統計解析R たぶんpart3くらい

統計解析R たぶんpart3くらい (587ﾚｽ)
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303: デフォルトの名無しさん [] 2019/09/21(土) 00:44:03.23 ID:MLPk5U2Q

``` {r}
convex_on_rails = function (xi, ai) {
js = order (xi); xi = xi [js]; ai = ai [js]; bi = cumsum (ai);
ci = cumsum (ai * xi); f = function (j, x) bi [j] * x - ci [j];
d_f = function (j, x) ai [j] * (x - xi [j]);
i_f = function (j, x) (x + ci [j]) / bi [j];
convex = function (x) { js = seq_along (xi);
purrr::reduce (.init = 0, .x = js, .f = function (out, j) {
pmax (out, f (j, x)); }); };
resnet = function (x) { js = rev (seq_along (xi));
purrr::reduce (.init = f (js [1], x), .x = js, .f = function (out, j) {
out - plure (d_f (j, i_f (j, out))); }); };
list (convex = convex, resnet = resnet);
};

resnet_on_rails = function (xi, yi) {
out = zigzag_on_rails (xi, yi); with (out, {
xi = out $ xi; ai = out $ ai; js = which (ai > 0);
fp = convex_on_rails (xi [js], ai [js]); js = which (ai < 0);
fm = convex_on_rails (xi [js], - ai [js]);
convex = function (x) y0 + fp $ convex (x) - fm $ convex (x);
resnet = function (x) y0 + fp $ resnet (x) - fm $ resnet (x);
add (out, convex = convex, resnet = resnet);
});
};
```

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http://mevius.5ch.net/test/read.cgi/tech/1340339592/303

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