该图是线性回归模型中异方差问题的典型表示。如果有人能指导我如何使用 tikz ,我将不胜感激。
问候
答案1
以下是使用 PGFPlots 的一种方法,基于在以下位置找到的 2D 版本使用 pgfplot 绘制人口回归函数
\documentclass[border=5mm]{standalone}
\usepackage{pgfplots}
\pgfplotsset{compat=1.12}
\begin{document}
\begin{tikzpicture}[ % Define Normal Probability Function
declare function={
normal(\x,\m,\s) = 1/(2*\s*sqrt(pi))*exp(-(\x-\m)^2/(2*\s^2));
}
]
\begin{axis}[
no markers,
domain=0:12,
zmin=0, zmax=1,
xmin=0, xmax=3,
samples=200,
samples y=0,
axis lines=middle,
xtick={0.5,1.5,2.5},
xmajorgrids,
xticklabels={},
ytick=\empty,
xticklabels={$x_1$, $x_2$, $x_3$},
ztick=\empty,
xlabel=$x$, xlabel style={at={(rel axis cs:1,0,0)}, anchor=west},
ylabel=$y$, ylabel style={at={(rel axis cs:0,1,0)}, anchor=south west},
zlabel=Probability density, zlabel style={at={(rel axis cs:0,0,0.5)}, rotate=90, anchor=south},
set layers
]
\addplot3 [samples=2, samples y=0, domain=0:3] (x, {1.5*(x-0.5)+3}, 0);
\addplot3 [cyan!50!black, thick] (0.5, x, {normal(x, 3, 0.5)});
\addplot3 [cyan!50!black, thick] (1.5, x, {normal(x, 4.5, 1)});
\addplot3 [cyan!50!black, thick] (2.5, x, {normal(x, 6, 1.5)});
\pgfplotsextra{
\begin{pgfonlayer}{axis background}
\draw [on layer=axis background] (0.5, 3, 0) -- (0.5, 3, {normal(0,0,0.5)}) (0.5,0,0) -- (0.5,12,0);
\draw (1.5, 4.5, 0) -- (1.5, 4.5, {normal(0,0,1)}) (1.5,0,0) -- (1.5,12,0);
\draw (2.5, 6, 0) -- (2.5, 6, {normal(0,0,1.5)}) (2.5,0,0) -- (2.5,12,0);
\end{pgfonlayer}
}
\end{axis}
\end{tikzpicture}
\end{document}
这是一个具有不同观点的版本,其中的点使用具有不同标准差的正态分布随机分布(使用绘制二维高斯样本):
\documentclass[border=5mm]{standalone}
\usepackage{pgfplots}
\pgfplotsset{compat=1.12}
\makeatletter
\pgfdeclareplotmark{dot}
{%
\fill circle [x radius=0.02, y radius=0.08];
}%
\makeatother
\begin{document}
\begin{tikzpicture}[ % Define Normal Probability Function
declare function={
normal(\x,\m,\s) = 1/(2*\s*sqrt(pi))*exp(-(\x-\m)^2/(2*\s^2));
},
declare function={invgauss(\a,\b) = sqrt(-2*ln(\a))*cos(deg(2*pi*\b));}
]
\begin{axis}[
%no markers,
domain=0:12,
zmin=0, zmax=1,
xmin=0, xmax=3,
samples=200,
samples y=0,
view={40}{30},
axis lines=middle,
enlarge y limits=false,
xtick={0.5,1.5,2.5},
xmajorgrids,
xticklabels={},
ytick=\empty,
xticklabels={$x_1$, $x_2$, $x_3$},
ztick=\empty,
xlabel=$x$, xlabel style={at={(rel axis cs:1,0,0)}, anchor=west},
ylabel=$y$, ylabel style={at={(rel axis cs:0,1,0)}, anchor=south west},
zlabel=Probability density, zlabel style={at={(rel axis cs:0,0,0.5)}, rotate=90, anchor=south},
set layers, mark=cube
]
\addplot3 [gray!50, only marks, mark=dot, mark layer=like plot, samples=200, domain=0.1:2.9, on layer=axis background] (x, {1.5*(x-0.5)+3+invgauss(rnd,rnd)*x}, 0);
\addplot3 [samples=2, samples y=0, domain=0:3] (x, {1.5*(x-0.5)+3}, 0);
\addplot3 [cyan!50!black, thick] (0.5, x, {normal(x, 3, 0.5)});
\addplot3 [cyan!50!black, thick] (1.5, x, {normal(x, 4.5, 1)});
\addplot3 [cyan!50!black, thick] (2.5, x, {normal(x, 6, 1.5)});
\pgfplotsextra{
\begin{pgfonlayer}{axis background}
\draw [gray, on layer=axis background] (0.5, 3, 0) -- (0.5, 3, {normal(0,0,0.5)}) (0.5,0,0) -- (0.5,12,0)
