Working in Matlab...
I have a long vector of data vec that I want to make a Q-Q plot of against a Student-t distribution for various values of t. I know qqplot(vec) produces a plot against a normal distribution. I know from here that I can use other distributions by inserting them as a second parameter qqplot(vec,dis).
I can make other distributions with makedist (see mathworks.com/help/stats/makedist.html) but Student-t isn't an option there that I can see. There are the functions tpdf, tcdf etc. about Student-t (see http://www.mathworks.com/help/stats/students-t-distribution-1.html) but how do I use them to make a distribution item to use in the Q-Q plot? Or is there another technique to get the plot I want?
I haven't used Matlab in about a decade, so I can't give specific syntax. That said, if vec has length n you should be able to create a vector of t-values corresponding to quantiles i / (n+1) for i=1,...,n using tinv. Then do a qqplot of vec vs. the t-vector.
Related
I am trying trying to graph the polynomial fit of a 2D dataset in Matlab.
This is what I tried:
rawTable = readtable('Test_data.xlsx','Sheet','Sheet1');
x = rawTable.A;
y = rawTable.B;
figure(1)
scatter(x,y)
c = polyfit(x,y,2);
y_fitted = polyval(c,x);
hold on
plot(x,y_fitted,'r','LineWidth',2)
rawTable.A and rawTable.A are randomly generated numbers. (i.e. the x dataset cannot be represented in the following form : x=0:0.1:100)
The result:
second-order polynomial
But the result I expect looks like this (generated in Excel):
enter image description here
How can I graph the second-order polynomial fit in MATLAB?
I sense some confusion regarding what the output of each of those Matlab function mean. So I'll clarify. And I think we need some details as well. So expect some verbosity. A quick answer, however, is available at the end.
c = polyfit(x,y,2) gives the coefficient vectors of the polynomial fit. You can get the fit information such as error estimate following the documentation.
Name this polynomial as P. P in Matlab is actually the function P=#(x)c(1)*x.^2+c(2)*x+c(3).
Suppose you have a single point X, then polyval(c,X) outputs the value of P(X). And if x is a vector, polyval(c,x) is a vector corresponding to [P(x(1)), P(x(2)),...].
Now that does not represent what the fit is. Just as a quick hack to see something visually, you can try plot(sort(x),polyval(c,sort(x)),'r','LineWidth',2), ie. you can first sort your data and try plotting on those x-values.
However, it is only a hack because a) your data set may be so irregularly spaced that the spline doesn't represent function or b) evaluating on the whole of your data set is unnecessary and inefficient.
The robust and 'standard' way to plot a 2D function of known analytical form in Matlab is as follows:
Define some evenly-spaced x-values over the interval you want to plot the function. For example, x=1:0.1:10. For example, x=linspace(0,1,100).
Evaluate the function on these x-values
Put the above two components into plot(). plot() can either plot the function as sampled points, or connect the points with automatic spline, which is the default.
(For step 1, quadrature is ambiguous but specific enough of a term to describe this process if you wish to communicate with a single word.)
So, instead of using the x in your original data set, you should do something like:
t=linspace(min(x),max(x),100);
plot(t,polyval(c,t),'r','LineWidth',2)
I am trying to obtain an equation for a function fitted to some histogram data, I was thinking of trying to do this by fitting a rational function as the data doesn't resemble any distribution recognisable by myself.
The data is experimental, and I want to be able to generate a random number according to its distribution. Hence I am hoping to be able to fit it to some sort of PDF from which I can obtain a CDF, which can be rearranged to a function into which a uniformly distributed random number between 0 and 1 can be substituted in order to obtain the desired result.
I have attempted to use the histfit function, which has worked but I couldn't figure out how to obtain an equation for the curve it fitted. Is there something stupid I have missed?
Update: I have discovered the function rationalfit, however I am struggling to figure out what the inputs need to be.
Further Update: Upon exploring the histfit command further I have discovered the option to fit it to a kernal, the figure for which looks promising, however I am only able to obtain a set of x and y values for the curve, not its equation as a I wanted.
