num4normality 0.0.3-java → 0.0.6-java

checksums.yaml

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

@@ -2,6 +2,14 @@
 
 ## Unreleased
 
+## [0.0.4] - 2023-12-21
+
+### add
+- add function of omnibustest.
+
+### Fixed
+- fix fuction of kurtosistest.
+
 ## [0.0.3] - 2023-12-18
 
 ### add

data/ext/num4normality/Normality.java

@@ -4,6 +4,7 @@ import org.jfree.chart.ChartFactory;
 import org.jfree.data.xy.XYSeriesCollection;
 import org.jfree.data.xy.XYSeries;
 
+import org.jfree.chart.plot.CombinedDomainXYPlot;
 import org.jfree.chart.plot.XYPlot;
 import org.jfree.chart.axis.NumberAxis;
 import org.jfree.chart.axis.ValueAxis;
@@ -21,6 +22,7 @@ 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;
@@ -28,18 +30,24 @@ 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();
-        JFreeChart chart = plot.createChart(dname, xi);
+        ChartPlot plot = new QQChartPlot();
+        JFreeChart chart = plot.createChart("正規Q-Qプロット", dname, xi);
 
         plot.writeJPEG("qqplot.jpeg", chart, 800, 500);        
     }
     public static void ksplot(String dname, double[] xi) {
-        ChartPlot plot = new KSPlot();
-        JFreeChart chart = plot.createChart(dname, xi);
+        ChartPlot plot = new KSChartPlot();
+        JFreeChart chart = plot.createChart("コルモゴルフ・スミルノフ検定", dname, xi);
 
         plot.writeJPEG("ksplot.jpeg", chart, 800, 500);        
        
     }
+    public static void qqksplot(String dname, double[] xi) {
+         ChartPlot plot = new QQKSChartPlot();
+        JFreeChart chart = plot.createChart("Q-Q and コルモゴルフ・スミルノフ検定", dname, xi);
+
+        plot.writeJPEG("qqksplot.jpeg", chart, 1000, 800);        
+    }
     public static boolean kstest(double[] xi) {
         KSTest ks = new KSTest();
 
@@ -57,14 +65,22 @@ 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);
+    }
+    
+    /*********************************/
+    /* interface define              */
+    /*********************************/
     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);
+        JFreeChart createChart(String title, String dname, double[] xi);
         default void writeJPEG(String fname, JFreeChart chart, int width, int height) {
             File file = new File(fname);
             try {
@@ -74,43 +90,22 @@ public class Normality {
             }
         }
     }
+    private interface CreatePlot {
+        XYPlot createPlot(String dname, double[] xi);
+    }
     private interface DAgostinosTest {
         double calcTestStatistic(double[] xi);
         boolean test(double statistic, double a);
     }
-
+    /*********************************/
+    /* Class define                  */
+    /*********************************/
     // Q-Qplot
-    private static class QQPlot implements ChartPlot {
-        private DescriptiveStatistics stat = null;
-        private NormalDistribution ndist = null;
-        public QQPlot() {
-            stat = new DescriptiveStatistics();
-            ndist = new NormalDistribution(0, 1);
-        }
-        private double[][] createData(double[] xi) {
-            int n = xi.length;
-            Arrays.sort(xi);
-            Arrays.stream(xi).forEach(stat::addValue);
-            double sum = stat.getSum();
-            double[][] data = new double[n][2];
-            double p = 0.0;
-
-            for (int i = 0; i < n; i++) {
-                p += xi[i] / sum;
-                double x = 
-                    ndist.inverseCumulativeProbability(p * (i + 1.0) / (n + 1.0));
-
-                data[i][0] = x;
-                data[i][1] = xi[i];
-            }
-            return data;
-        }
-        public JFreeChart createChart(String dname, double[] xi) {
-            double[][] data = createData(xi);
-
-            XYPlot plot = createPlot(dname, data);
+    private static class QQChartPlot implements ChartPlot {
+        public JFreeChart createChart(String title, String dname, double[] xi) {
+            XYPlot plot = createPlot(dname, xi);
             /*--- 横軸 ---*/
-            NumberAxis domainAxis = new NumberAxis("標準正規分布");
+            NumberAxis domainAxis = new NumberAxis("期待値");
 
             plot.setDomainAxis(domainAxis);
             domainAxis.setLowerMargin(0.03);
@@ -119,150 +114,231 @@ public class Normality {
             domainAxis.setUpperBound(ChartPlot.CLASS_MAX);
 
