num4regana 0.0.1-java → 0.0.3-java
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/CHANGELOG.md +12 -0
- data/ext/num4regana/LogitRegAna.java +82 -0
- data/ext/num4regana/MultRegAna.java +205 -0
- data/ext/num4regana/PoissonRegAna.java +82 -0
- data/lib/num4glmregana.rb +100 -0
- data/lib/num4lineregana.rb +165 -0
- data/lib/num4regana.rb +5 -161
- metadata +7 -3
- data/ext/num4regana/OLSMultRegAna.java +0 -75
checksums.yaml
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metadata.gz:
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metadata.gz: e3b63549f4e9c8d1779a21f7247bae8c034c4066e9907b53c76281c84c18c114
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data.tar.gz: 19bd91c1939a3055b03a5bf35b516e09f31360cdeb227baab648c5277f843de9
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metadata.gz: ed0417b5fd2374d6ce4b3253484f532c40675fdf920e0bd7f10ec65e1c14ff7d1cf8be8fc748d9c68fe173613e67c4bcfa97235c43dbd4a9a65533a7a5fa38f1
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data.tar.gz: a630e9d0ea9b931542b439617f9b28b38f1b0ac6e857ae95538cb04da60407af0882bf2654ec444abcbe150109c5e40bfcaf372d8514f5f621eb9af23cdb13fc
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data/CHANGELOG.md
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## Unreleased
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## [0.0.3] - 2024-09-05
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### add
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- add GLM
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logistic regression analystis
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poisson regression analystis
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## [0.0.2] - 2024-08-08
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### fix
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- add function of equal variances in OLSMultRegAnaLib
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## [0.0.1] - 2024-06-27
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### Fixed
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public class LogitRegAna {
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private static LogitRegAna regana = new LogitRegAna();
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public static LogitRegAna getInstance() {
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return regana;
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}
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public LineReg nonLineRegAna(double[] yi, double xij[][]) {
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NonLineRegAna line = new NonLineRegAna();
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return line.nonLineRegAna(yi, xij);
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}
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/*********************************/
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/* interface define */
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/*********************************/
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/*********************************/
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/* class define */
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/*********************************/
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public class LineReg {
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private double a = 0.0;
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private double[] b = null;
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public LineReg(double[] b) {
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this.a = b[0];
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this.b = new double[b.length - 1];
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for (int i = 0; i < this.b.length; i++) {
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this.b[i] = b[i + 1];
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}
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}
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public double getIntercept() {
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return a;
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}
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public double[] getSlope() {
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return b;
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}
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}
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private class NonLineRegAna {
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private final double eta = 0.001;
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private final int num = 10000;
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public LineReg nonLineRegAna(double[] yi, double[][] xij) {
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double[] b = new double[1 + xij[0].length];
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for(int i = 0; i < b.length; i++) {
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b[i] = 0.0;
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}
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for (int i = 0; i < num; i++) {
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b = grand_metod(yi, b, xij);
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}
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return new LineReg(b);
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}
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// q = b0 + b1 * x0
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private double rereion(double[] b, double[] xi) {
