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32 changed files with 611 additions and 659 deletions

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@ -15,7 +15,7 @@ jobs:
matrix: matrix:
os: [ubuntu-20.04, windows-latest] os: [ubuntu-20.04, windows-latest]
spec: [statapp-onefile, statapp] spec: [statapp-onefile, statapp]
arch: [x64] # [x86, x64] arch: [x86, x64]
include: include:
- os: ubuntu-20.04 - os: ubuntu-20.04
target: linux target: linux

2
.gitignore vendored
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@ -161,7 +161,7 @@ cython_debug/
# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore # be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
# and can be added to the global gitignore or merged into this file. For a more nuclear # and can be added to the global gitignore or merged into this file. For a more nuclear
# option (not recommended) you can uncomment the following to ignore the entire idea folder. # option (not recommended) you can uncomment the following to ignore the entire idea folder.
.idea/ #.idea/
### Python Patch ### ### Python Patch ###
# Poetry local configuration file - https://python-poetry.org/docs/configuration/#local-configuration # Poetry local configuration file - https://python-poetry.org/docs/configuration/#local-configuration

3
.idea/.gitignore vendored Normal file
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@ -0,0 +1,3 @@
# Default ignored files
/shelf/
/workspace.xml

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@ -0,0 +1,14 @@
<component name="InspectionProjectProfileManager">
<profile version="1.0">
<option name="myName" value="Project Default" />
<inspection_tool class="PyPep8NamingInspection" enabled="true" level="WEAK WARNING" enabled_by_default="true">
<option name="ignoredErrors">
<list>
<option value="N802" />
<option value="N803" />
<option value="N806" />
</list>
</option>
</inspection_tool>
</profile>
</component>

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@ -0,0 +1,6 @@
<component name="InspectionProjectProfileManager">
<settings>
<option name="USE_PROJECT_PROFILE" value="false" />
<version value="1.0" />
</settings>
</component>

7
.idea/misc.xml Normal file
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@ -0,0 +1,7 @@
<?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="Black">
<option name="sdkName" value="Poetry (statapp)" />
</component>
<component name="ProjectRootManager" version="2" project-jdk-name="Poetry (statapp) (2)" project-jdk-type="Python SDK" />
</project>

8
.idea/modules.xml Normal file
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@ -0,0 +1,8 @@
<?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="ProjectModuleManager">
<modules>
<module fileurl="file://$PROJECT_DIR$/.idea/stat.iml" filepath="$PROJECT_DIR$/.idea/stat.iml" />
</modules>
</component>
</project>

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@ -0,0 +1,24 @@
<component name="ProjectRunConfigurationManager">
<configuration default="false" name="statapp" type="PythonConfigurationType" factoryName="Python" nameIsGenerated="true">
<module name="stat" />
<option name="ENV_FILES" value="" />
<option name="INTERPRETER_OPTIONS" value="" />
<option name="PARENT_ENVS" value="true" />
<envs>
<env name="PYTHONUNBUFFERED" value="1" />
</envs>
<option name="SDK_HOME" value="" />
<option name="WORKING_DIRECTORY" value="" />
<option name="IS_MODULE_SDK" value="true" />
<option name="ADD_CONTENT_ROOTS" value="true" />
<option name="ADD_SOURCE_ROOTS" value="true" />
<option name="SCRIPT_NAME" value="statapp" />
<option name="PARAMETERS" value="" />
<option name="SHOW_COMMAND_LINE" value="false" />
<option name="EMULATE_TERMINAL" value="false" />
<option name="MODULE_MODE" value="true" />
<option name="REDIRECT_INPUT" value="false" />
<option name="INPUT_FILE" value="" />
<method v="2" />
</configuration>
</component>

8
.idea/stat.iml Normal file
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@ -0,0 +1,8 @@
<?xml version="1.0" encoding="UTF-8"?>
<module type="PYTHON_MODULE" version="4">
<component name="NewModuleRootManager">
<content url="file://$MODULE_DIR$" />
<orderEntry type="inheritedJdk" />
<orderEntry type="sourceFolder" forTests="false" />
</component>
</module>

6
.idea/vcs.xml Normal file
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@ -0,0 +1,6 @@
<?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="VcsDirectoryMappings">
<mapping directory="" vcs="Git" />
</component>
</project>

