num4tststatistic2 0.0.1 → 0.1.1
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- checksums.yaml +4 -4
- data/CHANGELOG.md +13 -1
- data/Gemfile +3 -2
- data/lib/decorrtest.rb +22 -0
- data/lib/num4tststatistic2.rb +146 -27
- metadata +4 -3
checksums.yaml
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data.tar.gz: 1f8c945bc94f924990b7451d809ed883c0e7dee6ab4b25ab1c08c822314d7a4c9e1a4ba5d8f0c749369efd319e579aedc83d3cd7c1abaa37dc54ea2acf69c9b3
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data/CHANGELOG.md
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## Unreleased
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## [0.
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## [0.1.1] - 2024-05-06
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### add
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- add function of diffPopulationMean2.
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- add CorreFact.
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## [0.0.2] - 2024-04-22
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### add
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- add version in Gemfile.
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- add raise function.
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## [0.0.1] - 2024-04-20
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### Fixed
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- fix first fixed.
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data/Gemfile
CHANGED
data/lib/decorrtest.rb
ADDED
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@@ -0,0 +1,22 @@
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class DecorrTestIF
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def pearsoCorrelation(x, y, a)
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raise NotImplementedError.new("#{self.class}##{__method__} が実装されていません")
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end
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def spearmanscorr(x, y, a)
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raise NotImplementedError.new("#{self.class}##{__method__} が実装されていません")
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end
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def kendallscorr(x, y, a)
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raise NotImplementedError.new("#{self.class}##{__method__} が実装されていません")
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end
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end
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class CorreFactIF
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def pearsoCorrelation(x, y, rth0, a)
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raise NotImplementedError.new("#{self.class}##{__method__} が実装されていません")
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end
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def spearmanscorr(x, y, rth0, a)
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raise NotImplementedError.new("#{self.class}##{__method__} が実装されていません")
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end
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def kendallscorr(x, y, rth0, a)
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raise NotImplementedError.new("#{self.class}##{__method__} が実装されていません")
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end
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end
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data/lib/num4tststatistic2.rb
CHANGED
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@@ -1,8 +1,10 @@
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require 'num4tststatistic'
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require 'hypothTest3'
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require_relative('decorrtest')
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# 統計的仮説検定
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module Num4TstStatistic2Lib
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# パラメトリック検定
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class ParametrixTestLib
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def initialize(hypothTest3)
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@hypothTest3 = hypothTest3
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@@ -16,12 +18,14 @@ module Num4TstStatistic2Lib
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# @param [double] a 有意水準
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# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
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# @example
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# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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# xi = [15.5, 15.7, 15.4, 15.4, 15.6, 15.4, 15.6, 15.5, 15.4]
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#
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# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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# paraTest = Num4TstStatistic2Lib::ParametrixTestLib.new(hypothTest)
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# paraTest.populationMean(xi, 15.4, 0.05)
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# => true
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def populationMean(xi, m0, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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df = xi.size - 1
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statistic = @paraTest.populationMean(xi, m0)
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return @hypothTest3.tDistTest(statistic, df, a)
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@@ -41,11 +45,13 @@ module Num4TstStatistic2Lib
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# paraTest.populationVar(xi, sd*sd, 0.05)
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# => true