From the documentation on histfit:
Algorithms
histfit uses fitdist to fit a distribution to data. Use fitdist
to obtain parameters used in fitting.
So the answer to your question is to use fitdist to get the parameters you're after. Here's the example from the documentation:
rng default; % For reproducibility
r = normrnd(10,1,100,1);
histfit(r)
pd = fitdist(r,'Normal')
pd =
NormalDistribution
Normal distribution
mu = 10.1231 [9.89244, 10.3537]
sigma = 1.1624 [1.02059, 1.35033]
Here is the given system I want to plot and obtain the vector field and the angles they make with the x axis. I want to find the index of a closed curve.
I know how to do this theoretically by choosing convenient points and see how the vector looks like at that point. Also I can always use
to compute the angles. However I am having trouble trying to code it. Please don't mark me down if the question is unclear. I am asking it the way I understand it. I am new to matlab. Can someone point me in the right direction please?
This is a pretty hard challenge for someone new to matlab, I would recommend taking on some smaller challenges first to get you used to matlab's conventions.
That said, Matlab is all about numerical solutions so, unless you want to go down the symbolic maths route (and in that case I would probably opt for Mathematica instead), your first task is to decide on the limits and granularity of your simulated space, then define them so you can apply your system of equations to it.
There are lots of ways of doing this - some more efficient - but for ease of understanding I propose this:
Define the axes individually first
xpts = -10:0.1:10;
ypts = -10:0.1:10;
tpts = 0:0.01:10;
The a:b:c syntax gives you the lower limit (a), the upper limit (c) and the spacing (b), so you'll get 201 points for the x. You could use the linspace notation if that suits you better, look it up by typing doc linspace into the matlab console.
Now you can create a grid of your coordinate points. You actually end up with three 3d matrices, one holding the x-coords of your space and the others holding the y and t. They look redundant, but it's worth it because you can use matrix operations on them.
[XX, YY, TT] = meshgrid(xpts, ypts, tpts);
From here on you can perform whatever operations you like on those matrices. So to compute x^2.y you could do
x2y = XX.^2 .* YY;
remembering that you'll get a 3d matrix out of it and all the slices in the third dimension (corresponding to t) will be the same.
Some notes
Matlab has a good builtin help system. You can type 'help functionname' to get a quick reminder in the console or 'doc functionname' to open the help browser for details and examples. They really are very good, they'll help enormously.
I used XX and YY because that's just my preference, but I avoid single-letter variable names as a general rule. You don't have to.
Matrix multiplication is the default so if you try to do XX*YY you won't get the answer you expect! To do element-wise multiplication use the .* operator instead. This will do a11 = b11*c11, a12 = b12*c12, ...
To raise each element of the matrix to a given power use .^rather than ^ for similar reasons. Likewise division.
You have to make sure your matrices are the correct size for your operations. To do elementwise operations on matrices they have to be the same size. To do matrix operations they have to follow the matrix rules on sizing, as will the output. You will find the size() function handy for debugging.
Plotting vector fields can be done with quiver. To plot the components separately you have more options: surf, contour and others. Look up the help docs and they will link to similar types. The plot family are mainly about lines so they aren't much help for fields without creative use of the markers, colours and alpha.
To plot the curve, or any other contour, you don't have to test the values of a matrix - it won't work well anyway because of the granularity - you can use the contour plot with specific contour values.
Solving systems of dynamic equations is completely possible, but you will be doing a numeric simulation and your results will again be subject to the granularity of your grid. If you have closed form solutions, like your phi expression, they may be easier to work with conceptually but harder to get working in matlab.
This kind of problem is tractable in matlab but it involves some non-basic uses which are pretty hard to follow until you've got your head round Matlab's syntax. I would advise to start with a 2d grid instead
[XX, YY] = meshgrid(xpts, ypts);
and compute some functions of that like x^2.y or x^2 - y^2. Get used to plotting them using quiver or plotting the coordinates separately in intensity maps or surfaces.
