remove(list=ls()) set.seed(13) T<-function(vec,mu){ sqrt(length(vec))*(mean(vec)-mu)/sd(vec) } low<-function(vec,quant){mean(vec)+quant*sd(vec)/sqrt(length(vec))} up<-function(vec,quant){mean(vec)+quant*sd(vec)/sqrt(length(vec))} #Number of Bootstrap replications M<-1000 dat<-read.table("C:/Users/Chris/Documents/Stochastik III/R/lampen.dat") qqnorm(dat$V2) qqline(dat$V2,col="red") hist(dat$V2) data<-dat$V2 mu<-mean(data) t.test(data) n<-length(data) databoot<-sample(data,size=M*n,replace=TRUE) databoot<-matrix(databoot,ncol=n) Tboot<-apply(databoot,1,T,mu=mu) q1<-quantile(Tboot,probs=c(0.025)) q2<-quantile(Tboot,probs=c(0.975)) low(data,q1) up(data,q2) t.test(data) #####Aufgabe 3##### KS<-function(vec,mu=0){ Fn<-ecdf(vec) absstand<-abs(Fn(vec)-pnorm(vec,mean=mu)) max(absstand) } dat<-read.table("C:/Users/Chris/Documents/Stochastik III/R/norm.dat") dat<-dat$x n<-length(dat) M<-5000 t.test(dat) mu<-mean(dat) sigma<-sd(dat) qqnorm(dat) qqline(dat,col="red") hist(dat) ks.test(dat,"pnorm",mean=mean(dat)) KSBasis<-KS((dat-mu)/sigma) ks.test((dat-mu)/sigma, "pnorm") bootdat<-rnorm(M*n,mean=mu,sd=sigma) bootdat<-matrix(bootdat,ncol=n) means<-apply(bootdat,1,mean) sds<-apply(bootdat,1,sd) einser<-rep(1,n) meansmatrix<-outer(means,einser) sdmatrix<-outer(sds,einser) bootdat<-bootdat-meansmatrix bootdat<-bootdat/sdmatrix KSstat<-apply(bootdat,1,KS) length(which(KSstat>KSBasis))/5000 ######Erzeuge die Norm Daten####### hip <- read.table("C:/Users/Chris/Documents/Stochastik III/R/HIP_star.dat",header=TRUE,fill=TRUE) attach(hip) filter1 <- (RA>50 & RA<100 & DE>0 & DE<25) filter2 <- (pmRA>90 & pmRA<130 & pmDE>-60 & pmDE< -10) filter <- filter1 & filter2 & (e_Plx<5) sum(filter) color <- B.V boxplot(color~filter,notch=TRUE) H <- color[filter] nH <- color[!filter & !is.na(color)] tlist2 <- NULL all <- c(H,nH) for(i in 1:5000) { s <- sample(2586,92) # choose a sample tlist2 <- c(tlist2, t.test(all[s],all[-s], var.eq=TRUE)$stat) # add t-stat to list } write.table(tlist2,"C:/Users/Chris/Documents/Stochastik III/R/norm.dat")