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  1. #請記得先安裝TSA package
  2. library(TSA)
  3.  
  4. #X~N(0,1)
  5. set.seed(1)
  6. par(mfrow=c(1,2))
  7. popnorm<-rnorm(n=100000,mean=0, sd=1)
  8. mean(popnorm)
  9. var(popnorm)
  10. plot(density(popnorm))
  11. meannorm<-array(0,dim=c(1000))
  12. for (i in 1:1000) {
  13. meannorm[i]=mean(sample(popnorm,size=30,replace=TRUE))
  14. }
  15. mean(meannorm)
  16. var(meannorm)
  17. plot(density(meannorm))
  18. jarque.bera.test(meannorm)
  19.  
  20. #X~U(-1,1)
  21. set.seed(1)
  22. par(mfrow=c(1,2))
  23. popunif<-runif(n=100000,min=-1,max=1)
  24. mean(popunif)
  25. var(popunif)
  26. plot(density(popunif))
  27. meanunif<-array(0,dim=c(1000))
  28. for (i in 1:1000) {
  29. meanunif[i]=mean(sample(popunif,size=30,replace=TRUE))
  30. }
  31. mean(meanunif)
  32. var(meanunif)
  33. plot(density(meanunif))
  34. jarque.bera.test(meanunif)
  35.  
  36. #X~Bin(1,0.1)
  37. set.seed(1)
  38. par(mfrow=c(1,2))
  39. popbinom<-rbinom(n=100000, size=1, p=0.1)
  40. mean(popbinom)
  41. var(popbinom)
  42. hist(popbinom)
  43. meanbinom<-array(0,dim=c(1000))
  44. for (i in 1:1000) {
  45. meanbinom[i]=mean(sample(popbinom,size=30,replace=TRUE))
  46. }
  47. mean(meanbinom)
  48. var(meanbinom)
  49. plot(density(meanbinom))
  50. jarque.bera.test(meanbinom)
  51.  
  52. #X~Poi(1)
  53. set.seed(1)
  54. par(mfrow=c(1,2))
  55. poppois<-rpois(n=100000,lambda=1)
  56. mean(poppois)
  57. var(poppois)
  58. hist(poppois)
  59. meanpois<-array(0,dim=c(1000))
  60. for (i in 1:1000) {
  61. meanpois[i]=mean(sample(poppois,size=30,replace=TRUE))
  62. }
  63. mean(meanpois)
  64. var(meanpois)
  65. plot(density(meanpois))
  66. jarque.bera.test(meanpois)
  67.  
  68. #X~Exp(1)
  69. set.seed(1)
  70. par(mfrow=c(1,2))
  71. popexp<-rexp(n=100000,rate=1)
  72. mean(popexp)
  73. var(popexp)
  74. plot(density(popexp))
  75. meanexp<-array(0,dim=c(1000))
  76. for (i in 1:1000) {
  77. meanexp[i]=mean(sample(popexp,size=30,replace=TRUE))
  78. }
  79. mean(meanexp)
  80. var(meanexp)
  81. plot(density(meanexp))
  82. jarque.bera.test(meanexp)
  83.  
  84. #X~Beta(0.1,5)
  85. set.seed(1)
  86. par(mfrow=c(1,2))
  87. popbeta<-rbeta(n=100000,shape1=0.1, shape2=5)
  88. mean(popbeta)
  89. var(popbeta)
  90. plot(density(popbeta))
  91. meanbeta<-array(0,dim=c(1000))
  92. for (i in 1:1000) {
  93. meanbeta[i]=mean(sample(popbeta,size=30,replace=TRUE))
  94. }
  95. mean(meanbeta)
  96. var(meanbeta)
  97. plot(density(meanbeta))
  98. jarque.bera.test(meanbeta)
  99.  
  100. #X~Cauchy(0,1)
  101. set.seed(1)
  102. par(mfrow=c(1,2))
  103. popcauchy<-rcauchy(100000, location = 0, scale = 1)
  104. mean(popcauchy)
  105. var(popcauchy)
  106. plot(density(popcauchy))
  107. meancauchy<-array(0,dim=c(1000))
  108. for (i in 1:1000) {
  109. meancauchy[i]=mean(sample(popcauchy,size=30,replace=TRUE))
  110. }
  111. mean(meancauchy)
  112. var(meancauchy)
  113. plot(density(meancauchy))
  114. jarque.bera.test(meancauchy)
  115.  
  116.  
Runtime error #stdin #stdout #stderr 2.51s 45144KB
stdin
Standard input is empty
stdout
locfit 1.5-6 	 2010-01-20 
stderr
Loading required package: leaps
Loading required package: locfit
Loading required package: akima
Loading required package: lattice
Loading required package: mgcv
This is mgcv 1.6-2. For overview type 'help("mgcv-package")'.
Loading required package: tseries
Loading required package: quadprog
Loading required package: zoo

Attaching package: 'TSA'

The following object(s) are masked from 'package:stats':

    acf, arima

The following object(s) are masked from 'package:utils':

    tar

Error in function (file = ifelse(onefile, "Rplots.pdf", "Rplot%03d.pdf"),  : 
  unable to start device pdf
Calls: par -> <Anonymous> -> .External
In addition: Warning message:
In function (file = ifelse(onefile, "Rplots.pdf", "Rplot%03d.pdf"),  :
  cannot open 'pdf' file argument 'Rplots.pdf'
Execution halted