20 years, BLS Canada has been helping businesses of all types and sizes to promote their products and services in a cost effective and efficient manner. Our sites have literally given us a platform to launch our business with integrity on and grow it at an amazing rate of speed. We have done what so many other advertising programs claim they will do for you. https://aghaslist.com/

sara, 2023/06/07 11:31

Embossing Machines are perfect for making hard enamel, metallic and opal effects on projects such as birthday party invitations, thank you cards and event tickets. Thermal ink is easily prepped with these versatile tools allowing for quick and easy make up of images or text from a computer, camera or phone. https://www.shortorderproducts.com/product-category/embossing/embossing-machines/

kolter jorj, 2023/06/07 11:30

If you want someone who is dedicated to your protection, look no further than Sydney based security guard company Residential Security Guard. Situated just 25km from the CBD at Homebush, this professional and motivated team are eager to protect buildings around the clock, 365 days a year. With ample experience under their belt this team has consistently shown diligence in both physical and protective barriers. They know that customers depend on them for peace of mind whether there's a construction zone or car park extending out over time, Residential Security Guard are up for the challenge. https://fenixsecurityservice.com/residential-security-guard-services-cape-coral-fl/

henry coltar, 2023/06/07 11:29

Are you seeking a better way to manage your business operations? Look no further than Best Cabinet Refinishing Mississauga Service, an easy to set up and operate bar services company that will take care of all your beverage service needs. From event - based as well as full - time business setups in Burnaby BC, our exceptional staff has years of industry experience behind them. We've also made it super simple for you to get started with the Launch App on your phone or tablet. You just need to download the app to start booking parties, events and special occasions immediately. https://kitchenmadenew.com/services/cabinet-refacing/

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