num4regana 0.0.4-java → 0.0.6-java
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- checksums.yaml +4 -4
- data/CHANGELOG.md +11 -0
- data/ext/num4regana/{AbstratGLM.java → AbstractGLM.java} +11 -13
- data/ext/num4regana/AbstractGLMM.java +200 -0
- data/ext/num4regana/LogitBayesRegAna.java +86 -0
- data/ext/num4regana/LogitRegAna.java +1 -1
- data/ext/num4regana/PoissonBayesRegAna.java +75 -0
- data/ext/num4regana/PoissonHierBayesRegAna.java +61 -0
- data/ext/num4regana/PoissonRegAna.java +1 -1
- data/ext/num4regana/ProBitRegAna.java +1 -1
- data/lib/num4glmmregana.rb +180 -0
- data/lib/num4hbmregana.rb +45 -0
- data/lib/num4regana.rb +4 -0
- metadata +9 -4
- data/ext/num4regana/AbstratGLMM.java +0 -18
checksums.yaml
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 07475023e86feba9a9a2013d572cdc433753da1cb570aa60fb3eb3662b09f3eb
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data.tar.gz: 24a67fb47fe74071f39ae3d9d078071c1de5fce5b15afb74625354b34777b6be
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: '058141be9257a86bc72b745402956142d015041e8812886a83ce2c49ac64993bc9fb1c864e2c7a093d0e42ba69f4dc45305f1eabb4fcffc4c0bc32d73333afb8'
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data.tar.gz: db0acabd519684c4db318051df5467f50b0879aabdff44c426ff2c6e96559f762d286d1f8f7642052ff2dffa75847dc6f315610cad6c1d8fe268e14a251e6d22
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data/CHANGELOG.md
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@@ -2,6 +2,17 @@
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## Unreleased
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## [0.0.6] - 2024-10-04
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### chg
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- chg Hierarchical Bayesian models at EM algorithm
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## [0.0.5] - 2024-09-27
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### add
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- add Bayesian models
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- add Hierarchical Bayesian models
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## [0.0.4] - 2024-09-13
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### add
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@@ -1,6 +1,6 @@
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import java.util.Arrays;
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abstract class
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abstract class AbstractGLM {
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private final double eta = 0.005;
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abstract double regression(double[] b, double[] xi);
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abstract double linkFunc(double q);
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@@ -18,23 +18,21 @@ abstract class AbstratGLM {
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// AIC
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protected double calcAIC(double[] b, double[][] xij) {
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// 尤度計算
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-
double maxL =
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double maxL = calcLogL(b,xij);
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int k = 1 + xij[0].length;
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return -2 * (maxL - k);
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}
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// 交差エントロピー計算
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private double[] calcE(double[] yi, double[] b, double[][] xij) {
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double[] xi = new double[
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double[] ei = new double[
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double[] xi = new double[b.length];
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double[] ei = new double[b.length];
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Arrays.fill(ei, 0.0);
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for(int i = 0; i < yi.length; i++) {
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xi[0] = 1.0;
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System.arraycopy(xij[i], 0, xi, 1, xij[0].length);
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-
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double q = regression(b, xi);
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-
double p = linkFunc(q);
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double p = linkFunc(regression(b, xi));
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for(int j = 0; j < xi.length; j++) {
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ei[j] += (p - yi[i]) * xi[j];
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@@ -43,20 +41,20 @@ abstract class AbstratGLM {
