Two Gaussian distribution plot on the same axis - matlab

I am trying to plot two Gaussian distribution both with mean zero, one with variance 1 and the other with variance 2 on the same axis. Here is my code.
X= 0 + 1.*randn(2,500);
plot(X(1,:),X(2,:),'x');
hold on
%plot(m(1),m(2),'r*')
Y= 0 + 2.*randn(2,500);
plot(Y(1,:),Y(2,:),'gx')
Please check and see if i have done it correctly. I also want to have them in 2-D plot and superimpose.
Thanks.

You are plotting the data you have randomly generated (with a normal distribution). If that's what you want, yes, it works ok.
If you want to plot the density functions of the variables, you can do it the following way:
mu = 0;
sigma1 = 1;
sigma2=2;
x = -4*sigma2:1e-3:4*sigma2;
y1 = pdf('normal', x, mu, sigma1);
y2 = pdf('normal', x, mu, sigma2);
plot(x, y1)
hold on
plot(x, y2, 'r')
legend('mu=0, sigma=1', 'mu=0, sigma=2')
title('Density functions')

Related

Constrained linear least squares not fitting data

I am trying to fit a 3D surface polynomial of n-degrees to some data points in 3D space. My system requires the surface to be monotonically increasing in the area of interest, that is the partial derivatives must be non-negative. This can be achieved using Matlab's built in lsqlin function.
So here's what I've done to try and achieve this:
I have a function that takes in four parameters;
x1 and x2 are my explanatory variables and y is my dependent variable. Finally, I can specify order of polynomial fit. First I build the design matrix A using data from x1 and x2 and the degree of fit I want. Next I build the matrix D that is my container for the partial derivatives of my datapoints. NOTE: the matrix D is double the length of matrix A since all datapoints must be differentiated with respect to both x1 and x2. I specify that Dx >= 0 by setting b to be zeroes.
Finally, I call lsqlin. I use "-D" since Matlab defines the function as Dx <= b.
function w_mono = monotone_surface_fit(x1, x2, y, order_fit)
% Initialize design matrix
A = zeros(length(x1), 2*order_fit+2);
% Adjusting for bias term
A(:,1) = ones(length(x1),1);
% Building design matrix
for i = 2:order_fit+1
A(:,(i-1)*2:(i-1)*2+1) = [x1.^(i-1), x2.^(i-1)];
end
% Initialize matrix containing derivative constraint.
% NOTE: Partial derivatives must be non-negative
D = zeros(2*length(y), 2*order_fit+1);
% Filling matrix that holds constraints for partial derivatives
% NOTE: Matrix D will be double length of A since all data points will have a partial derivative constraint in both x1 and x2 directions.
for i = 2:order_fit+1
D(:,(i-1)*2:(i-1)*2+1) = [(i-1)*x1.^(i-2), zeros(length(x2),1); ...
zeros(length(x1),1), (i-1)*x2.^(i-2)];
end
% Limit of derivatives
b = zeros(2*length(y), 1);
% Constrained LSQ fit
options = optimoptions('lsqlin','Algorithm','interior-point');
% Final weights of polynomial
w_mono = lsqlin(A,y,-D,b,[],[],[],[],[], options);
end
So now I get some weights out, but unfortunately they do not at all capture the structure of the data. I've attached an image so you can just how bad it looks. .
I'll give you my plotting script with some dummy data, so you can try it.
%% Plot different order polynomials to data with constraints
x1 = [-5;12;4;9;18;-1;-8;13;0;7;-5;-8;-6;14;-1;1;9;14;12;1;-5;9;-10;-2;9;7;-1;19;-7;12;-6;3;14;0;-8;6;-2;-7;10;4;-5;-7;-4;-6;-1;18;5;-3;3;10];
x2 = [81.25;61;73;61.75;54.5;72.25;80;56.75;78;64.25;85.25;86;80.5;61.5;79.25;76.75;60.75;54.5;62;75.75;80.25;67.75;86.5;81.5;62.75;66.25;78.25;49.25;82.75;56;84.5;71.25;58.5;77;82;70.5;81.5;80.75;64.5;68;78.25;79.75;81;82.5;79.25;49.5;64.75;77.75;70.25;64.5];
y = [-6.52857142857143;-1.04736842105263;-5.18750000000000;-3.33157894736842;-0.117894736842105;-3.58571428571429;-5.61428571428572;0;-4.47142857142857;-1.75438596491228;-7.30555555555556;-8.82222222222222;-5.50000000000000;-2.95438596491228;-5.78571428571429;-5.15714285714286;-1.22631578947368;-0.340350877192983;-0.142105263157895;-2.98571428571429;-4.35714285714286;-0.963157894736842;-9.06666666666667;-4.27142857142857;-3.43684210526316;-3.97894736842105;-6.61428571428572;0;-4.98571428571429;-0.573684210526316;-8.22500000000000;-3.01428571428571;-0.691228070175439;-6.30000000000000;-6.95714285714286;-2.57232142857143;-5.27142857142857;-7.64285714285714;-2.54035087719298;-3.45438596491228;-5.01428571428571;-7.47142857142857;-5.38571428571429;-4.84285714285714;-6.78571428571429;0;-0.973684210526316;-4.72857142857143;-2.84285714285714;-2.54035087719298];
