num4normality 0.0.2-java → 0.0.4-java

checksums.yaml

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

@@ -2,6 +2,22 @@
 
 ## Unreleased
 
+## [0.0.4] - 2023-12-21
+
+### add
+- add function of omnibustest.
+
+### Fixed
+- fix fuction of kurtosistest.
+
+## [0.0.3] - 2023-12-18
+
+### add
+- add function of kstest.
+
+### change
+- chg function name to ksplot from kstest.
+
 ## [0.0.2] - 2023-12-12
 
 ### change

data/ext/num4normality/Normality.java

@@ -21,9 +21,12 @@ import java.io.IOException;
 
 import org.apache.commons.math3.stat.descriptive.DescriptiveStatistics;
 import org.apache.commons.math3.distribution.NormalDistribution;
+import org.apache.commons.math3.distribution.ChiSquaredDistribution;
 import org.apache.commons.math3.stat.regression.SimpleRegression;
 import java.util.Arrays;
 import java.text.DecimalFormat;
+
+import org.apache.commons.math3.stat.inference.TestUtils;
 public class Normality {
     public static void qqplot(String dname, double[] xi) {
         ChartPlot plot = new QQPlot();
@@ -31,13 +34,18 @@ public class Normality {
 
         plot.writeJPEG("qqplot.jpeg", chart, 800, 500);        
     }
-    public static void kstest(String dname, double[] xi) {
-        ChartPlot plot = new KSTest();
+    public static void ksplot(String dname, double[] xi) {
+        ChartPlot plot = new KSPlot();
         JFreeChart chart = plot.createChart(dname, xi);
 
-        plot.writeJPEG("kstest.jpeg", chart, 800, 500);        
+        plot.writeJPEG("ksplot.jpeg", chart, 800, 500);        
        
     }
+    public static boolean kstest(double[] xi) {
+        KSTest ks = new KSTest();
+
+        return ks.test(xi);
+    }
     public static boolean skewnesstest(double[] xi) {
         DAgostinosTest daigo = new SkewnessTest();
 
@@ -50,9 +58,19 @@ public class Normality {
         double b2 = daigo.calcTestStatistic(xi);
         return daigo.test(b2, 0.05);
     }
+    public static boolean omnibustest(double[] xi) {
+        DAgostinosTest daigo = new OmnibusTest();
+
+        double x = daigo.calcTestStatistic(xi);
+        return daigo.test(x, 0.05);
+    }
     
 
     private interface ChartPlot {
+        /* フィールド */
+        static final double CLASS_MIN = -4.0;
+        static final double CLASS_MAX = 4.0;
+        /* メゾット */
         JFreeChart createChart(String dname, double[] xi);
         default void writeJPEG(String fname, JFreeChart chart, int width, int height) {
             File file = new File(fname);
@@ -104,8 +122,8 @@ public class Normality {
             plot.setDomainAxis(domainAxis);
             domainAxis.setLowerMargin(0.03);
             domainAxis.setUpperMargin(0.03);
-            domainAxis.setLowerBound(-4);
-            domainAxis.setUpperBound(4);
+            domainAxis.setLowerBound(ChartPlot.CLASS_MIN);
+            domainAxis.setUpperBound(ChartPlot.CLASS_MAX);
 
             ChartFactory.setChartTheme(StandardChartTheme.createLegacyTheme());
             return new JFreeChart("正規性の検定", plot);
@@ -157,7 +175,7 @@ public class Normality {
             double a = simpleReg.getSlope();
             double b = simpleReg.getIntercept();
      
-            for (double x = -4.0; x < 4.0; x += 0.01) {
+            for (double x = ChartPlot.CLASS_MIN; x < ChartPlot.CLASS_MAX; x += 0.01) {
                 double y = a * x + b;
 
                 cu.add(x, y);
@@ -168,11 +186,7 @@ public class Normality {
         }
     }
     // コルモゴルフ・スミルノフ検定
-    private static class KSTest implements ChartPlot {
-        private NormalDistribution ndist = null;
-        public KSTest() {
-            ndist = new NormalDistribution(0, 1);
-        }
+    private static class KSPlot implements ChartPlot {
         public JFreeChart createChart(String dname, double[] xi) {
             NumberAxis domainAxis = new NumberAxis("標準正規分布");
             XYPlot plot = createPlot(dname, xi);
@@ -230,13 +244,11 @@ public class Normality {
             double p = 0.0;
 