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double ret = b[0];
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for(int i = 0; i < xi.length; i++) {
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ret += b[i + 1] * xi[i];
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}
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return ret;
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}
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// p = 1 / (1 + exp( -q))
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private double sigmoid(double q) {
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return 1.0 / (1.0 + Math.exp(-1.0 * q));
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}
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private double[] grand_metod(double[] yi, double[] b, double[][] xij) {
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double e0 = 0.0;
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double[] en = new double[xij[0].length];
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for(int i = 0; i < yi.length; i++) {
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double q = rereion(b, xij[i]);
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double p = sigmoid(q);
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e0 += (yi[i] - p);
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for(int j = 0; j < en.length; j++) {
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en[j] += (yi[i] - p) * xij[i][j];
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}
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}
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b[0] = b[0] + eta * e0;
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for(int j = 0; j < en.length; j++) {
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b[1 + j] += eta * en[j];
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}
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return b;
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}
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}
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}
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import org.apache.commons.math3.stat.regression.OLSMultipleLinearRegression;
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import org.apache.commons.math3.stat.regression.GLSMultipleLinearRegression;
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import org.apache.commons.math3.stat.correlation.Covariance;
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import org.apache.commons.math3.stat.descriptive.DescriptiveStatistics;
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import java.util.Arrays;
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import org.apache.commons.math3.distribution.ChiSquaredDistribution;
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public class MultRegAna {
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private final double A = 0.05;
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private static MultRegAna regana = new MultRegAna();
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public static MultRegAna getInstance() {
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return regana;
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}
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public LineReg lineRegAna(double[] yi, double xij[][]) {
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LineRegAna line = createLineRegAna(yi, xij);
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return line.lineRegAna(yi, xij);
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}
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public double getR2(double[] yi, double xij[][]) {
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LineRegAna line = createLineRegAna(yi, xij);
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return line.getR2(yi, xij);
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}
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public double getAdjR2(double[] yi, double xij[][]) {
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LineRegAna line = createLineRegAna(yi, xij);
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return line.getAdjR2(yi, xij);
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}
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private LineRegAna createLineRegAna(double[] yi, double xij[][]) {
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double[][] data = createData(yi, xij);
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// 等分散性の検定
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if (false == bartletTest(data)) { // 等分散性
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return new OLSMultRegAna();
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}
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else { //
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return new GLSMultRegAna(data);
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}
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}
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private double[][] createData(double[] yi, double xij[][]) {
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double[][] data = new double[yi.length][1 + xij[0].length];
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for (int i = 0; i < yi.length; i++) {
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data[i][0] = yi[i];
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System.arraycopy(xij[i], 0, data[i], 1, xij[0].length);
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}
