20 lines
436 B
Matlab
20 lines
436 B
Matlab
n = 1000;
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x = 2.0*randn(n, 1);
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z = 3.0*randn(n, 1);
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rs = [-1.0:0.25:1.0];
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for k = 1:length(rs)
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r = rs(k);
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y = r*x + sqrt(1.0-r^2)*z;
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r
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cv = cov([x y])
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corrcoef([x y])
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subplot(3, 3, k)
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scatter(x, y, 'filled', 'MarkerEdgeColor', 'white')
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title(sprintf('r=%g', r))
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xlim([-10, 10])
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ylim([-20, 20])
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text(-8, -15, sprintf('cov(x,y)=%.2f', cv(1, 2)))
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end
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savefigpdf(gcf, 'covariance.pdf', 20, 20);
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