library(readxl)
ChemicalShipment <- read_excel("C:/Users/anggi/Documents/KULIAH/SEMESTER 5/APG/PRAKTIKUM 1/ChemicalShipment.xlsx")

Membuat Matriks

A <- as.matrix(ChemicalShipment)
A
##         Y X1    X2
##  [1,]  58  7  5.11
##  [2,] 152 18 16.72
##  [3,]  41  5  3.20
##  [4,]  93 14  7.03
##  [5,] 101 11 10.98
##  [6,]  38  5  4.04
##  [7,] 203 23 22.07
##  [8,]  78  9  7.03
##  [9,] 117 16 10.62
## [10,]  44  5  4.76
## [11,] 121 17 11.02
## [12,] 112 12  9.51
## [13,]  50  6  3.79
## [14,]  82 12  6.45
## [15,]  48  8  4.60
## [16,] 127 15 13.86
## [17,] 140 17 13.03
## [18,] 155 21 15.21
## [19,]  39  6  3.64
## [20,]  90 11  9.57

Vektor Rata-Rata

matrix(colMeans(A))
##        [,1]
## [1,] 94.450
## [2,] 11.900
## [3,]  9.112

Matriks Kovarians

AC <- cov(A)
AC
##            Y        X1        X2
## Y  2159.6289 250.88947 233.48642
## X1  250.8895  30.93684  26.44232
## X2  233.4864  26.44232  26.35034

Matriks Korelasi

AR <- cor(A)
AR
##            Y        X1        X2
## Y  1.0000000 0.9706326 0.9787661
## X1 0.9706326 1.0000000 0.9261223
## X2 0.9787661 0.9261223 1.0000000

Eigen Value dan Vektor

EC <- eigen(AC)
EC
## eigen() decomposition
## $values
## [1] 2214.0380666    2.2081154    0.6699507
## 
## $vectors
##           [,1]        [,2]       [,3]
## [1,] 0.9876319  0.04064564  0.1514303
## [2,] 0.1147956 -0.84530210 -0.5218106
## [3,] 0.1067950  0.53274036 -0.8395133
ER <- eigen (AR)
ER
## eigen() decomposition
## $values
## [1] 2.917198321 0.074207721 0.008593958
## 
## $vectors
##            [,1]        [,2]       [,3]
## [1,] -0.5837627  0.05724282  0.8099039
## [2,] -0.5732816 -0.73543217 -0.3612308
## [3,] -0.5749515  0.67517611 -0.4621341

Matriks Ortonormal

ortonormal_cov <- t(EC$vectors[,1])%*%EC$vectors[,2]
round(ortonormal_cov,2)
##      [,1]
## [1,]    0
norm_vector_EC <- sqrt(sum(EC$vectors[, 1]^2))
round(norm_vector_EC,2)
## [1] 1
ortonormal_cor <- t(ER$vectors[,1])%*%ER$vectors[,2]
round(ortonormal_cor,2)
##      [,1]
## [1,]    0
norm_vector_ER <- sqrt(sum(ER$vectors[, 1]^2))
round(norm_vector_ER,2)
## [1] 1

Matriks Orthogonal

orthogonal_cov <- t(EC$vectors)%*%EC$vectors
round(orthogonal_cov,2)
##      [,1] [,2] [,3]
## [1,]    1    0    0
## [2,]    0    1    0
## [3,]    0    0    1
orthogonal_cor <- t(ER$vectors)%*%ER$vectors
round(orthogonal_cor,2)
##      [,1] [,2] [,3]
## [1,]    1    0    0
## [2,]    0    1    0
## [3,]    0    0    1

Matriks Rata-Rata

n <- 20
v1 <- matrix(rep(1, n), nrow=n)

xbar <- 1/n*t(A)%*%v1
xbar
##      [,1]
## Y  94.450
## X1 11.900
## X2  9.112
Xbar <- v1%*%t(xbar)
Xbar
##           Y   X1    X2
##  [1,] 94.45 11.9 9.112
##  [2,] 94.45 11.9 9.112
##  [3,] 94.45 11.9 9.112
##  [4,] 94.45 11.9 9.112
##  [5,] 94.45 11.9 9.112
##  [6,] 94.45 11.9 9.112
##  [7,] 94.45 11.9 9.112
##  [8,] 94.45 11.9 9.112
##  [9,] 94.45 11.9 9.112
## [10,] 94.45 11.9 9.112
## [11,] 94.45 11.9 9.112
## [12,] 94.45 11.9 9.112
## [13,] 94.45 11.9 9.112
## [14,] 94.45 11.9 9.112
## [15,] 94.45 11.9 9.112
## [16,] 94.45 11.9 9.112
## [17,] 94.45 11.9 9.112
## [18,] 94.45 11.9 9.112
## [19,] 94.45 11.9 9.112
## [20,] 94.45 11.9 9.112

Matriks Varians-Covarians

D <- A - Xbar
D
##            Y   X1     X2
##  [1,] -36.45 -4.9 -4.002
##  [2,]  57.55  6.1  7.608
##  [3,] -53.45 -6.9 -5.912
##  [4,]  -1.45  2.1 -2.082
##  [5,]   6.55 -0.9  1.868
##  [6,] -56.45 -6.9 -5.072
##  [7,] 108.55 11.1 12.958
##  [8,] -16.45 -2.9 -2.082
##  [9,]  22.55  4.1  1.508
## [10,] -50.45 -6.9 -4.352
## [11,]  26.55  5.1  1.908
## [12,]  17.55  0.1  0.398
## [13,] -44.45 -5.9 -5.322
## [14,] -12.45  0.1 -2.662
## [15,] -46.45 -3.9 -4.512
## [16,]  32.55  3.1  4.748
## [17,]  45.55  5.1  3.918
## [18,]  60.55  9.1  6.098
## [19,] -55.45 -5.9 -5.472
## [20,]  -4.45 -0.9  0.458
S <- 1/(n-1)*t(D)%*%D
S
##            Y        X1        X2
## Y  2159.6289 250.88947 233.48642
## X1  250.8895  30.93684  26.44232
## X2  233.4864  26.44232  26.35034

Matriks Korelasii

Du<-diag(c(sqrt(S[1,1]),sqrt(S[2,2]),sqrt(S[3,3])))

R <- solve(Du)%*%S%*%solve(Du)
R
##           [,1]      [,2]      [,3]
## [1,] 1.0000000 0.9706326 0.9787661
## [2,] 0.9706326 1.0000000 0.9261223
## [3,] 0.9787661 0.9261223 1.0000000

Matriks Generalized Variance

GV <- det(S)
GV
## [1] 3275.289