             ChartFactory.setChartTheme(StandardChartTheme.createLegacyTheme());
-            return new JFreeChart("正規性の検定", plot);
+            return new JFreeChart(title, plot);
         }
-        private XYPlot createPlot(String dname, double[][] data) {
-            XYItemRenderer renderer0 = new XYLineAndShapeRenderer(false, true);
-            XYItemRenderer renderer1 = new XYLineAndShapeRenderer(true, false);
-            XYToolTipGenerator toolTipGenerator = new StandardXYToolTipGenerator();
-
-            renderer0.setDefaultToolTipGenerator(toolTipGenerator);
-            renderer0.setURLGenerator(null);
-            renderer1.setDefaultToolTipGenerator(toolTipGenerator);
-            renderer1.setURLGenerator(null);
-
-            XYPlot plot = new XYPlot();
-            plot.setOrientation(PlotOrientation.VERTICAL);
-            plot.mapDatasetToRangeAxis(0,0);
-            plot.mapDatasetToRangeAxis(1,0);
-	    plot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);
-
-            /*--- 縦軸 ---*/
-            NumberAxis valueAxis0 = new NumberAxis("観測値");
-            plot.setRangeAxis(valueAxis0);
-
-            plot.setRenderer(0, renderer0);
-            plot.setDataset(0, createDataset0(dname, data));
-
-            plot.setRenderer(1, renderer1);
-            plot.setDataset(1, createDataset1(data));
+        private XYPlot createPlot(String dname, double[] xi) {
+            CreatePlot plotImpl = new QQPlot();
 
-            return plot;
+            return plotImpl.createPlot(dname, xi);
         }
-        private XYSeriesCollection createDataset0(String dname, double[][] data) {
-            XYSeries cu = new XYSeries(dname);
- 
-            for (int i = 0; i < data.length; i++) {
-                cu.add(data[i][0], data[i][1]);
+        public static class QQPlot implements CreatePlot {
+            private DescriptiveStatistics stat = null;
+            private NormalDistribution ndist = null;
+            public QQPlot() {
+                stat = new DescriptiveStatistics();
+                ndist = new NormalDistribution(0, 1);
+            }
+            private double[][] createData(double[] xi) {
+                int n = xi.length;
+                Arrays.sort(xi);
+                Arrays.stream(xi).forEach(stat::addValue);
+                double sum = stat.getSum();
+                double[][] data = new double[n][2];
+                double p = 0.0;
+
+                for (int i = 0; i < n; i++) {
+                    p += xi[i] / sum;
+                    double x = 
+                        ndist.inverseCumulativeProbability(p * (i + 1.0) / (n + 1.0));
+
+                    data[i][0] = x;
+                    data[i][1] = xi[i];
+                }
+                return data;
+            }
+            public XYPlot createPlot(String dname, double[] xi) {
+                double[][] data = createData(xi);
+                XYItemRenderer renderer0 = new XYLineAndShapeRenderer(false, true);
+                XYItemRenderer renderer1 = new XYLineAndShapeRenderer(true, false);
+                XYToolTipGenerator toolTipGenerator = new StandardXYToolTipGenerator();
+
+                renderer0.setDefaultToolTipGenerator(toolTipGenerator);
+                renderer0.setURLGenerator(null);
+                renderer1.setDefaultToolTipGenerator(toolTipGenerator);
+                renderer1.setURLGenerator(null);
+
+                XYPlot plot = new XYPlot();
+                plot.setOrientation(PlotOrientation.VERTICAL);
+                plot.mapDatasetToRangeAxis(0,0);
+                plot.mapDatasetToRangeAxis(1,0);
+	        plot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);
+
+                /*--- 縦軸 ---*/
+                NumberAxis valueAxis0 = new NumberAxis("観測値");
+                plot.setRangeAxis(valueAxis0);
+
+                plot.setRenderer(0, renderer0);
+                plot.setDataset(0, createDataset0(dname, data));
+
+                plot.setRenderer(1, renderer1);
+                plot.setDataset(1, createDataset1(data));
+
+                return plot;
             }
-            XYSeriesCollection series = new XYSeriesCollection();
+            private XYSeriesCollection createDataset0(String dname, double[][] data) {
+                XYSeries cu = new XYSeries(dname);
+ 
+                for (int i = 0; i < data.length; i++) {
+                    cu.add(data[i][0], data[i][1]);
+                }
+                XYSeriesCollection series = new XYSeriesCollection();
 
-            series.addSeries(cu);
-            return series;
-        }
-        private XYSeriesCollection createDataset1(double[][] data) {
-            SimpleRegression simpleReg = new SimpleRegression(true);
-            XYSeries cu     = new XYSeries("累積");
+                series.addSeries(cu);
+                return series;
+            }
+            private XYSeriesCollection createDataset1(double[][] data) {
+                SimpleRegression simpleReg = new SimpleRegression(true);
+                XYSeries cu     = new XYSeries("累積");
 