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@ -23,7 +23,6 @@ disable=
fixme, fixme,
missing-docstring, missing-docstring,
too-many-public-methods, too-many-public-methods,
too-many-locals,
too-few-public-methods, too-few-public-methods,
too-many-arguments, too-many-arguments,
broad-except broad-except

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@ -1,54 +1,5 @@
# Changelog # Changelog
## [0.13.0](https://github.com/shizand/statapp/compare/v0.12.5...v0.13.0) (2024-02-29)
### Новые функции
* добавлены весовые коэффициенты ([#126](https://github.com/shizand/statapp/issues/126)) ([1900785](https://github.com/shizand/statapp/commit/1900785502d9066b31ed5311fab334f21eb9454e))
### Исправления
* исправлена "Остаточная дисперсия (масштабированная)" ([#124](https://github.com/shizand/statapp/issues/124)) ([babfd48](https://github.com/shizand/statapp/commit/babfd48ee15504342b01d9a1a98fcc1aafc890dc))
## [0.12.5](https://github.com/shizand/statapp/compare/v0.12.4...v0.12.5) (2024-02-22)
### Исправления
* заменён алгоритм моделирования полиномов и исправлен прогноз ([#122](https://github.com/shizand/statapp/issues/122)) ([f17644d](https://github.com/shizand/statapp/commit/f17644dd15bd8999196c994c1634fe27d621fabc))
## [0.12.4](https://github.com/shizand/statapp/compare/v0.12.3...v0.12.4) (2024-02-15)
### Исправления
* исправлен вывод коэффициента множественной детерминации в "Преобразования" ([da68523](https://github.com/shizand/statapp/commit/da685239136c7047ecaa5f63b7d52d25930ce895))
## [0.12.3](https://github.com/shizand/statapp/compare/v0.12.2...v0.12.3) (2024-02-14)
### Исправления
* добавлен более подробный вывод ошибок в консоль ([780d5b3](https://github.com/shizand/statapp/commit/780d5b30fdc271f670c09369c1a0a692f89e7fc2))
* исправлен вывод коэффициента множественной детерминации ([260cc99](https://github.com/shizand/statapp/commit/260cc99afa3e5bc0aaf0fbad8870eebd909e558c))
## [0.12.2](https://github.com/shizand/statapp/compare/v0.12.1...v0.12.2) (2024-02-12)
### Исправления
* Добавлены краткие теоретические сведения README ([34bcee2](https://github.com/shizand/statapp/commit/34bcee2acf3a7cee806d2da49ca0e546df8d1e3f))
## [0.12.1](https://github.com/shizand/statapp/compare/v0.12.0...v0.12.1) (2024-02-11)
### Исправления
* добавлено отключение "Распределения" при отсутствии отклика ([8ca535c](https://github.com/shizand/statapp/commit/8ca535cc8fb3c97d049afaef30ade033781a6e8e))
* исправлены ссылки на некоторую дополнительную литературу ([c23e1f8](https://github.com/shizand/statapp/commit/c23e1f81a9243d81a3e8f00f9f2b2ede941f5691))
## [0.12.0](https://github.com/shizand/statapp/compare/v0.11.0...v0.12.0) (2024-02-11) ## [0.12.0](https://github.com/shizand/statapp/compare/v0.11.0...v0.12.0) (2024-02-11)

705
poetry.lock generated
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@ -1,4 +1,4 @@
# This file is automatically @generated by Poetry 1.7.1 and should not be changed by hand. # This file is automatically @generated by Poetry 1.6.1 and should not be changed by hand.
[[package]] [[package]]
name = "altgraph" name = "altgraph"
@ -137,120 +137,119 @@ tests = ["pytest", "pytest-cov", "pytest-xdist"]
[[package]] [[package]]
name = "dill" name = "dill"
version = "0.3.8" version = "0.3.7"
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profile = ["gprof2dot (>=2022.7.29)"]
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name = "distlib" name = "distlib"
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[[package]] [[package]]
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[[package]] [[package]]
@ -1353,4 +1268,4 @@ testing = ["big-O", "jaraco.functools", "jaraco.itertools", "more-itertools", "p
[metadata] [metadata]
lock-version = "2.0" lock-version = "2.0"
python-versions = ">=3.8,<3.9" python-versions = ">=3.8,<3.9"
content-hash = "9bf21cc5d976daacdc0b02b174351c8a7e4b6a6602cbc1b5f0d7b658cf0b908a" content-hash = "e8ca19934d2ae7c8fbe0238a777e8d7b8882c86d38a700bdd0495b175f1458fe"