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def populationVar(xi, sig0, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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df = xi.size - 1
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statistic = @paraTest.populationVar(xi, sig0)
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return @hypothTest3.chi2DistTest(statistic, df, a)
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end
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-
#
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# 母比率の検定
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#
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# @overload populationRatio(m, n, p0, a)
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# @param [int] m m値
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@@ -59,11 +65,34 @@ module Num4TstStatistic2Lib
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# paraTest.populationRatio(29, 346, 0.12, 0.05)
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# => true
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def populationRatio(m, n, p0, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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statistic = @paraTest.populationRatio(m, n, p0)
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return @hypothTest3.normDistTest(statistic, a)
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end
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-
# 2
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-
#
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# 2つの母平均の差の検定
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#
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# @overload diffPopulationMean2(xi1, xi2, a)
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# @param [Array] xi1 x1のデータ(double[])
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# @param [Array] xi2 x2のデータ(double[])
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# @param [double] a 有意水準
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# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
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# @example
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# xi1 = [165, 130, 182, 178, 194, 206, 160, 122, 212, 165, 247, 195]
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# xi2 = [180, 180, 235, 270, 240, 285, 164, 152]
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# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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# paraTest = Num4TstStatistic2Lib::ParametrixTestLib.new(hypothTest)
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# paraTest.diffPopulationMean2(xi1, xi2, 0.05)
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# => false
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def diffPopulationMean2(xi1, xi2, a)
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bRet = diffPopulationVar(xi1, xi2, a)
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if bRet == true # 等分散ではない
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return diffPopulationMean2UnEquVar(xi1, xi2, a)
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else # 等分散性
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return diffPopulationMean2EquVar(xi1, xi2, a)
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end
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end
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# 2つの母平均の差の検定(等分散性を仮定)
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#
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# @overload diffPopulationMean2EquVar(xi1, xi2, a)
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# @param [Array] xi1 x1のデータ(double[])
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@@ -78,14 +107,15 @@ module Num4TstStatistic2Lib
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# paraTest.diffPopulationMean2EquVar(xi1, xi2, 0.05)
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# => false
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def diffPopulationMean2EquVar(xi1, xi2, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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n1 = xi1.size
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n2 = xi2.size
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df = n1 + n2 - 2
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statistic = @paraTest.diffPopulationMean2EquVar(xi1, xi2)
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return @hypothTest3.tDistTest(statistic, df, a)
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end
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-
# 2
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-
# (不等分散性を仮定)
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# 2つの母平均の差の検定(不等分散性を仮定)
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#
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# @overload diffPopulationMean2UnEquVar(xi1, xi2, a)
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# @param [Array] xi1 x1のデータ(double[])
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@@ -100,6 +130,8 @@ module Num4TstStatistic2Lib
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# paraTest.diffPopulationMean2UnEquVar(xi1, xi2, 0.05)
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# => false
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def diffPopulationMean2UnEquVar(xi1, xi2, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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df = @paraTest.df4welch(xi1, xi2)
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statistic = @paraTest.diffPopulationMean2UnEquVar(xi1, xi2)
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return @hypothTest3.tDistTest(statistic, df, a)
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# paraTest.diffPopulationMean(xi1, xi2, 0.05)
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# => true
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def diffPopulationMean(xi1, xi2, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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n = xi1.size