-            simpleReg.addData(data);
-            double a = simpleReg.getSlope();
-            double b = simpleReg.getIntercept();
+                simpleReg.addData(data);
+                double a = simpleReg.getSlope();
+                double b = simpleReg.getIntercept();
      
-            for (double x = ChartPlot.CLASS_MIN; x < ChartPlot.CLASS_MAX; x += 0.01) {
-                double y = a * x + b;
-
-                cu.add(x, y);
+                for (double x = ChartPlot.CLASS_MIN; x < ChartPlot.CLASS_MAX; x += 0.01) {
+                    double y = a * x + b;
+
+                    cu.add(x, y);
+                }
+                XYSeriesCollection series = new XYSeriesCollection();
+                series.addSeries(cu);
+                return series;
             }
-            XYSeriesCollection series = new XYSeriesCollection();
-            series.addSeries(cu);
-            return series;
         }
     }
     // コルモゴルフ・スミルノフ検定
-    private static class KSPlot implements ChartPlot {
-        public JFreeChart createChart(String dname, double[] xi) {
-            NumberAxis domainAxis = new NumberAxis("標準正規分布");
+    private static class KSChartPlot implements ChartPlot {
+        public JFreeChart createChart(String title, String dname, double[] xi) {
+            /*--- 横軸 ---*/
+            NumberAxis domainAxis = new NumberAxis("期待値");
             XYPlot plot = createPlot(dname, xi);
 
-            /*--- 横軸 ---*/
             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("コルモゴルフ・スミルノフ検定", plot);
+            return new JFreeChart(title, plot);
         }
         private XYPlot createPlot(String dname, double[] xi) {
-            XYItemRenderer renderer0 = new XYLineAndShapeRenderer(false, true);
-            XYItemRenderer renderer1 = new XYLineAndShapeRenderer(true, false);
-            XYToolTipGenerator toolTipGenerator = new StandardXYToolTipGenerator();
-
-            renderer0.setDefaultToolTipGenerator(toolTipGenerator);
-            renderer0.setURLGenerator(null);
-            renderer1.setDefaultToolTipGenerator(toolTipGenerator);
-            renderer1.setURLGenerator(null);
-
-            XYPlot plot = new XYPlot();
-            plot.setOrientation(PlotOrientation.VERTICAL);
-            plot.mapDatasetToRangeAxis(0,0);
-            plot.mapDatasetToRangeAxis(1,0);
-	    plot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);
-
-            /*--- 縦軸 ---*/
-            NumberAxis valueAxis0 = new NumberAxis("確率");
-            plot.setRangeAxis(valueAxis0);
-            valueAxis0.setLowerBound(0);
-            valueAxis0.setUpperBound(1);
-            valueAxis0.setTickUnit(new NumberTickUnit(0.1));
-            valueAxis0.setNumberFormatOverride(new DecimalFormat("0.0#"));
-
-            plot.setRenderer(0, renderer0);
-            plot.setDataset(0, createDataset0(dname, xi));
-
-            plot.setRenderer(1, renderer1);
-            plot.setDataset(1, createDataset1());
+            CreatePlot plotImpl = new KSPlot();
 
-            return plot;
+            return plotImpl.createPlot(dname, xi);
         }
-        private XYSeriesCollection createDataset0(String dname, double[] xi) {
-            int n = 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
-            double sum = stat.getSum();
-            double p = 0.0;
+        public static class KSPlot implements CreatePlot {
+            private DescriptiveStatistics stat = null;
+            public KSPlot() {
+                stat = new DescriptiveStatistics();
+            }
+            private double[][] createData(double[] xi) {
+                int n = xi.length;
+                Arrays.sort(xi);
+                Arrays.stream(xi).forEach(stat::addValue);
+                double m = stat.getMean();     // 平均
+                double sd = stat.getStandardDeviation();// 標準偏差
+                double sum = stat.getSum();
+                double[][] data = new double[n][2];
+                double p = 0.0;
+
+                for (int i = 0; i < n; i++) {
+                    p += xi[i] / sum;
+                    data[i][0] = (xi[i] - m) / sd;
+                    data[i][1] = p;
+                }
+                return data;
+            }
+            public XYPlot createPlot(String dname, double[] xi) {
+                XYItemRenderer renderer0 = new XYLineAndShapeRenderer(false, true);
+                XYItemRenderer renderer1 = new XYLineAndShapeRenderer(true, false);
+                XYToolTipGenerator toolTipGenerator = new StandardXYToolTipGenerator();
+
+                renderer0.setDefaultToolTipGenerator(toolTipGenerator);
+                renderer0.setURLGenerator(null);
+                renderer1.setDefaultToolTipGenerator(toolTipGenerator);
+                renderer1.setURLGenerator(null);
+
+                XYPlot plot = new XYPlot();
+                plot.setOrientation(PlotOrientation.VERTICAL);
+                plot.mapDatasetToRangeAxis(0,0);
+                plot.mapDatasetToRangeAxis(1,0);
+	        plot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);
+
+                /*--- 縦軸 ---*/
+                NumberAxis valueAxis0 = new NumberAxis("確率");
+                plot.setRangeAxis(valueAxis0);
+                valueAxis0.setLowerBound(0);
+                valueAxis0.setUpperBound(1);
+                valueAxis0.setTickUnit(new NumberTickUnit(0.1));
+                valueAxis0.setNumberFormatOverride(new DecimalFormat("0.0#"));
+
+                plot.setRenderer(0, renderer0);
+                plot.setDataset(0, createDataset0(dname, createData(xi)));
+
+                plot.setRenderer(1, renderer1);
+                plot.setDataset(1, createDataset1());
+
+                return plot;
+            }
+            private XYSeriesCollection createDataset0(String dname, double[][] data) {
+                XYSeries cu = new XYSeries(dname);
 
