num4tststatistic2 0.0.2 → 0.1.2
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +4 -4
- data/CHANGELOG.md +11 -0
- data/lib/corrtest.rb +151 -0
- data/lib/num4tststatistic2.rb +27 -63
- metadata +4 -3
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
---
|
2
2
|
SHA256:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: cfd90c54dab3784be95fad71d373a338e24c17a41b0bb5ddde46e46d77a4e739
|
4
|
+
data.tar.gz: 6fa678137d1a9b7fa3336a8f61bdc3fe03d89cb67c6ece3ff5ddb27c5216cfb3
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: 20ec74c474a5d8524ab8c18eac95b33ac5c0bc96241a8aa8dea2aa3a2bb41d633c90aad4561611f25f421b68af754b5ebae32ac08a1ceb73b0ae672a1c9714ef
|
7
|
+
data.tar.gz: 2520663599be76415a0fb3a6106d096f5697be92fdbf1371affff34ac4f9aa1b6da0f24e36c5ef7150e6cd2eec05d94207fd38be17a97552ab78326d3e583e6a
|
data/CHANGELOG.md
CHANGED
@@ -2,6 +2,17 @@
|
|
2
2
|
|
3
3
|
## Unreleased
|
4
4
|
|
5
|
+
## [0.1.2] - 2024-05-08
|
6
|
+
|
7
|
+
### chg
|
8
|
+
- change function name from diffPopulationMean2 to diffPopulationVarMean
|
9
|
+
|
10
|
+
## [0.1.1] - 2024-05-06
|
11
|
+
|
12
|
+
### add
|
13
|
+
- add function of diffPopulationMean2.
|
14
|
+
- add CorreFact.
|
15
|
+
|
5
16
|
## [0.0.2] - 2024-04-22
|
6
17
|
|
7
18
|
### add
|
data/lib/corrtest.rb
ADDED
@@ -0,0 +1,151 @@
|
|
1
|
+
require 'num4tststatistic'
|
2
|
+
require 'hypothTest3'
|
3
|
+
|
4
|
+
# 相関検定
|
5
|
+
module CorrTestLib
|
6
|
+
# 無相関の検定
|
7
|
+
class DecorrTestLib
|
8
|
+
def initialize
|
9
|
+
@corr = CorrStatisticLib.new
|
10
|
+
@hypothTest = Num4HypothTestLib::DecorrTestLib.new
|
11
|
+
end
|
12
|
+
# ピアソン相関係数
|
13
|
+
#
|
14
|
+
# @overload pearsoCorrelation(x, y, a)
|
15
|
+
# @param [Array] x xのデータ(double[])
|
16
|
+
# @param [Array] y yのデータ(double[])
|
17
|
+
# @param [double] a 有意水準
|
18
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
19
|
+
# @example
|
20
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
21
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
22
|
+
# corrTest = CorrTestLib::DecorrTestLib.new
|
23
|
+
# corrTest.pearsoCorrelation(x, y, 0.05)
|
24
|
+
# => true
|
25
|
+
def pearsoCorrelation(x, y, a)
|
26
|
+
df = x.size - 2
|
27
|
+
statistic = @corr.pearsoCorrelation(x, y)
|
28
|
+
return @hypothTest.twoSideTest(statistic, df, a)
|
29
|
+
end
|
30
|
+
# スピアマンの順位相関係数
|
31
|
+
#
|
32
|
+
# @overload spearmanscorr(x, y, a)
|
33
|
+
# @param [Array] x xのデータ(double[])
|
34
|
+
# @param [Array] y yのデータ(double[])
|
35
|
+
# @param [double] a 有意水準
|
36
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
37
|
+
# @example
|
38
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
39
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
40
|
+
# corrTest = CorrTestLib::DecorrTestLib.new
|
41
|
+
# corrTest.spearmanscorr(x, y, 0.05)
|
42
|
+
# => true
|
43
|
+
def spearmanscorr(x, y, a)
|
44
|
+
df = x.size - 2
|
45
|
+
statistic = @corr.spearmanscorr(x, y)
|
46
|
+
return @hypothTest.twoSideTest(statistic, df, a)
|
47
|
+
end
|
48
|
+
# ケンドールの順位相関係数
|
