------------- # Aufgabe 1 # ------------- MyRegression = function(y,X) { # A beta = c A = t(X)%*%X Ainv = solve(A) c = t(X)%*%y betas = Ainv%*%c fittedvalues = X%*%betas errors = y - fittedvalues Rsquared = var(fittedvalues)/var(y) result = list(betas,fittedvalues,errors,Rsquared) names(result) = c("betas","fittedvalues","errors","Rsquared") plot(y,type="l") lines(fittedvalues,col="red") lines(errors,col="yellow") return(result) } ------------- # Aufgabe 2 # ------------- x = (-10):10 eps = rnorm(21) y = 5 - 0.5*x + eps plot(x,y) # 2a) reslm = lm(y ~ x) summary(reslm) reslm$fit reslm$res plot(x,y,type="l") lines(x,reslm$fit,col="red") lines(x,reslm$res,col="yellow") # 2b) n = length(y) x0 = rep(1,n) X = cbind(x0,x) resmy = MyRegression(y,X) resmy$betas resmy$fit resmy$err resmy$Rsq