num4normality 0.0.9-java → 0.0.11-java

checksums.yaml

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

@@ -2,6 +2,14 @@
 
 ## Unreleased
 
+## [0.0.11] - 2024-06-05
+### add
+- add fiducial interval in qqplot.
+
+## [0.0.10] - 2024-05-18
+### add
+- add function of jbtest.
+
 ## [0.0.9] - 2024-05-11
 ### add
 - add function of adtest.

data/ext/num4normality/Normality.java

@@ -94,6 +94,12 @@ public class Normality {
 
         return daigo.test(x, HypothesisTest.P);
     }
+    public static boolean jbTest(double[] xi) {
+        HypothesisTest daigo = new JBTest();
+        double x = daigo.calcTestStatistic(xi);
+
+        return daigo.test(x, HypothesisTest.P);
+    }
     /*********************************/
     /* interface define              */
     /*********************************/
@@ -143,6 +149,7 @@ public class Normality {
             return plotImpl.createPlot(dname, xi);
         }
         public static class QQPlot implements CreatePlot {
+            private double xbar = 0.0;
             private double[][] createData(double[] xi) {
                 DescriptiveStatistics stat = new DescriptiveStatistics();
                 NormalDistribution ndist = new NormalDistribution(0, 1);
@@ -153,15 +160,18 @@ public class Normality {
                 double sum = stat.getSum();
                 double[][] data = new double[n][2];
                 double p = 0.0;
+                double sumx = 0.0;
 
                 for (int i = 0; i < n; i++) {
                     p += xi[i] / sum;
                     double x = 
                         ndist.inverseCumulativeProbability(p * (i + 1.0) / (n + 1.0));
 
+                    sumx += x;
                     data[i][0] = x;
                     data[i][1] = xi[i];
                 }
+                xbar = sumx / n;
                 return data;
             }
             public XYPlot createPlot(String dname, double[] xi) {
@@ -218,16 +228,35 @@ public class Normality {
                 XYSeries cu     = new XYSeries("累積");
 
                 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);
+                    cu.add(x, simpleReg.predict(x));
                 }
+                // 信頼区間
+                long n = simpleReg.getN();
+                double ve = simpleReg.getMeanSquareError();
+                double sxx = simpleReg.getXSumSquares();
+                TDistribution tDist = new TDistribution(n - 2);
+                double t = tDist.inverseCumulativeProbability(0.975);
+                XYSeries p05m     = new XYSeries("P05-");
+                XYSeries p05p     = new XYSeries("P05+");
+                
+                for(int i = 0; i < n; i++) {
+                    double x =  data[i][0];
+                    double residual = (x - xbar);
+                    double interval = t * Math.sqrt(
+                        (1 + 1.0 / n + residual * residual / sxx) * ve
+                    );
+                    double y01 = simpleReg.predict(x) - interval;
+                    double y02 = simpleReg.predict(x) + interval;
+
+                    p05m.add(x, y01);
+                    p05p.add(x, y02); 
+                }
+
                 XYSeriesCollection series = new XYSeriesCollection();
                 series.addSeries(cu);
+                series.addSeries(p05m);
+                series.addSeries(p05p);
                 return series;
             }
         }
@@ -644,5 +673,27 @@ public class Normality {
             return a2 * (1.0 + 0.75 / n + 2.25 / (n * n));
         }
     }
+    // Jarque-Bera検定
+    private static class JBTest implements HypothesisTest {
+        private HypothesisTest skewness = null;
+        private HypothesisTest kurtosis = null;
+        public JBTest() {
+            skewness = new SkewnessTest();
+            kurtosis = new KurtosisTest();
+        }
+        public double calcTestStatistic(double[] xi) {
+            int n = xi.length;
+            double x1 = skewness.calcTestStatistic(xi);
+            double x2 = kurtosis.calcTestStatistic(xi);
+
+            return n / 6.0 * (x1 *x1  + x2 * x2 / 4.0);
+        }
+        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

@@ -145,6 +145,18 @@ module Num4NormalityLib
         def adtest(xi)
              Normality.adTest(xi.to_java(Java::double))
         end
+        # Jarque-Bera検定
+        #
+        # @overload jbtest(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.jbtest(xi)
+        #   => false
+        def jbtest(xi)
+             Normality.jbTest(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: 0.0.9
+  version: 0.0.11
 platform: java
 authors:
 - siranovel
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2024-05-11 00:00:00.000000000 Z
+date: 2024-06-05 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rake