程序包 org.meteoinfo.math.stats

类 StatsUtil

java.lang.Object

org.meteoinfo.math.stats.StatsUtil

public class StatsUtil
extends Object

作者:

Yaqiang Wang

构造器概要

构造器

构造器	说明
StatsUtil()

方法概要

限定符和类型	方法	说明
static double[]	chiSquareTest(Array o)	Chi-square test of independence
static double[]	chiSquareTest(Array e, Array o)	Chi-square test
static Object	cov(Array a, boolean bias)	Computes covariances for columns of a matrix.
static Array	cov(Array x, Array y, boolean bias)	Computes covariances for pairs of arrays or columns of a matrix.
static double	covariance(Array x, Array y, boolean bias)	Computes covariance of two arrays.
static double	kendalltau(Array x, Array y)	Calculates Kendall's tau, a correlation measure for ordinal data.
static Array[]	multipleLineRegress_OLS(Array y, Array x)	Implements ordinary least squares (OLS) to estimate the parameters of a multiple linear regression model.
static Array[]	multipleLineRegress_OLS(Array y, Array x, boolean noIntercept)	Implements ordinary least squares (OLS) to estimate the parameters of a multiple linear regression model.
static double[]	pairedTTest(Array a, Array b)	Paired test evaluating the null hypothesis that the mean difference between corresponding (paired) elements of the double[] arrays sample1 and sample2 is zero.
static double[]	pearsonr(Array x, Array y)	Calculates a Pearson correlation coefficient.
static Array[]	pearsonr(Array x, Array y, int axis)	Calculates a Pearson correlation coefficient.
static double	percentile(Array a, double p)	Returns an estimate of the pth percentile of the values in the array.
static Array	percentile(Array a, double p, int axis)	Returns an estimate of the pth percentile of the values in the array along an axis.
static Object	spearmanr(Array a)	Computes Spearman's rank correlation for columns of a matrix.
static Array	spearmanr(Array x, Array y)	Computes Spearman's rank correlation for pairs of arrays or columns of a matrix.
static double[]	tTest(Array a, double mu)	One sample t test
static double[]	tTest(Array a, Array b)	unpaired, two-sided, two-sample t-test.

从类继承的方法 java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

构造器详细资料

StatsUtil

public StatsUtil()

方法详细资料

covariance

public static double covariance(Array x,
                                Array y,
                                boolean bias)

Computes covariance of two arrays.

参数:

x - X data

y - Y data

bias - If true, returned value will be bias-corrected

返回:

The covariance

cov

public static Array cov(Array x,
                        Array y,
                        boolean bias)

Computes covariances for pairs of arrays or columns of a matrix.

参数:

x - X data

y - Y data

bias - If true, returned value will be bias-corrected

返回:

The covariance matrix

cov

public static Object cov(Array a,
                         boolean bias)

Computes covariances for columns of a matrix.

参数:

a - Matrix data

bias - If true, returned value will be bias-corrected

返回:

Covariant matrix or value

kendalltau

public static double kendalltau(Array x,
                                Array y)

Calculates Kendall's tau, a correlation measure for ordinal data.

参数:

x - X data

y - Y data

返回:

Kendall's tau correlation.

pearsonr

public static double[] pearsonr(Array x,
                                Array y)

Calculates a Pearson correlation coefficient.

参数:

x - X data

y - Y data

返回:

Pearson correlation and p-value.

pearsonr

public static Array[] pearsonr(Array x,
                               Array y,
                               int axis)
                        throws InvalidRangeException

Calculates a Pearson correlation coefficient.

参数:

x - X data

y - Y data

axis - Special axis for calculation

返回:

Pearson correlation and p-value.

抛出:

InvalidRangeException

spearmanr

public static Array spearmanr(Array x,
                              Array y)

Computes Spearman's rank correlation for pairs of arrays or columns of a matrix.

参数:

x - X data

y - Y data

返回:

Spearman's rank correlation

spearmanr

public static Object spearmanr(Array a)

Computes Spearman's rank correlation for columns of a matrix.

参数:

a - Matrix data

返回:

Spearman's rank correlation

multipleLineRegress_OLS

public static Array[] multipleLineRegress_OLS(Array y,
                                              Array x)

Implements ordinary least squares (OLS) to estimate the parameters of a multiple linear regression model.

参数:

y - Y sample data - one dimension array

x - X sample data - two dimension array

返回:

Estimated regression parameters and residuals

multipleLineRegress_OLS

public static Array[] multipleLineRegress_OLS(Array y,
                                              Array x,
                                              boolean noIntercept)

Implements ordinary least squares (OLS) to estimate the parameters of a multiple linear regression model.

参数:

y - Y sample data - one dimension array

x - X sample data - two dimension array

noIntercept - No intercept

返回:

Estimated regression parameters and residuals

percentile

public static double percentile(Array a,
                                double p)

Returns an estimate of the pth percentile of the values in the array.

参数:

a - Input array

p - The percentile value to compute

返回:

The pth percentile

percentile

public static Array percentile(Array a,
                               double p,
                               int axis)
                        throws InvalidRangeException

Returns an estimate of the pth percentile of the values in the array along an axis.

参数:

a - Input array

p - The percentile value to compute

axis - The axis

返回:

The pth percentile

抛出:

InvalidRangeException

tTest

public static double[] tTest(Array a,
                             double mu)

One sample t test

参数:

a - Input data

mu - Expected value in null hypothesis

返回:

t_statistic and p_value

tTest

public static double[] tTest(Array a,
                             Array b)

unpaired, two-sided, two-sample t-test.

参数:

a - Sample a.

b - Sample b.

返回:

t_statistic and p_value

pairedTTest

public static double[] pairedTTest(Array a,
                                   Array b)

Paired test evaluating the null hypothesis that the mean difference between corresponding (paired) elements of the double[] arrays sample1 and sample2 is zero.

参数:

a - Sample a.

b - Sample b.

返回:

t_statistic and p_value

chiSquareTest

public static double[] chiSquareTest(Array e,
                                     Array o)

Chi-square test

参数:

e - Expected.

o - Observed.

返回:

Chi-square_statistic and p_value

chiSquareTest

public static double[] chiSquareTest(Array o)

Chi-square test of independence

参数:

o - Observed.

返回:

Chi-square_statistic and p_value