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return ei;
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}
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-
//
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private double
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// 対数尤度計算(パラメータ)
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private double calcLogL(double[] b, double[][] xij) {
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double l = 0.0;
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-
double[] xi = new double[
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double[] xi = new double[b.length];
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for(int i = 0; i < xij.length; i++) {
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xi[0] = 1.0;
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System.arraycopy(xij[i], 0, xi, 1, xij[0].length);
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-
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double p = linkFunc(
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double p = linkFunc(regression(b, xi));
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l += Math.log(p);
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}
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return l;
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-
}
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}
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}
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@@ -0,0 +1,200 @@
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import java.util.Arrays;
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import org.apache.commons.math3.distribution.BetaDistribution;
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import org.apache.commons.math3.distribution.NormalDistribution;
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abstract class AbstractGLMM {
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private NormalDistribution nDist = new NormalDistribution(0,1);
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abstract double regression(double[] b, double[] xi, double r);
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abstract double linkFunc(double q);
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// mcmc法
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// (メトロポリス法,ギブスサンプリング)
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protected double[] mcmcGS(double[] yi, double[] b, double[][] xij) {
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BetaDistribution beDist = new BetaDistribution(50, 50);
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double[] newB = new double[b.length];
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for(int i = 0; i < b.length; i++) {
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newB = Arrays.copyOf(b, b.length);
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newB[i] = beDist.sample();
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b[i] = mcmcSample(
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calcLx(b,xij), // oldL
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calcLx(newB,xij), // newL
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new double[] {b[i], newB[i]} // bTbl: [0]=> oldB, [1]=> newB
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);
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}
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return b;
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}
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// BIC
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protected double calcBIC(double[] b, double[][] xij) {
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// 尤度計算
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double maxL = calcLogLx(b,xij);
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int k = 1 + xij[0].length;
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int n = xij.length;
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return -2 * maxL + k * Math.log(n);
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}
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// EMアルゴリズム
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protected double[] mcmcEM(double[] yi, double[] b, double[][] xij) {
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double[] newB = new double[b.length];
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double[][] bE = calcEStep(yi, b, xij);
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double[] bM = calcMStep(yi, bE, xij);
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for(int i = 0; i < newB.length; i++) {
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newB[i] = bM[i];
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}
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return newB;