% Used to plot the surface in all points in the grid
X1 = meshgrid(-10:1:20);
X2 = flipud(meshgrid(30:2:90).');
figure;
for i = 1:4
w_mono = monotone_surface_fit(x1, x2, y, i);
y_nr = w_mono(1)*ones(size(X1)) + w_mono(2)*ones(size(X2));
for j = 1:i
y_nr = w_mono(j*2)*X1.^j + w_mono(j*2+1)*X2.^j;
end
subplot(2,2,i);
scatter3(x1, x2, y); hold on;
axis tight;
mesh(X1, X2, y_nr);
set(gca, 'ZDir','reverse');
xlabel('x1'); ylabel('x2');
zlabel('y');
% zlim([-10 0])
end
I think it may have something to do with the fact that I haven't specified anything about the region of interest, but really I don't know. Thanks in advance for any help.
Alright I figured it out.
The main problem was simply an error in the plotting script. The value of y_nr should be updated and not overwritten in the loop.
Also I figured out that the second derivative should be monotonically decreasing. Here's the updated code if anybody is interested.
%% Plot different order polynomials to data with constraints
x1 = [-5;12;4;9;18;-1;-8;13;0;7;-5;-8;-6;14;-1;1;9;14;12;1;-5;9;-10;-2;9;7;-1;19;-7;12;-6;3;14;0;-8;6;-2;-7;10;4;-5;-7;-4;-6;-1;18;5;-3;3;10];
x2 = [81.25;61;73;61.75;54.5;72.25;80;56.75;78;64.25;85.25;86;80.5;61.5;79.25;76.75;60.75;54.5;62;75.75;80.25;67.75;86.5;81.5;62.75;66.25;78.25;49.25;82.75;56;84.5;71.25;58.5;77;82;70.5;81.5;80.75;64.5;68;78.25;79.75;81;82.5;79.25;49.5;64.75;77.75;70.25;64.5];
y = [-6.52857142857143;-1.04736842105263;-5.18750000000000;-3.33157894736842;-0.117894736842105;-3.58571428571429;-5.61428571428572;0;-4.47142857142857;-1.75438596491228;-7.30555555555556;-8.82222222222222;-5.50000000000000;-2.95438596491228;-5.78571428571429;-5.15714285714286;-1.22631578947368;-0.340350877192983;-0.142105263157895;-2.98571428571429;-4.35714285714286;-0.963157894736842;-9.06666666666667;-4.27142857142857;-3.43684210526316;-3.97894736842105;-6.61428571428572;0;-4.98571428571429;-0.573684210526316;-8.22500000000000;-3.01428571428571;-0.691228070175439;-6.30000000000000;-6.95714285714286;-2.57232142857143;-5.27142857142857;-7.64285714285714;-2.54035087719298;-3.45438596491228;-5.01428571428571;-7.47142857142857;-5.38571428571429;-4.84285714285714;-6.78571428571429;0;-0.973684210526316;-4.72857142857143;-2.84285714285714;-2.54035087719298];
% Used to plot the surface in all points in the grid
X1 = meshgrid(-10:1:20);
X2 = flipud(meshgrid(30:2:90).');
figure;
for i = 1:4
w_mono = monotone_surface_fit(x1, x2, y, i);
% NOTE: Should only have 1 bias term
y_nr = w_mono(1)*ones(size(X1));
for j = 1:i
y_nr = y_nr + w_mono(j*2)*X1.^j + w_mono(j*2+1)*X2.^j;
end
subplot(2,2,i);
scatter3(x1, x2, y); hold on;
axis tight;
mesh(X1, X2, y_nr);
set(gca, 'ZDir','reverse');
xlabel('x1'); ylabel('x2');
zlabel('y');
% zlim([-10 0])
end
And here's the updated function
function [w_mono, w] = monotone_surface_fit(x1, x2, y, order_fit)
% Initialize design matrix
A = zeros(length(x1), 2*order_fit+1);
% Adjusting for bias term
A(:,1) = ones(length(x1),1);
% Building design matrix
for i = 2:order_fit+1
A(:,(i-1)*2:(i-1)*2+1) = [x1.^(i-1), x2.^(i-1)];
end
% Initialize matrix containing derivative constraint.
% NOTE: Partial derivatives must be non-negative
D = zeros(2*length(y), 2*order_fit+1);
for i = 2:order_fit+1
D(:,(i-1)*2:(i-1)*2+1) = [(i-1)*x1.^(i-2), zeros(length(x2),1); ...
zeros(length(x1),1), -(i-1)*x2.^(i-2)];
end
% Limit of derivatives
b = zeros(2*length(y), 1);
% Constrained LSQ fit
options = optimoptions('lsqlin','Algorithm','active-set');
w_mono = lsqlin(A,y,-D,b,[],[],[],[],[], options);
w = lsqlin(A,y);
end
Finally a plot of the fitting (Have used a new simulation, but fit also works on given dummy data).

