{"id":1066,"date":"2023-07-27T19:00:49","date_gmt":"2023-07-27T19:00:49","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e5%a4%9a%e5%a4%89%e9%87%8f%e6%ad%a3%e8%a6%8f%e6%80%a7%e6%a4%9c%e5%ae%9a-r\/"},"modified":"2023-07-27T19:00:49","modified_gmt":"2023-07-27T19:00:49","slug":"%e5%a4%9a%e5%a4%89%e9%87%8f%e6%ad%a3%e8%a6%8f%e6%80%a7%e6%a4%9c%e5%ae%9a-r","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e5%a4%9a%e5%a4%89%e9%87%8f%e6%ad%a3%e8%a6%8f%e6%80%a7%e6%a4%9c%e5%ae%9a-r\/","title":{"rendered":"R \u3067\u591a\u5909\u91cf\u6b63\u898f\u6027\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u5358\u4e00\u306e\u5909\u6570\u304c\u6b63\u898f\u5206\u5e03\u3057\u3066\u3044\u308b\u304b\u3069\u3046\u304b\u3092\u30c6\u30b9\u30c8\u3057\u305f\u3044\u5834\u5408\u306f\u3001 <a href=\"https:\/\/statorials.org\/ja\/\u8ab0\u304b\u304b\u3099\u8208\u5473\u3092\u305d\u305d\u308b\/\" target=\"_blank\" rel=\"noopener noreferrer\">QQ \u30d7\u30ed\u30c3\u30c8\u3092<\/a>\u4f5c\u6210\u3057\u3066\u5206\u5e03\u3092\u8996\u899a\u5316\u3059\u308b\u3053\u3068\u3082\u3001 <a href=\"https:\/\/statorials.org\/ja\/\u30a2\u30f3\u30bf\u3099\u30fc\u30bd\u30f3-\u30c1\u30a7\u30ea-\u30c6\u30b9\u30c8-r\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u30a2\u30f3\u30c0\u30fc\u30bd\u30f3 \u30c0\u30fc\u30ea\u30f3\u30b0 \u30c6\u30b9\u30c8<\/a>\u3084<a href=\"https:\/\/Statorials.org\/how-to-conduct-a-jarque-bera-test-in-r\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u30cf\u30eb\u30b1 \u30d9\u30e9 \u30c6\u30b9\u30c8<\/a>\u306a\u3069\u306e\u6b63\u5f0f\u306a\u7d71\u8a08\u691c\u5b9a\u3092\u5b9f\u884c\u3059\u308b\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u305f\u3060\u3057\u3001<em>\u8907\u6570\u306e<\/em>\u5909\u6570\u304c\u30b0\u30eb\u30fc\u30d7\u3068\u3057\u3066\u6b63\u898f\u5206\u5e03\u3057\u3066\u3044\u308b\u304b\u3069\u3046\u304b\u3092\u30c6\u30b9\u30c8\u3057\u305f\u3044\u5834\u5408\u306f\u3001<strong>\u591a\u5909\u91cf\u6b63\u898f\u6027\u30c6\u30b9\u30c8<\/strong>\u3092\u5b9f\u884c\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067\u7279\u5b9a\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306b\u5bfe\u3057\u3066\u6b21\u306e\u591a\u5909\u91cf\u6b63\u898f\u6027\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u30de\u30eb\u30c7\u30a3\u30a2\u306e\u8a66\u7df4<\/span><\/li>\n<li><span style=\"color: #000000;\">\u30a8\u30cd\u30eb\u30ae\u30fc\u8a66\u9a13<\/span><\/li>\n<li><span style=\"color: #000000;\">\u591a\u5909\u91cf\u306e\u5c16\u5ea6\u304a\u3088\u3073\u6b6a\u5ea6\u30c6\u30b9\u30c8<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\"><strong>\u95a2\u9023:<\/strong>\u591a\u5909\u91cf\u30b3\u30f3\u30c6\u30ad\u30b9\u30c8\u3067\u5916\u308c\u5024\u3092\u7279\u5b9a\u3057\u305f\u3044\u5834\u5408\u306f\u3001 <a href=\"https:\/\/statorials.org\/ja\/\u30de\u30cf\u30e9\u30ce\u30d2\u3099\u30b9\u8ddd\u96e2r\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u30de\u30cf\u30e9\u30ce\u30d3\u30b9\u8ddd\u96e2<\/a>\u3092\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u4f8b: R \u3067\u306e\u30de\u30eb\u30c7\u30a3\u30a2\u306e\u30c6\u30b9\u30c8<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\"><strong>Mardia \u691c\u5b9a\u306f\u3001<\/strong>\u5909\u6570\u306e\u30b0\u30eb\u30fc\u30d7\u304c\u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3046\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3057\u307e\u3059\u3002\u691c\u5b9a\u306e\u5e30\u7121\u4eee\u8aac\u3068\u5bfe\u7acb\u4eee\u8aac\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">H <sub>0<\/sub> (null): \u5909\u6570\u306f\u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3044\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">H <sub>a<\/sub> (\u4ee3\u66ff): \u5909\u6570\u306f\u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03<em>\u306b\u5f93\u3044\u307e\u305b\u3093<\/em>\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30b3\u30fc\u30c9\u306f\u3001 <strong>QuantPsyc<\/strong>\u30d1\u30c3\u30b1\u30fc\u30b8\u3092\u4f7f\u7528\u3057\u3066 R \u3067\u3053\u306e\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #993300;\">library<\/span> (QuantPsyc)\n\n<span style=\"color: #008080;\">#create dataset\n<span style=\"color: #000000;\">set.seed(0)\n\ndata &lt;- data.frame(x1 = rnorm(50),\n                   x2 = rnorm(50),\n                   x3 = rnorm(50))<\/span>\n\n#perform Multivariate normality test\n<span style=\"color: #000000;\">mult.norm(data)$ <span style=\"color: #800080;\">mult.test\n\n<\/span><\/span><\/span>Beta-hat kappa p-val\nSkewness 1.630474 13.5872843 0.1926626\nKurtosis 13.895364 -0.7130395 0.4758213\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\"><strong>mult.norm()<\/strong>\u95a2\u6570\u306f\u3001\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306e\u6b6a\u5ea6\u3068\u5c16\u5ea6\u306e\u4e21\u65b9\u306b\u304a\u3051\u308b\u591a\u5909\u91cf\u6b63\u898f\u6027\u3092\u30c6\u30b9\u30c8\u3057\u307e\u3059\u3002\u3069\u3061\u3089\u306e p \u5024\u3082 0.05 \u672a\u6e80\u3067\u306f\u306a\u3044\u305f\u3081\u3001\u691c\u5b9a\u306e\u5e30\u7121\u4eee\u8aac\u3092\u68c4\u5374\u3067\u304d\u307e\u305b\u3093\u3002\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u5185\u306e 3 \u3064\u306e\u5909\u6570\u304c\u591a\u5909\u91cf\u5206\u5e03\u306b\u5f93\u3063\u3066\u3044\u306a\u3044\u3068\u3044\u3046\u8a3c\u62e0\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u4f8b: R \u3067\u306e\u30a8\u30cd\u30eb\u30ae\u30fc \u30c6\u30b9\u30c8<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\"><strong>\u30a8\u30cd\u30eb\u30ae\u30fc<\/strong><strong>\u691c\u5b9a\u306f<\/strong>\u3001\u5909\u6570\u306e\u30b0\u30eb\u30fc\u30d7\u304c\u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3046\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3059\u308b\u3082\u3046 1 \u3064\u306e\u7d71\u8a08\u691c\u5b9a\u3067\u3059\u3002\u691c\u5b9a\u306e\u5e30\u7121\u4eee\u8aac\u3068\u5bfe\u7acb\u4eee\u8aac\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">H <sub>0<\/sub> (null): \u5909\u6570\u306f\u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3044\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">H <sub>a<\/sub> (\u4ee3\u66ff): \u5909\u6570\u306f\u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03<em>\u306b\u5f93\u3044\u307e\u305b\u3093<\/em>\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30b3\u30fc\u30c9\u306f\u3001<b>\u30a8\u30cd\u30eb\u30ae\u30fc<\/b>\u30d1\u30c3\u30b1\u30fc\u30b8\u3092\u4f7f\u7528\u3057\u3066 R \u3067\u3053\u306e\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #993300;\">library<\/span> (energy)\n\n<span style=\"color: #008080;\">#create dataset\n<span style=\"color: #000000;\">set.seed(0)\n\ndata &lt;- data.frame(x1 = rnorm(50),\n                   x2 = rnorm(50),\n                   x3 = rnorm(50))<\/span>\n\n#perform Multivariate normality test\n<span style=\"color: #000000;\">mvnorm.etest(data, R= <span style=\"color: #008000;\">100<\/span> )\n\n<\/span><\/span>Energy