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# Trabalho realizado por | ||
# - Plancha, A.; CDC2; 105289 | ||
# - Botas , J.; CDC1; 104782 | ||
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# Packages | ||
library(tidyverse) | ||
library(conflicted) | ||
library(gridExtra) | ||
library(ggplot2) | ||
library(cowplot) | ||
# Seed | ||
set.seed(2023) | ||
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######################## Exercício 1 ####################################### | ||
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dtriang <- function(x, a = 0, b = 1, c= 0.5) { | ||
# a -> min, b -> max, c -> mode | ||
data.table::fcase( | ||
x < a | x > b , 0, | ||
x <= c , 2 * (x - a) / ((b - a) * (c - a)), | ||
x > c , 2 * (b - x) / ((b - a) * (b - c)), | ||
TRUE , NA_real_ | ||
) | ||
} | ||
extraDistr::dtriang(1:10,1,10,3) | ||
dtriang(1:10,1,10,3) | ||
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rtriang <- function(n, a = 0, b = 1, c = 0.5, seed = 2023) { | ||
set.seed(seed) | ||
f <- \(x) dtriang(x, a, b, c) | ||
# proposed function | ||
g <- \(x) dunif(x, a, b) | ||
# x (random variable) generator | ||
X <- \() runif(1, a, b) | ||
# c: max of f, so that c >= f(x) / g(x) for all x | ||
C <- f(c)/g(c) ## o maximo da funcao triangular e no dtriang(c) | ||
# monte carlo (u(0, 1) <= f(x) / (c*g(x)) <=> u(0, c*g(x)) <= f(x)) | ||
u <- \(x) runif(n=1, min=0, max=1) | ||
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ret <- c() | ||
while(length(ret) < n) { | ||
x <- X() | ||
if (u(x) <= f(x) / (C*g(x))) | ||
ret <- c(ret, x) | ||
} | ||
ret | ||
} | ||
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# grafico 1,2 | ||
aceitacao_rejeicao_points <- function(n, a, b, c, seed = 2023) { | ||
set.seed(seed) | ||
f <- \(x) dtriang(x, a, b, c) | ||
# proposed function | ||
g <- \(x) dunif(x, a, b) | ||
# x (random variable) generator | ||
X <- \() runif(1, a, b) | ||
# c: max of f, so that c >= f(x) / g(x) for all x | ||
C <- (f(c)/g(c)) ## o maximo da funcao triangular e no dtriang(c) | ||
# monte carlo (u(0, 1) <= f(x) / (c*g(x)) <=> u(0, c*g(x)) <= f(x)) | ||
U <- \() runif(n=1, min=0, max=1) | ||
points <- tibble(x = numeric(0), y = numeric(0), accepted = factor(0)) | ||
for(i in 1:n) { | ||
x <- X() | ||
u <- U() | ||
if(u <= f(x) / (C*g(x))) { | ||
points <- points %>% add_row(x = x, y = u, accepted = "Aceitado") | ||
} else { | ||
points <- points %>% add_row(x = x, y = u, accepted = "Rejeitado") | ||
} | ||
} | ||
return(points) | ||
} | ||
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# a = 0, b = 100 e c = 50 | ||
set.seed(2023) | ||
generated <- rtriang(10000, 0, 100, 50) | ||
gg1 <- ggplot(tibble(x = generated), aes(x)) + | ||
geom_histogram(aes(y = after_stat(density)), bins = 20, colour = "black", fill = "white") + | ||
geom_density(color = "#F73859", kernel = "gaussian", linewidth = 1, fill = "#F73859", alpha = 0.25) + | ||
stat_function(fun = dtriang, args = list(a = 0, b = 100, c = 50), color = "#404B69", linewidth = 1) + | ||
labs(title = "a = 0, b = 100, c = 50", x = "x", y = "Densidade") | ||
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# a = 0, b = 10 e c = 5 mesmo teste /10 | ||
set.seed(2023) | ||
generated2 <- rtriang(10000, 0, 10 ,5) | ||
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# a = 0, b = 100 e c = 50 pontos gerados | ||
set.seed(2023) | ||
gg2 <- ggplot(aceitacao_rejeicao_points(10000, 0, 100, 50), aes(x, y)) + | ||
geom_point(aes(color = accepted), alpha = 0.5, size = 0.4) + | ||