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return data;
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}
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private boolean bartletTest(double data[][]) {
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OneWayAnovaTest anova = new BartletTest();
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double statistic = anova.calcTestStatistic(data);
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return anova.execute_test(statistic, A);
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}
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/*********************************/
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/* interface define */
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/*********************************/
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private interface LineRegAna {
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// 最小2乗法
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LineReg lineRegAna(double[] yi, double xij[][]);
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// 決定係数取得
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double getR2(double[] yi, double xij[][]);
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// 自由度調整済み決定係数
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double getAdjR2(double[] yi, double xij[][]);
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}
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private interface OneWayAnovaTest {
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double calcTestStatistic(double[][] xi);
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boolean execute_test(double statistic, double a);
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}
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/*********************************/
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/* class define */
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/*********************************/
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public class LineReg {
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private double a = 0.0;
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private double[] b = null;
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public LineReg(double[] b) {
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this.a = b[0];
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this.b = new double[b.length - 1];
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for (int i = 0; i < this.b.length; i++) {
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this.b[i] = b[i + 1];
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}
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}
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public double getIntercept() {
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return a;
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}
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public double[] getSlope() {
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return b;
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}
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}
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// 等分散性検定
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private class BartletTest implements OneWayAnovaTest {
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private int n = 0;
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public double calcTestStatistic(double[][] xi) {
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n = xi.length;
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double ln2L = logL(xi);
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return calcB(ln2L, xi);
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}
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private double logL(double[][] xi) {
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double[] si = new double[n];
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DescriptiveStatistics stat = new DescriptiveStatistics();
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double nisi2 = 0.0; // (Ni - 1)*si^2の合計
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double nilogsi2 = 0.0; // (Ni - 1)*log(si^2)の合計
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int sumN = 0;
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for(int i = 0; i < n; i++) {
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Arrays.stream(xi[i]).forEach(stat::addValue);
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sumN += stat.getN();
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si[i] = stat.getVariance();
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nisi2 += (stat.getN() - 1) * si[i];
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nilogsi2 += (stat.getN() - 1) * Math.log(si[i]);
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stat.clear();
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}
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double sumNin = sumN - n;
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return sumNin * (Math.log(nisi2 / sumNin) - nilogsi2 / sumNin);
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}
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private double calcB(double ln2L, double[][] xi) {
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double invSumN = 0.0;
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int sumN = 0;
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DescriptiveStatistics stat = new DescriptiveStatistics();