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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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private static class ArraysFillEx {
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public static void fill(Object array, Object value) {
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// 第一引数が配列か判定
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Class<?> type = array.getClass();
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if (!type.isArray()) {
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throw new IllegalArgumentException("not array");
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}
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// クラスの型を判定
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String arrayClassName = array.getClass().getSimpleName()
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.replace("[]", "")
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.toLowerCase();
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String valueClassName = value.getClass().getSimpleName()
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.toLowerCase()
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.replace("character", "char")
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.replace("integer", "int");
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if (!arrayClassName.equals(valueClassName)) {
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throw new IllegalArgumentException("does not matc");
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}
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// 処理
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if (type.getComponentType().isArray()) {
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for(Object o: (Object[])array) {
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fill(o, value);
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}
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}
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else if (array instanceof boolean[]) {
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Arrays.fill((boolean[])array, (boolean)value);
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}
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else if (array instanceof char[]) {
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Arrays.fill((char[])array, (char)value);
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}
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else if (array instanceof byte[]) {
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Arrays.fill((byte[])array, (byte)value);
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}
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else if (array instanceof short[]) {
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Arrays.fill((short[])array, (short)value);
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}
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else if (array instanceof int[]) {
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Arrays.fill((int[])array, (int)value);
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}
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else if (array instanceof long[]) {
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Arrays.fill((long[])array, (long)value);
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}
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else if (array instanceof float[]) {
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Arrays.fill((float[])array, (float)value);
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}
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else if (array instanceof double[]) {
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Arrays.fill((double[])array, (double)value);
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}
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else {
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Arrays.fill((Object[])array, value);
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}
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}
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}
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/* ------------------------------------------------------------------ */
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private double mcmcSample(double oldL, double newL, double[] bTbl) {
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double r = newL / oldL;
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BetaDistribution beDist2 = new BetaDistribution(1, 1); // 確率用
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double b;
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b = bTbl[0];
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if (r > 1.0) {
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b = bTbl[1];
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}
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else {