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@ -1,6 +1,6 @@
[tool.poetry] [tool.poetry]
name = "statapp" name = "statapp"
version = "0.13.0" version = "0.12.0"
description = "" description = ""
authors = [ authors = [
"Maxim Slipenko <statapp@maks1ms.addy.io>" "Maxim Slipenko <statapp@maks1ms.addy.io>"
@ -20,9 +20,6 @@ pylint = { version = "^2", markers = "python_version < '3.9'" }
sympy = "^1.12" sympy = "^1.12"
matplotlib = "^3.7.0" matplotlib = "^3.7.0"
pillow = "9.5" pillow = "9.5"
scikit-learn = "1.3.2"
[build-system] [build-system]

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@ -0,0 +1,124 @@
# Copyright (c) 2023 Matthew Rocklin
# All rights reserved.
# This source code is distributed under the terms of the BSD license,
# which allows you to use, modify, and distribute it
# as long as you comply with the license terms.
# In addition, this code has been modified by Maxim Slipenko and
# is now also licensed under the GPL-3.0.
# See the GPL-3.0 license for details.
import itertools
from numpy import linalg, zeros, ones, hstack, asarray
from sympy import symbols, Mul, Add, S
def basisVector(n, i):
""" Return an array like [0, 0, ..., 1, ..., 0, 0]
>>> from statapp._vendor.multipolyfit import basisVector
>>> basis_vector(3, 1)
array([0, 1, 0])
>>> basisVector(5, 4)
array([0, 0, 0, 0, 1])
"""
x = zeros(n, dtype=int)
x[i] = 1
return x
def asTall(x):
""" Turns a row vector into a column vector """
return x.reshape(x.shape + (1,))
def multipolyfit(xs, y, deg, full=False, modelOut=False, powersOut=False):
# pylint: disable-msg=too-many-locals
"""
Least squares multivariate polynomial fit
Fit a polynomial like ``y = a**2 + 3a - 2ab + 4b**2 - 1``
with many covariates a, b, c, ...
Parameters
----------
xs : array_like, shape (M, k)
x-coordinates of the k covariates over the M sample points
y : array_like, shape(M,)
y-coordinates of the sample points.
deg : int
Degree o fthe fitting polynomial
modelOut : bool (defaults to True)
If True return a callable function
If False return an array of coefficients
powersOut : bool (defaults to False)
Returns the meaning of each of the coefficients in the form of an
iterator that gives the powers over the inputs and 1
For example if xs corresponds to the covariates a,b,c then the array
[1, 2, 1, 0] corresponds to 1**1 * a**2 * b**1 * c**0
See Also
--------
numpy.polyfit
"""
# pylin
y = asarray(y).squeeze()
# rows = y.shape[0]
xs = asarray(xs)
numCovariates = xs.shape[1]
xs = hstack((ones((xs.shape[0], 1), dtype=xs.dtype) , xs))
generators = [basisVector(numCovariates + 1, i)
for i in range(numCovariates+1)]
# All combinations of degrees
powers = [sum(x) for x in itertools.combinations_with_replacement(generators, deg)]
# Raise data to specified degree pattern, stack in order
a = hstack(asarray([asTall((xs ** p).prod(1)) for p in powers]))
result = linalg.lstsq(a, y, rcond=None)
beta = result[0]
if modelOut:
return mkModel(beta, powers)
if powersOut:
return beta, powers
if full:
return result, powers, a
return beta
def mkModel(beta, powers):
""" Create a callable python function out of beta/powers from multipolyfit
This function is callable from within multipolyfit using the model_out flag
"""
# Create a function that takes in many x values
# and returns an approximate y value
def model(*args):
numCovariates = len(powers[0]) - 1
if len(args) != numCovariates:
raise ValueError(f"Expected {numCovariates} inputs")
xs = asarray((1,) + args)
return sum(coeff * (xs**p).prod()
for p, coeff in zip(powers, beta))
return model
def mkSympyFunction(beta, powers):
terms = getTerms(powers)
return Add(*[coeff * term for term, coeff in zip(terms, beta)])
def getTerms(powers):
numCovariates = len(powers[0])
xs = (S.One,) + symbols(f'x1:{numCovariates}')
terms = [Mul(*[x ** deg for x, deg in zip(xs, power)]) for power in powers]
return terms