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for(int i = 0; i < n; i++) {
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Arrays.stream(xi[i]).forEach(stat::addValue);
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invSumN += 1.0 / (stat.getN() - 1.0);
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sumN += stat.getN();
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stat.clear();
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}
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double deno = 1 + 1.0 / (3 * (n - 1))
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* (invSumN - 1.0 / (sumN - n));
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return ln2L / deno;
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}
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public boolean execute_test(double statistic, double a) {
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ChiSquaredDistribution chi2Dist = new ChiSquaredDistribution(n - 1);
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double r_val = chi2Dist.inverseCumulativeProbability(1.0 - a);
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return (r_val < statistic) ? true : false;
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}
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}
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// 最小2乗法
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private class OLSMultRegAna implements LineRegAna {
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private OLSMultipleLinearRegression regression = null;
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public OLSMultRegAna() {
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regression = new OLSMultipleLinearRegression();
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}
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public LineReg lineRegAna(double[] yi, double xij[][]) {
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regression.newSampleData(yi, xij);
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double[] beta = regression.estimateRegressionParameters();
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return new LineReg(beta);
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}
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// 決定係数取得
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public double getR2(double[] yi, double xij[][]) {
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regression.newSampleData(yi, xij);
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return regression.calculateRSquared();
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}
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// 自由度調整済み決定係数
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public double getAdjR2(double[] yi, double xij[][]) {
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regression.newSampleData(yi, xij);
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return regression.calculateAdjustedRSquared();
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}
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}
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// 一般化最小2乗法
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private class GLSMultRegAna implements LineRegAna {
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private GLSMultipleLinearRegression regression = null;
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private double[][] data = null;
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public GLSMultRegAna(double data[][]) {
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regression = new GLSMultipleLinearRegression();
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this.data = data;
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}
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public LineReg lineRegAna(double[] yi, double xij[][]) {
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double[][] omega = calcCovatrianceMatrix();
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regression.newSampleData(yi, xij, omega);
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double[] beta = regression.estimateRegressionParameters();
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return new LineReg(beta);
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}
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// 決定係数取得
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public double getR2(double[] yi, double xij[][]) {
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return 0.0;
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}
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// 自由度調整済み決定係数
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public double getAdjR2(double[] yi, double xij[][]) {
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return 0.0;
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}
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private double[][] calcCovatrianceMatrix() {
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Covariance corel = new Covariance();
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190
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+
double[][] omega = new double[data.length][data.length];
|
|
191
|
+
|
|
192
|
+
for(int i = 0; i < data.length; i++) {
|
|
193
|
+
for(int j = 0; j < data.length; j++) {
|
|
194
|
+
double[] xArray = data[i];
|
|
195
|
+
double[] yArray = data[j];
|
|
196
|
+
|
|
197
|
+
omega[i][j] = corel.covariance(xArray, yArray);
|
|
198
|
+
}
|
|
199
|
+
}
|
|
200
|
+
return omega;
|
|
201
|
+
}
|
|
202
|
+
}
|
|
203
|
+
|
|
204
|
+
}
|
|
205
|
+
|
|
@@ -0,0 +1,82 @@
|
|
|
1
|