labs(title = "10000 Pontos gerados (0, 100, 50)", x = "x", y = "u") + | ||
scale_color_manual(values = c("Aceitado" = "#F73859", "Rejeitado" = "#404B69")) + | ||
theme(legend.position = "none") | ||
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# a = 1, b = 2, c = 1.2 | ||
set.seed(2023) | ||
generated3 <- rtriang(10000, 1, 2, 1.2) | ||
gg3 <- ggplot(tibble(x = generated3), aes(x)) + | ||
geom_histogram(aes(y = after_stat(density)), bins = 20, colour = "black", fill = "white") + | ||
geom_density(color = "#F73859", kernel = "gaussian", linewidth = 1, fill = "#F73859", alpha = 0.25) + | ||
stat_function(fun = dtriang, args = list(a = 1, b = 2, c = 1.2), color = "#404B69", linewidth = 1) + | ||
labs(title = "a = 1, b = 2, c = 1.2", x = "x", y = "Densidade") | ||
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# a = 0, b = 20 e c = 20 | ||
set.seed(2023) | ||
generated4 <- rtriang(10000, 0, 20, 20) | ||
gg4 <- ggplot(tibble(x = generated4), aes(x)) + | ||
geom_histogram(aes(y = after_stat(density)), bins = 20, colour = "black", fill = "white") + | ||
geom_density(color = "#F73859", kernel = "gaussian", linewidth = 1, fill = "#F73859", alpha = 0.25) + | ||
stat_function(fun = dtriang, args = list(a = 0, b = 20, c = 20), color = "#404B69", linewidth = 1) + | ||
labs(title = "a = 0, b = 20, c = 20", x = "x", y = "Densidade") | ||
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grid.arrange(gg1, gg2, gg3 , gg4, nrow=2, ncol=2,top="Distribuição triangular gerada") %>% | ||
ggsave(filename = "mygrid_plot.svg", device = "svg", width = 2400, height= 1800, units = "px") | ||
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mean_triang <- \(a, b, c) (a + b + c) / 3 | ||
median_triang <- \(a, b, c) (2*c + b - a) / 4 | ||
variance_triang <- \(a, b, c) (a^2 + b^2 + c^2 - a*b - a*c - b*c) / 18 | ||
tribble( | ||
~desc, ~mean, ~median, ~variance, | ||
"Teórico (a = 0, b = 100, c = 50)", mean_triang(0, 100, 50), median_triang(0, 100, 50), variance_triang(0, 100, 50), | ||
"Observado (a = 0, b = 100, c = 50)", mean(generated), median(generated), var(generated), | ||
"Teórico (a = 0, b = 10, c = 5)", mean_triang(0, 10, 5), median_triang(0, 10, 5), variance_triang(0, 10, 5), | ||
"Observado (a = 0, b = 10, c = 5)", mean(generated2), median(generated2), var(generated2), | ||
"Teórico (a = 1, b = 2, c = 1.2)", mean_triang(1, 2, 1.2), median_triang(1, 2, 1.2), variance_triang(1, 2, 1.2), | ||
"Observado (a = 1, b = 2, c = 1.2)", mean(generated3), median(generated3), var(generated3), | ||
"Teórico (a = 0, b = 20, c = 20)", mean_triang(0, 20, 20), median_triang(0, 20, 20), variance_triang(0, 20, 20), | ||
"Observado (a = 0, b = 20, c = 20)", mean(generated4), median(generated4), var(generated4) | ||
) -> stats | ||
stats | ||
stats %>% knitr::kable( digits = 3, caption = "Estatísticas teóricas e observadas" ) | ||
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######################## Exercício 2 ####################################### | ||
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# a) | ||
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gerar_amostras <- function(n_amostras, dimensao_de_cada_amostra, seed = 2023) { | ||
set.seed(seed) | ||
df <- 10 # mesmos graus de liberdade para todas as amostras | ||
matrix(rt(n = n_amostras * dimensao_de_cada_amostra, df = df), nrow = dimensao_de_cada_amostra) | ||
} | ||
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amostras_i <- gerar_amostras(100, 20) | ||