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df = n - 1
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statistic = @paraTest.diffPopulationMean(xi1, xi2)
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return @hypothTest3.tDistTest(statistic, df, a)
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end
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-
# 2
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# 2つの母分散の差の検定
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#
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# @overload diffPopulationVar(xi1, xi2, a)
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# @param [Array] xi1 x1のデータ(double[])
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# paraTest.diffPopulationVar(xi1, xi2, 0.05)
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# => false
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def diffPopulationVar(xi1, xi2, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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nf = xi1.size - 1
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df = xi2.size - 1
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statistic = @paraTest.diffPopulationVar(xi1, xi2)
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return @hypothTest3.fDistTest(statistic, nf, df, a)
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end
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# 2
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# 2つの母比率の差の検定
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#
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# @overload diffPopulationRatio(m1, n1, m2, n2, a)
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# @param [int] m1 m1値
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@@ -159,10 +195,12 @@ module Num4TstStatistic2Lib
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# paraTest.diffPopulationRatio(469, 1200, 308, 900, 0.05)
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# => true
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def diffPopulationRatio(m1, n1, m2, n2, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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statistic = @paraTest.diffPopulationRatio(m1, n1, m2, n2)
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return @hypothTest3.normDistTest(statistic, a)
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end
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#
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# 適合度の検定
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#
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# @overload fidelity(fi, pi, a)
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# @param [Array] fi 実測度数(double[])
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@@ -177,11 +215,13 @@ module Num4TstStatistic2Lib
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# paraTest.fidelity(fi, pi, 0.05)
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# => false
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def fidelity(fi, pi, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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df = fi.size - 1
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statistic = @paraTest.fidelity(fi, pi)
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return @hypothTest3.chi2DistTest(statistic, df, a)
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end
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#
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# 独立性の検定
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#
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# @overload independency(fij, a)
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# @param [Array] fij 実測度数(double[][])
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@@ -197,6 +237,8 @@ module Num4TstStatistic2Lib
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# paraTest.independency(fij, 0.05)
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# => true
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def independency(fij, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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m = fij.size
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n = fij[0].size
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df = (m - 1) * (n - 1)
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@@ -204,6 +246,7 @@ module Num4TstStatistic2Lib
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return @hypothTest3.chi2DistTest(statistic, df, a)
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end
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end
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# ノンパラメトリック検定
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class NonParametrixTestLib
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def initialize(hypothTest3)
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@hypothTest3 = hypothTest3
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@@ -217,13 +260,15 @@ module Num4TstStatistic2Lib
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# @param [double] a 有意水準
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# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
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# @example
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-
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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# x = [165, 130, 182, 178, 194, 206, 160, 122, 212, 165, 247, 195]
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# y = [180, 180, 235, 270, 240, 285, 164, 152]
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# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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# nonParaTest = Num4TstStatistic2Lib::NonParametrixTestLib.new(hypothTest)