+
public class PoissonRegAna {
|
|
2
|
+
private static PoissonRegAna regana = new PoissonRegAna();
|
|
3
|
+
public static PoissonRegAna getInstance() {
|
|
4
|
+
return regana;
|
|
5
|
+
}
|
|
6
|
+
public LineReg nonLineRegAna(double[] yi, double[][] xij) {
|
|
7
|
+
NonLineRegAna line = new NonLineRegAna();
|
|
8
|
+
|
|
9
|
+
return line.nonLineRegAna(yi, xij);
|
|
10
|
+
}
|
|
11
|
+
/*********************************/
|
|
12
|
+
/* interface define */
|
|
13
|
+
/*********************************/
|
|
14
|
+
/*********************************/
|
|
15
|
+
/* class define */
|
|
16
|
+
/*********************************/
|
|
17
|
+
public class LineReg {
|
|
18
|
+
private double a = 0.0;
|
|
19
|
+
private double[] b = null;
|
|
20
|
+
public LineReg(double[] b) {
|
|
21
|
+
this.a = b[0];
|
|
22
|
+
this.b = new double[b.length - 1];
|
|
23
|
+
for (int i = 0; i < this.b.length; i++) {
|
|
24
|
+
this.b[i] = b[i + 1];
|
|
25
|
+
}
|
|
26
|
+
}
|
|
27
|
+
public double getIntercept() {
|
|
28
|
+
return a;
|
|
29
|
+
}
|
|
30
|
+
public double[] getSlope() {
|
|
31
|
+
return b;
|
|
32
|
+
}
|
|
33
|
+
}
|
|
34
|
+
private class NonLineRegAna {
|
|
35
|
+
private final double eta = 0.005;
|
|
36
|
+
private final int num = 1000;
|
|
37
|
+
public LineReg nonLineRegAna(double[] yi, double[][] xij) {
|
|
38
|
+
double[] b = new double[1 + xij[0].length];
|
|
39
|
+
|
|
40
|
+
for(int i = 0; i < b.length; i++) {
|
|
41
|
+
b[i] = 0.0;
|
|
42
|
+
}
|
|
43
|
+
for (int i = 0; i < num; i++) {
|
|
44
|
+
b = grand_metod(yi, b, xij);
|
|
45
|
+
}
|
|
46
|
+
|
|
47
|
+
return new LineReg(b);
|
|
48
|
+
}
|
|
49
|
+
// q = b0 + b1 * x0
|
|
50
|
+
private double rereion(double[] b, double[] xi) {
|
|
51
|
+
double ret = b[0];
|
|
52
|
+
|
|
53
|
+
for(int i = 0; i < xi.length; i++) {
|
|
54
|
+
ret += b[i + 1] * xi[i];
|
|
55
|
+
}
|
|
56
|
+
return ret;
|
|
57
|
+
}
|
|
58
|
+
private double linkFunc(double q) {
|
|
59
|
+
return Math.exp(q);
|
|
60
|
+
}
|
|
61
|
+
private double[] grand_metod(double[] yi, double[] b, double[][] xij) {
|
|
62
|
+
double e0 = 0.0;
|
|
63
|
+
double[] en = new double[xij[0].length];
|
|
64
|
+
|
|
65
|
+
for(int i = 0; i < yi.length; i++) {
|
|
66
|
+
double q = rereion(b, xij[i]);
|
|
67
|
+
double p = linkFunc(q);
|
|
68
|
+
|
|
69
|
+
e0 += (yi[i] - p);
|
|
70
|
+
for(int j = 0; j < en.length; j++) {
|
|
71
|
+
en[j] += (yi[i] - p) * xij[i][j];
|
|
72
|
+
}
|
|
73
|
+
}
|
|
74
|
+
b[0] += eta * e0;
|
|
75
|
+
for(int j = 0; j < en.length; j++) {
|
|
76
|
+
b[1 + j] += eta * en[j];
|
|
77
|
+
}
|
|
78
|
+
return b;
|
|
79
|
+
}
|
|
80
|
+
}
|
|
81
|
+
}
|
|
82
|
+
|
|
@@ -0,0 +1,100 @@
|
|
|
1
|
+
require 'java'
|
|
2
|
+
require 'num4regana.jar'
|
|
3
|
+
require 'commons-math3-3.6.1.jar'
|
|
4
|
+
|
|
5
|
+
java_import 'LogitRegAna'
|
|
6
|
+
java_import 'PoissonRegAna'
|
|
7
|
+
|
|
8
|
+
# 一般化線形回帰分析
|
|
9
|
+
# (Apache commoms math3使用)
|
|
10
|
+
module Num4GLMRegAnaLib
|
|
11
|
+
# (2項)ロジスティック回帰分析
|
|
12
|
+
class LogitRegAnaLib
|
|
13
|
+
def initialize
|
|
14
|
+
@multana = LogitRegAna.getInstance()
|
|
15
|
+
end
|
|
16
|
+
# (2項)ロジスティック回帰分析
|
|
17
|
+
#
|
|
18
|
+
# @overload non_line_reg_ana(yi, xij)
|
|
19
|
+
# @param [Array] yi yの値(double[])
|
|
20
|
+
# @param [Array] xij xの値(double[][])
|
|
21
|
+
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
|
22
|
+
# @example
|
|
23
|
+
# glsyi = [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
|
|
24
|
+
# glsxij = [
|
|
25
|
+
# [95],
|
|
26
|
+
# [90],
|
|
27
|
+
# [85],
|
|
28
|
+
# [80],
|
|
29
|
+
# [80],
|
|
30
|
+
# [75],
|
|
31
|
+
# [70],
|
|
32
|
+
# [70],
|
|
33
|
+
# [65],
|
|
34
|
+
# [50],
|
|
35
|
+
# [60],
|
|
36
|
+
# [55],
|
|
37
|
+
# [45],
|
|
38
|
+
# [65],
|
|
39
|
+
# [40],
|
|
40
|
+
# [35],
|
|
41
|
+
# [55],
|
|
42
|
+
# [50],
|
|
43
|
+
# [50],
|
|
44
|
+
# [45],
|
|
45
|
+
# ]
|
|
46
|
+
# regana = Num4RegAnaLib::LogitRegAnaLib.new
|
|
47
|
+
# regana.non_line_reg_ana(glsyi, glsxij)
|
|
48
|
+
# =>
|
|
49
|
+
# {
|
|
50
|
+
# "intercept": -17.81, # 定数項
|
|
51
|
+
# "slope": [0.16], # 回帰係数
|
|
52
|
+
# }
|
|
53
|
+
def non_line_reg_ana(yi, xij)
|
|
54
|
+
multRet = @multana.nonLineRegAna(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
|
55
|
+
retRb = {
|
|
56
|
+
"intercept": multRet.getIntercept(), # 定数項
|
|
57
|
+
"slope": multRet.getSlope().to_a, # 回帰係数
|
|
58
|
+
}
|
|
59
|
+
return retRb
|
|
60
|
+
end
|
|
61
|
+
end
|
|
62
|
+
# ポアソン回帰分析
|
|
63
|
+
class PoissonRegAnaLib
|
|
64
|
+
def initialize
|
|
65
|
+
@multana = PoissonRegAna.getInstance()
|
|
66
|
+
end
|
|
67
|
+
# ポアソン回帰分析
|
|
68
|
+
#
|
|
69
|
+
# @overload non_line_reg_ana(yi, xij)
|
|
70
|
+
# @param [Array] yi yの値(double[])
|
|
71
|
+
# @param [Array] xij xの値(double[][])
|
|
72
|
+
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
|
73
|
+
# @example
|
|
74
|
+
# glsyi = [4, 10, 7, 14]
|
|
75
|
+
# glsxij = [
|
|
76
|
+
# [1],
|
|
77
|
+
# [2],
|
|
78
|
+
# [3],
|
|
79
|
+
# [4],
|
|
80
|
+
# ]
|
|
81
|
+
# regana = Num4RegAnaLib::PoissonRegAnaLib.new
|
|
82
|
+
# regana.non_line_reg_ana(glsyi, glsxij)
|
|
83
|
+
# =>
|
|
84
|
+
# {
|
|
85
|
+
# "intercept": 1.3138, # 定数項
|
|
86
|
+
# "slope": [0.3173], # 回帰係数
|
|
87
|
+
# }
|
|
88
|
+
def non_line_reg_ana(yi, xij)
|
|
89
|
+
multRet = @multana.nonLineRegAna(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
|
90
|
+
retRb = {
|
|
91
|
+
"intercept": multRet.getIntercept(), # 定数項
|
|
92
|
+
"slope": multRet.getSlope().to_a, # 回帰係数
|
|
93
|
+
}
|
|
94
|
+
return retRb
|
|
95
|
+
end
|
|
96
|
+
end
|
|
97
|
+
end
|
|
98
|
+
|
|
99
|
+
|
|
100
|
+
|
|
@@ -0,0 +1,165 @@
|
|
|
1
|
+
require 'java'
|
|
2
|
+
require 'num4regana.jar'
|
|
3
|
+