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@ -22,11 +22,7 @@ from dataclasses import dataclass
import numpy as np import numpy as np
import pandas as pd import pandas as pd
import sympy as sp import sympy as sp
from sklearn.preprocessing import PolynomialFeatures from statapp._vendor.multipolyfit import multipolyfit, getTerms
from sklearn.linear_model import LinearRegression
from sklearn.metrics import mean_squared_error
from sklearn.metrics import r2_score
DIRECT_LINK = 0 DIRECT_LINK = 0
INDIRECT_LINK = 1 INDIRECT_LINK = 1
@ -82,95 +78,64 @@ class RegressionResult:
monomials: list monomials: list
def _prepareDataAndFeatures(data, degree): def commonPolynom(inputData, deg) -> RegressionResult:
y = data[:, 0] x = inputData[:, 1:]
x = data[:, 1:] y = inputData[:, 0]
polyFeatures = PolynomialFeatures(degree=degree, include_bias=False) result, powers, data = multipolyfit(x, y, deg, full=True)
xPoly = polyFeatures.fit_transform(x) (out, mse, scaledResidualVariance,
return y, x, xPoly, polyFeatures rSquared, fStatistic) = calculateStats(data, result[0], result[1], y)
def _trainModelAndPredict(y, xPoly):
model = LinearRegression(fit_intercept=True)
model.fit(xPoly, y)
predictions = model.predict(xPoly)
return model, predictions
def _calculateStatistics(y, x, xPoly, predictions, model, polyFeatures):
# Рассчитываем Среднеквадратическую ошибку (MSE) между фактическими и прогнозируемыми значениями
mse = mean_squared_error(y, predictions)
# Рассчитываем коэффициент детерминации R^2, который
# показывает долю вариации зависимой переменной, объясненную моделью
rSquared = r2_score(y, predictions)
# Определяем количество наблюдений
n = xPoly.shape[0]
# Определяем количество предикторов (признаков) плюс один для свободного члена
k = xPoly.shape[1] + 1
# Рассчитываем F-статистику для оценки значимости всей регрессионной модели
fStatistic = (rSquared / (k - 1)) / ((1 - rSquared) / (n - k))
# Собираем параметры модели, включая свободный член и коэффициенты перед переменными
params = np.hstack([model.intercept_, model.coef_])
# Вычисляем остатки модели как разницу между фактическими и прогнозируемыми значениями
residuals = y - predictions
# Добавляем столбец единиц к матрице признаков для учета свободного члена в регрессионной модели
xWithIntercept = np.hstack([np.ones((n, 1)), xPoly])
# Рассчитываем дисперсии коэффициентов модели
varB = mse * np.linalg.pinv(xWithIntercept.T @ xWithIntercept).diagonal()
# Вычисляем стандартные ошибки коэффициентов, берем корень из дисперсий
seB = np.sqrt(np.maximum(varB, 0))
# Рассчитываем t-статистики для каждого коэффициента
tStats = params / seB
# Рассчитываем дисперсию остатков с поправкой на количество параметров
residualVariance = np.var(residuals, ddof=k)
# Рассчитываем скорректированную дисперсию остатков
scaledResidualVariance = 1 - rSquared
# Генерируем список мономов (названий признаков после
# полиномиализации), добавляя константу для свободного члена
monomials = ['c'] + list(
polyFeatures.get_feature_names_out(['x' + str(i) for i in range(1, x.shape[1] + 1)])
)
# Заменяем пробелы на звездочки для представления умножения в названиях мономов
monomials = [monomial.replace(' ', '*') for monomial in monomials]
weightsCoef = np.concatenate((np.array([0]), tStats[1:] / np.sum(tStats[1:])))
# Возвращаем рассчитанные статистики и названия мономов
return (params, tStats, weightsCoef,
residualVariance, scaledResidualVariance,
rSquared, fStatistic, monomials)
def _regressionAnalysis(data, degree):
y, x, xPoly, polyFeatures = _prepareDataAndFeatures(
data, degree
)
model, predictions = _trainModelAndPredict(y, xPoly)
(params, tStats, weightsCoef, residualVariance,
scaledResidualVariance, rSquared, fStatistic, monomials) = (
_calculateStatistics(
y,
x,
xPoly,
predictions,
model,
polyFeatures
))
return RegressionResult( return RegressionResult(
np.vstack((params, tStats, weightsCoef)).T, out.to_numpy(),
residualVariance, np.float64(mse),
scaledResidualVariance, np.float64(scaledResidualVariance),
rSquared, np.float64(rSquared),
fStatistic, np.float64(fStatistic),
monomials ['c' if str(x) == '1' else str(x) for x in getTerms(powers)]
) )
def linearPolynom(data):
return _regressionAnalysis(data, 1) def linearPolynom(inputData) -> RegressionResult:
return commonPolynom(inputData, 1)
def squaredPolynom(data): def squaredPolynom(inputData) -> RegressionResult:
return _regressionAnalysis(data, 2) return commonPolynom(inputData, 2)
def calculateStats(data, params, residues, y):
# pylint: disable-msg=too-many-locals
k = len(params) # Количество оцениваемых параметров (коэффициентов)
n = len(data) # Количество наблюдений
# Степень свободы (degrees of freedom) для остатков
dof = n - k # Количество наблюдений минус количество оцениваемых параметров
# Остаточная дисперсия (Mean Squared Error, MSE)
mse = residues / dof
# Среднее значение остатков
meanResiduals = np.sum(residues) / dof
# Масштабированная остаточная дисперсия
scaledResidualVariance = residues / meanResiduals ** 2
# Ковариационная матрица коэффициентов
cov = mse * np.diagonal(np.linalg.inv(data.T @ data))
# Стандартные ошибки коэффициентов
se = np.sqrt(cov)
# T-статистики для каждого коэффициента регрессии
tStatistics = params / se
# R-squared (коэффициент множественной детерминации)
sst = np.sum((y - np.mean(y)) ** 2) # Сумма квадратов отклонений
rSquared = 1 - (mse[0] / sst)
# F-statistic (статистика Фишера)
fStatistic = (rSquared / (k - 1)) / ((1 - rSquared) / (n - k))
out = pd.DataFrame()
out[0] = params
out[1] = tStatistics
return out, mse[0], scaledResidualVariance, rSquared, fStatistic
def prediction(inputData, result: RegressionResult): def prediction(inputData, result: RegressionResult):
@ -188,12 +153,8 @@ def prediction(inputData, result: RegressionResult):
results = [] results = []
numVars = inputs.shape[1]
symbolsStr = ' '.join([f'x{i}' for i in range(1, numVars + 1)])
symbols = sp.symbols(symbolsStr)
for y, xValues in zip(outputs, inputs): for y, xValues in zip(outputs, inputs):
subsDict = dict(zip(symbols, xValues)) subsDict = dict(zip(expr.free_symbols, xValues))
predictedResult = expr.subs(subsDict) predictedResult = expr.subs(subsDict)
difference = predictedResult - y difference = predictedResult - y