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# nonParaTest.utest(x, y, 0.05)
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# => true
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def utest(x, y, a)
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raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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+
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statistic = @nonParaTest.utest(x, y)
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return @hypothTest3.normDistTest(statistic, a)
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end
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@@ -235,13 +280,15 @@ module Num4TstStatistic2Lib
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# @param [double] a 有意水準
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# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
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# @example
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238
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-
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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# x = [37.1, 36.2, 36.6, 37.4, 36.8, 36.7, 36.9, 37.4, 36.6, 36.7]
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# y = [36.8, 36.6, 36.5, 37.0, 36.0, 36.5, 36.6, 37.1, 36.4, 36.7]
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# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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# nonParaTest = Num4TstStatistic2Lib::NonParametrixTestLib.new(hypothTest)
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# nonParaTest.wilcoxon(x, y, 0.05)
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243
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# => true
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244
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def wilcoxon(x, y, a)
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+
raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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+
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245
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statistic = @nonParaTest.wilcoxon(x, y)
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return @hypothTest3.normDistTest(statistic, a)
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end
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@@ -253,22 +300,25 @@ module Num4TstStatistic2Lib
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# @param [double] a 有意水準
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# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
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# @example
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-
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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# xi1 = [165, 130, 182, 178, 194, 206, 160, 122, 212, 165, 247, 195]
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# xi2 = [180, 180, 235, 270, 240, 285, 164, 152]
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-
#
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+
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
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+
# nonParaTest = Num4TstStatistic2Lib::NonParametrixTestLib.new(hypothTest)
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# nonParaTest.ks2test(xi1, xi2, 0.05)
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# => false
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def ks2test(xi1, xi2, a)
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+
raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
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+
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|
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312
|
return @nonParaTest.ks2test(xi1, xi2, a)
|
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313
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end
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|
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314
|
end
|
|
315
|
+
# 外れ値検定
|
|
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316
|
class OutlierLib
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267
317
|
def initialize
|
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268
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|
@outlier = Num4TstStatisticLib::OutlierLib.new
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|
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319
|
@hypothTest2 = Num4HypothTestLib::GrubbsTestLib.new
|
|
270
320
|
end
|
|
271
|
-
#
|
|
321
|
+
# グラプス・スミルノフの外れ値の検定
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#
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323
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# @overload grubbs(xi, xk, a)
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|
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# @param [Array] xi xiのデータ(double[])
|
|
@@ -276,7 +326,7 @@ module Num4TstStatistic2Lib
|
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276
326
|
# @return [double] 検定統計量
|
|
277
327
|
# @example
|
|
278
328
|
# xi = [3.4, 3.5, 3.3, 2.2, 3.3, 3.4, 3.6, 3.2]
|
|
279
|
-
# outlier =
|
|
329
|
+
# outlier = Num4TstStatistic2Lib::OutlierLib.new
|
|
280
330
|
# outlier.grubbs(xi, 2.2, 0.05)
|
|
281
331
|
# => true
|
|
282
332
|
def grubbs(xi, xk, a)
|
|
@@ -292,22 +342,24 @@ module Num4TstStatistic2Lib
|
|
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292
342
|
# @return [void] errbar.jpegファイルを出力
|
|
293
343
|
# @example
|
|
294
344
|
# xi = [3.4, 3.5, 3.3, 2.2, 3.3, 3.4, 3.6, 3.2]
|
|
295
|
-
# outlier =
|
|
345
|
+
# outlier = Num4TstStatistic2Lib::OutlierLib.new
|
|
296
346
|
# outlier.grubbs("LDH", xi)
|
|
297
347
|
# => errbar.jpeg
|
|
298
348
|
def errbar(dname, xi)
|
|
299
349
|
@outlier.errbar(dname, xi)
|
|
300
350
|
end
|
|
301
351
|
end
|
|
352
|
+
end
|
|
353
|
+
# 相関検定
|
|
354
