Index: tol/bmath/bstat/stat.cpp =================================================================== --- tol/bmath/bstat/stat.cpp (revision 0e51c9da5563db8df9eb353ff8ef6136d766b09c) +++ tol/bmath/bstat/stat.cpp (revision d218846a87f5a38e9f9ec181e0e0aeffc30a47cc) @@ -1048,5 +1048,4 @@ PartAutoCor(q,p); } - //-------------------------------------------------------------------- @@ -1516,5 +1515,5 @@ const BArray& mean, const BArray& stdErr, - int dataLength) + int freeDeg) //-------------------------------------------------------------------- { @@ -1522,5 +1521,5 @@ if(!numParam) { return(false); } - BTStudentDist T(dataLength-numParam); + BTStudentDist T(freeDeg); BInt i; statValue=BDat::PosInf(); Index: tol/btol/real_type/datgrast.cpp =================================================================== --- tol/btol/real_type/datgrast.cpp (revision 0e51c9da5563db8df9eb353ff8ef6136d766b09c) +++ tol/btol/real_type/datgrast.cpp (revision d218846a87f5a38e9f9ec181e0e0aeffc30a47cc) @@ -32,4 +32,6 @@ #include #include +#include +#include //-------------------------------------------------------------------- @@ -1046,10 +1048,65 @@ } +//-------------------------------------------------------------------- + bool fillVectorType( + const BText& caller, + const BText& argument, + BArray& vec, + const BSyntaxObject* obj) +//-------------------------------------------------------------------- +{ + BGrammarId gid = obj->Grammar()->Gid(); + switch(gid) + { + case BGI_Serie : + { + BUserTimeSerie* serie = (BUserTimeSerie*)obj; + BData data; + serie->GetData(data); + vec.Copy(data.Size(), data.Buffer()); + return(true); + }; + case BGI_Matrix : + { + BUserMat* mat = (BUserMat*)obj; + vec = mat->Contens().Data(); + return(true); + }; + case BGI_VMatrix : + { + BUserVMat* vmat = (BUserVMat*)obj; + BMatrix mat; + vmat->Contens().DMat2dense(*((BMatrix*)(&mat))); + vec = mat.Data(); + return(true); + }; + case BGI_Set : + { + BUserSet* uset = (BUserSet*)obj; + BSet& set = uset->Contens(); + if(!CheckRealElement(caller,set)) { return(false); } + vec.ReallocBuffer(set.Card()); + for(BInt n=0; nGrammar()->Name()+ + " for vectorial argument "< vec; + if(!fillVectorType("HannShapiroWTest","sample",vec,Arg(1))) { return; } BDat alfa = Dat(Arg(2)); - BArray vec; - vec.ReallocBuffer(set.Card()); - for(BInt n=0; n vec; + if(!fillVectorType("DAgostinoDTest","sample",vec,Arg(1))) { return; } BDat alfa = Dat(Arg(2)); - if(!CheckRealElement("DAgostinoDTest",set)) { return; } - BArray vec; - vec.ReallocBuffer(set.Card()); - for(BInt n=0; n& res); + + +//-------------------------------------------------------------------- + DeclareContensClass(BSet, BSetTemporary, BSetNormalPearsonChiSqrTest); + DefExtOpr(1, BSetNormalPearsonChiSqrTest, "NormalPearsonChiSqrTest", 1, 1, + "{Set|Matrix|VMatrix|Serie}", + "({Set|Matrix|VMatrix|Serie} sample)", + "Performs Pearson chi-square test of normality for a given sample.\n" + "http://en.wikipedia.org/wiki/Pearson%27s_chi-squared_test", + BOperClassify::Statistic_); + void BSetNormalPearsonChiSqrTest::CalcContens() +//-------------------------------------------------------------------- +{ + BArray vec; + if(!fillVectorType("NormalPearsonChiSqrTest","sample",vec,Arg(1))) { return; } + BDat statValue; + BDat refuseProb; + Diagnostic_NormalReg_Res_Pearson(statValue,refuseProb,vec); + BList* lst = NIL; + BList* aux = NIL; + LstFastAppend(lst,aux, BContensDat::New("StatValue", statValue, "Chi-square value")); + LstFastAppend(lst,aux, BContensDat::New("RefuseProb", refuseProb, "Refuse probability")); + contens_.RobElement(lst); +} + +void AutoCor(const BArray& vec,BArray& cor,BInt order,BInt demean); + +bool Diagnostic_ARIMA_ResAcf_BoxPierceLjung( + BDat& statValue, + BDat& refuseProb, + const BArray& acf, + int dataLength, + int p, + int