num4normality 0.0.7-java → 0.0.9-java
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- checksums.yaml +4 -4
- data/CHANGELOG.md +9 -0
- data/ext/num4normality/Normality.java +110 -47
- data/lib/num4normality.rb +23 -11
- metadata +2 -2
checksums.yaml
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 28c1bcf4f9952a2f18587d5b23d301a43ea31cd109d6a2d99ce665f900877bbf
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data.tar.gz: 29a902d3ef52739cb913bc523c5488ebcc14ac3288d8babc8d7e64fd28448cbf
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metadata.gz:
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data.tar.gz:
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metadata.gz: 66fe7346cae038b6a399395d46863b2a7aaecff96687b451075e2affa08236c1f8eb5b18066eed22eafac9f1ac7c719989e43c07082fceb3d17b9b6d4310fe4b
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data.tar.gz: 3b621221e49cfaabf960cb5f8d413aadb53ec1e280e7f3c65b1cb2d70dd8c960129e239aee017365d9910c609b84b35d875f7e12fcc5a3f0f84284db3a9d78b6
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data/CHANGELOG.md
CHANGED
@@ -1,6 +1,7 @@
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import org.jfree.chart.JFreeChart;
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import org.jfree.chart.StandardChartTheme;
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import org.jfree.chart.ChartFactory;
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import org.jfree.chart.ChartUtils;
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import org.jfree.data.xy.XYSeriesCollection;
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import org.jfree.data.xy.XYSeries;
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@@ -22,70 +23,77 @@ import java.io.File;
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import java.io.IOException;
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import org.apache.commons.math3.stat.descriptive.DescriptiveStatistics;
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import org.apache.commons.math3.stat.StatUtils;
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import org.apache.commons.math3.distribution.NormalDistribution;
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import org.apache.commons.math3.distribution.ChiSquaredDistribution;
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import org.apache.commons.math3.distribution.TDistribution;
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import org.apache.commons.math3.stat.regression.SimpleRegression;
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import java.util.Arrays;
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import java.text.DecimalFormat;
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import org.apache.commons.math3.stat.inference.TestUtils;
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public class Normality {
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public static void
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public static void qqPlot(String dname, double[] xi) {
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ChartPlot plot = new QQChartPlot();
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JFreeChart chart = plot.createChart("正規Q-Qプロット", dname, xi);
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plot.writeJPEG("qqplot.jpeg", chart, 800, 500);
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}
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public static void
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public static void ksPlot(String dname, double[] xi) {
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ChartPlot plot = new KSChartPlot();
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JFreeChart chart = plot.createChart("コルモゴルフ・スミルノフ検定", dname, xi);
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plot.writeJPEG("ksplot.jpeg", chart, 800, 500);
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}
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public static void
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public static void qqksPlot(String dname, double[] xi) {
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ChartPlot plot = new QQKSChartPlot();
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JFreeChart chart = plot.createChart("Q-Q and コルモゴルフ・スミルノフ", dname, xi);
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plot.writeJPEG("qqksplot.jpeg", chart, 1000, 800);
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}
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public static void
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public static void ppPlot(String dname, double[] xi) {
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ChartPlot plot = new PPChartPlot();
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JFreeChart chart = plot.createChart("正規P-Pプロット", dname, xi);
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plot.writeJPEG("ppplot.jpeg", chart, 800, 500);
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}
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public static void
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public static void ppksPlot(String dname, double[] xi) {
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ChartPlot plot = new PPKSChartPlot();
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JFreeChart chart = plot.createChart("P-P and コルモゴルフ・スミルノフ", dname, xi);
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plot.writeJPEG("ppksplot.jpeg", chart, 800, 500);
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}
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public static boolean
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public static boolean ksTest(double[] xi) {
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KSTest ks = new KSTest();
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return ks.test(xi);
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}
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public static boolean
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public static boolean skewnessTest(double[] xi) {
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HypothesisTest daigo = new SkewnessTest();
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double b1 = daigo.calcTestStatistic(xi);
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return daigo.test(b1,
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return daigo.test(b1, HypothesisTest.P);
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}
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public static boolean
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public static boolean kurtosisTest(double[] xi) {
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HypothesisTest daigo = new KurtosisTest();
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double b2 = daigo.calcTestStatistic(xi);
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return daigo.test(b2,
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return daigo.test(b2, HypothesisTest.P);
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}
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public static boolean
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public static boolean omnibusTest(double[] xi) {
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HypothesisTest daigo = new OmnibusTest();
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double x = daigo.calcTestStatistic(xi);
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return daigo.test(x,
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return daigo.test(x, HypothesisTest.P);
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}
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public static boolean adTest(double[] xi) {
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HypothesisTest daigo = new ADTest();
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double x = daigo.calcTestStatistic(xi);
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return daigo.test(x, HypothesisTest.P);
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}
