updated book
This commit is contained in:
@@ -706,10 +706,10 @@ covariance matrix through the <strong>np.linalg.eig()</strong> function.</p>
|
||||
</div>
|
||||
</div>
|
||||
<div class="cell_output docutils container">
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>-0.1477190177681485
|
||||
3.5426270409877345
|
||||
[[1.01393496 3.02432309]
|
||||
[3.02432309 9.86643649]]
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>0.10541723644166373
|
||||
4.575870409023631
|
||||
[[0.84972787 2.5321613 ]
|
||||
[2.5321613 8.59875207]]
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -749,10 +749,10 @@ a more brute force way. Here we scale the mean values for each column of the des
|
||||
</div>
|
||||
</div>
|
||||
<div class="cell_output docutils container">
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>0.08793554992813543
|
||||
1.9271707090281667
|
||||
[[1. 0.6690108]
|
||||
[0.6690108 1. ]]
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>0.0768805855280187
|
||||
1.6568154596723088
|
||||
[[1. 0.69438869]
|
||||
[0.69438869 1. ]]
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -781,30 +781,30 @@ this matrix we easily see that it is a positive definite matrix.</p>
|
||||
</div>
|
||||
</div>
|
||||
<div class="cell_output docutils container">
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[[-0.95395895 -3.11535632]
|
||||
[ 1.05641352 3.6533977 ]
|
||||
[ 0.801356 4.56475921]
|
||||
[-0.69136414 -1.7642448 ]
|
||||
[ 0.68822559 0.63896182]
|
||||
[ 0.30916988 1.25233253]
|
||||
[ 0.10008326 0.10539984]
|
||||
[-0.52155823 -1.85777073]
|
||||
[ 0.24377554 0.94616709]
|
||||
[-1.03214247 -4.42364634]]
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[[-1.6629598 -6.60625144]
|
||||
[-1.59424119 -4.17676247]
|
||||
[ 0.13699574 -1.26680052]
|
||||
[ 1.67275915 7.04206048]
|
||||
[ 1.48931464 4.73718419]
|
||||
[ 0.82341746 3.16411163]
|
||||
[ 0.56141009 1.13137881]
|
||||
[ 0.38616125 0.98338288]
|
||||
[-1.28000355 -3.69734609]
|
||||
[-0.53285379 -1.31095745]]
|
||||
0 1
|
||||
0 -0.953959 -3.115356
|
||||
1 1.056414 3.653398
|
||||
2 0.801356 4.564759
|
||||
3 -0.691364 -1.764245
|
||||
4 0.688226 0.638962
|
||||
5 0.309170 1.252333
|
||||
6 0.100083 0.105400
|
||||
7 -0.521558 -1.857771
|
||||
8 0.243776 0.946167
|
||||
9 -1.032142 -4.423646
|
||||
0 -1.662960 -6.606251
|
||||
1 -1.594241 -4.176762
|
||||
2 0.136996 -1.266801
|
||||
3 1.672759 7.042060
|
||||
4 1.489315 4.737184
|
||||
5 0.823417 3.164112
|
||||
6 0.561410 1.131379
|
||||
7 0.386161 0.983383
|
||||
8 -1.280004 -3.697346
|
||||
9 -0.532854 -1.310957
|
||||
0 1
|
||||
0 1.000000 0.947607
|
||||
1 0.947607 1.000000
|
||||
0 1.000000 0.972149
|
||||
1 0.972149 1.000000
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -861,37 +861,37 @@ this matrix we easily see that it is a positive definite matrix.</p>
|
||||
<div class="cell_output docutils container">
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 0 1 2 3 4 5 6 7 \
|
||||
0 0.0 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