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double r2 = beDist2.sample();
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if (r2 < (1.0 - r)) {
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b = bTbl[1];
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}
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}
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return b;
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}
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// 尤度計算(パラメータ)
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private double calcLx(double[] b, double[][] xij) {
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double l = 1.0;
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double[] xi = new double[b.length];
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for(int i = 0; i < xij.length; i++) {
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xi[0] = 1.0;
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System.arraycopy(xij[i], 0, xi, 1, xij[0].length);
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double q = linkFunc(
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regression(b, xi, nDist.sample())
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);
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l *= q;
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}
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return l;
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}
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// 対数尤度計算(パラメータ)
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private double calcLogLx(double[] b, double[][] xij) {
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double l = 0.0;
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double[] xi = new double[b.length];
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for(int i = 0; i < xij.length; i++) {
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xi[0] = 1.0;
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System.arraycopy(xij[i], 0, xi, 1, xij[0].length);
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double q = linkFunc(
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regression(b, xi, nDist.sample())
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);
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l += Math.log(q);
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}
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return l;
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}
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// E-Step
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// (Expetation:自己エントロピー)
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private double[][] calcEStep(double[] yi, double[] b, double[][] xij) {
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double[][] bh = new double[yi.length][b.length];
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double[] xi = new double[b.length];
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ArraysFillEx.fill(bh, 0.0);
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for(int i = 0; i < yi.length; i++) {
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xi[0] = 1.0;
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System.arraycopy(xij[i], 0, xi, 1, xij[i].length);
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double p = yi[i];
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double q = linkFunc(regression(b, xi, nDist.sample()));
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for(int j = 0; j < b.length; j++) {
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bh[i][j] =
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Math.log(p * xi[j]) - q * (Math.log(q) - Math.log(p * xi[j]));
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}
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}
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return bh;
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}
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// M-Step
|
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// (Maximiation:KLダイバージェンス)
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private double[] calcMStep(double[] yi, double[][] q, double[][] xij) {
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double[] xi = new double[1 + xij[0].length];
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double[] ei = new double[1 + xij[0].length];
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Arrays.fill(ei, 0.0);
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for(int j = 0; j < xi.length; j++) {
|
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for(int i = 0; i < xij.length; i++) {
|
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xi[0] = 1.0;
|
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System.arraycopy(xij[i], 0, xi, 1, xij[0].length);
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|