49
|
+
#
|
50
|
+
# @overload kendallscorr(x, y, a)
|
51
|
+
# @param [Array] x xのデータ(double[])
|
52
|
+
# @param [Array] y yのデータ(double[])
|
53
|
+
# @param [double] a 有意水準
|
54
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
55
|
+
# @example
|
56
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
57
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
58
|
+
# corrTest = CorrTestLib::DecorrTestLib.new
|
59
|
+
# corrTest.kendallscorr(x, y, 0.05)
|
60
|
+
# => false
|
61
|
+
def kendallscorr(x, y, a)
|
62
|
+
df = x.size - 2
|
63
|
+
statistic = @corr.kendallscorr(x, y)
|
64
|
+
return @hypothTest.twoSideTest(statistic, df, a)
|
65
|
+
end
|
66
|
+
end
|
67
|
+
# 母相関係数の検定
|
68
|
+
class CorreFactLib
|
69
|
+
def initialize(hypothTest3)
|
70
|
+
@hypothTest3 = hypothTest3
|
71
|
+
@corr = CorrStatisticLib.new
|
72
|
+
end
|
73
|
+
# ピアソン相関係数
|
74
|
+
#
|
75
|
+
# @overload pearsoCorrelation(x, y, rth0, a)
|
76
|
+
# @param [Array] x xのデータ(double[])
|
77
|
+
# @param [Array] y yのデータ(double[])
|
78
|
+
# @param [double] rth0 母相関係数
|
79
|
+
# @param [double] a 有意水準
|
80
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
81
|
+
# @example
|
82
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
83
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
84
|
+
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
|
85
|
+
# corrTest = CorrTestLib::CorreFactLib.new(hypothTest)
|
86
|
+
# corrTest.pearsoCorrelation(x, y, -0.3, 0.05)
|
87
|
+
# => true
|
88
|
+
def pearsoCorrelation(x, y, rth0, a)
|
89
|
+
raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
|
90
|
+
statistic = @corr.pearsoCorrelation(x, y)
|
91
|
+
return @hypothTest3.populationCorre(statistic, x.size, rth0, a)
|
92
|
+
end
|
93
|
+
# スピアマンの順位相関係数
|
94
|
+
#
|
95
|
+
# @overload spearmanscorr(x, y, rth0, a)
|
96
|
+
# @param [Array] x xのデータ(double[])
|
97
|
+
# @param [Array] y yのデータ(double[])
|
98
|
+
# @param [double] rth0 母相関係数
|
99
|
+
# @param [double] a 有意水準
|
100
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
101
|
+
# @example
|
102
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
103
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
104
|
+
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
|
105
|
+
# corrTest = CorrTestLib::CorreFactLib.new(hypothTest)
|
106
|
+
# corrTest.spearmanscorr(x, y, -0.3, 0.05)
|
107
|
+
# => true
|
108
|
+
def spearmanscorr(x, y, rth0, a)
|
109
|
+
raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
|
110
|
+
statistic = @corr.spearmanscorr(x, y)
|
111
|
+
return @hypothTest3.populationCorre(statistic, x.size, rth0, a)
|
112
|
+
end
|
113
|
+
# ケンドールの順位相関係数
|
114
|
+
#
|
115
|
+
# @overload kendallscorr(x, y, rth0, a)
|
116
|
+
# @param [Array] x xのデータ(double[])
|
117
|
+
# @param [Array] y yのデータ(double[])
|
118
|
+
# @param [double] rth0 母相関係数
|
119
|
+
# @param [double] a 有意水準
|
120
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
121
|
+
# @example
|
122
|
+
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