How to create noise for a 2D Gaussian?

I'm trying to practice curve fitting on a 2D Gaussian, but in order to do that I need to add random noise to my predefined Gaussian. My first instinct was to cycle through two for loops and create two matrices X and Y with random numbers, but when I tried that (I don't have the code anymore) Matlab wouldn't let me plot the Gaussian because I didn't generate my X and Y values using the meshgrid function. Since I seem to need to use meshgrid, can anyone help me figure out how to generate a random meshgrid so I can add some noise to my Gaussian?
amp = 1;
x0 = 0;
y0 = 0;
sigmaX = 1;
sigmaY = 1;
%X = 1:1:100;
%Y = 1:1:100;
[X,Y] = meshgrid(-3:.1:3);
%Z = X .* exp(-X.^2 - Y.^2);
Z = amp*exp(-((X-x0).^2/(2*sigmaX^2)+(Y-y0).^2/(2*sigmaY^2)));
surf(X, Y, Z);
%Add noise now
EDIT: So I found out that rand can return a random matrix which will work with the surf function (for some reason it wasn't working for me earlier though). The result looks something like this: noisy 2D gaussian
amp = 1;
x0 = 0;
y0 = 0;
sigmaX = 1;
sigmaY = 1;
[X,Y] = meshgrid(-3:.1:3);
%Z = X .* exp(-X.^2 - Y.^2);
Z = amp*exp(-((X-x0).^2/(2*sigmaX^2)+(Y-y0).^2/(2*sigmaY^2)));
surf(X, Y, Z);
%Make some noise
[xRows, xColumns] = size(X);
[yRows, yColumns] = size(Y);
figure(2)
X = -.1 + (.1+.1)*rand(61,61);
Y = -.1 + (.1+.1)*rand(61,61);
Z = amp*exp(-((X-x0).^2/(2*sigmaX^2)+(Y-y0).^2/(2*sigmaY^2)));
surf(X, Y, Z)
But I feel like the Gaussian has largely lost it's typical bell shape and looks more like a slope field than anything. I'm going to try and refine it but I would love any input.
That's what i would do.
amp=1;
x0=0;
y0=0;
sigmaX=1;
sigmaY=1;
noiseAmp=.1;
x=[-2:.1:2];
y=[-2:.1:2];
%Create two Noise Vectors
noisez1=noiseAmp.*rand(1,length(x));
noisez2=noiseAmp.*rand(1,length(x));
% Make an meshgrid out of the two Vectors
[noiseZ1,noiseZ2]=meshgrid(noisez1,noisez2);
% Add the Meshgrids togehter
Noise=noiseZ1+noiseZ2;
[X,Y]=meshgrid(x,y);
% Add the Noise to the result of Z
Z=amp*exp(-((X-x0).^2/(2*sigmaX^2)+(Y-y0).^2/(2*sigmaY^2)))+Noise;
surf(X,Y,Z);
if you just want a 2D plot you can try this
amp=1;
noiseAmp=0.01;
x0=0;
y0=0;
sigmaX=1;
sigmaY=1;
x=[-5:.01:5];
noiseY=noiseAmp*rand(1,length(x));
y=noiseY+amp*exp(-((x-x0).^2/(2*sigmaX^2)));
plot(x,y);
where noiseAmp is the Amplitude of the noise.
But if you still want to create a 3D plot with the surf() function, you have to add a random meshgrid to the Z result.