|
||||
1 0.0 0.079977 0.079947 0.079510 0.081431 0.083259 0.070891 0.072689
|
||||
2 0.0 0.079947 0.081195 0.081235 0.083734 0.086125 0.073415 0.075557
|
||||
3 0.0 0.079510 0.081235 0.084255 0.086970 0.089578 0.078324 0.080630
|
||||
4 0.0 0.081431 0.083734 0.086970 0.090033 0.092982 0.081221 0.083765
|
||||
5 0.0 0.083259 0.086125 0.089578 0.092982 0.096270 0.084018 0.086799
|
||||
6 0.0 0.070891 0.073415 0.078324 0.081221 0.084018 0.074971 0.077341
|
||||
7 0.0 0.072689 0.075557 0.080630 0.083765 0.086799 0.077341 0.079887
|
||||
8 0.0 0.074531 0.077736 0.082971 0.086346 0.089619 0.079739 0.082464
|
||||
9 0.0 0.076418 0.079959 0.085353 0.088970 0.092486 0.082173 0.085079
|
||||
10 0.0 0.062300 0.065028 0.070886 0.073685 0.076396 0.069322 0.071578
|
||||
11 0.0 0.063862 0.066824 0.072817 0.075794 0.078684 0.071279 0.073672
|
||||
12 0.0 0.065482 0.068680 0.074807 0.077965 0.081038 0.073288 0.075822
|
||||
13 0.0 0.067164 0.070600 0.076859 0.080205 0.083465 0.075356 0.078035
|
||||
14 0.0 0.068912 0.072590 0.078981 0.082519 0.085973 0.077486 0.080316
|
||||
1 0.0 0.083793 0.077516 0.081955 0.073791 0.066763 0.071803 0.064695
|
||||
2 0.0 0.077516 0.074112 0.078363 0.072304 0.066838 0.070556 0.064873
|
||||
3 0.0 0.081955 0.078363 0.084619 0.077941 0.071937 0.076833 0.070462
|
||||
4 0.0 0.073791 0.072304 0.077941 0.073102 0.068533 0.072132 0.067141
|
||||
5 0.0 0.066763 0.066838 0.071937 0.068533 0.065108 0.067671 0.063791
|
||||
6 0.0 0.071803 0.070556 0.076833 0.072132 0.067671 0.071608 0.066653
|
||||
7 0.0 0.064695 0.064873 0.070462 0.067141 0.063791 0.066653 0.062797
|
||||
8 0.0 0.058641 0.059876 0.064878 0.062637 0.060171 0.062173 0.059201
|
||||
9 0.0 0.053462 0.055477 0.059977 0.058582 0.056826 0.058133 0.055876
|
||||
10 0.0 0.061862 0.062199 0.067948 0.064820 0.061637 0.064615 0.060898
|
||||
11 0.0 0.056026 0.057316 0.062429 0.060312 0.057964 0.060087 0.057216
|
||||
12 0.0 0.051042 0.053036 0.057609 0.056287 0.054609 0.056041 0.053854
|
||||
13 0.0 0.046764 0.049276 0.053387 0.052692 0.051554 0.052427 0.050796
|
||||
14 0.0 0.043072 0.045963 0.049677 0.049481 0.048781 0.049196 0.048020
|
||||
|
||||
8 9 10 11 12 13 14
|
||||
0 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
|
||||
1 0.074531 0.076418 0.062300 0.063862 0.065482 0.067164 0.068912
|
||||
2 0.077736 0.079959 0.065028 0.066824 0.068680 0.070600 0.072590
|
||||
3 0.082971 0.085353 0.070886 0.072817 0.074807 0.076859 0.078981
|
||||
4 0.086346 0.088970 0.073685 0.075794 0.077965 0.080205 0.082519
|
||||
5 0.089619 0.092486 0.076396 0.078684 0.081038 0.083465 0.085973
|
||||
6 0.079739 0.082173 0.069322 0.071279 0.073288 0.075356 0.077486
|
||||
7 0.082464 0.085079 0.071578 0.073672 0.075822 0.078035 0.080316
|
||||
8 0.085222 0.088023 0.073858 0.076091 0.078386 0.080747 0.083182
|
||||
9 0.088023 0.091015 0.076167 0.078544 0.080987 0.083501 0.086095
|
||||
10 0.073858 0.076167 0.065149 0.067003 0.068903 0.070855 0.072863
|
||||
11 0.076091 0.078544 0.067003 0.068967 0.070980 0.073048 0.075177
|
||||
