Nothing
require(distrEx)
options("newDevice"=TRUE)
## by M. Kohl
## slightly modified by P.R. [for more recent versions of our packages]
###############################################################################
## Class: PrognCondition
## condition in case of the simple prognose model
## y = x + u
## i.e., conditioning by realizations of y
###############################################################################
D1 <- PrognCondDistribution(Error = Td(1))
D2 <- PrognCondDistribution(Error = Td(3))
D3 <- PrognCondDistribution(Error = ConvexContamination(Norm(), Norm(4,1), size=0.1))
D4 <- PrognCondDistribution(Error = ConvexContamination(Norm(), Norm(0,9), size=0.1))
D5 <- PrognCondDistribution(Error = ConvexContamination(Norm(), Norm(0,9), size=0.2))
y <- seq(from = 0, to = 8, length = 100)
## posterior mean
f <- function(y, e1){ E(e1, fun = function(x){x[1]}, cond = y) }
## dauert etwas ...
system.time(erg1 <- sapply(y, f, D1)) # ca. 8 sec.
system.time(erg2 <- sapply(y, f, D2)) # ca. 8 sec.
system.time(erg3 <- sapply(y, f, D3)) # ca. 80 sec.
system.time(erg4 <- sapply(y, f, D4)) # ca. 80 sec.
system.time(erg5 <- sapply(y, f, D5)) # ca. 80 sec.
## posterior modus
post.mod <- function(cond, e1) {
optimize(f = d(e1), interval = c(q.l(e1)(1e-3, cond),
q.l(e1)(1e-3, cond, lower.tail = FALSE)),
tol = .Machine$double.eps^0.25, maximum = TRUE, cond = cond)$maximum
}
D0 <- PrognCondDistribution()
## takes some time
system.time(perg0 <- sapply(y, post.mod, D0)) # ca. 0.5 sec.
system.time(perg1 <- sapply(y, post.mod, D1)) # ca. 0.8 sec.
system.time(perg2 <- sapply(y, post.mod, D2)) # ca. 0.6 sec.
system.time(perg3 <- sapply(y, post.mod, D3)) # ca. 65 sec.
system.time(perg4 <- sapply(y, post.mod, D4)) # ca. 65 sec.
system.time(perg5 <- sapply(y, post.mod, D5)) # ca. 65 sec.
## plot
plot(y, 0.5*y, type = "l")
lines(y, erg1, col = "red")
lines(y, erg2, col = "blue")
lines(y, erg3, col = "orange")
lines(y, erg4, col = "darkgreen")
lines(y, erg5, col = "darkred")
title("Posterior Mean")
windows()
plot(y, perg0, type = "l", ylim = c(-0.5, 4))
lines(y, perg1, col = "red")
lines(y, perg2, col = "blue")
lines(y, perg3, col = "orange")
lines(y, perg4, col = "darkgreen")
lines(y, perg5, col = "darkred")
title("Posterior Modus")
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.