?? 簡單相關分析m2.bas
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Attribute VB_Name = "modMethod"
Option Explicit
'相關分析
'x(1 To n):變量,n為觀測次數,已知
'y(1 To n):變量,n為觀測次數,已知
'R:相關系數,計算結果
't:t檢驗值,計算結果
Public Sub Relation(x() As Double, y() As Double, R As Double, t As Double)
Dim Xa As Double, Ya As Double, Sxx As Double, Sxy As Double, Syy As Double
Dim n As Integer, I As Double
n = UBound(x, 1)
For I = 1 To n
Xa = Xa + x(I): Ya = Ya + y(I)
Next I
Xa = Xa / n: Ya = Ya / n '平均值
For I = 1 To n
Sxx = Sxx + (x(I) - Xa) ^ 2
Sxy = Sxy + (x(I) - Xa) * (y(I) - Ya)
Syy = Syy + (y(I) - Ya) ^ 2
Next I
R = Sxy / Sqr(Sxx * Syy)
'求t值
t = (R / Sqr(1 - R ^ 2)) * Sqr(n - 2)
End Sub
'求正態分布的分位數
'Q:上側概率
'x:分位數
Public Sub PNorm(Q, x)
Dim p As Double, y As Double, z As Double
Dim b0 As Double, b1 As Double, b2 As Double
Dim b3 As Double, b4 As Double, b5 As Double
Dim b6 As Double, b7 As Double, b8 As Double
Dim b9 As Double, b10 As Double, b As Double
b0 = 1.570796288: b1 = 0.03706987906
b2 = -0.0008364353589: b3 = -0.0002250947176
b4 = 0.000006841218299: b5 = 0.000005824238515
b6 = -0.00000104527497: b7 = 8.360937017E-08
b8 = -3.231081277E-09: b9 = 3.657763036E-11
b10 = 6.936233982E-13
If Q = 0.5 Then
x = 0: GoTo PN01
End If
If Q > 0.5 Then p = 1 - Q Else p = Q
y = -Log(4 * p * (1 - p))
b = y * (b9 + y * b10)
b = y * (b8 + b): b = y * (b7 + b)
b = y * (b6 + b): b = y * (b5 + b)
b = y * (b4 + b): b = y * (b3 + b)
b = y * (b2 + b): b = y * (b1 + b)
z = y * (b0 + b): x = Sqr(z)
If Q > 0.5 Then x = -x
PN01:
End Sub
'計算GAMMA函數
'x:自變量
'z:GAMMA函數值
Public Sub GAMMA(x As Double, z As Double)
Dim H As Double, y As Double, y1 As Double
H = 1: y = x
LL1:
If y = 2 Then
z = H
Exit Sub
ElseIf y < 2 Then
H = H / y: y = y + 1: GoTo LL1
ElseIf y >= 3 Then
y = y - 1: H = H * y: GoTo LL1
End If
y = y - 2
y1 = y * (0.005159 + y * 0.001606)
y1 = y * (0.004451 + y1)
y1 = y * (0.07211 + y1)
y1 = y * (0.082112 + y1)
y1 = y * (0.41174 + y1)
y1 = y * (0.422787 + y1)
H = H * (0.999999 + y1)
z = H
End Sub
'求Gamma函數的對數LogGamma(x)
'x:自變量
'G:Gamma函數的對數
Public Sub lnGamma(x As Double, G As Double)
Dim y As Double, z As Double, A As Double
Dim b As Double, b1 As Double, n As Integer
Dim I As Integer
If x < 8 Then
y = x + 8: n = -1
Else
y = x: n = 1
End If
z = 1 / (y * y)
A = (y - 0.5) * Log(y) - y + 0.9189385
b1 = (0.0007663452 * z - 0.0005940956) * z
b1 = (b1 + 0.0007936431) * z
b1 = (b1 - 0.002777778) * z
b = (b1 + 0.0833333) / y
G = A + b
If n >= 0 Then Exit Sub
y = y - 1: A = y
For I = 1 To 7
A = A * (y - I)
Next I
G = G - Log(A)
End Sub
'計算t分布的分布函數
'n:自由度,已知
'T:t值,已知
'pp:下側概率,所求
'dd:概率密度,所求
Public Sub T_Dist(n As Integer, t As Double, pp As Double, dd As Double)
Dim Sign As Integer, TT As Double, x As Double
Dim p As Double, u As Double, GA1 As Double, GA2 As Double
Dim IBI As Integer, N2 As Integer, I As Integer
Const PI As Double = 3.14159265359
If t = 0 Then
Call GAMMA(n / 2, GA1): Call GAMMA(n / 2 + 0.5, GA2): pp = 0.5
dd = GA2 / (Sqr(n * PI) * GA1): Exit Sub
End If
If t < 0 Then Sign = -1 Else Sign = 1
TT = t * t: x = TT / (n + TT)
If (n \ 2) * 2 = n Then 'n為偶數
p = Sqr(x): u = p * (1 - x) / 2
IBI = 2
Else 'n為奇數
u = Sqr(x * (1 - x)) / PI
p = 1 - 2 * Atn(Sqr((1 - x) / x)) / PI
IBI = 1
End If
If IBI = n Then GoTo LL1 Else N2 = n - 2
For I = IBI To N2 Step 2
p = p + 2 * u / I
u = u * (1 + I) / I * (1 - x)
Next I
LL1:
dd = u / Abs(t)
pp = 0.5 + Sign * p / 2
End Sub
'求t分布的分位數
'n:自由度,已知
'Q:上側概率(<=0.5),已知
'T:分位數,所求
Public Sub PT_DIST(n As Integer, Q As Double, t As Double)
Dim PIS As Double, DFR2 As Double, C As Double
Dim Q2 As Double, p As Double, YQ As Double, E As Double
Dim GA1 As Double, GA2 As Double, GA3 As Double
Dim T0 As Double, pp As Double, d As Double
Dim K As Integer
Const PI As Double = 3.14159265359
PIS = Sqr(PI): DFR2 = n / 2
If n = 1 Then
t = Tan(PI * (0.5 - Q)): Exit Sub
End If
If n = 2 Then
If Q > 0.5 Then C = -1 Else C = 1
Q2 = (1 - 2 * Q) ^ 2
t = Sqr(2 * Q2 / (1 - Q2)) * C
Exit Sub
End If
p = 1 - Q: PNorm Q, YQ '正態分布分位數
E = (1 - 1 / (4 * n)) ^ 2 - YQ * YQ / (2 * n)
If E > 0.5 Then
T0 = YQ / Sqr(E)
Else
lnGamma DFR2, GA1: lnGamma DFR2 + 0.5, GA2
GA3 = Exp((GA1 - GA2) / n)
T0 = Sqr(n) / (PIS * Q * n) ^ (1 / n) / GA3
End If
For K = 1 To 30
T_Dist n, T0, pp, d
If d = 0 Then
t = T0: Exit Sub
End If
t = T0 - (pp - p) / d
If Abs(T0 - t) < 0.000001 * Abs(t) Then _
Exit Sub Else T0 = t
Next K
End Sub
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