StatRed: finished multivariate (question 21).

statred/ass1/q21-multivariate.py

-from pylab import array, eig, diagflat, dot, sqrt, randn, tile
-from pylab import plot, axis, show, figure, clf
+from pylab import array, eig, diagflat, dot, sqrt, randn, tile, \
+        plot, subplot, axis, show, figure, clf
 
 mean = array([[3],
               [4],
@@ -15,7 +15,7 @@ cov  = array(
 samples = 1000
 vector_size = 4
 
-figure(1)
+figure(16)
 clf()
 
 d, U = eig(cov)
@@ -24,21 +24,11 @@ A = dot(U, sqrt(L))
 X = randn(vector_size, samples)
 Y = dot(A,X) + tile(mean, samples)
 
-#import matplotlib.pyplot as plt
-for i in range(4):
-    for j in range(4):
+for i in range(1, 5):
+    for j in range(1, 5):
         if i != j:
-            plot(Y[i], Y[j], 'x')
+            subplot(4, 4, i+(j-1)*4)
+            plot(Y[i-1], Y[j-1], 'x')
+            axis('equal')
 
-axis('equal')
-#plt.plot(x,y,'x');
-#plt.axis('equal');
-#plt.show()
 show()
-
-#import numpy as np
-#x,y = np.random.multivariate_normal(mean, cov, 5000).T
-#print 'x:', x
-#print 'y:', y
-#plt.plot(x,y,'x'); plt.axis('equal'); plt.show()
-