Plotting Ellipse for complex values in matlab

I am trying to plot the elliptical trajectory of a particle, but my matlab code runs and gives me warning that I m trying to plot imaginary values. How can I remove this error?
My Matlab code is as follows:
% plot of trajectory of the particle in flexural gravity wave
U =5;
t=1;
y1=0;
h=50;
k=2*pi/100;
w=pi;
X= (-80*pi:pi:80*pi);
Y= (-80*pi:pi:80*pi);
H=1;
A= (H/2)*cosh(k*(h+y1))/sinh(k*h);
B= (H/2)*sinh(k*(h+y1))/sinh(k*h);
Y = B.* ((1-((X-U*t)./A).^2).^(1/2));
plot(X,Y);
xlabel('X');
ylabel('Y');
The warning matlab shows is:
Warning: Imaginary parts of complex X and/or Y arguments ignored
Please help me out with this.
If you want to plot imaginary number only,
Please change the code, plot(X,Y); as plot(X,imag(Y)).
In case of real value, plot(X,real(Y)).
If you are interested in magnitude of complex number, plot(X,abs(Y)).
I got the answer to my question.
I can plot it by using general coordinates of the ellipse, ie, using x=acos(t) and y=asin(t). and that really worked.
% plot of trajectory of the particle in flexural gravity wave
U = 5;
t = 1;
y1 = 0;
h = 50;
k = 2*pi/100;
w = pi;
x0 = U*t;
y0 = 0;
H = 1;
A = (H/2)*cosh(k*(h+y1))/sinh(k*h);
B = (H/2)*sinh(k*(h+y1))/sinh(k*h);
z = -2*pi:0.01:2*pi;
X = x0 + A*cos(z);
Y = y0 + B*sin(z);
plot(X,Y);
xlabel('X');
ylabel('Y');

smoothing 2D plot in MATLAB

I have some simple plot like this in MATLAB:
x = [0:5:25];
y = [1 4 7 9 8 3];
plot(x,y)
My question is how can I smooth it? Haven't found any way of doing what I want in documentation.
You can use a cubic smoothing spline
p = 1e-2; % initialize smoothing constant
fn = csaps(x, y, p); % get ppform of the cubic smoothing spline
y1 = ppval(fn, x); % evaluate piecewise polynomial
For comparison:
plot(x,y);
hold on;
plot(x, y1, '-r');
Maybe you could make use of spline as follows
x1 = 0:.1:25;
y1 = spline(x,y,x1);
plot(x,y,x1,y1);

How to plot two 1-dimensional Gaussian distributions together with the classification boundary [Matlab]?

I have two classes(normally distributed), C1 and C2, each defined by their mean and standard deviation. I want to be able to visualize the pdf plot of a normal distributions and the classification boundary between the two. Currently I have the code to plot the distributions but I'm not sure how to go about plotting the decision boundary. Any ideas would be appreciated. I have included a sample of what I want to plot. 1
Many thanks!
This is what I came up with:
% Generate some example data
mu1 = -0.5; sigma1 = 0.7; mu2 = 0.8; sigma2 = 0.5;
x = linspace(-8, 8, 500);
y1 = normpdf(x, mu1, sigma1);
y2 = normpdf(x, mu2, sigma2);
% Plot it
figure; plot(x, [y1; y2])
hold on
% Detect intersection between curves; choose threshold so you get the whole
% intersection (0.0001 should do unless your sigmas are very large)
ind = y1 .* y2 > 0.0001;
% Find the minimum values in range
minVals = min([y1(ind); y2(ind)]);
if ~isempty(minVals)
area(x(ind), minVals)
end
I don't know if this is the best way to do what you want, but it seems to work.