Created
June 10, 2013 12:32
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正交变换与数据保密
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set.seed(123) | |
x <- seq(1, 20, length = 20) | |
y <- 4 + 3 * seq(1, 20, length = 20) + rnorm(20, 0, 6) | |
plot(x, y) | |
k <- 2 | |
tstMat <- array(runif(k), dim=c(k,k)) | |
A1 <- qr.Q(qr(tstMat)) | |
A2 <- 2 | |
x1 <- cbind(1, x) %*% A1 | |
y1 <- y * A2 | |
k <- 20 | |
tstMat <- array(runif(k), dim=c(k,k)) | |
B <- qr.Q(qr(tstMat)) | |
y2 <- B %*% y1 | |
x2 <- B %*% x1 | |
x3 <- x2 %*% t(A1) | |
y3 <- y2 * 1/A2 | |
lm1 <- lm(y ~ x) | |
lm2 <- lm(y3 ~ x3-1) | |
par(mfrow = c(1, 2)) | |
plot(x, y, xlim = c(-40, 30), ylim = c(-40, 70), pch = 6, xlab = "", ylab = '') | |
abline(a= lm1$coefficients[1], b =lm1$coefficients[2] ) | |
plot(x3[, 2],y3, xlim = c(-40, 30), ylim = c(-40, 70), pch = 11,col = 2, xlab = '', ylab = '') | |
abline(a= lm2$coefficients[1], b =lm2$coefficients[2], col = 2 ) | |
plot(lm1) | |
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