require 'commons-math3-3.6.1.jar'
|
|
4
|
+
|
|
5
|
+
java_import 'SmplRegAna'
|
|
6
|
+
java_import 'MultRegAna'
|
|
7
|
+
# 線形回帰分析
|
|
8
|
+
# (Apache commoms math3使用)
|
|
9
|
+
module Num4LineRegAnaLib
|
|
10
|
+
# 単回帰分析
|
|
11
|
+
class SmplRegAnaLib
|
|
12
|
+
def initialize
|
|
13
|
+
@regana = SmplRegAna.getInstance()
|
|
14
|
+
end
|
|
15
|
+
# 単回帰分析
|
|
16
|
+
#
|
|
17
|
+
# @overload line_reg_ana(yi, xi)
|
|
18
|
+
# @param [Array] yi yの値(double[])
|
|
19
|
+
# @param [Array] xi xの値(double[])
|
|
20
|
+
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
|
21
|
+
# @example
|
|
22
|
+
# yi = [286, 851, 589, 389, 158, 1037, 463, 563, 372, 1020]
|
|
23
|
+
# xi = [107, 336, 233, 82, 61, 378, 129, 313, 142, 428]
|
|
24
|
+
# regana = Num4RegAnaLib::SmplRegAnaLib.new
|
|
25
|
+
# regana.line_reg_ana(yi, xi)
|
|
26
|
+
# =>
|
|
27
|
+
# {
|
|
28
|
+
# "intercept": 99.075, # 定数項
|
|
29
|
+
# "slope": 2.145, # 回帰係数
|
|
30
|
+
# }
|
|
31
|
+
def line_reg_ana(yi, xi)
|
|
32
|
+
ret = @regana.lineRegAna(yi.to_java(Java::double), xi.to_java(Java::double))
|
|
33
|
+
retRb = {
|
|
34
|
+
"intercept": ret.getIntercept(), # 定数項
|
|
35
|
+
"slope": ret.getSlope(), # 回帰係数
|
|
36
|
+
}
|
|
37
|
+
return retRb
|
|
38
|
+
end
|
|
39
|
+
# 決定係数
|
|
40
|
+
#
|
|
41
|
+
# @overload getr2(yi, xi)
|
|
42
|
+
# @param [Array] yi yの値(double[])
|
|
43
|
+
# @param [Array] xi xの値(double[])
|
|
44
|
+
# @return [double] 決定係数
|
|
45
|
+
# @example
|
|
46
|
+
# yi = [286, 851, 589, 389, 158, 1037, 463, 563, 372, 1020]
|
|
47
|
+
# xi = [107, 336, 233, 82, 61, 378, 129, 313, 142, 428]
|
|
48
|
+
# regana = Num4RegAnaLib::SmplRegAnaLib.new
|
|
49
|
+
# regana.getr2(yi, xi)
|
|
50
|
+
# => 0.893
|
|
51
|
+
def getr2(yi, xi)
|
|
52
|
+
return @regana.getR2(yi.to_java(Java::double), xi.to_java(Java::double))
|
|
53
|
+
end
|
|
54
|
+
# 相関係数
|
|
55
|
+
#
|
|
56
|
+
# @overload getr(yi, xi)
|
|
57
|
+
# @param [Array] yi yの値(double[])
|
|
58
|
+
# @param [Array] xi xの値(double[])
|
|
59
|
+
# @return [double] 決定係数
|
|
60
|
+
# @example
|
|
61
|
+
# yi = [286, 851, 589, 389, 158, 1037, 463, 563, 372, 1020]
|
|
62
|
+
# xi = [107, 336, 233, 82, 61, 378, 129, 313, 142, 428]
|
|
63
|
+
# regana = Num4RegAnaLib::SmplRegAnaLib.new
|
|
64
|
+
# regana.getr(yi, xi)
|
|
65
|
+
# => 0.945
|
|
66
|
+
def getr(yi, xi)
|
|
67
|
+
return @regana.getR(yi.to_java(Java::double), xi.to_java(Java::double))
|
|
68
|
+
end
|
|
69
|
+
end
|
|
70
|
+
# 重回帰分析(最小2乗法:等分散性checkあり)
|
|
71
|
+
class OLSMultRegAnaLib
|
|
72
|
+
def initialize
|
|
73
|
+
@multana = MultRegAna.getInstance()
|
|
74
|
+
end
|
|
75
|
+
# 重回帰分析
|
|
76
|
+
#
|
|
77
|
+
# @overload line_reg_ana(yi, xij)
|
|
78
|
+
# @param [Array] yi yの値(double[])
|
|
79
|
+
# @param [Array] xij xの値(double[][])
|
|
80
|
+
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
|
81
|
+
# @example
|
|
82
|
+
# olsyi = [45, 38, 41, 34, 59, 47, 35, 43, 54, 52]
|
|
83
|
+
# olsxij = [
|
|
84
|
+
# [17.5, 30],
|
|
85
|
+
# [17.0, 25],
|
|
86
|
+
# [18.5, 20],
|
|
87
|
+
# [16.0, 30],
|
|
88
|
+
# [19.0, 45],
|
|
89
|
+
# [19.5, 35],
|
|
90
|
+
# [16.0, 25],
|
|
91
|
+
# [18.0, 35],
|
|
92
|
+
# [19.0, 35],
|
|
93
|
+
# [19.5, 40],
|
|
94
|
+
# ]
|
|
95
|
+
# regana = Num4RegAnaLib::OLSMultRegAnaLib.new
|
|
96
|
+
# regana.line_reg_ana(olsyi, olsxij)
|
|
97
|
+
# =>
|
|
98
|
+
# {
|
|
99
|
+
# "intercept": -34.71, # 定数項
|
|
100
|
+
# "slope": [3.47, 0.53], # 回帰係数
|
|
101
|
+
# }
|
|
102
|
+
def line_reg_ana(yi, xij)
|
|
103
|
+
multRet = @multana.lineRegAna(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
|
104
|
+
|
|
105
|
+
retRb = {
|
|
106
|
+
"intercept": multRet.getIntercept(), # 定数項
|
|
107
|
+
"slope": multRet.getSlope().to_a, # 回帰係数
|
|
108
|
+
}
|
|
109
|
+
return retRb
|
|
110
|
+
end
|
|
111
|
+
# 決定係数
|
|
112
|
+
#
|
|
113
|
+
# @overload getr2(yi, xij)
|
|
114
|
+
# @param [Array] yi yの値(double[])
|
|
115
|
+
# @param [Array] xij xの値(double[][])
|
|
116
|
+
# @return [double] 決定係数
|
|
117
|
+
# @example
|
|
118
|
+
# olsyi = [45, 38, 41, 34, 59, 47, 35, 43, 54, 52]
|
|
119
|
+
# olsxij = [
|
|
120
|
+
# [17.5, 30],
|
|
121
|
+
# [17.0, 25],
|
|
122
|
+
# [18.5, 20],
|
|
123
|
+
# [16.0, 30],
|
|
124
|
+
# [19.0, 45],
|
|
125
|
+
# [19.5, 35],
|
|
126
|
+
# [16.0, 25],
|
|
127
|
+
# [18.0, 35],
|
|
128
|
+
# [19.0, 35],
|
|
129
|
+
# [19.5, 40],
|
|
130
|
+
# ]
|
|
131
|
+
# regana = Num4RegAnaLib::OLSMultRegAnaLib.new
|
|
132
|
+
# regana.getr2(yi, xi)
|
|
133
|
+
# => 0.858
|
|
134
|
+
def getr2(yi, xij)
|
|
135
|
+
return @multana.getR2(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
|
136
|
+
end
|
|
137
|
+
# 自由度調整済み決定係数
|
|
138
|
+
#
|
|
139
|
+
# @overload getadjr2(yi, xij)
|
|
140
|
+
# @param [Array] yi yの値(double[])
|
|
141
|
+
# @param [Array] xij xの値(double[][])
|
|
142
|
+
# @return [double] 決定係数
|
|
143
|
+
# @example
|
|
144
|
+
# olsyi = [45, 38, 41, 34, 59, 47, 35, 43, 54, 52]
|
|
145
|
+
# olsxij = [
|
|
146
|
+
# [17.5, 30],
|
|
147
|
+
# [17.0, 25],
|
|
148
|
+
# [18.5, 20],
|
|
149
|
+
# [16.0, 30],
|
|
150
|
+
# [19.0, 45],
|
|
151
|
+
# [19.5, 35],
|
|
152
|
+
# [16.0, 25],
|
|
153
|
+
# [18.0, 35],
|
|
154
|
+
# [19.0, 35],
|
|
155
|
+
# [19.5, 40],
|
|
156
|
+
# ]
|
|
157
|
+
# regana = Num4RegAnaLib::OLSMultRegAnaLib.new
|
|
158
|
+
# regana.getadjr2(yi, xij)
|
|
159
|
+
# => 0.8176
|
|
160
|
+
def getadjr2(yi, xij)
|
|
161
|
+
return @multana.getAdjR2(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
|
162
|
+
end
|
|
163
|
+
end
|
|
164
|
+
end
|
|
165
|
+
|
data/lib/num4regana.rb
CHANGED
|
@@ -1,165 +1,9 @@
|
|
|
1
|
-
|
|
2
|
-
|
|
3
|
-
require 'commons-math3-3.6.1.jar'
|
|
1
|
+
require_relative('num4lineregana')
|
|
2
|
+
require_relative('num4glmregana')
