SPCDの数値シミュレーション
- パラメータの設定
- 指定した相関係数に従うような正規乱数を生成
- 割付ごとに設定された平均・標準偏差になるように線形変換
- データフレームの作成, csvへの書き込み, データの可視化
R version 4.0.1
n=600のときのデータ生成の結果
yoshiki301 / spcd_simulation Goto Github PK
View Code? Open in Web Editor NEWSPCDの数値シミュレーション
spcd_simulation's Introduction
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既存手法との比較
OLSや繰り返し測定法などの既存手法を実装し, EMアルゴリズムと結果を比較できるようにする.
EMアルゴリズムの実装
生成したデータに対してEMアルゴリズムによって潜在パラメータの推定を行う.
EMアルゴリズムのリファクタリング
Rライクな記法に直してリファクタリングする
- ベクトル演算を使う(
appendは遅いのでなるべくしない) applyを使う
尤度の表示
尤度のプロット機能を追加する
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