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-
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/*********************************/
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/* interface define */
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/*********************************/
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private interface CreatePlot {
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XYPlot createPlot(String dname, double[] xi);
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}
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private interface
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private interface HypothesisTest {
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/* フィールド */
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static final double P = 0.05;
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/* メゾット */
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double calcTestStatistic(double[] xi);
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boolean test(double statistic, double a);
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}
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XYPlot plot = createPlot(dname, xi);
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ChartFactory.setChartTheme(StandardChartTheme.createLegacyTheme());
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JFreeChart chart = new JFreeChart(title, plot);
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ChartUtils.applyCurrentTheme(chart);
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return chart;
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}
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private XYPlot createPlot(String dname, double[] xi) {
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CreatePlot plotImpl = new QQPlot();
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XYPlot plot = createPlot(dname, xi);
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ChartFactory.setChartTheme(StandardChartTheme.createLegacyTheme());
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JFreeChart chart = new JFreeChart(title, plot);
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ChartUtils.applyCurrentTheme(chart);
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return chart;
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}
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private XYPlot createPlot(String dname, double[] xi) {
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CreatePlot plotImpl = new KSPlot();
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int n = xi.length;
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Arrays.sort(xi);
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Arrays.stream(xi).forEach(stat::addValue);
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double m = stat.getMean(); // 平均
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double sd = stat.getStandardDeviation();// 標準偏差
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double sum = stat.getSum();
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double[][] data = new double[n][2];
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double p = 0.0;
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double z[] = StatUtils.normalize(xi);
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for (int i = 0; i < n; i++) {
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p += xi[i] / sum;
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data[i][0] =
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data[i][0] = z[i];
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data[i][1] = p;
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}
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return data;
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XYPlot plot = createPlot(dname, xi);
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ChartFactory.setChartTheme(StandardChartTheme.createLegacyTheme());
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JFreeChart chart = new JFreeChart(title, plot);
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ChartUtils.applyCurrentTheme(chart);
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return chart;
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}
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private XYPlot createPlot(String dname, double[] xi) {
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/*--- 横軸 ---*/
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XYPlot plot = createPlot(dname, xi);
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ChartFactory.setChartTheme(StandardChartTheme.createLegacyTheme());
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JFreeChart chart = new JFreeChart(title, plot);
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ChartUtils.applyCurrentTheme(chart);
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return chart;
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}
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private XYPlot createPlot(String dname, double[] xi) {
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CreatePlot plotImpl = new PPPlot();
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NormalDistribution ndist = new NormalDistribution(0, 1);
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int n = xi.length;
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double[][] data = new double[n][2];
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Arrays.sort(xi);
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Arrays.stream(xi).forEach(stat::addValue);
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double m = stat.getMean(); // 平均
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double sd = stat.getStandardDeviation();// 標準偏差
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double sum = stat.getSum();
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double[][] data = new double[n][2];
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double p = 0.0;
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double z[] = StatUtils.normalize(xi);
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for (int i = 0; i < n; i++) {
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p += xi[i] / sum;
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double x = (xi[i] - m) / sd;
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ndist.cumulativeProbability(
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data[i][0] = ndist.cumulativeProbability(x);
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data[i][0] = ndist.cumulativeProbability(z[i]);
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data[i][1] = p;
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}
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return data;
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XYPlot plot = createPlot(dname, xi);
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ChartFactory.setChartTheme(StandardChartTheme.createLegacyTheme());
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JFreeChart chart = new JFreeChart(title, plot);
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ChartUtils.applyCurrentTheme(chart);
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return chart;
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}
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private XYPlot createPlot(String dname, double[] xi) {
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/*--- 縦軸 ---*/
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// KS検定
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private static class KSTest {
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public boolean test(double[] xi) {
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double[] data = new double[xi.length];
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Arrays.sort(xi);
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DescriptiveStatistics stat = new DescriptiveStatistics();
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Arrays.stream(xi).forEach(stat::addValue);