|
|
4
3
|
|
|
5
|
-
java_import 'SmplRegAna'
|
|
6
|
-
java_import 'OLSMultRegAna'
|
|
7
|
-
# 回帰分析
|
|
8
|
-
# (Apache commoms math3使用)
|
|
9
4
|
module Num4RegAnaLib
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
def initialize
|
|
13
|
-
@regana = SmplRegAna.getInstance()
|
|
14
|
-
end
|
|
15
|
-
# 単回帰分析
|
|
16
|
-
#
|
|
17
|
-
# @overload line_reg_ana(yi, xi)
|
|
18
|
-
# @param [Array] yi yの値(double[])
|
|
19
|
-
# @param [Array] xi xの値(double[])
|
|
20
|
-
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
|
21
|
-
# @example
|
|
22
|
-
# yi = [286, 851, 589, 389, 158, 1037, 463, 563, 372, 1020]
|
|
23
|
-
# xi = [107, 336, 233, 82, 61, 378, 129, 313, 142, 428]
|
|
24
|
-
# regana = Num4RegAnaLib::SmplRegAnaLib.new
|
|
25
|
-
# regana.line_reg_ana(yi, xi)
|
|
26
|
-
# =>
|
|
27
|
-
# {
|
|
28
|
-
# "intercept": 99.075, # 定数項
|
|
29
|
-
# "slope": 2.145, # 回帰係数
|
|
30
|
-
# }
|
|
31
|
-
def line_reg_ana(yi, xi)
|
|
32
|
-
ret = @regana.lineRegAna(yi.to_java(Java::double), xi.to_java(Java::double))
|
|
33
|
-
retRb = {
|
|
34
|
-
"intercept": ret.getIntercept(), # 定数項
|
|
35
|
-
"slope": ret.getSlope(), # 回帰係数
|
|
36
|
-
}
|
|
37
|
-
return retRb
|
|
38
|
-
end
|
|
39
|
-
# 決定係数
|
|
40
|
-
#
|
|
41
|
-
# @overload getr2(yi, xi)
|
|
42
|
-
# @param [Array] yi yの値(double[])
|
|
43
|
-
# @param [Array] xi xの値(double[])
|
|
44
|
-
# @return [double] 決定係数
|
|
45
|
-
# @example
|
|
46
|
-
# yi = [286, 851, 589, 389, 158, 1037, 463, 563, 372, 1020]
|
|
47
|
-
# xi = [107, 336, 233, 82, 61, 378, 129, 313, 142, 428]
|
|
48
|
-
# regana = Num4RegAnaLib::SmplRegAnaLib.new
|
|
49
|
-
# regana.getr2(yi, xi)
|
|
50
|
-
# => 0.893
|
|
51
|
-
def getr2(yi, xi)
|
|
52
|
-
return @regana.getR2(yi.to_java(Java::double), xi.to_java(Java::double))
|
|
53
|
-
end
|
|
54
|
-
# 相関係数
|
|
55
|
-
#
|
|
56
|
-
# @overload getr(yi, xi)
|
|
57
|
-
# @param [Array] yi yの値(double[])
|
|
58
|
-
# @param [Array] xi xの値(double[])
|
|
59
|
-
# @return [double] 決定係数
|
|
60
|
-
# @example
|
|
61
|
-
# yi = [286, 851, 589, 389, 158, 1037, 463, 563, 372, 1020]
|
|
62
|
-
# xi = [107, 336, 233, 82, 61, 378, 129, 313, 142, 428]
|
|
63
|
-
# regana = Num4RegAnaLib::SmplRegAnaLib.new
|
|
64
|
-
# regana.getr(yi, xi)
|
|
65
|
-
# => 0.945
|
|
66
|
-
def getr(yi, xi)
|
|
67
|
-
return @regana.getR(yi.to_java(Java::double), xi.to_java(Java::double))
|
|
68
|
-
end
|
|
69
|
-
end
|
|
70
|
-
# 重回帰分析(最小2乗法)
|
|
71
|
-
class OLSMultRegAnaLib
|
|
72
|
-
def initialize
|
|
73
|
-
@regana = OLSMultRegAna.getInstance()
|
|
74
|
-
end
|
|
75
|
-
# 重回帰分析
|
|
76
|
-
#
|
|
77
|
-
# @overload line_reg_ana(yi, xij)
|
|
78
|
-
# @param [Array] yi yの値(double[])
|
|
79
|
-
# @param [Array] xij xの値(double[][])
|
|
80
|
-
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
|
81
|
-
# @example
|
|
82
|
-
# olsyi = [45, 38, 41, 34, 59, 47, 35, 43, 54, 52]
|
|
83
|
-
# olsxij = [
|
|
84
|
-
# [17.5, 30],
|
|
85
|
-
# [17.0, 25],
|
|
86
|
-
# [18.5, 20],
|
|
87
|
-
# [16.0, 30],
|
|
88
|
-
# [19.0, 45],
|
|
89
|
-
# [19.5, 35],
|
|
90
|
-
# [16.0, 25],
|
|
91
|
-
# [18.0, 35],
|
|
92
|
-
# [19.0, 35],
|
|
93
|
-
# [19.5, 40],
|
|
94
|
-
# ]
|
|
95
|
-
# regana = Num4RegAnaLib::OLSMultRegAnaLib.new
|
|
96
|
-
# regana.line_reg_ana(olsyi, olsxij)
|
|
97
|
-
# =>
|
|
98
|
-
# {
|
|
99
|
-
# "intercept": -34.71, # 定数項
|
|
100
|
-
# "slope": [3.47, 0.53], # 回帰係数
|
|
101
|
-
# }
|
|
102
|
-
def line_reg_ana(yi, xij)
|
|
103
|
-
ret = @regana.lineRegAna(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
|
104
|
-
retRb = {
|
|
105
|
-
"intercept": ret.getIntercept(), # 定数項
|
|
106
|
-
"slope": ret.getSlope().to_a, # 回帰係数
|
|
107
|
-
}
|
|
108
|
-
return retRb
|
|
109
|
-
end
|
|
110
|
-
# 決定係数
|
|
111
|
-
#
|
|
112
|
-
# @overload getr2(yi, xij)
|
|
113
|
-
# @param [Array] yi yの値(double[])
|
|
114
|
-
# @param [Array] xij xの値(double[][])
|
|
115
|
-
# @return [double] 決定係数
|
|
116
|
-
# @example
|
|
117
|
-
# olsyi = [45, 38, 41, 34, 59, 47, 35, 43, 54, 52]
|
|
118
|
-
# olsxij = [
|
|
119
|
-
# [17.5, 30],
|
|
120
|
-
# [17.0, 25],
|
|
121
|
-
# [18.5, 20],
|
|
122
|
-
# [16.0, 30],
|
|
123
|
-
# [19.0, 45],
|
|
124
|
-
# [19.5, 35],
|
|
125
|
-
# [16.0, 25],
|
|
126
|
-
# [18.0, 35],
|
|
127
|
-
# [19.0, 35],
|
|
128
|
-
# [19.5, 40],
|
|
129
|
-
# ]
|
|
130
|
-
# regana = Num4RegAnaLib::OLSMultRegAnaLib.new
|
|
131
|
-
# regana.getr2(yi, xi)
|
|
132
|
-
# => 0.858
|
|
133
|
-
def getr2(yi, xij)
|
|
134
|
-
return @regana.getR2(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
|
135
|
-
end
|
|
136
|
-
# 自由度調整済み決定係数
|
|
137
|
-
#
|
|
138
|
-
# @overload getadjr2(yi, xij)
|
|
139
|
-
# @param [Array] yi yの値(double[])
|
|
140
|
-
# @param [Array] xij xの値(double[][])
|
|
141
|
-
# @return [double] 決定係数
|
|
142
|
-
# @example
|
|
143
|
-
# olsyi = [45, 38, 41, 34, 59, 47, 35, 43, 54, 52]
|
|
144
|
-
# olsxij = [
|
|
145
|
-
# [17.5, 30],
|
|
146
|
-
# [17.0, 25],
|
|
147
|
-
# [18.5, 20],
|
|
148
|
-
# [16.0, 30],
|
|
149
|
-
# [19.0, 45],
|
|
150
|
-
# [19.5, 35],
|
|
151
|
-
# [16.0, 25],
|
|
152
|
-
# [18.0, 35],
|
|
153
|
-
# [19.0, 35],
|
|
154
|
-
# [19.5, 40],
|
|
155
|
-
# ]
|
|
156
|
-
# regana = Num4RegAnaLib::OLSMultRegAnaLib.new
|
|
157
|
-
# regana.getadjr2(yi, xij)
|
|
158
|
-
# => 0.8176
|
|
159
|
-
def getadjr2(yi, xij)
|
|
160
|
-
return @regana.getAdjR2(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
|
161
|
-
end
|
|
162
|
-
|
|
163
|
-
end
|
|
5
|
+
include Num4LineRegAnaLib
|
|
6
|
+
include Num4GLMRegAnaLib
|
|
164
7
|
end
|
|
165
8
|
|
|
9
|
+
|
metadata
CHANGED
|
@@ -1,14 +1,14 @@
|
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: num4regana
|
|
3
3
|
version: !ruby/object:Gem::Version
|
|
4
|
-
version: 0.0.