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double p = yi[i];
|
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+
|
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ei[j] += q[i][j] * (Math.log(p * xi[j]) - Math.log(q[i][j]));
|
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+
}
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195
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ei[j] = -1 * ei[j];
|
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}
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return ei;
|
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}
|
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}
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@@ -0,0 +1,86 @@
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1
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import java.util.Map;
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2
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import java.util.Arrays;
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3
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import org.apache.commons.math3.distribution.BetaDistribution;
|
4
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5
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public class LogitBayesRegAna extends AbstractGLMM {
|
6
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private final int NUM = 1000;
|
7
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private final int TIM = 3;
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8
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private static LogitBayesRegAna regana = new LogitBayesRegAna();
|
9
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public static LogitBayesRegAna getInstance() {
|
10
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return regana;
|
11
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+
}
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12
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public LineReg nonLineRegAna(double[] yi, double xij[][]) {
|
13
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double[] b = initB(xij[0].length);
|
14
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+
|
15
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for (int i = 0; i < NUM; i++) {
|
16
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b = mcmcGS(yi, b, xij);
|
17
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+
}
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18
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+
|
19
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return new LineReg(b);
|
20
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+
}
|
21
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public double getBIC(Map<String, Object> regCoe, double[][] xij) {
|
22
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+
double[] b = new double[1 + xij[0].length];
|
23
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+
|
24
|
+
b[0] = (double)regCoe.get("intercept");
|
25
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+
System.arraycopy(regCoe.get("slope"), 0, b, 1, xij[0].length);
|
26
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+
return calcBIC(b, xij);
|
27
|
+
}
|
28
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+
private double[] initB(int xsie) {
|
29
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+
double[] b = new double[1 + xsie];
|
30
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+
BetaDistribution beDist = new BetaDistribution(50, 50);
|
31
|
+
|
32
|
+
for(int i = 0; i < b.length; i++) {
|
33
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+
b[i] = beDist.sample();
|
34
|
+
}
|
35
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+
return b;
|
36
|
+
}
|
37
|
+
private double[] calcMeanBy(double[] yi, double[] b) {
|
38
|
+
double[] meanB = new double[b.length];
|
39
|
+
|
40
|
+
Arrays.fill(meanB, 0.0);
|
41
|
+
for(int i = 0; i < meanB.length; i++) {
|
42
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+
for(int j = 0; j < yi.length; j++) {
|
43
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+
meanB[i] += yi[j] * b[i];
|
44
|
+
}
|
45
|
+
}
|
46
|
+
return meanB;
|
47
|
+
}
|
48
|
+
// q = b0 + b1 * x0 + r
|
49
|
+
// (ランダム切片モデル)
|
50
|
+
double regression(double[] b, double[] xi, double r) {
|
51
|
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double ret = 0.0;
|
52
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+
|
53
|
+
for(int i = 0; i < xi.length; i++) {
|
54
|
+
ret += b[i] * xi[i];
|
55
|
+
}
|
56
|
+
return ret + r;
|
57
|
+
}
|
58
|
+
// p = 1 / (1 + exp( -q))
|
59
|
+
double linkFunc(double q) {
|
60
|
+
return 1.0 / (1.0 + Math.exp(-1.0 * q));
|
61
|
+
}
|
62
|
+
/*********************************/
|
63
|
+
/* interface define */
|
64
|
+
/*********************************/
|
65
|
+
/*********************************/
|
66
|
+
/* class define */
|
67
|
+