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@ -32,9 +32,9 @@ along with this program. If not, see <http://www.gnu.org/licenses/>.
## Дополнительная литература ## Дополнительная литература
- [Гмурман В. Е. Теория вероятностей и математическая статистика. Учеб. пособие для вузов.pdf](https://raw.githubusercontent.com/shizand/statapp/v0.12.0/literature/%D0%93%D0%BC%D1%83%D1%80%D0%BC%D0%B0%D0%BD%20%D0%92.%20%D0%95.%20%D0%A2%D0%B5%D0%BE%D1%80%D0%B8%D1%8F%20%D0%B2%D0%B5%D1%80%D0%BE%D1%8F%D1%82%D0%BD%D0%BE%D1%81%D1%82%D0%B5%D0%B9%20%D0%B8%20%D0%BC%D0%B0%D1%82%D0%B5%D0%BC%D0%B0%D1%82%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%B0%D1%8F%20%D1%81%D1%82%D0%B0%D1%82%D0%B8%D1%81%D1%82%D0%B8%D0%BA%D0%B0.%20%D0%A3%D1%87%D0%B5%D0%B1.%20%D0%BF%D0%BE%D1%81%D0%BE%D0%B1%D0%B8%D0%B5%20%D0%B4%D0%BB%D1%8F%20%D0%B2%D1%83%D0%B7%D0%BE%D0%B2.pdf) - [Гмурман В. Е. Теория вероятностей и математическая статистика. Учеб. пособие для вузов.pdf](https://raw.githubusercontent.com/shizand/statapp/v0.12.0/literature/%D0%93%D0%BE%D1%80%D1%8F%D0%B8%D0%BD%D0%BE%D0%B2%20%D0%92.%20%D0%A2.%2C%20%D0%96%D1%83%D1%80%D0%B0%D0%B2%D0%BB%D0%B5%D0%B2%20%D0%90.%20%D0%93.%2C%20%D0%A2%D0%B8%D1%85%D0%BE%D0%BD%D0%BE%D0%B2%20%D0%92.%20%D0%98.%20%D0%A1%D1%82%D0%B0%D1%82%D0%B8%D1%81%D1%82%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%B0%D1%8F%20%D1%80%D0%B0%D0%B4%D0%B8%D0%BE%D1%82%D0%B5%D1%85%D0%BD%D0%B8%D0%BA%D0%B0%3A%20%D0%9F%D1%80%D0%B8%D0%BC%D0%B5%D1%80%D1%8B%20%D0%B8%20%D0%B7%D0%B0%D0%B4%D0%B0%D1%87%D0%B8.pdf)
- [Гмурман В.Е. Руководство к решению задач по теории вероятностей и математической статистике](https://raw.githubusercontent.com/shizand/statapp/v0.12.0/literature/%D0%93%D0%BC%D1%83%D1%80%D0%BC%D0%B0%D0%BD%20%D0%92.%D0%95.%20%D0%A0%D1%83%D0%BA%D0%BE%D0%B2%D0%BE%D0%B4%D1%81%D1%82%D0%B2%D0%BE%20%D0%BA%20%D1%80%D0%B5%D1%88%D0%B5%D0%BD%D0%B8%D1%8E%20%D0%B7%D0%B0%D0%B4%D0%B0%D1%87%20%D0%BF%D0%BE%20%D1%82%D0%B5%D0%BE%D1%80%D0%B8%D0%B8%20%D0%B2%D0%B5%D1%80%D0%BE%D1%8F%D1%82%D0%BD%D0%BE%D1%81%D1%82%D0%B5%D0%B9%20%D0%B8%20%D0%BC%D0%B0%D1%82%D0%B5%D0%BC%D0%B0%D1%82%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%BE%D0%B9%20%D1%81%D1%82%D0%B0%D1%82%D0%B8%D1%81%D1%82%D0%B8%D0%BA%D0%B5.pdf) - [Гмурман В.Е. Руководство к решению задач по теории вероятностей и математической статистике](https://raw.githubusercontent.com/shizand/statapp/v0.12.0/literature/%D0%93%D0%BC%D1%83%D1%80%D0%BC%D0%B0%D0%BD%20%D0%92.%D0%95.%20%D0%A0%D1%83%D0%BA%D0%BE%D0%B2%D0%BE%D0%B4%D1%81%D1%82%D0%B2%D0%BE%20%D0%BA%20%D1%80%D0%B5%D1%88%D0%B5%D0%BD%D0%B8%D1%8E%20%D0%B7%D0%B0%D0%B4%D0%B0%D1%87%20%D0%BF%D0%BE%20%D1%82%D0%B5%D0%BE%D1%80%D0%B8%D0%B8%20%D0%B2%D0%B5%D1%80%D0%BE%D1%8F%D1%82%D0%BD%D0%BE%D1%81%D1%82%D0%B5%D0%B9%20%D0%B8%20%D0%BC%D0%B0%D1%82%D0%B5%D0%BC%D0%B0%D1%82%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%BE%D0%B9%20%D1%81%D1%82%D0%B0%D1%82%D0%B8%D1%81%D1%82%D0%B8%D0%BA%D0%B5.pdf)
