PASO 1

1. Realizar la inserción de variables originales

> x1<-c(18,16,15,9,11,5,7,2);x1
[1] 18 16 15 9 11 5 7 2
> x2<-c(9,9,5,7,3,5,1,1);x2
[1] 9 9 5 7 3 5 1 1

2. Base de datos
> datos<-data.frame(x1,x2);datos
x1 x2
1 18 9
2 16 9
3 15 5
4 9 7
5 11 3
6 5 5
7 7 1
8 2 1

3. Gráfico de x1,x2
> plot(x1,x2)
> grid(col="black")
8
6
x2

4
2

5 10 15

x1
4. Varianza de cada variable
> (7/8)*var(x1)
[1] 27.98438
> (7/8)*var(x2)
[1] 9
>

5. Matriz de varianzas y covarianzas

> (7/8)*cov(x1,x2)
[1] 12
 6. Matriz cuadrada
> A<-(7/8)*var(datos);A
x1 x2
x1 27.98438 12
x2 12.00000 9
> V<-matrix(c(24.75,10.5,10.5,9),nrow=2,ncol=2);V
[,1] [,2]
[1,] 24.75 10.5
[2,] 10.50 9.0
>
7. Valores y vectores propios de A y V
> eigen(A)
eigen() decomposition
$`values`
[1] 33.792567 3.191808

$vectors
[,1] [,2]
[1,] -0.9001081 0.4356667
[2,] -0.4356667 -0.9001081

> eigen(V)
eigen() decomposition
$`values`
[1] 30.00 3.75

$vectors
[,1] [,2]
[1,] -0.8944272 0.4472136
[2,] -0.4472136 -0.8944272

PASO2: DATOS CENTRADOS

> mean(x1)
[1] 10.375
> y1<-x1-mean(x1);y1
[1] 7.625 5.625 4.625 -1.375 0.625 -5.375 -3.375 -8.375
> mean(x2)
[1] 5
> y2<-x2-mean(x2);y2
[1] 4 4 0 2 -2 0 -4 -4
> datos1<-data.frame(y1,y2);datos
x1 x2
1 18 9
2 16 9
3 15 5
4 9 7
5 11 3
6 5 5
7 7 1
8 2 1
> sd(x1)
[1] 5.655276
> m1<-y1/sd(x1);m1
[1] 1.3482986 0.9946465 0.8178204 -0.2431358 0.1105163 -0.9504400 -0.5967879
[8] -1.4809181
> sd(x2)
[1] 3.207135
> m2<-y2/sd(x2);m2
[1] 1.2472191 1.2472191 0.0000000 0.6236096 -0.6236096 0.0000000 -1.2472191
[8] -1.2472191
> datos2<-data.frame(m1,m2);datos2
m1 m2
1 1.3482986 1.2472191
2 0.9946465 1.2472191
3 0.8178204 0.0000000
4 -0.2431358 0.6236096
5 0.1105163 -0.6236096
6 -0.9504400 0.0000000
7 -0.5967879 -1.2472191
8 -1.4809181 -1.2472191
>
PASO3
> sqrt((7/8)*var(x1))
[1] 5.290026
> z1<-y1/sqrt((7/8)*var(x1));z1
[1] 1.4413918 1.0633218 0.8742868 -0.2599231 0.1181469 -1.0160631 -0.6379931
[8] -1.5831680

> sqrt((7/8)*var(x2))
[1] 3
> z2<-y2/sqrt((7/8)*var(x2));z2
[1] 1.3333333 1.3333333 0.0000000 0.6666667 -0.6666667 0.0000000 -1.3333333
[8] -1.3333333
> datos3<-data.frame(z1,z2);datos3
z1 z2
1 1.4413918 1.3333333
2 1.0633218 1.3333333
3 0.8742868 0.0000000
4 -0.2599231 0.6666667
5 0.1181469 -0.6666667
6 -1.0160631 0.0000000
7 -0.6379931 -1.3333333
8 -1.5831680 -1.3333333