/*********************************/
|
68
|
+
public class LineReg {
|
69
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+
private double a = 0.0;
|
70
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+
private double[] b = null;
|
71
|
+
public LineReg(double[] b) {
|
72
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+
this.a = b[0];
|
73
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+
this.b = new double[b.length - 1];
|
74
|
+
for (int i = 0; i < this.b.length; i++) {
|
75
|
+
this.b[i] = b[i + 1];
|
76
|
+
}
|
77
|
+
}
|
78
|
+
public double getIntercept() {
|
79
|
+
return a;
|
80
|
+
}
|
81
|
+
public double[] getSlope() {
|
82
|
+
return b;
|
83
|
+
}
|
84
|
+
}
|
85
|
+
}
|
86
|
+
|
@@ -1,7 +1,7 @@
|
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1
1
|
import java.util.Arrays;
|
2
2
|
import java.util.Map;
|
3
3
|
|
4
|
-
public class LogitRegAna extends
|
4
|
+
public class LogitRegAna extends AbstractGLM {
|
5
5
|
private final int NUM = 1000;
|
6
6
|
private static LogitRegAna regana = new LogitRegAna();
|
7
7
|
public static LogitRegAna getInstance() {
|
@@ -0,0 +1,75 @@
|
|
1
|
+
import java.util.Arrays;
|
2
|
+
import java.util.Map;
|
3
|
+
import org.apache.commons.math3.distribution.BetaDistribution;
|
4
|
+
|
5
|
+
public class PoissonBayesRegAna extends AbstractGLMM {
|
6
|
+
private final int NUM = 1000;
|
7
|
+
private final int TIM = 3;
|
8
|
+
private static PoissonBayesRegAna regana = new PoissonBayesRegAna();
|
9
|
+
public static PoissonBayesRegAna getInstance() {
|
10
|
+
return regana;
|
11
|
+
}
|
12
|
+
public LineReg nonLineRegAna(double[] yi, double xij[][]) {
|
13
|
+
double[] b = initB(xij[0].length);
|
14
|
+
|
15
|
+
for (int i = 0; i < NUM; i++) {
|
16
|
+
b = mcmcGS(yi, b, xij);
|
17
|
+
}
|
18
|
+
return new LineReg(b);
|
19
|
+
}
|
20
|
+
public double getBIC(Map<String, Object> regCoe, double[][] xij) {
|
21
|
+
double[] b = new double[1 + xij[0].length];
|
22
|
+
|
23
|
+
b[0] = (double)regCoe.get("intercept");
|
24
|
+
System.arraycopy(regCoe.get("slope"), 0, b, 1, xij[0].length);
|
25
|
+
return calcBIC(b, xij);
|
26
|
+
}
|
27
|
+
private double[] initB(int xsie) {
|
28
|
+
double[] b = new double[1 + xsie];
|
29
|
+
BetaDistribution beDist = new BetaDistribution(50, 50);
|
30
|
+
|
31
|
+
for(int i = 0; i < b.length; i++) {
|
32
|
+
b[i] = beDist.sample();
|
33
|
+
}
|
34
|
+
return b;
|
35
|
+
}
|
36
|
+
// q = b0 + b1 * x0 + r
|
37
|
+
// (ランダム切片モデル)
|
38
|
+
double regression(double[] b, double[] xi, double r) {
|
39
|
+
double ret = 0.0;
|
40
|
+
|
41
|
+
for(int i = 0; i < xi.length; i++) {
|
42
|
+
ret += b[i] * xi[i];
|
43
|
+
}
|
44
|
+
return ret + r;
|
45
|
+
}
|
46
|
+
// p = exp(q)
|
47
|
+
double linkFunc(double q) {
|
48
|
+
return Math.exp(q);
|
49
|
+
}
|
50
|
+
/*********************************/
|
51
|
+
/* interface define */
|
52
|
+
/*********************************/
|
53
|
+
/*********************************/
|
54
|
+
/* class define */
|
55
|
+
/*********************************/
|
56
|
+
public class LineReg {
|
57
|
+
private double a = 0.0;
|
58
|
+
private double[] b = null;
|
59
|
+
public LineReg(double[] b) {
|
60
|
+
this.a = b[0];
|
61
|
+
this.b = new double[b.length - 1];
|
62
|
+
for (int i = 0; i < this.b.length; i++) {
|
63
|
+
this.b[i] = b[i + 1];
|
64
|
+
}
|
65
|
+
}
|
66
|
+
public double getIntercept() {
|
67
|
+
return a;
|
68
|
+
}
|
69
|
+
public double[] getSlope() {
|
70
|
+
return b;
|
71
|
+
}
|
72
|
+
}
|
73
|
+
|
74
|
+
}
|
75
|
+
|
@@ -0,0 +1,61 @@
|
|
1
|
+
import java.util.Arrays;
|
2
|
+
import java.util.Map;
|
3
|
+
import org.apache.commons.math3.distribution.BetaDistribution;
|
4
|
+
|
5
|
+
public class PoissonHierBayesRegAna extends AbstractGLMM {
|
6
|
+
private final int NUM = 1000;
|
7
|
+
private static PoissonHierBayesRegAna regana = new PoissonHierBayesRegAna();
|
8
|
+
public static PoissonHierBayesRegAna getInstance() {
|
9
|
+
return regana;
|
10
|
+
}
|
11
|
+
public LineReg nonLineRegAna(double[] yi, double xij[][]) {
|
12
|
+
double[] b = initB(xij[0].length);
|
13
|
+
|
14
|
+
for (int i = 0; i < NUM; i++) {
|
15
|
+
b = mcmcEM(yi, b, xij);
|
16
|
+
}
|
17
|
+
return new LineReg(b);
|
18
|
+
}
|
19
|
+
private double[] initB(int xsie) {
|
20
|
+
double[] b = new double[1 + xsie];
|
21
|
+
|
22
|
+
Arrays.fill(b, 0.0);
|
23
|
+
return b;
|
24
|
+
}
|
25
|
+
// q = b0 + b1 * x0
|
26
|
+
double regression(double[] b, double[] xi, double r) {
|
27
|
+
double ret = 0.0;
|
28
|
+
|
29
|
+
for(int i = 0; i < xi.length; i++) {
|
30
|
+
ret += b[i] * xi[i];
|
31
|
+
}
|
32
|
+
return ret;
|
33
|
+
}
|
34
|
+
// p = exp(q)
|
35
|
+
double linkFunc(double q) {
|
36
|
+
return Math.exp(q);
|
37
|
+
}
|
38
|
+
/*********************************/
|
39
|
+
/* interface define */
|
40
|
+
/*********************************/
|
41
|
+
/*********************************/
|
42
|
+
/* class define */
|
43
|
+
/*********************************/
|
44
|
+
public class LineReg {