             XYSeries cu = new XYSeries(dname);
-            for (int i = 0; i < xi.length; i++) {
+            for (int i = 0; i < n; i++) {
                 double x = (xi[i] - m) / sd;
+
                 p += xi[i] / sum;
-                double y = 
-                    ndist.inverseCumulativeProbability((i + 1.0) / (n + 1.0));
-                
-                cu.add(Math.min(x, y), p);
+                cu.add(x, p);
             }
             XYSeriesCollection series = new XYSeriesCollection();
 
@@ -244,7 +256,8 @@ public class Normality {
             return series;
         }
         private XYSeriesCollection createDataset1() {
-            XYSeries cu = new XYSeries("累積");
+            NormalDistribution ndist = new NormalDistribution(0, 1);
+            XYSeries cu = new XYSeries("累積p");
 
             for (double x = -4; x < 4; x += 0.01) {
                 double y = ndist.cumulativeProbability(x);
@@ -257,6 +270,23 @@ public class Normality {
             return series;
         }
     }
+    private static class KSTest {
+        public boolean test(double[] xi) {
+            double[] data = new double[xi.length];
+            Arrays.sort(xi);
+            DescriptiveStatistics stat = new DescriptiveStatistics();
+            Arrays.stream(xi).forEach(stat::addValue);
+            double m = stat.getMean();     // 平均
+            double sd = stat.getStandardDeviation();// 標準偏差
+            NormalDistribution ndist = new NormalDistribution(0, 1);
+
+            for (int i = 0; i < xi.length; i++) {
+                data[i] = (xi[i] - m) / sd; 
+            }
+            boolean ret = TestUtils.kolmogorovSmirnovTest(ndist, data, 0.05);
+            return ret;
+        }
+    }
     // タコスディーノ検定(歪度)
     private static class SkewnessTest implements DAgostinosTest {
         private long n = 0;
@@ -275,14 +305,14 @@ public class Normality {
         public boolean test(double statistic, double a) {
             double ua_2 = ndist.inverseCumulativeProbability(1.0 - a / 2.0);
 
-            return (Math.abs(statistic) > cnvb2tob2p(ua_2))
+            return (Math.abs(statistic) > calcNormStatic(ua_2))
                 ? true : false;
         }
-        private double cnvb2tob2p(double ua_2) {
+        private double calcNormStatic(double ua_2) {
            double  el = (n + 1.0) * (n + 1.0) * (n + 3.0) * (n + 5.0); // 分子
            double  den = 24 * n * (n - 2.0) * (n - 3.0);               // 分母
            double b2p = Math.sqrt(el / den) * 
-                  (long)(ua_2 + 3.0 / (2.0 * n) * (ua_2 * ua_2 * ua_2 - 3 * ua_2));
+                  (ua_2 + 3.0 / (2.0 * n) * (ua_2 * ua_2 * ua_2 - 3 * ua_2));
            
             return b2p;
         }
@@ -299,33 +329,43 @@ public class Normality {
 
             Arrays.stream(xi).forEach(stat::addValue);
             n = stat.getN();
-      
             return stat.getKurtosis();
         }
         public boolean test(double statistic, double a) {
             boolean ret = false;
             double ua_2 = ndist.inverseCumulativeProbability(1.0 - a / 2.0);
-            double b2p = cnvb2tob2p(statistic);
 
             double r_val = ua_2 + Math.sqrt(6.0 / n) * (ua_2 * ua_2 - 1.0);
             double l_val = -1.0 * ua_2 + Math.sqrt(6.0 / n) * (ua_2 * ua_2 - 1.0);
 