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double m = stat.getMean(); // 平均
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double sd = stat.getStandardDeviation();// 標準偏差
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NormalDistribution ndist = new NormalDistribution(0, 1);
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double data[] = StatUtils.normalize(xi);
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data[i] = (xi[i] - m) / sd;
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}
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boolean ret = TestUtils.kolmogorovSmirnovTest(ndist, data, 0.05);
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return ret;
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return TestUtils.kolmogorovSmirnovTest(ndist, data, 0.05);
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}
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}
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// タコスディーノ検定(歪度)
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private static class SkewnessTest implements
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private static class SkewnessTest implements HypothesisTest {
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private long n = 0;
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private NormalDistribution ndist = null;
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public SkewnessTest() {
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}
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}
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// タコスディーノ検定(尖度)
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private static class KurtosisTest implements
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private static class KurtosisTest implements HypothesisTest {
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private long n = 0;
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private NormalDistribution ndist = null;
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public KurtosisTest() {
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}
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}
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// オムニバス検定
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private static class OmnibusTest implements
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private
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private
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private static class OmnibusTest implements HypothesisTest {
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private HypothesisTest skewness = null;
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private HypothesisTest kurtosis = null;
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public OmnibusTest() {
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skewness = new SkewnessTest();
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kurtosis = new KurtosisTest();
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return (p < a) ? true : false;
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}
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}
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// Anderson-Darling検定
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private static class ADTest implements HypothesisTest {
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public double calcTestStatistic(double[] xi) {
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int n = xi.length;
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double a2 = calcA2(xi, n);
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return calcAD(a2, n);
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}
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public boolean test(double statistic, double a) {
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double p = 0.0;
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double statistic2 = statistic * statistic;
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if (statistic <= 0.2) {
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p = 1.0 - Math.exp(-13.436 + 101.14 * statistic - 223.73 * statistic);
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}
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else if ((0.2 < statistic) && (statistic <= 0.34)) {
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p = 1.0 - Math.exp(-8.318 + 42.796 * statistic - 59.938 * statistic2);
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}
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else if ((0.34 < statistic) && (statistic <= 0.6)) {
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p = Math.exp(0.9177 - 4.279 * statistic - 1.38 * statistic2);
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}
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else {
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p = Math.exp(1.2937 - 5.709 * statistic + 0.0186 * statistic2);
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}
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623
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return (p <= a) ? true : false;
|
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}
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625
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private double calcA2(double[] xi, int n) {
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626
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Arrays.sort(xi);
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627
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double z[] = StatUtils.normalize(xi);
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628
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NormalDistribution ndist = new NormalDistribution(0, 1);
|
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double s = 0.0;
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for(int i = 0; i < n; i++) {
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632
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double fzi = ndist.cumulativeProbability(z[i]);
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double fzni = ndist.cumulativeProbability(z[n - (i + 1)]);
|
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+
double logzi = Math.log(fzi);
|
635
|
+
double logzni = Math.log(1 - fzni);
|
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+
|
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+
s += (2.0 * (i + 1.0) - 1.0) * (logzi + logzni);
|
638
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+
|
639
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}
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return -1.0 * n - s / n;
|
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}
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+
// 補正値の計算(平均未知、分散未知の場合)
|
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+
private double calcAD(double a2, int n) {
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+
return a2 * (1.0 + 0.75 / n + 2.25 / (n * n));
|
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}
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}
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}
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data/lib/num4normality.rb
CHANGED
@@ -22,7 +22,7 @@ module Num4NormalityLib
|
|
22
22
|
# @note
|
23
23
|
# グラフは、jfreechartを使用
|
24
24
|
def qqplot(dname, xi)
|
25
|
-
Normality.
|
25
|
+
Normality.qqPlot(dname, xi.to_java(Java::double))
|
26
26
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end
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27
27
|
# コルモゴルフ・スミルノフ検定プロット(1標本)
|
28
28
|
#
|
@@ -33,11 +33,11 @@ module Num4NormalityLib
|
|
33
33
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# @example
|
34
34
|
# xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
|
35
35
|
# Num4NormalityLib.ksplot("LDH", xi)
|
36
|
-
# =>
|
36
|
+
# => ksplot.jpeg
|
37
37
|
# @note
|
38
38
|
# グラフは、jfreechartを使用
|
39
39
|
def ksplot(dname, xi)
|
40
|
-
Normality.