-            XYSeries cu = new XYSeries(dname);
-            for (int i = 0; i < n; i++) {
-                double x = (xi[i] - m) / sd;
+                for (int i = 0; i < data.length; i++) {
+                    cu.add(data[i][0], data[i][1]);
+                }
+                XYSeriesCollection series = new XYSeriesCollection();
 
-                p += xi[i] / sum;
-                cu.add(x, p);
+                series.addSeries(cu);
+                return series;
             }
-            XYSeriesCollection series = new XYSeriesCollection();
+            private XYSeriesCollection createDataset1() {
+                NormalDistribution ndist = new NormalDistribution(0, 1);
+                XYSeries cu = new XYSeries("累積p");
 
-            series.addSeries(cu);
-            return series;
-        }
-        private XYSeriesCollection createDataset1() {
-            NormalDistribution ndist = new NormalDistribution(0, 1);
-            XYSeries cu = new XYSeries("累積p");
+                for (double x = ChartPlot.CLASS_MIN; x < ChartPlot.CLASS_MAX; x += 0.01) {
+                    double y = ndist.cumulativeProbability(x);
 
-            for (double x = -4; x < 4; x += 0.01) {
-                double y = ndist.cumulativeProbability(x);
+                    cu.add(x, y);
+                }
+                XYSeriesCollection series = new XYSeriesCollection();
 
-                cu.add(x, y);
+                series.addSeries(cu);
+                return series;
             }
-            XYSeriesCollection series = new XYSeriesCollection();
+        }
+    }
+    // Q-QandKSplot
+    private static class QQKSChartPlot implements ChartPlot {
+        private CreatePlot plot0 = null;
+        private CreatePlot plot1 = null;
+        public QQKSChartPlot() {
+            plot0 = new QQChartPlot.QQPlot();
+            plot1 = new KSChartPlot.KSPlot();
+        }
+        public JFreeChart createChart(String title, String dname, double[] xi) {
+            XYPlot plot = createPlot(dname, xi);
+            
+            /*--- 横軸 ---*/
+            NumberAxis domainAxis = (NumberAxis)plot.getDomainAxis();
+            domainAxis.setLabel("期待値");
+            domainAxis.setLowerMargin(0.03);
+            domainAxis.setUpperMargin(0.03);
+            domainAxis.setLowerBound(ChartPlot.CLASS_MIN);
+            domainAxis.setUpperBound(ChartPlot.CLASS_MAX);
 
-            series.addSeries(cu);
-            return series;
+            ChartFactory.setChartTheme(StandardChartTheme.createLegacyTheme());
+            return new JFreeChart(title, plot);
         }
+        private XYPlot createPlot(String dname, double[] xi) {
+            CombinedDomainXYPlot plot = new CombinedDomainXYPlot();
+
+            plot.add(plot0.createPlot(dname, xi), 1);
+            plot.add(plot1.createPlot(dname, xi), 1);
+            return plot;
+        }
+
     }
+    // KS検定
     private static class KSTest {
         public boolean test(double[] xi) {
             double[] data = new double[xi.length];
@@ -298,14 +374,14 @@ 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;
         }
@@ -322,33 +398,43 @@ 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

@@ -39,6 +39,9 @@ module Num4NormalityLib
         def ksplot(dname, xi)
             Normality.ksplot(dname, xi.to_java(Java::double))
         end
+        def qqksplot(dname, xi)
+            Normality.qqksplot(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)
@@ -76,6 +79,18 @@ module Num4NormalityLib
         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: 0.0.3
+  version: 0.0.6
 platform: java
 authors:
 - siranovel
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2023-12-18 00:00:00.000000000 Z
+date: 2023-12-23 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rake