12 0.078386 0.080987 0.068903 0.070980 0.073109 0.075298 0.077553
|
||||
13 0.080747 0.083501 0.070855 0.073048 0.075298 0.077613 0.079998
|
||||
14 0.083182 0.086095 0.072863 0.075177 0.077553 0.079998 0.082518
|
||||
1 0.058641 0.053462 0.061862 0.056026 0.051042 0.046764 0.043072
|
||||
2 0.059876 0.055477 0.062199 0.057316 0.053036 0.049276 0.045963
|
||||
3 0.064878 0.059977 0.067948 0.062429 0.057609 0.053387 0.049677
|
||||
4 0.062637 0.058582 0.064820 0.060312 0.056287 0.052692 0.049481
|
||||
5 0.060171 0.056826 0.061637 0.057964 0.054609 0.051554 0.048781
|
||||
6 0.062173 0.058133 0.064615 0.060087 0.056041 0.052427 0.049196
|
||||
7 0.059201 0.055876 0.060898 0.057216 0.053854 0.050796 0.048020
|
||||
8 0.056328 0.053599 0.057420 0.054434 0.051645 0.049060 0.046678
|
||||
9 0.053599 0.051368 0.054197 0.051787 0.049479 0.047299 0.045258
|
||||
10 0.057420 0.054197 0.059243 0.055653 0.052370 0.049380 0.046663
|
||||
11 0.054434 0.051787 0.055653 0.052738 0.050015 0.047489 0.045161
|
||||
12 0.051645 0.049479 0.052370 0.050015 0.047760 0.045630 0.043637
|
||||
13 0.049060 0.047299 0.049380 0.047489 0.045630 0.043839 0.042136
|
||||
14 0.046678 0.045258 0.046663 0.045161 0.043637 0.042136 0.040684
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -1080,10 +1080,10 @@ We can write our own code or simply use either the functionaly of <strong>numpy<
|
||||
</div>
|
||||
<div class="cell_output docutils container">
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span> 0 1
|
||||
0 3.970827 1.972533
|
||||
1 1.972533 1.968650
|
||||
[[3.97082748 1.97253307]
|
||||
[1.97253307 1.96865004]]
|
||||
0 3.986362 1.994474
|
||||
1 1.994474 2.001468
|
||||
[[3.98636199 1.99447418]
|
||||
[1.99447418 2.00146807]]
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -1110,8 +1110,8 @@ Our own code here is not very elegant and asks for obvious improvements. It is t
|
||||
</div>
|
||||
<div class="cell_output docutils container">
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Centered covariance using own code
|
||||
[[3.97082748 1.97253307]
|
||||
[1.97253307 1.96865004]]
|
||||
[[3.98636199 1.99447418]
|
||||
[1.99447418 2.00146807]]
|
||||
</pre></div>
|
||||
</div>
|
||||
<img alt="_images/chapter8_65_1.png" src="_images/chapter8_65_1.png" />
|
||||
@@ -1171,16 +1171,16 @@ questions.</p>
|
||||
</div>
|
||||
<div class="cell_output docutils container">
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Eigenvalues of Covariance matrix
|
||||
5.181766185664273
|
||||
0.7577113351177733
|
||||
5.221666864828611
|
||||
0.766163196245293
|
||||
First eigenvector
|
||||
[0.85222243 0.52317963]
|
||||
[0.85014487 0.52654886]
|
||||
Second eigenvector
|
||||
[-0.52317963 0.85222243]
|
||||
[-0.52654886 0.85014487]
|
||||
</pre></div>
|
||||
</div>
|
||||
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Eigenvector of largest eigenvalue
|
||||
[0.85222243 0.52317963]
|
||||
[-0.85014487 -0.52654886]
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
Reference in New Issue
Block a user