R 为什么协方差2()给出了错误的答案?
为什么协方差2给出了错误的输出?根据输出应相同。在R 为什么协方差2()给出了错误的答案?,r,statistics,R,Statistics,为什么协方差2给出了错误的输出?根据输出应相同。在协方差2()中,您需要除以长度(x),而不是长度(x)-1 sMean = function(x) { sum = 0; for (i in 1:length(x)) { sum = sum + x[i] } return(sum/length(x)) } covariance = function(x,y) { #Formula is E((x-E[x])(y-E[y])) => E[xy] - E[x]E[
协方差2()
中,您需要除以长度(x)
,而不是长度(x)-1
sMean = function(x) {
sum = 0;
for (i in 1:length(x)) {
sum = sum + x[i]
}
return(sum/length(x))
}
covariance = function(x,y) {
#Formula is E((x-E[x])(y-E[y])) => E[xy] - E[x]E[y]
meanX = sMean(x)
meanY = sMean(y)
cov = 0;
for (i in 1:length(x)) {
cov = cov + ((x[i] - meanX) * (y[i] - meanY))
}
cov = cov/(length(x)-1)
return (cov)
}
covariance2 = function(x,y) {
#Formula is E((x-E[x])(y-E[y])) => E[xy] - E[x]E[y]
meanX = (sMean(x) * length(x)) /(length(x)-1)
meanY = (sMean(y) * length(x)) /(length(x)-1)
meanXY = (sMean(x*y) * length(x)) /(length(x)-1)
return (meanXY - meanX*meanY)
}
#Output
#> cov(arr,arr2)
#[1] 16.75
#> covariance(arr,arr2)
#[1] 16.75
#> covariance2(arr,arr2) #Why this function give wrong output?
#[1] -9.5
协方差2=函数(x,y){
我想
length(x-1)
应该是length(x)-1
开始吧?@konvas,非常感谢你的回答,修复了那部分,它仍然不起作用。更新了问题。请检查。你为什么要除以length(x)-1而不是length(x)
?也不需要函数sMean
,您可以使用R
附带的函数mean()
编写mean(x)
。
covariance2 = function(x,y) {
meanX <- sMean(x)
meanY <- sMean(y)
meanXY <- sMean(x*y)
return((meanXY - meanX * meanY) * length(x) / (length(x) - 1))
}