q); + +//-------------------------------------------------------------------- + DeclareContensClass(BSet, BSetTemporary, BSetBoxPierceLjungTest); + DefExtOpr(1, BSetBoxPierceLjungTest, "BoxPierceLjungTest", 3, 3, + "{Set|Matrix|VMatrix|Serie} Real Real", + "({Set|Matrix|VMatrix|Serie} sample, Real numAcf, Real freeDegree)", + "The Ljung–Box test (named for Greta M. Ljung and George E. P. Box) " + "is a type of statistical test of whether any of a group of numAcf " + "autocorrelations of a time series are different from zero. Instead " + "of testing randomness at each distinct lag, it tests the overall " + "randomness based on a number of lags, and is therefore a portmanteau " + "test.\n" + "http://en.wikipedia.org/wiki/Ljung%E2%80%93Box_test", + BOperClassify::Statistic_); + void BSetBoxPierceLjungTest::CalcContens() +//-------------------------------------------------------------------- +{ + BArray vec, acf; + if(!fillVectorType("BoxPierceLjungTest","sample",vec,Arg(1))) { return; } + int numAcf = (int)Real(Arg(2)); + int freeDegree = (int)Real(Arg(3)); + BDat statValue; + BDat refuseProb; + int dataLength = vec.Size(); + AutoCor(vec,acf,numAcf,1); + Diagnostic_ARIMA_ResAcf_BoxPierceLjung(statValue,refuseProb,acf,dataLength,freeDegree,0); + BList* lst = NIL; + BList* aux = NIL; + LstFastAppend(lst,aux, BContensDat::New("StatValue", statValue, "Chi-square value")); + LstFastAppend(lst,aux, BContensDat::New("RefuseProb", refuseProb, "Refuse probability")); + contens_.RobElement(lst); +} + +bool Diagnostic_ARIMA_ResAcf_BoxPierceMod( + BDat& statValue, + BDat& refuseProb, + const BArray& acf, + int dataLength, + int p, + int q); + +//-------------------------------------------------------------------- + DeclareContensClass(BSet, BSetTemporary, BSetBoxPierceModifiedTest); + DefExtOpr(1, BSetBoxPierceModifiedTest, "BoxPierceModified", 3, 3, + "{Set|Matrix|VMatrix|Serie} Real Real", + "({Set|Matrix|VMatrix|Serie} sample, Real numAcf, Real freeDegree)", + "Performs the Chung-Ming Kuan modified version of serial " + "uncorrelatedness test of Box-Pierce.\n" + "http://homepage.ntu.edu.tw/~ckuan/pdf/Lec-DiagTest_0902.pdf", + BOperClassify::Statistic_); + void BSetBoxPierceModifiedTest::CalcContens() +//-------------------------------------------------------------------- +{ + BArray vec, acf; + if(!fillVectorType("BoxPierceModified","sample",vec,Arg(1))) { return; } + int numAcf = (int)Real(Arg(2)); + int freeDegree = (int)Real(Arg(3)); + BDat statValue; + BDat refuseProb; + int dataLength = vec.Size(); + AutoCor(vec,acf,numAcf,1); + Diagnostic_ARIMA_ResAcf_BoxPierceMod(statValue,refuseProb,acf,dataLength,freeDegree,0); + BList* lst = NIL; + BList* aux = NIL; + LstFastAppend(lst,aux, BContensDat::New("StatValue", statValue, "Chi-square value")); + LstFastAppend(lst,aux, BContensDat::New("RefuseProb", refuseProb, "Refuse probability")); + contens_.RobElement(lst); +} + + +/* +void Frequency(const BArray& vec, BMatrix& M , + BInt parts, BDat min, BDat max); + +//-------------------------------------------------------------------- + DeclareContensClass(BMat, BMatTemporary, BMatFrequenceHistogram); + DefExtOpr(1, BMatFrequenceHistogram, "FrequenceHistogram", 1, 4, + "{Set|Matrix|VMatrix|Serie}, Real, Real, Real", + "({Set|Matrix|VMatrix|Serie} sample " + "[, Real parts=100, Real min=-1/0, Real max = +1/0])", + "Builds the histogram of frequencies of a given sample", + BOperClassify::Statistic_); + void BMatFrequenceHistogram::CalcContens() +//-------------------------------------------------------------------- +{ + BArray vec; + if(!fillVectorType("FrequenceHistogram","sample",vec,Arg(1))) { return; } + BInt parts =100; + BDat min = BDat::NegInf(); + BDat max = BDat::PosInf(); + if(Arg(2)) { parts = Dat(Arg(2); } + if(Arg(3)) { min = Dat(Arg(3); } + if(Arg(4)) { max = Dat(Arg(4); } + +void Frequency(const BArray& vec, BMatrix& M , + BInt parts, BDat min, BDat max); + +} + +*/