test of multivariate normality: estimated parameters\n\ndata: x, sample size 50, dimension 3, replicates 100\nE-statistic = 0.90923, p-value = 0.31\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u691c\u5b9a\u306e p \u5024\u306f<strong>0.31<\/strong>\u3067\u3059\u3002\u3053\u306e\u6570\u5024\u306f 0.05 \u672a\u6e80\u3067\u306f\u306a\u3044\u305f\u3081\u3001\u691c\u5b9a\u306e\u5e30\u7121\u4eee\u8aac\u3092\u68c4\u5374\u3067\u304d\u307e\u305b\u3093\u3002\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u5185\u306e 3 \u3064\u306e\u5909\u6570\u304c\u591a\u5909\u91cf\u5206\u5e03\u306b\u5f93\u3063\u3066\u3044\u306a\u3044\u3068\u3044\u3046\u8a3c\u62e0\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><em><strong>\u6ce8:<\/strong> R=100 \u5f15\u6570\u306f\u3001\u30c6\u30b9\u30c8\u306e\u5b9f\u884c\u6642\u306b\u4f7f\u7528\u3059\u308b\u30d6\u30fc\u30b9\u30c8 \u30de\u30c3\u30d7\u3055\u308c\u305f\u30ec\u30d7\u30ea\u30ab 100 \u500b\u3092\u6307\u5b9a\u3057\u307e\u3059\u3002\u30b5\u30f3\u30d7\u30eb \u30b5\u30a4\u30ba\u304c\u5c0f\u3055\u3044\u30c7\u30fc\u30bf \u30bb\u30c3\u30c8\u306e\u5834\u5408\u306f\u3001\u3053\u306e\u6570\u5024\u3092\u5897\u3084\u3059\u3068\u3001\u3088\u308a\u4fe1\u983c\u6027\u306e\u9ad8\u3044\u691c\u5b9a\u7d71\u8a08\u91cf\u306e\u63a8\u5b9a\u5024\u3092\u751f\u6210\u3067\u304d\u307e\u3059\u3002<\/em><\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u8ffd\u52a0\u30ea\u30bd\u30fc\u30b9<\/strong><\/span><\/h3>\n<p><a href=\"https:\/\/statorials.org\/ja\/\u8ab0\u304b\u304b\u3099\u8208\u5473\u3092\u305d\u305d\u308b\/\" target=\"_blank\" rel=\"noopener noreferrer\">R \u3067 QQ \u30d7\u30ed\u30c3\u30c8\u3092\u4f5c\u6210\u3057\u3066\u89e3\u91c8\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/\u30a2\u30f3\u30bf\u3099\u30fc\u30bd\u30f3-\u30c1\u30a7\u30ea-\u30c6\u30b9\u30c8-r\/\" target=\"_blank\" rel=\"noopener noreferrer\">R \u3067\u30a2\u30f3\u30c0\u30fc\u30bd\u30f3\u30fb\u30c0\u30fc\u30ea\u30f3\u30b0\u691c\u5b9a\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/r\u3066\u3099\u30cf\u30eb\u30b1\u30fb\u30d8\u3099\u30e9\u30fb\u30c6\u30b9\u30c8\u3092\u884c\u3046\u65b9\u6cd5\/\" target=\"_blank\" rel=\"noopener noreferrer\">R \u3067 Jarque-Bera \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/\u30b7\u30e3\u30d2\u309a\u30ed\u30fb\u30a6\u30a3\u30eb\u30af\u30fb\u30c6\u30b9\u30c8r\/\" target=\"_blank\" rel=\"noopener noreferrer\">R \u3067 Shapiro-Wilk \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5358\u4e00\u306e\u5909\u6570\u304c\u6b63\u898f\u5206\u5e03\u3057\u3066\u3044\u308b\u304b\u3069\u3046\u304b\u3092\u30c6\u30b9\u30c8\u3057\u305f\u3044\u5834\u5408\u306f\u3001 QQ \u30d7\u30ed\u30c3\u30c8\u3092\u4f5c\u6210\u3057\u3066\u5206\u5e03\u3092\u8996\u899a\u5316\u3059\u308b\u3053\u3068\u3082\u3001 \u30a2\u30f3\u30c0\u30fc\u30bd\u30f3 \u30c0\u30fc\u30ea\u30f3\u30b0 \u30c6\u30b9\u30c8\u3084\u30cf\u30eb\u30b1 \u30d9\u30e9 \u30c6\u30b9\u30c8\u306a\u3069\u306e\u6b63\u5f0f\u306a\u7d71\u8a08\u691c\u5b9a\u3092\u5b9f\u884c\u3059\u308b\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002 \u305f\u3060\u3057\u3001 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16],"tags":[],"class_list":["post-1066","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>R \u3067\u591a\u5909\u91cf\u6b63\u898f\u6027\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5 - Statorials<\/title>\n<meta name=\"description\" content=\"R 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