TITEL              : competition
KEYWORDS (statist) : computational statistics, regression
ANWENDUNGSGEBIET   : 
VERW.(VORL./J.-S.) : 
Ueb.aufgabe 	   : rg-e-competition.tex
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KURZE BESCHREIBUNG : Simulierte Daten, generiert durch folgendes R-Programm

set.seed(5566)
n <- 400
x1 <- rbinom(n,1,0.75)
x2 <- sample(4,n,replace=TRUE,prob=c(0.2,0.3,0.4,0.1))
x3 <- numeric(0)
for (i in 1:n)
  x3[i] <- switch(x2[i],
             rnorm(1,1,10),
             rnorm(1,0,1),
             rnorm(1,-3,5),
             rnorm(1,-8,1))
covmatrix <- rbind(c(1,0,0,0,0.7,0.7,0.5,0),
                   c(0,2,0,-1.6,0,0,0,1),
                   c(0,0,2.5,0,0,0,0,0),
                   c(0,-1.6,0,2.5,0,0,0,-0.7),
                   c(0.7,0,0,0,1.2,0.9,0.9,0),
                   c(0.7,0,0,0,0.9,1.1,0.6,0),
                   c(0.5,0,0,0,0.9,0.6,1,0),
                   c(0,1,0,-0.7,0,0,0,1.6))
mu <- c(0,0,0,0,0,0,0,0)
xm <- mvrnorm(n,mu,covmatrix)
x4 <- xm[,1]
x5 <- xm[,2]
x6 <- (xm[,3]-1)^2
x7 <- xm[,4]
x8 <- xm[,5]^2*sign(xm[,5])
x9 <- xm[,6]-0.5*xm[,6]^2
x10 <- sqrt(abs(xm[,7]))
x11 <- xm[,8]
y <- numeric(0)
for (i in 1:n){
  y[i] <- switch(x1[i]+1,
            (-3*x3[i]
                 +0.5*sqrt(abs(x3[i]))*x7[i]+exp(x7[i])+10*sqrt(abs(x8[i]))
                 -0.8*exp(x11[i])*x10[i])/abs(x11[i]+1)+2*x4[i]
                 ,
            (-3*x3[i]
                 +0.5*sqrt(abs(x3[i]))*x7[i]+exp(x7[i])+10*sqrt(abs(x8[i]))
                 -4*x6[i]*sqrt(abs(x6[i]))
                 -0.8*exp(x11[i])*x10[i])/(abs(x11[i])+1)+2*x4[i]
                 )
}
o10 <- sample(400,5)
x10[o10] <- rnorm(5,0,100)
o5 <- sample(400,3)
x5[o5] <- rnorm(3,20,3)
z <- log(abs(y))*sign(y)+rnorm(n)
simdata <- as.data.frame(cbind(z,x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11))
write.table(simdata,file="competition.dat")
                     
SPEZ. EIG.         : 
                     
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DIM.(VAR./FAELLE)  : 1 abhängige Variable z, 11 unabh. Variable x1-x11,
                     400 Fälle

                     
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* / LITERATUR      :  /
                     
                     
                   * D=Daten, vA=volle Analyse, tA=teilweise Analyse,
                     K=Kommentar

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BEMERKUNGEN        : 
                     
                     
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USERS              : Christian Hennig
DATUM/UNTERSCHRIFT : 20.6.2003