2017-10-18 untitled from rstudio

untitled-2017-10-18.R

library(plyr)


experiment <- raply(10000, function() {
  x <- runif(100, -1, 5)
  y <- 1 + 2* x + rnorm(100,sd = 16)
  
  split_x <- split(x, ceiling(seq_along(x)/5))
  split_y <- split(y, ceiling(seq_along(y)/5))
  
  beta_1 <- coef(lm(y~x))
  
  beta_2 <- colMeans(aaply(1:length(split_x), 1, function(i) {
    xx <- split_x[[i]]
    yy <- split_y[[i]]
    coef(lm(yy~xx))
  }))
  
  c(loss_total=sqrt(sum((c(1,2) - beta_1)^2)),
  loss_split=sqrt(sum((c(1,2) - beta_2)^2)))
}, .progress="text")


colMeans(experiment)