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modifications et création de la copie pour le dépôt final avec les règles de la FESP

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François Pelletier 2014-02-03 18:48:33 -05:00
parent 0723f9728f
commit b4d2810e6d
89 changed files with 13756 additions and 1962 deletions
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memoire/graphiques/CH3-SIMGAMMAGAUSS.csv Normal file
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set.seed(908144032)
## GRAPHIQUE 1 ##
s0 <- 100
n <- 500
## On simule des temps d'arrivée Gamma
t <- c(0,rep(cumsum(rgamma(n,0.5)),each=2))
## On simule des sauts gaussiens
j <- head(c(0,0,rep(cumsum(rnorm(n,0.005/365,0.0025)),each=2)),-1)
## On trace le parcours
cbind(t,j)
pdf("CH3-SIMGAMMAGAUSS.pdf")
plot(t,s0*exp(j),type="l",xlab="t",ylab="Y(t)",main=" ")
dev.off()
write.csv(data.frame(Temps=t,Prix=s0*exp(j)),file="CH3-SIMGAMMAGAUSS.csv")
## GRAPHIQUE 2 ##
source("../contenus/r/code/rGAL.r")
d1 <- rGALkappa(2500,0,1,2,1)
pdf("CH3-SIMULGAL0121.pdf")
hist(d1,prob=TRUE,col="grey",breaks=25,xlab="y",ylab="f(y)",main="")
lines(density(d1),lwd=3)
dev.off()

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## Exemples de courbes de densité
library(MASS)
source("fonctions.r")
dGAL1 <- function(x) dGALkappa(x,param=c(0,1,1,1))
dGAL2 <- function(x) dGALkappa(x,param=c(0,1,2,1))
dGAL3 <- function(x) dGALkappa(x,param=c(0,1,2,2))
dGAL4 <- function(x) dGALkappa(x,param=c(0,1,.5,1))
pdf("dGAL-exemples.pdf")
curve(dGAL1,from=-5,to=5,n=500,xlab="y",ylab="f(y)")
curve(dGAL2,from=-5,to=5,n=500,add=TRUE)
curve(dGAL3,from=-5,to=5,n=500,add=TRUE)
curve(dGAL4,from=-5,to=5,n=500,add=TRUE)
points(-2,dGAL1(-2),pch=21)
points(1,dGAL1(1),pch=21)
points(-2,dGAL2(-2),pch=22)
points(0.49,dGAL2(0.49),pch=22)
points(-2,dGAL3(-2),pch=15)
points(0.25,dGAL3(0.25),pch=15)
points(-2,dGAL4(-2),pch=16)
points(1.5,dGAL4(1.5),pch=16)
pchgraph <- c(21,22,15,16)
noms <- c("GAL(x; 0, 1, 1, 1)","GAL(x; 0, 1, 2, 1)","GAL(x; 0, 1, 2, 2)","GAL(x; 0, 1, 0.5, 1)")
legend(-5, 0.7, noms, cex=1.0,
pch=pchgraph, lty=1)
dev.off()

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% was here!!!
\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% was here!!!
\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% was here!!!
{\pgfsetcornersarced{\pgfpoint{0.000000\du}{0.000000\du}}\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% was here!!!
{\pgfsetcornersarced{\pgfpoint{0.000000\du}{0.000000\du}}\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% was here!!!
{\pgfsetcornersarced{\pgfpoint{0.000000\du}{0.000000\du}}\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% was here!!!
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% was here!!!
{\pgfsetcornersarced{\pgfpoint{0.000000\du}{0.000000\du}}\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% was here!!!
{\pgfsetcornersarced{\pgfpoint{0.000000\du}{0.000000\du}}\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% was here!!!
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% was here!!!
\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% was here!!!
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% was here!!!
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% was here!!!
\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
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% setfont left to latex
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% setfont left to latex
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% setfont left to latex
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\pgfsetstrokecolor{dialinecolor}
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% setfont left to latex
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\pgfsetstrokecolor{dialinecolor}
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% was here!!!
\definecolor{dialinecolor}{rgb}{0.000000, 0.000000, 0.000000}
\pgfsetstrokecolor{dialinecolor}
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