num4hypothtst 0.0.3-java → 0.0.5-java

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@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -2,6 +2,16 @@
 
 ## Unreleased
 
+## [0.0.5] - 2023-12-19
+
+### add
+- add function of wilcoxon.
+
+## [0.0.4] - 2023-10-13
+
+### change
+- chg gnTest
+
 ## [0.0.3] - 2023-10-05
 
 ### change

data/ext/num4hypothtst/hypothtst/GrubbsTest.java

@@ -0,0 +1,34 @@
+package hypothtst;
+
+import org.apache.commons.math3.distribution.TDistribution;
+// グラブス・スミルノフの外れ値の検定
+public class GrubbsTest {
+    private static GrubbsTest grubbs = new GrubbsTest();
+    public static GrubbsTest getInstance() {
+        return grubbs;
+    }
+    public boolean twoSideTest(double statistic, int n, double a) {
+        double r_val = calcGnValue(n, a / 2.0);
+        return evaluation(statistic, r_val);
+    }
+    public boolean oneSideTest(double statistic, int n, double a) {
+        double r_val = calcGnValue(n, a);
+        return evaluation(statistic, r_val);
+    }
+    private double calcGnValue(int n, double a) {
+        TDistribution tDist = new TDistribution(n);
+        double t = tDist.inverseCumulativeProbability(a / n);
+        double gn = (n - 1) * t / Math.sqrt(n * (n - 2 + t * t));
+
+        return Math.abs(gn);
+    }
+    private boolean evaluation(double statistic, double r_val) {
+        boolean ret = true;
+
+        if (Math.abs(statistic) < r_val) {
+            ret = false;
+        }
+        return ret;
+    }
+}
+

data/ext/num4hypothtst/{HypothTest.java → hypothtst/HypothTest.java}

@@ -1,9 +1,11 @@
+package hypothtst;
+
 // 仮設検定
 interface HypothTest {
     boolean tDistTest(double statistic, double df, double a);
     boolean chi2DistTest(double statistic, double df, double a);
     boolean normDistTest(double statistic, double a);
     boolean fDistTest(double statistic, double nf, double df, double a);
-    boolean gnTest(double statistic, int n, double a);
+    boolean wilcoxon(double statistic, int n, double a);
 }
 

data/ext/num4hypothtst/{LeftSideTest.java → hypothtst/LeftSideTest.java}

@@ -1,9 +1,11 @@
-// 片側検定(左側)
+package hypothtst;
+
 import org.apache.commons.math3.distribution.TDistribution;
 import org.apache.commons.math3.distribution.ChiSquaredDistribution;
 import org.apache.commons.math3.distribution.NormalDistribution;
 import org.apache.commons.math3.distribution.FDistribution;
 
+// 片側検定(左側)
 public class LeftSideTest implements HypothTest {
     private static HypothTest hupothTest = new LeftSideTest();
     public static HypothTest getInstance() {
@@ -33,8 +35,13 @@ public class LeftSideTest implements HypothTest {
 
         return evaluation(statistic, l_val);
     }
-    public boolean gnTest(double statistic, int n, double a) {
-        return false;
+    public boolean wilcoxon(double statistic, int n, double a) {
+        boolean ret = true;
+        double e_t = n * (n  + 1.0) / 4.0;
+        double var_t = n * (n + 1.0) * (2.0 * n + 1.0) / 24.0;
+        double z = (statistic - e_t) / Math.sqrt(var_t);
+
+        return normDistTest(z, a);
     }
 
     private boolean evaluation(double statistic, double l_val) {

data/ext/num4hypothtst/{RightSideTest.java → hypothtst/RightSideTest.java}

@@ -1,8 +1,10 @@
+package hypothtst;
+
 import org.apache.commons.math3.distribution.TDistribution;
 import org.apache.commons.math3.distribution.ChiSquaredDistribution;
 import org.apache.commons.math3.distribution.NormalDistribution;
 import org.apache.commons.math3.distribution.FDistribution;
-
+// 片側検定(右側)
 public class RightSideTest implements HypothTest {
     private static HypothTest hupothTest = new RightSideTest();
     public static HypothTest getInstance() {
@@ -32,16 +34,13 @@ public class RightSideTest implements HypothTest {
 