123
|
+
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
124
|
+
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
|
125
|
+
# corrTest = CorrTestLib::CorreFactLib.new(hypothTest)
|
126
|
+
# corrTest.kendallscorr(x, y, -0.3, 0.05)
|
127
|
+
# => true
|
128
|
+
def kendallscorr(x, y, rth0, a)
|
129
|
+
raise TypeError unless @hypothTest3.kind_of?(HypothTest3IF)
|
130
|
+
statistic = @corr.kendallscorr(x, y)
|
131
|
+
return @hypothTest3.populationCorre(statistic, x.size, rth0, a)
|
132
|
+
end
|
133
|
+
end
|
134
|
+
|
135
|
+
class CorrStatisticLib
|
136
|
+
def initialize
|
137
|
+
@paraTest = Num4TstStatisticLib::ParametrixTestLib.new
|
138
|
+
@nonParaTest = Num4TstStatisticLib::NonParametrixTestLib.new
|
139
|
+
end
|
140
|
+
def pearsoCorrelation(x, y)
|
141
|
+
return @paraTest.pearsoCorrelation(x, y)
|
142
|
+
end
|
143
|
+
def spearmanscorr(x, y)
|
144
|
+
return @nonParaTest.spearmanscorr(x, y)
|
145
|
+
end
|
146
|
+
def kendallscorr(x, y)
|
147
|
+
return @nonParaTest.kendallscorr(x, y)
|
148
|
+
end
|
149
|
+
end
|
150
|
+
private_constant :CorrStatisticLib
|
151
|
+
end
|
data/lib/num4tststatistic2.rb
CHANGED
@@ -3,6 +3,7 @@ require 'hypothTest3'
|
|
3
3
|
|
4
4
|
# 統計的仮説検定
|
5
5
|
module Num4TstStatistic2Lib
|
6
|
+
# パラメトリック検定
|
6
7
|
class ParametrixTestLib
|
7
8
|
def initialize(hypothTest3)
|
8
9
|
@hypothTest3 = hypothTest3
|
@@ -68,6 +69,29 @@ module Num4TstStatistic2Lib
|
|
68
69
|
statistic = @paraTest.populationRatio(m, n, p0)
|
69
70
|
return @hypothTest3.normDistTest(statistic, a)
|
70
71
|
end
|
72
|
+
# 2つの母平均の差の検定
|
73
|
+
#
|
74
|
+
# @overload diffPopulationVarMean(xi1, xi2, a)
|
75
|
+
# @param [Array] xi1 x1のデータ(double[])
|
76
|
+
# @param [Array] xi2 x2のデータ(double[])
|
77
|
+
# @param [double] a 有意水準
|
78
|
+
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
79
|
+
# @example
|
80
|
+
# xi1 = [165, 130, 182, 178, 194, 206, 160, 122, 212, 165, 247, 195]
|
81
|
+
# xi2 = [180, 180, 235, 270, 240, 285, 164, 152]
|
82
|
+
# hypothTest = Num4HypothTestLib::TwoSideTestLib.new
|
83
|
+
# paraTest = Num4TstStatistic2Lib::ParametrixTestLib.new(hypothTest)
|
84
|
+
# paraTest.diffPopulationVarMean(xi1, xi2, 0.05)
|
85
|
+
# => false
|
86
|
+
def diffPopulationVarMean(xi1, xi2, a)
|
87
|
+
bRet = diffPopulationVar(xi1, xi2, a)
|
88
|
+
|
89
|
+
if bRet == true # 等分散ではない
|
90
|
+
return diffPopulationMean2UnEquVar(xi1, xi2, a)
|
91
|
+
else # 等分散性
|
92
|
+
return diffPopulationMean2EquVar(xi1, xi2, a)
|
93
|
+
end
|
94
|
+
end
|
71
95
|
# 2つの母平均の差の検定(等分散性を仮定)
|
72
96
|
#
|
73
97
|
# @overload diffPopulationMean2EquVar(xi1, xi2, a)
|
@@ -222,6 +246,7 @@ module Num4TstStatistic2Lib
|
|
222
246
|
return @hypothTest3.chi2DistTest(statistic, df, a)
|
223
247
|
end
|
224
248
|
end
|
249
|
+
# ノンパラメトリック検定
|
225
250
|
class NonParametrixTestLib
|
226
251
|
def initialize(hypothTest3)
|
227
252
|
@hypothTest3 = hypothTest3
|
@@ -287,6 +312,7 @@ module Num4TstStatistic2Lib
|
|
287
312
|
return @nonParaTest.ks2test(xi1, xi2, a)
