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| str_hodnota = function(v, p) | |
| { | |
| sum(v * p); | |
| } | |
| rozptyl = function(v, p) | |
| { | |
| str_hodnota(v ** 2, p) - str_hodnota(v, p) ** 2 | |
| } | |
| var_koeficient = function(v, p) | |
| { | |
| sqrt(rozptyl(v, p)) / abs(str_hodnota(v, p)) | |
| } | |
| kovariance = function(x, y, p_x, p_y, pmat) | |
| { | |
| ex = str_hodnota(x, p_x) | |
| ey = str_hodnota(y, p_y) | |
| size = dim(pmat) | |
| eproduct = 0 | |
| for (i in seq(size[1])) | |
| { | |
| eproduct = eproduct + sum(x[i] * y * pmat[i,]) | |
| } | |
| eproduct - ex * ey | |
| } | |
| # 1.a | |
| 0.1 | |
| # 1.b | |
| 0.15 | |
| # 1.c | |
| 0.4 | |
| # 1.d | |
| 0.2 | |
| # 1.e | |
| 15/45 | |
| # 1.f | |
| x = c(-1,0,1) | |
| p_x = c(0.3,0.25,0.35) | |
| y = c(1,2,3) | |
| p_y = c(0.3,0.25,0.45) | |
| # 1.g | |
| 0.2 | |
| # 1.h | |
| ex = str_hodnota(x, p_x) | |
| dx = rozptyl(x, p_y) | |
| ox = sqrt(dx) | |
| # 1.i | |
| ey = str_hodnota(y, p_y) | |
| dy = rozptyl(y, p_y) | |
| oy = sqrt(dy) | |
| # 1.j | |
| pmat = matrix(c( | |
| 0.15,0.05,0.1, | |
| 0.1,0.1,0.15, | |
| 0.05,0.1,0.2 | |
| ), nrow=3, ncol=3, byrow=TRUE) | |
| cov = kovariance(x, y, p_x, p_y, pmat) | |
| kor = cov / sqrt(dx * dy) |
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