|
45
|
+
private double a = 0.0;
|
46
|
+
private double[] b = null;
|
47
|
+
public LineReg(double[] b) {
|
48
|
+
this.a = b[0];
|
49
|
+
this.b = new double[b.length - 1];
|
50
|
+
for (int i = 0; i < this.b.length; i++) {
|
51
|
+
this.b[i] = b[i + 1];
|
52
|
+
}
|
53
|
+
}
|
54
|
+
public double getIntercept() {
|
55
|
+
return a;
|
56
|
+
}
|
57
|
+
public double[] getSlope() {
|
58
|
+
return b;
|
59
|
+
}
|
60
|
+
}
|
61
|
+
}
|
@@ -1,7 +1,7 @@
|
|
1
1
|
import java.util.Arrays;
|
2
2
|
import java.util.Map;
|
3
3
|
|
4
|
-
public class PoissonRegAna extends
|
4
|
+
public class PoissonRegAna extends AbstractGLM {
|
5
5
|
private final int NUM = 1000;
|
6
6
|
private static PoissonRegAna regana = new PoissonRegAna();
|
7
7
|
public static PoissonRegAna getInstance() {
|
@@ -2,7 +2,7 @@ import java.util.Arrays;
|
|
2
2
|
import org.apache.commons.math3.distribution.NormalDistribution;
|
3
3
|
import java.util.Map;
|
4
4
|
|
5
|
-
public class ProBitRegAna extends
|
5
|
+
public class ProBitRegAna extends AbstractGLM {
|
6
6
|
private final int NUM = 1000;
|
7
7
|
private static ProBitRegAna regana = new ProBitRegAna();
|
8
8
|
private NormalDistribution ndist = new NormalDistribution(0, 1);
|
@@ -0,0 +1,180 @@
|
|
1
|
+
require 'java'
|
2
|
+
require 'num4regana.jar'
|
3
|
+
require 'commons-math3-3.6.1.jar'
|
4
|
+
|
5
|
+
java_import 'LogitBayesRegAna'
|
6
|
+
java_import 'PoissonBayesRegAna'
|
7
|
+
java_import 'java.util.HashMap'
|
8
|
+
|
9
|
+
# 一般化線形混合モデル
|
10
|
+
# (Apache commoms math3使用)
|
11
|
+
module Num4GLMMRegAnaLib
|
12
|
+
# (2項)ベイズロジスティック回帰分析
|
13
|
+
class LogitBayesRegAnaLib
|
14
|
+
def initialize
|
15
|
+
@multana = LogitBayesRegAna.getInstance()
|
16
|
+
end
|
17
|
+
# (2項)ベイズロジスティック回帰分析
|
18
|
+
#
|
19
|
+
# @overload non_line_reg_ana(yi, xij)
|
20
|
+
# @param [Array] yi yの値(double[])
|
21
|
+
# @param [Array] xij xの値(double[][])
|
22
|
+
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
23
|
+
# @example
|
24
|
+
# glsyi = [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
|
25
|
+
# glsxij = [
|
26
|
+
# [1, 24],
|
27
|
+
# [1, 18],
|
28
|
+
# [0, 15],
|
29
|
+
# [1, 16],
|
30
|
+
# [0, 10],
|
31
|
+
# [1, 26],
|
32
|
+
# [1, 2],
|
33
|
+
# [0, 24],
|
34
|
+
# [1, 18],
|
35
|
+
# [1, 22],
|
36
|
+
# [1, 3],
|
37
|
+
# [1, 6],
|
38
|
+
# [0, 15],
|
39
|
+
# [0, 12],
|
40
|
+
# [1, 6],
|
41
|
+
# [0, 6],
|
42
|
+
# [1, 12],
|
43
|
+
# [0, 12],
|
44
|
+
# [1, 18],
|
45
|
+
# [1, 3],
|
46
|
+
# [1, 8],
|
47
|
+
# [0, 9],
|
48
|
+
# [0, 12],
|
49
|
+
# [0, 6],
|
50
|
+
# [0, 8],
|
51
|
+
# [1, 12],
|
52
|
+
# ]
|
53
|
+
# regana = Num4GLMMRegAnaLib::LogitBayesRegAnaLib.new
|
54
|
+
# regana.non_line_reg_ana(glsyi, glsxij)
|
55
|
+
# =>
|
56
|
+
# {
|
57
|
+
# :intercept=>0.5742886218005325, # 定数項
|
58
|
+
# # 回帰係数
|
59
|
+
# :slope=>[0.5517212822536828, 0.5748054561700319]
|
60
|
+
# }
|
61
|
+
def non_line_reg_ana(yi, xij)
|
62
|
+
multRet = @multana.nonLineRegAna(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
63
|
+
retRb = {
|
64
|
+
"intercept": multRet.getIntercept(), # 定数項
|
65
|
+
"slope": multRet.getSlope().to_a, # 回帰係数
|
66
|
+
}
|
67
|
+
return retRb
|
68
|
+
end
|
69
|
+
# BIC
|
70
|
+
#
|
71
|
+
# @overload get_bic(regcoe, xij)
|
72
|
+
# @param [Hash] regcoe 回帰係数(intercept:定数項 slope:回帰係数)
|
73
|
+
# @param [Array] xij xの値(double[][])
|
74
|
+
# @return double BIC値
|
75
|
+
# @example
|
76
|
+
# reg = {
|
77
|
+
# :intercept=> -6.2313, # 定数項
|
78
|
+
# :slope=> [2.5995, 0.1652], # 回帰係数
|
79
|
+
# }
|
80
|
+
# xij = [
|
81
|
+
# [1, 24],
|
82
|
+
# [1, 18],
|
83
|
+
# [0, 15],
|
84
|
+
# [1, 16],
|
85
|
+
# [0, 10],
|
86
|
+
# [1, 26],
|
87
|
+
# [1, 2],
|
88
|
+
# [0, 24],
|
89
|
+
# [1, 18],
|
90
|
+
# [1, 22],
|
91
|
+
# [1, 3],
|
92
|
+
# [1, 6],
|
93
|
+
# [0, 15],
|
94
|
+
# [0, 12],
|
95
|
+
# [1, 6],
|
96
|
+
# [0, 6],
|
97
|
+
# [1, 12],
|
98
|
+
# [0, 12],
|
99
|
+
# [1, 18],
|
100
|
+
# [1, 3],
|
101
|
+
# [1, 8],
|
102
|
+
# [0, 9],
|
103
|
+
# [0, 12],
|
104
|
+
# [0, 6],
|
105
|
+
# [0, 8],
|
106
|
+
# [1, 12],
|
107
|
+
# ]
|
108
|
+
# regana = Num4GLMMRegAnaLib::LogitBayesRegAnaLib.new
|
109
|
+
# regana.get_bic(reg, xij)
|
110
|
+
# => 159.386
|
111
|
+
def get_bic(regcoe, xij)
|
112
|
+
o = HashMap.new
|
113
|
+
o["intercept"] = regcoe[:intercept]
|
114
|
+
o["slope"] = regcoe[:slope].to_java(Java::double)
|
115
|
+
@multana.getBIC(o, xij.to_java(Java::double[]))
|
116
|
+
end
|
117
|
+
end
|
118
|
+
# ベイズポアソン回帰分析
|
119
|
+
class PoissonBayesRegAnaLib
|
120
|
+
def initialize
|
121
|
+
@multana = PoissonBayesRegAna.getInstance()
|
122
|
+
end
|
123
|
+
# ベイズポアソン回帰分析
|
124
|
+
#
|
125
|
+
# @overload non_line_reg_ana(yi, xij)
|
126
|
+
# @param [Array] yi yの値(double[])
|
127
|
+
# @param [Array] xij xの値(double[][])
|
128
|
+
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
129
|
+
# @example
|
130
|
+
# glsyi = [4, 10, 7, 14]
|
131
|
+
# glsxij = [
|
132
|
+
# [1],
|
133
|
+
# [2],
|
134
|
+
# [3],
|
135
|
+
# [4],
|