         return evaluation(statistic, r_val);
     }
-    public boolean gnTest(double statistic, int n, double a) {
-        double r_val = calcGnValue(n, a);
-        return evaluation(statistic, r_val);
-    }
-    private double calcGnValue(int n, double a) {
-        TDistribution tDist = new TDistribution(n);
-        double t = tDist.inverseCumulativeProbability(a / n);
-        double gn = (n - 1) * t / Math.sqrt(n * (n - 2 + t * t));
+    public boolean wilcoxon(double statistic, int n, double a) {
+        boolean ret = true;
+        double e_t = n * (n  + 1.0) / 4.0;
+        double var_t = n * (n + 1.0) * (2.0 * n + 1.0) / 24.0;
+        double z = (statistic - e_t) / Math.sqrt(var_t);
 
-        return Math.abs(gn);
+        return normDistTest(z, a);
     }
     private boolean evaluation(double statistic, double r_val) {
         boolean ret = true;

data/ext/num4hypothtst/{TwoSideTest.java → hypothtst/TwoSideTest.java}

@@ -1,9 +1,11 @@
-// 両側検定
+package hypothtst;
+
 import org.apache.commons.math3.distribution.TDistribution;
 import org.apache.commons.math3.distribution.ChiSquaredDistribution;
 import org.apache.commons.math3.distribution.NormalDistribution;
 import org.apache.commons.math3.distribution.FDistribution;
 
+// 両側検定
 public class TwoSideTest implements HypothTest {
     private static HypothTest hupothTest = new TwoSideTest();
     public static HypothTest getInstance() {
@@ -37,17 +39,15 @@ public class TwoSideTest implements HypothTest {
 
         return evaluation(statistic, l_val, r_val);
     }
-    public boolean gnTest(double statistic, int n, double a) {
-        double r_val = calcGnValue(n, a / 2.0);
-        return evaluation(statistic, r_val);
-    }
-    private double calcGnValue(int n, double a) {
-        TDistribution tDist = new TDistribution(n);
-        double t = tDist.inverseCumulativeProbability(a / n);
-        double gn = (n - 1) * t / Math.sqrt(n * (n - 2 + t * t));
+    public boolean wilcoxon(double statistic, int n, double a) {
+        boolean ret = true;
+        double e_t = n * (n  + 1.0) / 4.0;
+        double var_t = n * (n + 1.0) * (2.0 * n + 1.0) / 24.0;
+        double z = (statistic - e_t) / Math.sqrt(var_t);
 
-        return Math.abs(gn);
+        return normDistTest(z, a);
     }
+
     private boolean evaluation(double statistic, double l_val, double r_val) {
         boolean ret = true;
 
@@ -56,14 +56,6 @@ public class TwoSideTest implements HypothTest {
         }
         return ret;
     }
-    private boolean evaluation(double statistic, double r_val) {
-        boolean ret = true;
-
-        if (Math.abs(statistic) < r_val) {
-            ret = false;
-        }
-        return ret;
-    }
     
 }
 

data/lib/num4hypothtst.rb

@@ -2,9 +2,10 @@ require 'java'
 require 'num4hypothtst.jar'
 require 'commons-math3-3.6.1.jar'
 
-java_import 'TwoSideTest'
-java_import 'RightSideTest'
-java_import 'LeftSideTest'
+java_import 'hypothtst.TwoSideTest'
+java_import 'hypothtst.RightSideTest'
+java_import 'hypothtst.LeftSideTest'
+java_import 'hypothtst.GrubbsTest'
 