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@ -42,48 +42,7 @@ along with this program. If not, see <http://www.gnu.org/licenses/>.
## Краткие теоретические сведения ## Краткие теоретические сведения
В рамках ***дисперсионного анализа*** для каждой величины вычисляются следующие характеристики. *-- В разработке --*
***Математическое ожидание*** характеризует среднее значение величины:
<image src="files/Формула 1.PNG">
*где n количество значений величины, i номер значения.*
***Дисперсия*** характеризует разброс величины относительно среднего значения:
<image src="files/Формула 2.PNG">
***Среднеквадратичное отклонение*** характеризует разброс величины относительно среднего значения:
<image src="files/Формула 3.PNG">
В результате ***корреляционного анализа*** вычисляется ***корреляционная матрица***. ***Коэффициент корреляции*** (rij) характеризует взаимосвязь между величинами. Взаимосвязь считается сильной, если выполняется условие:
<image src="files/Формула 4.PNG">
Знак ***коэффициента корреляции*** показывает характер влияния величин. Если знак положительный (прямая связь), то увеличение значения одной величины приводит к увеличению значения другой. Иначе увеличение значения одной величины приводит к уменьшению значения другой (обратная связь).
При осуществлении каскадного регрессионного анализа вычисляются параметры и оценки модели. В основе анализа лежит понятие коэффициента значимости (tj), который характеризует степень влияния фактора на модель. Фактор считается значимым, если выполняется условие:
<image src="files/Формула 5.PNG">
На каждом шаге вычисляются оценки полученной зависимости.
***Остаточная дисперсия масштабированная*** показывает, какая часть статистического материала не была охвачена полученной зависимостью.
<image src="files/Формула 6.PNG">
***Отношение Фишера*** (F1) показывает во сколько раз полученная зависимость лучше полинома y=yср, где yср математическое ожидание y.
<image src="files/Формула 7.PNG">
***Коэффициент множественной детерминации*** (R) характеризует степень близости полученной зависимости к реальному поведению объекта.
<image src="files/Формула 8.PNG">
Механизм процедуры ***каскадного регрессионного анализа***.
На 1-м шаге анализа строится модель, которая включает все ***факторы***. Далее производится исключение ***фактора*** tj с наименьшим по модулю значением ***коэффициента значимости*** и строится новая модель. Если оценки модели ухудшились, то ***каскадная процедура исключения факторов*** останавливается и лучшей считается модель, полученная на предыдущем шаге. Иначе исключение ***факторов*** продолжается до тех пор, пока не ухудшатся оценки модели либо пока для всех ***факторов*** будет выполняться условие.
## Начало работы ## Начало работы

