30 lines
1011 B
Matlab
30 lines
1011 B
Matlab
set( 0, 'DefaultTextFontSize', 22.0 );
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set( 0, 'DefaultAxesFontSize', 22.0 );
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n = 10000;
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x = 1.0*randn( n, 1 );
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z = 1.0*randn( n, 1 );
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for r=-1:0.2:1
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y = r*x + sqrt(1.0-r^2.0)*z;
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cv = cov( x, y );
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cr = corrcoef( x, y );
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scatter( x, y, 'filled', 'MarkerEdgeColor', 'white' );
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xlabel( 'x' );
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ylabel( 'y' );
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text( 0.05, 0.9, sprintf( 'r = %.2f', r ), 'Units', 'normalized' )
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text( 0.05, 0.8, sprintf( 'cor = %.2f %.2f', cr(1,1), cr(1,2) ), 'Units', 'normalized' )
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text( 0.05, 0.7, sprintf( 'cov = %.2f %.2f', cv(1,1), cv(1,2) ), 'Units', 'normalized' )
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waitforbuttonpress;
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end
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y = x.^2.0 + 0.5*z;
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cv = cov( x, y );
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cr = corrcoef( x, y );
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scatter( x, y, 'filled', 'MarkerEdgeColor', 'white' );
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xlabel( 'x' );
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ylabel( 'y' );
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text( 0.05, 0.9, sprintf( 'x^2', r ), 'Units', 'normalized' )
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text( 0.05, 0.8, sprintf( 'cor = %.2f %.2f', cr(1,1), cr(1,2) ), 'Units', 'normalized' )
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text( 0.05, 0.7, sprintf( 'cov = %.2f %.2f', cv(1,1), cv(1,2) ), 'Units', 'normalized' )
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