 # 統計的仮設検定のためのライブラリ
 #  (Apache commoms math3使用)
@@ -54,16 +55,19 @@ module Num4HypothTestLib
         def fDistTest(statistic, nf, df, a)
             return @hypothTest.fDistTest(statistic, nf, df, a)
         end
-        # グラブス・スミルノフの外れ値の検定
+        # ウィルコクソン符号順位検定
         #
-        # @overload gnTest(statistic, n, a)
-        #   @param [double] statistic 検定統計量
-        #   @param [int]    n         自由度
+        # @overload wilcoxon(statistic, n, a)
+        #   @param [int] statistic ウィルコクソン符号順位の検定統計量
+        #   @param [int] n         データの個数
         #   @param [double] a         有意水準
         #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
-        def gnTest(statistic, n, a)
-            return @hypothTest.gnTest(statistic, n, a)
+        # @note
+        #   内部でN(0,1)に近似して検定
+        def wilcoxon(statistic, n, a)
+            return @hypothTest.wilcoxon(statistic, n, a)
         end
+
     end
     # 片側(右側)検定
     class RightSideTestLib
@@ -110,15 +114,17 @@ module Num4HypothTestLib
         def fDistTest(statistic, nf, df, a)
             return @hypothTest.fDistTest(statistic, nf, df, a)
         end
-        # グラブス・スミルノフの外れ値の検定
+        # ウィルコクソン符号順位検定
         #
-        # @overload gnTest(statistic, n, a)
-        #   @param [double] statistic 検定統計量
-        #   @param [int]    n         自由度
+        # @overload wilcoxon(statistic, n, a)
+        #   @param [int] statistic ウィルコクソン符号順位の検定統計量
+        #   @param [int] n         データの個数
         #   @param [double] a         有意水準
         #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
-        def gnTest(statistic, n, a)
-            return @hypothTest.gnTest(statistic, n, a)
+        # @note
+        #   内部でN(0,1)に近似して検定
+        def wilcoxon(statistic, n, a)
+            return @hypothTest.wilcoxon(statistic, n, a)
         end
     end
     # 片側(左側)検定
@@ -166,6 +172,44 @@ module Num4HypothTestLib
         def fDistTest(statistic, nf, df, a)
             return @hypothTest.fDistTest(statistic, nf, df, a)
         end
+        # ウィルコクソン符号順位検定
+        #
+        # @overload wilcoxon(statistic, n, a)
+        #   @param [int] statistic ウィルコクソン符号順位の検定統計量
+        #   @param [int] n         データの個数
+        #   @param [double] a         有意水準
+        #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
+        # @note
+        #   内部でN(0,1)に近似して検定
+        def wilcoxon(statistic, n, a)
+            return @hypothTest.wilcoxon(statistic, n, a)
+        end
+    end
+    # グラブス・スミルノフの外れ値の検定
+    class GrubbsTestLib
+        def initialize
+            @hypothTest = GrubbsTest.getInstance()
+        end
+        # 両側検定
+        #
+        # @overload twoSideTest(statistic, n, a)
+        #   @param [double] statistic 検定統計量
+        #   @param [int]    n         自由度
+        #   @param [double] a         有意水準
+        #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
+        def twoSideTest(statistic, n, a)
+            return @hypothTest.twoSideTest(statistic, n, a)
+        end
+        # 片側検定
+        #
+        # @overload oneSideTest(statistic, n, a)
+        #   @param [double] statistic 検定統計量
+        #   @param [int]    n         自由度
+        #   @param [double] a         有意水準
+        #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
+        def oneSideTest(statistic, n, a)
+            return @hypothTest.oneSideTest(statistic, n, a)
+        end
     end
 end
 

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: num4hypothtst
 version: !ruby/object:Gem::Version
-  version: 0.0.3
+  version: 0.0.5
 platform: java
 authors:
 - siranovel
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2023-10-05 00:00:00.000000000 Z
+date: 2023-12-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rake
@@ -61,10 +61,11 @@ files:
 - Gemfile
 - LICENSE
 - Rakefile
-- ext/num4hypothtst/HypothTest.java
-- ext/num4hypothtst/LeftSideTest.java
-- ext/num4hypothtst/RightSideTest.java
-- ext/num4hypothtst/TwoSideTest.java
+- ext/num4hypothtst/hypothtst/GrubbsTest.java
+- ext/num4hypothtst/hypothtst/HypothTest.java
+- ext/num4hypothtst/hypothtst/LeftSideTest.java
+- ext/num4hypothtst/hypothtst/RightSideTest.java
+- ext/num4hypothtst/hypothtst/TwoSideTest.java
 - lib/commons-math3-3.6.1.jar
 - lib/num4hypothtst.rb
 homepage: http://github.com/siranovel/num4hypothtst