|
288
313
|
end
|
289
314
|
end
|
315
|
+
# 外れ値検定
|
290
316
|
class OutlierLib
|
291
317
|
def initialize
|
292
318
|
@outlier = Num4TstStatisticLib::OutlierLib.new
|
@@ -317,73 +343,11 @@ module Num4TstStatistic2Lib
|
|
317
343
|
# @example
|
318
344
|
# xi = [3.4, 3.5, 3.3, 2.2, 3.3, 3.4, 3.6, 3.2]
|
319
345
|
# outlier = Num4TstStatistic2Lib::OutlierLib.new
|
320
|
-
# outlier.
|
346
|
+
# outlier.errbar("LDH", xi)
|
321
347
|
# => errbar.jpeg
|
322
348
|
def errbar(dname, xi)
|
323
349
|
@outlier.errbar(dname, xi)
|
324
350
|
end
|
325
351
|
end
|
326
|
-
# 無相関の検定
|
327
|
-
class DecorrTestLib
|
328
|
-
def initialize
|
329
|
-
@paraTest = Num4TstStatisticLib::ParametrixTestLib.new
|
330
|
-
@nonParaTest = Num4TstStatisticLib::NonParametrixTestLib.new
|
331
|
-
@hypothTest = Num4HypothTestLib::DecorrTestLib.new
|
332
|
-
end
|
333
|
-
# ピアソン相関係数
|
334
|
-
#
|
335
|
-
# @overload pearsoCorrelation(x, y, a)
|
336
|
-
# @param [Array] x xのデータ(double[])
|
337
|
-
# @param [Array] y yのデータ(double[])
|
338
|
-
# @param [double] a 有意水準
|
339
|
-
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
340
|
-
# @example
|
341
|
-
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
342
|
-
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
343
|
-
# paraTest = Num4TstStatistic2Lib::DecorrTestLib.new
|
344
|
-
# paraTest.pearsoCorrelation(x, y, 0.05)
|
345
|
-
# => true
|
346
|
-
def pearsoCorrelation(x, y, a)
|
347
|
-
df = x.size - 2
|
348
|
-
statistic = @paraTest.pearsoCorrelation(x, y)
|
349
|
-
return @hypothTest.twoSideTest(statistic, df, a)
|
350
|
-
end
|
351
|
-
# スピアマンの順位相関係数
|
352
|
-
#
|
353
|
-
# @overload spearmanscorr(x, y, a)
|
354
|
-
# @param [Array] x xのデータ(double[])
|
355
|
-
# @param [Array] y yのデータ(double[])
|
356
|
-
# @param [double] a 有意水準
|
357
|
-
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
358
|
-
# @example
|
359
|
-
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
360
|
-
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
361
|
-
# paraTest = Num4TstStatistic2Lib::DecorrTestLib.new
|
362
|
-
# paraTest.spearmanscorr(x, y, 0.05)
|
363
|
-
# => true
|
364
|
-
def spearmanscorr(x, y, a)
|
365
|
-
df = x.size - 2
|
366
|
-
statistic = @nonParaTest.spearmanscorr(x, y)
|
367
|
-
return @hypothTest.twoSideTest(statistic, df, a)
|
368
|
-
end
|
369
|
-
# ケンドールの順位相関係数
|
370
|
-
#
|
371
|
-
# @overload kendallscorr(x, y, a)
|
372
|
-
# @param [Array] x xのデータ(double[])
|
373
|
-
# @param [Array] y yのデータ(double[])
|
374
|
-
# @param [double] a 有意水準
|
375
|
-
# @return [boolean] 検定結果(true:棄却域内 false:棄却域外)
|
376
|
-
# @example
|
377
|
-
# x = [113, 64, 16, 45, 28, 19, 30, 82, 76]
|
378
|
-
# y = [31, 5, 2, 17, 18, 2, 9, 25, 13]
|
379
|
-
# paraTest = Num4TstStatistic2Lib::DecorrTestLib.new
|
380
|
-
# paraTest.kendallscorr(x, y, 0.05)
|
381
|
-
# => false
|
382
|
-
def kendallscorr(x, y, a)
|
383
|
-
df = x.size - 2
|
384
|
-
statistic = @nonParaTest.kendallscorr(x, y)
|
385
|
-
return @hypothTest.twoSideTest(statistic, df, a)
|
386
|
-
end
|
387
|
-
end
|
388
352
|
end
|
389
353
|
|
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: 0.1.2
|
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: 2024-05-08 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/corrtest.rb
|
62
63
|
- lib/num4tststatistic2.rb
|
63
|
-
homepage:
|
64
|
+
homepage: https://github.com/siranovel/num4tststatistic2
|
64
65
|
licenses:
|
65
66
|
- MIT
|
66
67
|
metadata: {}
|