136
|
+
# ]
|
137
|
+
# regana = Num4GLMMRegAnaLib::PoissonBayesRegAnaLib.new
|
138
|
+
# regana.non_line_reg_ana(glsyi, glsxij)
|
139
|
+
# =>
|
140
|
+
# {
|
141
|
+
# :intercept=>0.4341885635221602, # 定数項
|
142
|
+
# :slope=>[0.5703137378188881] # 回帰係数
|
143
|
+
# }
|
144
|
+
def non_line_reg_ana(yi, xij)
|
145
|
+
multRet = @multana.nonLineRegAna(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
146
|
+
retRb = {
|
147
|
+
"intercept": multRet.getIntercept(), # 定数項
|
148
|
+
"slope": multRet.getSlope().to_a, # 回帰係数
|
149
|
+
}
|
150
|
+
return retRb
|
151
|
+
end
|
152
|
+
# BIC
|
153
|
+
#
|
154
|
+
# @overload get_bic(regcoe, xij)
|
155
|
+
# @param [Hash] regcoe 回帰係数(intercept:定数項 slope:回帰係数)
|
156
|
+
# @param [Array] xij xの値(double[][])
|
157
|
+
# @return double BIC値
|
158
|
+
# @example
|
159
|
+
# reg = {
|
160
|
+
# :intercept=>0.4341885635221602, # 定数項
|
161
|
+
# :slope=>[0.5703137378188881] # 回帰係数
|
162
|
+
# }
|
163
|
+
# xij = [
|
164
|
+
# [1],
|
165
|
+
# [2],
|
166
|
+
# [3],
|
167
|
+
# [4],
|
168
|
+
# ]
|
169
|
+
# regana = Num4GLMMRegAnaLib::BayesPoissonRegAnaLib.new
|
170
|
+
# regana.get_bic(reg, xij)
|
171
|
+
# => -13.157
|
172
|
+
def get_bic(regcoe, xij)
|
173
|
+
o = HashMap.new
|
174
|
+
o["intercept"] = regcoe[:intercept]
|
175
|
+
o["slope"] = regcoe[:slope].to_java(Java::double)
|
176
|
+
@multana.getBIC(o, xij.to_java(Java::double[]))
|
177
|
+
end
|
178
|
+
end
|
179
|
+
end
|
180
|
+
|
@@ -0,0 +1,45 @@
|
|
1
|
+
require 'java'
|
2
|
+
require 'num4regana.jar'
|
3
|
+
require 'commons-math3-3.6.1.jar'
|
4
|
+
|
5
|
+
java_import 'PoissonHierBayesRegAna'
|
6
|
+
# 階層ベイズモデル
|
7
|
+
# (Apache commoms math3使用)
|
8
|
+
module Num4HBMRegAnaLib
|
9
|
+
# 階層ベイズポアソン回帰分析
|
10
|
+
class PoissonHierBayesRegAnaLib
|
11
|
+
def initialize
|
12
|
+
@multana = PoissonHierBayesRegAna.getInstance()
|
13
|
+
end
|
14
|
+
# ポアソン回帰分析
|
15
|
+
#
|
16
|
+
# @overload non_line_reg_ana(yi, xij)
|
17
|
+
# @param [Array] yi yの値(double[])
|
18
|
+
# @param [Array] xij xの値(double[][])
|
19
|
+
# @return [Hash] (intercept:定数項 slope:回帰係数)
|
20
|
+
# @example
|
21
|
+
# glsyi = [4, 10, 7, 14]
|
22
|
+
# glsxij = [
|
23
|
+
# [1],
|
24
|
+
# [2],
|
25
|
+
# [3],
|
26
|
+
# [4],
|
27
|
+
# ]
|
28
|
+
# regana = Num4RegAnaLib::HierBayesPoissonRegAnaLib.new
|
29
|
+
# regana.non_line_reg_ana(glsyi, glsxij)
|
30
|
+
# =>
|
31
|
+
# {
|
32
|
+
# "intercept": 0.477366, # 定数項
|
33
|
+
# "slope": [0.538545], # 回帰係数
|
34
|
+
# }
|
35
|
+
def non_line_reg_ana(yi, xij)
|
36
|
+
multRet = @multana.nonLineRegAna(yi.to_java(Java::double), xij.to_java(Java::double[]))
|
37
|
+
retRb = {
|
38
|
+
"intercept": multRet.getIntercept(), # 定数項
|
39
|
+
"slope": multRet.getSlope().to_a, # 回帰係数
|
40
|
+
}
|
41
|
+
return retRb
|
42
|
+
end
|
43
|
+
end
|
44
|
+
end
|
45
|
+
|
data/lib/num4regana.rb
CHANGED
@@ -1,10 +1,14 @@
|
|
1
1
|
require_relative('num4lineregana')
|
2
2
|
require_relative('num4glmregana')
|
3
|
+
require_relative('num4glmmregana')
|
4
|
+
require_relative('num4hbmregana')
|
3
5
|
|
4
6
|
# 回帰分析
|
5
7
|
module Num4RegAnaLib
|
6
8
|
include Num4LineRegAnaLib
|
7
9
|
include Num4GLMRegAnaLib
|
10
|
+
include Num4GLMMRegAnaLib
|
11
|
+
include Num4HBMRegAnaLib
|
8
12
|
end
|
9
13
|
|
10
14
|
|
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: 0.0.6
|
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: 2024-10-04 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: rake
|
@@ -61,15 +61,20 @@ files:
|
|
61
61
|
- Gemfile
|
62
62
|
- LICENSE
|
63
63
|
- Rakefile
|
64
|
-
- ext/num4regana/
|
65
|
-
- ext/num4regana/
|
64
|
+
- ext/num4regana/AbstractGLM.java
|
65
|
+
- ext/num4regana/AbstractGLMM.java
|
66
|
+
- ext/num4regana/LogitBayesRegAna.java
|
66
67
|
- ext/num4regana/LogitRegAna.java
|
67
68
|
- ext/num4regana/MultRegAna.java
|
69
|
+
- ext/num4regana/PoissonBayesRegAna.java
|
70
|
+
- ext/num4regana/PoissonHierBayesRegAna.java
|
68
71
|
- ext/num4regana/PoissonRegAna.java
|
69
72
|
- ext/num4regana/ProBitRegAna.java
|
70
73
|
- ext/num4regana/SmplRegAna.java
|
71
74
|
- lib/commons-math3-3.6.1.jar
|
75
|
+
- lib/num4glmmregana.rb
|
72
76
|
- lib/num4glmregana.rb
|
77
|
+
- lib/num4hbmregana.rb
|
73
78
|
- lib/num4lineregana.rb
|
74
79
|
- lib/num4regana.rb
|
75
80
|
homepage: http://github.com/siranovel/num4regana
|
@@ -1,18 +0,0 @@
|
|
1
|
-
import java.util.Arrays;
|
2
|
-
import org.apache.commons.math3.distribution.BetaDistribution;
|
3
|
-
|
4
|
-
abstract class AbstratGLMM {
|
5
|
-
abstract double rereion(double[] b, double[] xi, double r);
|
6
|
-
abstract double linkFunc(double q);
|
7
|
-
protected double[] mcmc(double[] yi, double[] b, double[][] xij) {
|
8
|
-
double[] bnew = new double[1 + xij[0].length];
|
9
|
-
BetaDistribution beDist = new BetaDistribution(1,1);
|
10
|
-
|
11
|
-
for(int i= 0; i < bnew.length; i++) {
|
12
|
-
System.out.printf("%f ", beDist.sample());
|
13
|
-
}
|
14
|
-
System.out.println();
|
15
|
-
return null;
|
16
|
-
}
|
17
|
-
}
|
18
|
-
|