3D plot using rgl package in R to describe probabilty of coin tosses
정리가 아주 잘되어 있는 링크를 발견하고 따라서 돌려봤다.
http://alphaism.wordpress.com/2012/04/20/exploring-optimal-f/
지금 joint probability에 관한 내용을 하고 있고, 그림도 삼차원으로 나타내려 했는데, 적절한 예제인 듯하다.
3D window를 통해서 마우스로 회전/확대 등의 조작도 가능하다. 좋은 세상이구만; 내가 뒤쳐져 있지만.
<Figure generated with R>
<R scripts>
# Two components function TCOpt.f <- function(win = 2, loss = -1, outcome = 4, lev = 1, obs = 100, plays = 1) { f1 <- seq(0, lev, 1/obs) f2 <- seq(0, lev, 1/obs) rets <- matrix(0, length(f1), length(f2)) for (i in 1:length(f1)) { for (j in 1:length(f2)) { s1 <- (1 + (f1[i] * win + f2[j] * loss) / -loss) ^ (1 / outcome) s2 <- (1 + (f1[i] * win + f2[j] * win) / -loss ) ^ (1 / outcome) s3 <- (1 + (f1[i] * loss + f2[j] * win) / -loss ) ^ (1 / outcome) s4 <- (1 + (f1[i] * loss + f2[j] * loss) / -loss ) ^ (1 / outcome) rets[i, j] <- (s1 * s2 * s3 * s4) ^ plays } } rets[is.na(rets)] <- 0 mat <- matrix(f1, nrow = length(f1), ncol=length(f1)) list(xmat = mat, ymat = t(mat), 'rets' = rets) } require(rgl) plays5 <- TCOpt.f(plays=5) x <- plays5$xmat y <- plays5$ymat z <- plays5$rets col <- c('white','blue')[ z+1 ] persp3d(x, y, z, color=col, alpha=.6, xlab = 'coin 1', ylab = 'coin 2', zlab = 'returns') grid3d(c('x', 'y', 'z')) title3d("Two Components Coin Tossing", line=5)
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