File:Spacing Estimation Plot For MSE Example.png
Summary
Description |
English: This is a plot of the spacing estimates to help visualize the simple example given in w:Maximum spacing estimation#Examples. It was created using the w:R (programming language). |
Date | |
Source | Own work |
Author | Avraham |
Other versions |
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Code
This is the code used to generate the plot. It could have been done more efficiently, but this way is more self-explanatory.
SpacingEstimate<-function (x) { A1<-1-exp(-2*x) A2<-1-exp(-4*x) Z<-(A1)*(A2-A1)*(1-A2) return(log(Z)) } Likelihood<-function (x) { A1<-x*exp(-2*x) A2<-x*exp(-4*x) Z<-A1*A2 return(log(Z)) } x<-seq(0,1,.01) plot(x,SpacingEstimate(x),main="Comparison of Estimator Values", type="l", col="blue", xaxp=c(0,1,10), lwd=2, ylab="Estimator values") points(x, Likelihood(x), col="dark green", type="l", lwd=2) arrows(.4, -7, .26, -8.1) arrows(.56, -7.45, .33, -8.09) text (x=.463, y = -6.7, labels = "Maximum Spacing Estimate:",col="red") text (x=.45, y = -7.0, labels=expression(frac(ln(.6),-2)),col="red") text (x=.6, y = -7.3, labels = "Maximum Likelihood Estimate:", col="purple") text (x=.6, y = -7.6, labels=expression(frac(1,3)), col="purple") abline(v=(log(.6)/-2), col="red") abline(v=(1/3), col="purple") legend ("topright", legend=c("Maximum Spacing", "Maximum Likelihood"), col = c("blue", "dark green"), lwd=2)
Licensing
I, the copyright holder of this work, hereby publish it under the following license:
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