(1.5, 4.5, 0) -- (1.5, 4.5, {normal(0,0,1)}) (1.5,0,0) -- (1.5,12,0)
(2.5, 6, 0) -- (2.5, 6, {normal(0,0,1.5)}) (2.5,0,0) -- (2.5,12,0);
\end{pgfonlayer}
}
\end{axis}
\end{tikzpicture}
\end{document}
使用 x 中离散的现象:
\documentclass[border=5mm]{standalone}
\usepackage{pgfplots}
\pgfplotsset{compat=1.12}
\makeatletter
\pgfdeclareplotmark{dot}
{%
\fill circle [x radius=0.08, y radius=0.32];
}%
\makeatother
\begin{document}
\begin{tikzpicture}[ % Define Normal Probability Function
declare function={
normal(\x,\m,\s) = 1/(2*\s*sqrt(pi))*exp(-(\x-\m)^2/(2*\s^2));
},
declare function={invgauss(\a,\b) = sqrt(-2*ln(\a))*cos(deg(2*pi*\b));}
]
\begin{axis}[
%no markers,
domain=0:12,
zmin=0, zmax=1,
xmin=0, xmax=3,
samples=200,
samples y=0,
view={40}{30},
axis lines=middle,
enlarge y limits=false,
xtick={0.5,1.5,2.5},
xmajorgrids,
xticklabels={},
ytick=\empty,
xticklabels={$x_1$, $x_2$, $x_3$},
ztick=\empty,
xlabel=$x$, xlabel style={at={(rel axis cs:1,0,0)}, anchor=west},
ylabel=$y$, ylabel style={at={(rel axis cs:0,1,0)}, anchor=south west},
zlabel=Probability density, zlabel style={at={(rel axis cs:0,0,0.5)}, rotate=90, anchor=south},
set layers, mark=cube
]
\pgfplotsinvokeforeach{0.5,1.5,2.5}{
\addplot3 [draw=none, fill=black, opacity=0.25, only marks, mark=dot, mark layer=like plot, samples=30, domain=0.1:2.9, on layer=axis background] (#1, {1.5*(#1-0.5)+3+invgauss(rnd,rnd)*#1}, 0);
}
\addplot3 [samples=2, samples y=0, domain=0:3] (x, {1.5*(x-0.5)+3}, 0);
\addplot3 [cyan!50!black, thick] (0.5, x, {normal(x, 3, 0.5)});
\addplot3 [cyan!50!black, thick] (1.5, x, {normal(x, 4.5, 1)});
\addplot3 [cyan!50!black, thick] (2.5, x, {normal(x, 6, 1.5)});
\pgfplotsextra{
\begin{pgfonlayer}{axis background}
\draw [gray, on layer=axis background] (0.5, 3, 0) -- (0.5, 3, {normal(0,0,0.5)}) (0.5,0,0) -- (0.5,12,0)
(1.5, 4.5, 0) -- (1.5, 4.5, {normal(0,0,1)}) (1.5,0,0) -- (1.5,12,0)
(2.5, 6, 0) -- (2.5, 6, {normal(0,0,1.5)}) (2.5,0,0) -- (2.5,12,0);
\end{pgfonlayer}
}
\end{axis}
\end{tikzpicture}
\end{document}
答案2
这里有一个纯粹的tikz
解决方案,只是为了好玩。在当前状态下,如果您想更改常规函数的参数,代码需要进行一些手动计算才能正确获取辅助线的坐标。
\documentclass[tikz, border=6mm]{standalone}
\newcommand{\normal}[2]{{\x},{(1/sqrt(2*pi*#2^2))*exp(-(\x-#1)^2/(2*#2^2))}}
\begin{document}
\begin{tikzpicture}[x={(.5,0,-1)}, % y-axis
y={(0,1,0)},
z={(2,-.25,2)}, % x-axis
thick]
\begin{scope}[>=latex, ->, xshift=-3cm, yshift=-.5cm]
\draw (0,0,0) -- ++(5,0,0) node [right] {$y$};
\draw (0,0,0) -- ++(0,2,0) node [above] {$f(u)$};
\draw (0,0,0) -- ++(0,0,8) node [right] {$x$};
\end{scope}
\begin{scope}[smooth]
\draw [domain=-2:2] plot (\normal{0}{.2});
\draw [domain=-2:2, xshift=2cm, yshift=-.5cm] plot (\normal{.5}{.5});
\draw [domain=-2:2, xshift=4cm, yshift=-1cm] plot (\normal{1}{1});
\end{scope}
\draw [shorten <=-1.45cm] (0,0,0) -- (1,0,4) node [font=\scriptsize, below right] {$\beta_1+\beta2X_i$};
\foreach \x\m\y\l in {0/0/2/x_1,2/.5/.8/x_2,4/1/.4/x_i} {
\draw (-2,0,\x) -- ++(4,0,0) node [below, at start] {$\l$};
\draw (\m,0,\x) --++(0,\y,0);
}
\end{tikzpicture}
\end{document}