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@ -51,6 +51,10 @@ class MainWindow(QMainWindow):
addIcon(self) addIcon(self)
self.ui.generateXaction.setEnabled(False)
self.ui.varianceAnalysisAction.setEnabled(False)
self.ui.correlationAnalisisAction.setEnabled(False)
self.mainActions = [ self.mainActions = [
self.ui.varianceAnalysisAction, self.ui.varianceAnalysisAction,
self.ui.correlationAnalisisAction, self.ui.correlationAnalisisAction,
@ -108,22 +112,13 @@ class MainWindow(QMainWindow):
# есть только отклик # есть только отклик
if data.shape[1] == 1: if data.shape[1] == 1:
self.ui.generateXaction.setEnabled(True) self.ui.generateXaction.setEnabled(True)
self.ui.uniformDistributionAction.setEnabled(True)
self.ui.normalDistributionAction.setEnabled(True)
self.ui.exponentialDistributionAction.setEnabled(True)
self.setEnabledMainActions(False) self.setEnabledMainActions(False)
# есть отклик и фактор(ы) # есть отклик и фактор(ы)
elif data.shape[1] > 1: elif data.shape[1] > 1:
self.ui.generateXaction.setEnabled(True) self.ui.generateXaction.setEnabled(True)
self.ui.uniformDistributionAction.setEnabled(True)
self.ui.normalDistributionAction.setEnabled(True)
self.ui.exponentialDistributionAction.setEnabled(True)
self.setEnabledMainActions(True) self.setEnabledMainActions(True)
else: else:
self.ui.generateXaction.setEnabled(False) self.ui.generateXaction.setEnabled(False)
self.ui.uniformDistributionAction.setEnabled(False)
self.ui.normalDistributionAction.setEnabled(False)
self.ui.exponentialDistributionAction.setEnabled(False)
self.setEnabledMainActions(False) self.setEnabledMainActions(False)