|
+
module DecorrTestLib
|
|
302
355
|
# 無相関の検定
|
|
303
|
-
class
|
|
356
|
+
class UnDecorrTestLib < DecorrTestIF
|
|
304
357
|
def initialize
|
|
305
358
|
@paraTest = Num4TstStatisticLib::ParametrixTestLib.new
|
|
306
359
|
@nonParaTest = Num4TstStatisticLib::NonParametrixTestLib.new
|
|
307
360
|
@hypothTest = Num4HypothTestLib::DecorrTestLib.new
|
|
308
361
|
end
|
|
309
362
|
# ピアソン相関係数
|
|
310
|
-
# (相関係数の検定)
|
|
311
363
|
#
|
|
312
364
|
# @overload pearsoCorrelation(x, y, a)
|
|
313
365
|
# @param [Array] x xのデータ(double[])
|
|
@@ -317,8 +369,8 @@ module Num4TstStatistic2Lib
|
|
|
317
369
|
# @example
|
|
318
370
|
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
|
319
371
|
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
|
320
|
-
#
|
|
321
|
-
#
|
|
372
|
+
# decorrTest = DecorrTestLib::UnDecorrTestLib.new
|
|
373
|
+
# decorrTest.pearsoCorrelation(x, y, 0.05)
|
|
322
374
|
# => true
|
|
323
375
|
def pearsoCorrelation(x, y, a)
|
|
324
376
|
df = x.size - 2
|
|
@@ -335,8 +387,8 @@ module Num4TstStatistic2Lib
|
|
|
335
387
|
# @example
|
|
336
388
|
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
|
337
389
|
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
|
338
|
-
#
|
|
339
|
-
#
|
|
390
|
+
# decorrTest = DecorrTestLib::UnDecorrTestLib.new
|
|
391
|
+
# decorrTest.spearmanscorr(x, y, 0.05)
|
|
340
392
|
# => true
|
|
341
393
|
def spearmanscorr(x, y, a)
|
|
342
394
|
df = x.size - 2
|
|
@@ -353,8 +405,8 @@ module Num4TstStatistic2Lib
|
|
|
353
405
|
# @example
|
|
354
406
|
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
|
355
407
|
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
|
356
|
-
#
|
|
357
|
-
#
|
|
408
|
+
# decorrTest = DecorrTestLib::UnDecorrTestLib.new
|
|
409
|
+
# decorrTest.kendallscorr(x, y, 0.05)
|
|
358
410
|
# => false
|
|
359
411
|
def kendallscorr(x, y, a)
|
|
360
412
|
df = x.size - 2
|
|
@@ -362,5 +414,72 @@ module Num4TstStatistic2Lib
|
|
|
362
414
|
return @hypothTest.twoSideTest(statistic, df, a)
|
|
363
415
|
end
|
|
364
416
|
end
|
|
417
|
+
# 相関係数の検定
|
|
418
|
+
class CorreFactLib < CorreFactIF
|
|
419
|
+
def initialize(hypothTest3)
|
|
420
|
+
@hypothTest3 = hypothTest3
|
|
421
|
+
@paraTest = Num4TstStatisticLib::ParametrixTestLib.new
|
|
422
|
+
@nonParaTest = Num4TstStatisticLib::NonParametrixTestLib.new
|
|
423
|
+
end
|
|
424
|
+
# ピアソン相関係数
|
|
425
|
+
#
|
|
426
|
+
# @overload pearsoCorrelation(x, y, rth0, a)
|
|
427
|
+
# @param [Array] x xのデータ(double[])
|
|
428
|
+
# @param [Array] y yのデータ(double[])
|
|
429
|
+
# @param [double] rth0 母相関係数
|
|
430
|
+
# @param [double] a 有意水準
|
|
431
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
|
432
|
+
# @example
|
|
433
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
|
434
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
|
435
|
+
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
|
|
436
|
+
# decorrTest = DecorrTestLib::CorreFactLib.new(hypothTest)
|
|
437
|
+
# decorrTest.pearsoCorrelation(x, y, -0.3, 0.05)
|
|
438
|
+
# => true
|
|
439
|
+
def pearsoCorrelation(x, y, rth0, a)
|
|
440
|
+
raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
|
|
441
|
+
statistic = @paraTest.pearsoCorrelation(x, y)
|
|
442
|
+
return @hypothTest3.populationCorre(statistic, x.size, rth0, a)
|
|
443
|
+
end
|
|
444
|
+
# スピアマンの順位相関係数
|
|
445
|
+
#
|
|
446
|
+
# @overload spearmanscorr(x, y, rth0, a)
|
|
447
|
+
# @param [Array] x xのデータ(double[])
|
|
448
|
+
# @param [Array] y yのデータ(double[])
|
|
449
|
+
# @param [double] rth0 母相関係数
|
|
450
|
+
# @param [double] a 有意水準
|
|
451
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
|
452
|
+
# @example
|
|
453
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
|
454
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
|
455
|
+
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
|
|
456
|
+
# decorrTest = DecorrTestLib::CorreFactLib.new(hypothTest)
|
|
457
|
+
# decorrTest.spearmanscorr(x, y, -0.3, 0.05)
|
|
458
|
+
# => true
|
|
459
|
+
def spearmanscorr(x, y, rth0, a)
|
|
460
|
+
raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
|
|
461
|
+
statistic = @nonParaTest.spearmanscorr(x, y)
|
|
462
|
+
return @hypothTest3.populationCorre(statistic, x.size, rth0, a)
|
|
463
|
+
end
|
|
464
|
+
# ケンドールの順位相関係数
|
|
465
|
+
#
|
|
466
|
+
# @overload kendallscorr(x, y, rth0, a)
|
|
467
|
+
# @param [Array] x xのデータ(double[])
|
|
468
|
+
# @param [Array] y yのデータ(double[])
|
|
469
|
+
# @param [double] rth0 母相関係数
|
|
470
|
+
# @param [double] a 有意水準
|
|
471
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
|
472
|
+
# @example
|
|
473
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
|
474
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
|
475
|
+
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
|
|
476
|
+
# decorrTest = DecorrTestLib::CorreFactLib.new(hypothTest)
|
|
477
|
+
# decorrTest.kendallscorr(x, y, -0.3, 0.05)
|
|
478
|
+
# => true
|
|
479
|
+
def kendallscorr(x, y, rth0, a)
|
|
480
|
+
raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
|
|
481
|
+
statistic = @nonParaTest.kendallscorr(x, y)
|
|
482
|
+
return @hypothTest3.populationCorre(statistic, x.size, rth0, a)
|
|
483
|
+
end
|
|
484
|
+
end
|
|
365
485
|
end
|
|
366
|
-
|
metadata
CHANGED
|
@@ -1,14 +1,14 @@
|
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: num4tststatistic2
|
|
3
3
|
version: !ruby/object:Gem::Version
|
|
4
|
-
version: 0.
|
|
4
|
+
version: 0.1.1
|
|
5
5
|
platform: ruby
|
|
6
6
|
authors:
|
|
7
7
|
- siranovel
|
|
8
8
|
autorequire:
|
|
9
9
|
bindir: bin
|
|
10
10
|
cert_chain: []
|
|
11
|
-
date: 2024-
|
|
11
|
+
date: 2024-05-06 00:00:00.000000000 Z
|
|
12
12
|
dependencies:
|
|
13
13
|
- !ruby/object:Gem::Dependency
|
|
14
14
|
name: num4tststatistic
|
|
@@ -59,8 +59,9 @@ files:
|
|
|
59
59
|
- CHANGELOG.md
|
|
60
60
|
- Gemfile
|
|
61
61
|
- LICENSE
|
|
62
|
+
- lib/decorrtest.rb
|
|
62
63
|
- lib/num4tststatistic2.rb
|
|
63
|
-
homepage:
|
|
64
|
+
homepage: https://github.com/siranovel/num4tststatistic2
|
|
64
65
|
licenses:
|
|
65
66
|
- MIT
|
|
66
67
|
metadata: {}
|