|
|
4
|
+
version: 0.0.3
|
|
5
5
|
platform: java
|
|
6
6
|
authors:
|
|
7
7
|
- siranovel
|
|
8
8
|
autorequire:
|
|
9
9
|
bindir: bin
|
|
10
10
|
cert_chain: []
|
|
11
|
-
date: 2024-
|
|
11
|
+
date: 2024-09-05 00:00:00.000000000 Z
|
|
12
12
|
dependencies:
|
|
13
13
|
- !ruby/object:Gem::Dependency
|
|
14
14
|
name: rake
|
|
@@ -61,9 +61,13 @@ files:
|
|
|
61
61
|
- Gemfile
|
|
62
62
|
- LICENSE
|
|
63
63
|
- Rakefile
|
|
64
|
-
- ext/num4regana/
|
|
64
|
+
- ext/num4regana/LogitRegAna.java
|
|
65
|
+
- ext/num4regana/MultRegAna.java
|
|
66
|
+
- ext/num4regana/PoissonRegAna.java
|
|
65
67
|
- ext/num4regana/SmplRegAna.java
|
|
66
68
|
- lib/commons-math3-3.6.1.jar
|
|
69
|
+
- lib/num4glmregana.rb
|
|
70
|
+
- lib/num4lineregana.rb
|
|
67
71
|
- lib/num4regana.rb
|
|
68
72
|
homepage: http://github.com/siranovel/num4regana
|
|
69
73
|
licenses:
|
|
@@ -1,75 +0,0 @@
|
|
|
1
|
-
import org.apache.commons.math3.stat.regression.OLSMultipleLinearRegression;
|
|
2
|
-
|
|
3
|
-
public class OLSMultRegAna {
|
|
4
|
-
private static OLSMultRegAna regana = new OLSMultRegAna();
|
|
5
|
-
public static OLSMultRegAna getInstance() {
|
|
6
|
-
return regana;
|
|
7
|
-
}
|
|
8
|
-
public LineReg lineRegAna(double[] yi, double xij[][]) {
|
|
9
|
-
LineRegAna line = new LineRegAna();
|
|
10
|
-
|
|
11
|
-
return line.lineRegAna(yi, xij);
|
|
12
|
-
}
|
|
13
|
-
public double getR2(double[] yi, double xij[][]) {
|
|
14
|
-
LineRegAna line = new LineRegAna();
|
|
15
|
-
|
|
16
|
-
return line.getR2(yi, xij);
|
|
17
|
-
}
|
|
18
|
-
public double getAdjR2(double[] yi, double xij[][]) {
|
|
19
|
-
LineRegAna line = new LineRegAna();
|
|
20
|
-
|
|
21
|
-
return line.getAdjR2(yi, xij);
|
|
22
|
-
}
|
|
23
|
-
/*********************************/
|
|
24
|
-
/* interface define */
|
|
25
|
-
/*********************************/
|
|
26
|
-
/*********************************/
|
|
27
|
-
/* class define */
|
|
28
|
-
/*********************************/
|
|
29
|
-
public class LineReg {
|
|
30
|
-
private double a = 0.0;
|
|
31
|
-
private double[] b = null;
|
|
32
|
-
public LineReg(double[] b) {
|
|
33
|
-
this.a = b[0];
|
|
34
|
-
this.b = new double[b.length - 1];
|
|
35
|
-
for (int i = 0; i < this.b.length; i++) {
|
|
36
|
-
this.b[i] = b[i + 1];
|
|
37
|
-
}
|
|
38
|
-
}
|
|
39
|
-
public double getIntercept() {
|
|
40
|
-
return a;
|
|
41
|
-
}
|
|
42
|
-
public double[] getSlope() {
|
|
43
|
-
return b;
|
|
44
|
-
}
|
|
45
|
-
}
|
|
46
|
-
private class LineRegAna {
|
|
47
|
-
// 最小2乗法
|
|
48
|
-
public LineReg lineRegAna(double[] yi, double xij[][]) {
|
|
49
|
-
OLSMultipleLinearRegression regression = new OLSMultipleLinearRegression();
|
|
50
|
-
|
|
51
|
-
regression.newSampleData(yi, xij);
|
|
52
|
-
|
|
53
|
-
double[] beta = regression.estimateRegressionParameters();
|
|
54
|
-
|
|
55
|
-
LineReg ret = new LineReg(beta);
|
|
56
|
-
return ret;
|
|
57
|
-
}
|
|
58
|
-
// 決定係数取得
|
|
59
|
-
public double getR2(double[] yi, double xij[][]) {
|
|
60
|
-
OLSMultipleLinearRegression regression = new OLSMultipleLinearRegression();
|
|
61
|
-
|
|
62
|
-
regression.newSampleData(yi, xij);
|
|
63
|
-
return regression.calculateRSquared();
|
|
64
|
-
}
|
|
65
|
-
// 自由度調整済み決定係数
|
|
66
|
-
public double getAdjR2(double[] yi, double xij[][]) {
|
|
67
|
-
OLSMultipleLinearRegression regression = new OLSMultipleLinearRegression();
|
|
68
|
-
|
|
69
|
-
regression.newSampleData(yi, xij);
|
|
70
|
-
return regression.calculateAdjustedRSquared();
|
|
71
|
-
}
|
|
72
|
-
|
|
73
|
-
}
|
|
74
|
-
}
|
|
75
|
-
|