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@ -28,7 +28,7 @@ class RegressionResultModel(ROTableModel):
self._monomials = result.monomials self._monomials = result.monomials
def getHorizontalHeader(self): def getHorizontalHeader(self):
return ['Коэффициент регрессии', 'Коэффициент значимости', 'Весовые коэффициенты'] return ['Коэффициент регрессии', 'Коэффициент значимости']
def getVerticalHeader(self): def getVerticalHeader(self):
return self._monomials return self._monomials

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@ -58,7 +58,7 @@ class PolynomWindow(QDialog):
self.ui.residualVarianceValueLabel.setText(str(result.residualVariance)) self.ui.residualVarianceValueLabel.setText(str(result.residualVariance))
self.ui.scaledResidualVarianceValueLabel.setText(str(result.scaledResidualVariance)) self.ui.scaledResidualVarianceValueLabel.setText(str(result.scaledResidualVariance))
self.ui.fStatisticValueLabel.setText(str(result.fStatistic)) self.ui.fStatisticValueLabel.setText(str(result.fStatistic))
self.ui.rSquaredValueLabel.setText(str(result.rSquared)) self.ui.rSquaredValueLabel.setText(str(result.scaledResidualVariance))
predictionResult = prediction(data, result) predictionResult = prediction(data, result)

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@ -81,7 +81,7 @@ class TransformPolynomWindow(QDialog):
self.ui.residualVarianceValueLabel.setText(str(result.residualVariance)) self.ui.residualVarianceValueLabel.setText(str(result.residualVariance))
self.ui.scaledResidualVarianceValueLabel.setText(str(result.scaledResidualVariance)) self.ui.scaledResidualVarianceValueLabel.setText(str(result.scaledResidualVariance))
self.ui.fStatisticValueLabel.setText(str(result.fStatistic)) self.ui.fStatisticValueLabel.setText(str(result.fStatistic))
self.ui.rSquaredValueLabel.setText(str(result.rSquared)) self.ui.rSquaredValueLabel.setText(str(result.scaledResidualVariance))
self.model.dataChanged.connect(self.on_data_changed) self.model.dataChanged.connect(self.on_data_changed)
@ -116,4 +116,4 @@ class TransformPolynomWindow(QDialog):
self.ui.residualVarianceValueLabel.setText(str(result.residualVariance)) self.ui.residualVarianceValueLabel.setText(str(result.residualVariance))
self.ui.scaledResidualVarianceValueLabel.setText(str(result.scaledResidualVariance)) self.ui.scaledResidualVarianceValueLabel.setText(str(result.scaledResidualVariance))
self.ui.fStatisticValueLabel.setText(str(result.fStatistic)) self.ui.fStatisticValueLabel.setText(str(result.fStatistic))
self.ui.rSquaredValueLabel.setText(str(result.rSquared)) self.ui.rSquaredValueLabel.setText(str(result.scaledResidualVariance))

View File

@ -17,7 +17,6 @@
# You should have received a copy of the GNU General Public License # You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>. # along with this program. If not, see <http://www.gnu.org/licenses/>.
# #
import logging
import os import os
import sys import sys
@ -72,11 +71,8 @@ def onError(errorName: Exception):
QMessageBox.Ok, QMessageBox.Ok,
QMessageBox.Ok) QMessageBox.Ok)
logging.exception(errorName)
msgBox.exec_() msgBox.exec_()
class FloatDelegate(QStyledItemDelegate): class FloatDelegate(QStyledItemDelegate):
def __init__(self, parent=None): def __init__(self, parent=None):
QStyledItemDelegate.__init__(self, parent=parent) QStyledItemDelegate.__init__(self, parent=parent)