|
40
|
+
Normality.ksPlot(dname, xi.to_java(Java::double))
|
41
41
|
end
|
42
42
|
# Q-Q and コルモゴルフ・スミルノフ検定プロット(1標本)
|
43
43
|
#
|
@@ -52,7 +52,7 @@ module Num4NormalityLib
|
|
52
52
|
# @note
|
53
53
|
# グラフは、jfreechartを使用
|
54
54
|
def qqksplot(dname, xi)
|
55
|
-
Normality.
|
55
|
+
Normality.qqksPlot(dname, xi.to_java(Java::double))
|
56
56
|
end
|
57
57
|
# P-Pプロット
|
58
58
|
#
|
@@ -67,14 +67,14 @@ module Num4NormalityLib
|
|
67
67
|
# @note
|
68
68
|
# グラフは、jfreechartを使用
|
69
69
|
def ppplot(dname, xi)
|
70
|
-
Normality.
|
70
|
+
Normality.ppPlot(dname, xi.to_java(Java::double))
|
71
71
|
end
|
72
72
|
# P-P and コルモゴルフ・スミルノフ検定プロット(1標本)
|
73
73
|
#
|
74
74
|
# @overload ppksplot(dname, xi)
|
75
75
|
# @param [String] dname データ名
|
76
76
|
# @param [Array] xi データ(double[])
|
77
|
-
# @return [void]
|
77
|
+
# @return [void] ppksplot.jpegファイルを出力
|
78
78
|
# @example
|
79
79
|
# xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
|
80
80
|
# Num4NormalityLib.ppksplot("LDH", xi)
|
@@ -82,7 +82,7 @@ module Num4NormalityLib
|
|
82
82
|
# @note
|
83
83
|
# グラフは、jfreechartを使用
|
84
84
|
def ppksplot(dname, xi)
|
85
|
-
Normality.
|
85
|
+
Normality.ppksPlot(dname, xi.to_java(Java::double))
|
86
86
|
end
|
87
87
|
# コルモゴルフ・スミルノフ検定(1標本)
|
88
88
|
#
|
@@ -94,7 +94,7 @@ module Num4NormalityLib
|
|
94
94
|
# Num4NormalityLib.kstest(xi)
|
95
95
|
# => false
|
96
96
|
def kstest(xi)
|
97
|
-
Normality.
|
97
|
+
Normality.ksTest(xi.to_java(Java::double))
|
98
98
|
end
|
99
99
|
|
100
100
|
# タコスディーノ検定(歪度)
|
@@ -107,7 +107,7 @@ module Num4NormalityLib
|
|
107
107
|
# Num4NormalityLib.skewnesstest(xi)
|
108
108
|
# => false
|
109
109
|
def skewnesstest(xi)
|
110
|
-
Normality.
|
110
|
+
Normality.skewnessTest(xi.to_java(Java::double))
|
111
111
|
end
|
112
112
|
# タコスディーノ検定(尖度)
|
113
113
|
#
|
@@ -119,7 +119,7 @@ module Num4NormalityLib
|
|
119
119
|
# Num4NormalityLib.kurtosistest(xi)
|
120
120
|
# => false
|
121
121
|
def kurtosistest(xi)
|
122
|
-
Normality.
|
122
|
+
Normality.kurtosisTest(xi.to_java(Java::double))
|
123
123
|
end
|
124
124
|
# オムニバス検定
|
125
125
|
#
|
@@ -131,7 +131,19 @@ module Num4NormalityLib
|
|
131
131
|
# Num4NormalityLib.omnibustest(xi)
|
132
132
|
# => false
|
133
133
|
def omnibustest(xi)
|
134
|
-
Normality.
|
134
|
+
Normality.omnibusTest(xi.to_java(Java::double))
|
135
|
+
end
|
136
|
+
# Anderson-darling検定
|
137
|
+
#
|
138
|
+
# @overload adtest(xi)
|
139
|
+
# @param [Array] xi データ(double[])
|
140
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
141
|
+
# @example
|
142
|
+
# xi = [320, 240, 402, 325, 440, 286, 362, 281, 560, 212, 198, 209, 374]
|
143
|
+
# Num4NormalityLib.adtest(xi)
|
144
|
+
# => false
|
145
|
+
def adtest(xi)
|
146
|
+
Normality.adTest(xi.to_java(Java::double))
|
135
147
|
end
|
136
148
|
end
|
137
149
|
end
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: num4normality
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.0.
|
4
|
+
version: 0.0.9
|
5
5
|
platform: java
|
6
6
|
authors:
|
7
7
|
- siranovel
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date:
|
11
|
+
date: 2024-05-11 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: rake
|