I am wondering how, in Matlab, to plot a continuous pdf with the following information?
mean=-0.3731
standard deviation= 5.6190
skewness=-3.0003
kurtosis=13.1722
or alternative how do I plot a continous pdf that is not normal? (like it is skewness and has kurtosis, etc)
Thanks!
Those parameters don't define a distribution, but normally you would use "makedist" in matlab to generate a probability distribution object and then plot it.
The following thread has some discussion on defining a distribution. How to generate distributions given, mean, SD, skew and kurtosis in R?
Based on your comment below, I think you are looking for something like the following functio that generates a m by n matrix of random values with the following parameters:
r = pearsrnd(mu,sigma,skew,kurt,m,n)
i have question how to calculate weighted correlations for matrices,from wikipedia i have created three following codes
1.weighted mean calculation
function [y]= weighted_mean(x,w);
n=length(x);
%assume that weight vector and input vector have same length
sum=0.0;
sum_weight=0.0;
for i=1:n
sum=sum+ x(i)*w(i);
sum_weight=sum_weight+w(i);
end
y=sum/sum_weight;
end
2.weighted covariance
function result=cov_weighted(x,y,w)
n=length(x);
sum_covar=0.0;
sum_weight=0;
for i=1:n
sum_covar=sum_covar+w(i)*(x(i)-weighted_mean(x,w))*(y(i)-weighted_mean(y,w));
sum_weight=sum_weight+w(i);
end
result=sum_covar/sum_weight;
end
and finally weighted correlation
3.
function corr_weight=weighted_correlation(x,y,w);
corr_weight=cov_weighted(x,y,w)/sqrt(cov_weighted(x,x,w)*cov_weighted(y,y,w));
end
now i want to apply weighted correlation method for matrices,related to this link
http://www.mathworks.com/matlabcentral/fileexchange/20846-weighted-correlation-matrix/content/weightedcorrs.m
i did not understand anything how to apply,that why i have created my self,but need in case of input are matrices,thanks very much
#dato-datuashvili Maybe I am providing too much information...
1) I would like to stress that the evaluation of Weighted Correlation matrices are very uncommon. This happens because you have to provide beforehand the weights. Unless you have a clear reason to choose the weights, there is no clear way to provide them.
How can you tell that a measurement of your sample is more or less important than another measurement?
Having said that, the weights are up to you! Yo have to choose them!
So, people usually consider just the correlation matrix (no weights or all weights are the same e.g w_i=1).
If you have a clear way to choose good weights, just do not consider this part.
2) I understand that you want to test your code. So, in order to that, you have to have correlated random variables. How to generate them?
Multivariate normal distributions are the simplest case. See the wikipedia page about them: Multivariate Normal Distribution (see the item "Drawing values from the distribution". Wikipedia shows you how to generate the random numbers from this distribution using Choleski Decomposition). The 2-variate case is much simpler. See for instance Generate Correlated Normal Random Variables
The good news is that if you are using Matlab there is a function for you. See Matlab: Random numbers from the multivariate normal distribution.]
In order to use this function you have to provide the desired means and covariances. [Note that you are making the role of nature here. You are generating the data! In real life, you are going to apply your function to the real data. What I am trying to say is that this step is only useful for tests. Furthermore, pay attencion to the fact that in the Matlab function you are providing the variances and evaluating the correlations (covariances normalized by standard errors). In the 2-dimensional case (that is the case of your function it is possible to provide directly the correlation. See the page above that I provided to you of Math.Stackexchange]
3) Finally, you can apply them to your function. Generate X and Y from a normal multivarite distribution and provide the vector of weights w to your function corr_weight_correlation and you are done!
I hope I provide what you need!
Daniel
Update:
% From the matlab page
mu = [2 3];
SIGMA = [1 1.5; 1.5 3];
n=100;
[x,y] = mvnrnd(mu,SIGMA,n);
% Using your code
w=ones(n,1);
corr_weight=weighted_correlation(x,y,w); % Remember that Sigma is covariance and Corr_weight is correlation. In order to calculate the same thing, just use result=cov_weighted instead.