amostras_ii <- gerar_amostras(100, 100) | ||
amostras_iii <- gerar_amostras(100, 1000) | ||
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# b) | ||
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estim.s1 <- function(x){ | ||
Q1 <- quantile(x, 0.25) | ||
Q2 <- quantile(x, 0.5) | ||
Q3 <- quantile(x, 0.75) | ||
(Q3+Q1-2*Q2)/(Q3-Q1) | ||
} | ||
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estim.s2 <- function(x){ | ||
miu <- mean(x) | ||
nu <- median(x) | ||
(miu - nu)/mean(abs(x - nu)) | ||
} | ||
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amostras_i.s1 <- apply(amostras_i, 2, estim.s1) | ||
amostras_i.s2 <- apply(amostras_i, 2, estim.s2) | ||
amostras_ii.s1 <- apply(amostras_ii, 2, estim.s1) | ||
amostras_ii.s2 <- apply(amostras_ii, 2, estim.s2) | ||
amostras_iii.s1 <- apply(amostras_iii, 2, estim.s1) | ||
amostras_iii.s2 <- apply(amostras_iii, 2, estim.s2) | ||
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set.seed(2023) | ||
df <- tibble( | ||
estimado = c(amostras_i.s1, amostras_i.s2, amostras_ii.s1, amostras_ii.s2, amostras_iii.s1, amostras_iii.s2), | ||
estimador = c(rep("s1", length( amostras_i.s1)), | ||
rep("s2", length( amostras_i.s2)), | ||
rep("s1", length(amostras_ii.s1)), | ||
rep("s2", length(amostras_ii.s2)), | ||
rep("s1", length(amostras_iii.s1)), | ||
rep("s2", length(amostras_iii.s2))), | ||
n_amostras_x_dimensao = c(rep("100x20", length(amostras_i.s1)), | ||
rep("100x20", length(amostras_i.s2)), | ||
rep("100x100", length(amostras_ii.s1)), | ||
rep("100x100", length(amostras_ii.s2)), | ||
rep("100x1000", length(amostras_iii.s1)), | ||
rep("100x1000", length(amostras_iii.s2))) | ||
) | ||
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df$n_amostras_x_dimensao <- factor(df$n_amostras_x_dimensao, levels = c("100x20", "100x100", "100x1000")) | ||
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box_jitter_ex2 <- ggplot(df, aes(x = estimador, y = estimado)) + | ||
geom_boxplot(aes(fill = estimador), alpha=0.6) + | ||
geom_jitter(color="black", size=0.5, alpha=0.9) + | ||
scale_fill_manual(values=c("#F73859", "#404B69")) + | ||
facet_wrap(~ n_amostras_x_dimensao) + | ||
labs( | ||
title = "Boxplot dos estimadores s1 e s2", | ||
) | ||
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ggsave(filename = "box_jitter_ex2.svg",plot = box_jitter_ex2, device = "svg", width = 2400, height= 1800, units = "px") | ||
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# c) | ||
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mse <- function(predicted, actual) { | ||
# actual aqui e só um valor por ser t-student -> simétrica | ||
sum((predicted - actual)^2) / length(predicted) | ||
} | ||
# skewness of t student is 0 for df > 3 | ||
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df_metrics <- data.frame( | ||
`n_amostras x dimensao` = c("100x20", "100x100", "100x1000"), | ||
`Erro padrão de s_1` = c(sd(amostras_i.s1) %>% round(3), sd(amostras_ii.s1) %>% round(3), sd(amostras_iii.s1) %>% round(3)), | ||
`Erro padrão de s_2` = c(sd(amostras_i.s2) %>% round(3), sd(amostras_ii.s2) %>% round(3), sd(amostras_iii.s2) %>% round(3)), | ||
`Erro quadrático médio de s_1` = c(mse(amostras_i.s1, 0) %>% round(3), mse(amostras_ii.s1, 0) %>% round(3), mse(amostras_iii.s1, 0) %>% round(3)), | ||
`Erro quadrático médio de s_2` = c(mse(amostras_i.s2, 0) %>% round(3), mse(amostras_ii.s2, 0) %>% round(3), mse(amostras_iii.s2, 0) %>% round(3)) | ||
) | ||
df_metrics | ||
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