-            if (b2p > r_val) {
+            if (statistic > r_val) {
                 ret = true;
             }
-            if (b2p < l_val) {
+            if (statistic < l_val) {
                 ret = true;
             }
             return ret;
         }
-        private double cnvb2tob2p(double b2) {
-           double  el = (n + 1.0) * (n + 1.0) * (n + 3.0) * (n + 5.0); // 分子
-           double  den = 24 * n * (n - 2.0) * (n - 3.0);               // 分母
+    }
+    // オムニバス検定
+    private static class OmnibusTest implements DAgostinosTest {
+        private DAgostinosTest skewness = null;
+        private DAgostinosTest kurtosis = null;
+        public OmnibusTest() {
+            skewness = new SkewnessTest();
+            kurtosis = new KurtosisTest();
+        }
+        public double calcTestStatistic(double[] xi) {
+            double x1 = skewness.calcTestStatistic(xi);
+            double x2 = kurtosis.calcTestStatistic(xi);
 
-           double b2p = Math.sqrt(el / den) * 
-                  (long)(b2 - 3 * (n - 1.0) / (n + 3.0));
-            
-           return b2p;
+            return x1 * x1 + x2 * x2;
+        }
+        public boolean test(double statistic, double a) {
+            ChiSquaredDistribution chi2Dist = new ChiSquaredDistribution(2);
+            double p = chi2Dist.cumulativeProbability(statistic);
+
+            return (p < a) ? true  : false;
         }
     }
 }

data/lib/num4normality.rb

@@ -16,7 +16,7 @@ module Num4NormalityLib
         #   @param  [Array]  xi データ(double[])
         #   @return [void]  qqplot.jpegファイルを出力
         # @example
-        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209]
+        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
         #   Num4NormalityLib.qqplot("LDH", xi)
         #   => qqplot.jpeg
         # @note
@@ -24,28 +24,41 @@ module Num4NormalityLib
         def qqplot(dname, xi)
             Normality.qqplot(dname, xi.to_java(Java::double))
         end
-        # コルモゴルフ・スミルノフ検定
+        # コルモゴルフ・スミルノフ検定プロット(1標本)
         #
-        # @overload kstest(dname, xi)
+        # @overload ksplot(dname, xi)
         #   @param [String] dname データ名
         #   @param  [Array]  xi データ(double[])
-        #   @return [void]  kstest.jpegファイルを出力
+        #   @return [void]  ksplot.jpegファイルを出力
         # @example
-        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209]
-        #   Num4NormalityLib.kstest("LDH", xi)
+        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
+        #   Num4NormalityLib.ksplot("LDH", xi)
         #   => kstest.jpeg
         # @note
         #   グラフは、jfreechartを使用
-        def kstest(dname, xi)
-            Normality.kstest(dname, xi.to_java(Java::double))
+        def ksplot(dname, xi)
+            Normality.ksplot(dname, xi.to_java(Java::double))
         end
+        # コルモゴルフ・スミルノフ検定(1標本)
+        #
+        # @overload kstest(xi)
+        #   @param  [Array]  xi データ(double[])
+        #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
+        # @example
+        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
+        #   Num4NormalityLib.kstest(xi)
+        #   => false
+        def kstest(xi)
+            Normality.kstest(xi.to_java(Java::double))
+        end
+
         # タコスディーノ検定(歪度)
         #
         # @overload skewnesstest(xi)
         #   @param  [Array]  xi データ(double[])
         #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
         # @example
-        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209]
+        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
         #   Num4NormalityLib.skewnesstest(xi)
         #   => false
         def skewnesstest(xi)
@@ -57,12 +70,24 @@ module Num4NormalityLib
         #   @param  [Array]  xi データ(double[])
         #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
         # @example
-        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209]
+        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
         #   Num4NormalityLib.kurtosistest(xi)
         #   => false
         def kurtosistest(xi)
             Normality.kurtosistest(xi.to_java(Java::double))
         end
+        # オムニバス検定
+        #
+        # @overload omnibustest(xi)
+        #   @param  [Array]  xi データ(double[])
+        #   @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
+        # @example
+        #   xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
+        #   Num4NormalityLib.omnibustest(xi)
+        #   => false
+        def omnibustest(xi)
+             Normality.omnibustest(xi.to_java(Java::double))
+        end
     end
 end
 

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: num4normality
 version: !ruby/object:Gem::Version
-  version: 0.0.2
+  version: 0.0.4
 platform: java
 authors:
 - siranovel
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2023-12-12 00:00:00.000000000 Z
+date: 2023-12-20 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rake