{"id":1142,"date":"2023-07-27T12:35:01","date_gmt":"2023-07-27T12:35:01","guid":{"rendered":"https:\/\/statorials.org\/ja\/r-%e3%81%ae%e9%9d%9e%e5%af%be%e7%a7%b0%e5%b0%96%e5%ba%a6\/"},"modified":"2023-07-27T12:35:01","modified_gmt":"2023-07-27T12:35:01","slug":"r-%e3%81%ae%e9%9d%9e%e5%af%be%e7%a7%b0%e5%b0%96%e5%ba%a6","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/r-%e3%81%ae%e9%9d%9e%e5%af%be%e7%a7%b0%e5%b0%96%e5%ba%a6\/","title":{"rendered":"R \u3067\u6b6a\u5ea6\u3068\u5c16\u5ea6\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u7d71\u8a08\u5b66\u3067\u306f\u3001<strong>\u6b6a\u5ea6<\/strong>\u3068<strong>\u5c16\u5ea6\u306f<\/strong>\u5206\u5e03\u306e\u5f62\u72b6\u3092\u6e2c\u5b9a\u3059\u308b 2 \u3064\u306e\u65b9\u6cd5\u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u6b6a\u5ea6\u306f<\/strong>\u3001\u5206\u5e03\u306e\u6b6a\u5ea6\u306e\u5c3a\u5ea6\u3067\u3059\u3002\u3053\u306e\u5024\u306f\u6b63\u307e\u305f\u306f\u8ca0\u306e\u5024\u306b\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u8ca0\u306e\u6b6a\u5ea6\u306f\u3001\u88fe\u304c\u5206\u5e03\u306e\u5de6\u5074\u306b\u3042\u308a\u3001\u3088\u308a\u8ca0\u306e\u5024\u306b\u5411\u304b\u3063\u3066\u5e83\u304c\u3063\u3066\u3044\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u6b63\u306e\u6b6a\u307f\u306f\u3001\u88fe\u304c\u5206\u5e03\u306e\u53f3\u5074\u306b\u3042\u308a\u3001\u3088\u308a\u6b63\u306e\u5024\u306b\u5411\u304b\u3063\u3066\u5e83\u304c\u3063\u3066\u3044\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u5024 0 \u306f\u3001\u5206\u5e03\u306b\u975e\u5bfe\u79f0\u6027\u304c\u306a\u3044\u3053\u3068\u3092\u793a\u3057\u3001\u5206\u5e03\u304c\u5b8c\u5168\u306b\u5bfe\u79f0\u3067\u3042\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\"><strong>\u5c16\u5ea6\u306f\u3001<\/strong><a href=\"https:\/\/statorials.org\/ja\/\u6b63\u898f\u5206\u5e03-1\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u6b63\u898f\u5206\u5e03<\/a>\u3068\u6bd4\u8f03\u3057\u3066\u5206\u5e03\u306e\u88fe\u304c\u91cd\u3044\u304b\u8efd\u3044\u304b\u3092\u793a\u3059\u5c3a\u5ea6\u3067\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u6b63\u898f\u5206\u5e03\u306e\u5c16\u5ea6\u306f 3 \u3067\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u7279\u5b9a\u306e\u5206\u5e03\u306e\u5c16\u5ea6\u304c 3 \u672a\u6e80\u306e\u5834\u5408\u3001\u305d\u306e\u5206\u5e03\u306f<em>playkurtic<\/em>\u3067\u3042\u308b\u3068\u8a00\u308f\u308c\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u6b63\u898f\u5206\u5e03\u3088\u308a\u3082\u6975\u7aef\u306a\u5916\u308c\u5024\u304c\u5c11\u306a\u304f\u306a\u308b\u50be\u5411\u304c\u3042\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u7279\u5b9a\u306e\u5206\u5e03\u306e\u5c16\u5ea6\u304c 3 \u3092\u8d85\u3048\u308b\u5834\u5408\u3001\u305d\u306e\u5206\u5e03\u306f<em>\u30ec\u30d7\u30c8\u30af\u30ea\u30c6\u30a3<\/em>\u3067\u3042\u308b\u3068\u8a00\u308f\u308c\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u6b63\u898f\u5206\u5e03\u3088\u308a\u3082\u5916\u308c\u5024\u304c\u591a\u304f\u306a\u308b\u50be\u5411\u304c\u3042\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\"><strong>\u6ce8:<\/strong>\u4e00\u90e8\u306e\u5f0f (\u30d5\u30a3\u30c3\u30b7\u30e3\u30fc\u306e\u5b9a\u7fa9) \u3067\u306f\u3001\u6b63\u898f\u5206\u5e03\u3068\u306e\u6bd4\u8f03\u3092\u5bb9\u6613\u306b\u3059\u308b\u305f\u3081\u306b\u3001\u5c16\u5ea6\u304b\u3089 3 \u304c\u6e1b\u7b97\u3055\u308c\u307e\u3059\u3002\u3053\u306e\u5b9a\u7fa9\u3092\u4f7f\u7528\u3059\u308b\u3068\u3001\u5c16\u5ea6\u5024\u304c 0 \u3088\u308a\u5927\u304d\u3044\u5206\u5e03\u306e\u5c16\u5ea6\u306f\u6b63\u898f\u5206\u5e03\u3088\u308a\u3082\u5927\u304d\u304f\u306a\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\u306e\u6b6a\u5ea6\u3068\u5c16\u5ea6\u306e\u4e21\u65b9\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u4f8b: R \u306e\u6b6a\u5ea6\u3068\u5e73\u5766\u5316<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>data = c(88, 95, 92, 97, 96, 97, 94, 86, 91, 95, 97, 88, 85, 76, 68)\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u30d2\u30b9\u30c8\u30b0\u30e9\u30e0\u3092\u4f5c\u6210\u3059\u308b\u3053\u3068\u3067\u3001\u3053\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u5185\u306e\u5024\u306e\u5206\u5e03\u3092\u3059\u3070\u3084\u304f\u8996\u899a\u5316\u3067\u304d\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>hist(data, col=' <span style=\"color: #008000;\">steelblue<\/span> ')<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-11471 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/biaisr1.png\" alt=\"R \u306e\u6b6a\u5ea6\u3068\u5c16\u5ea6\" width=\"440\" height=\"440\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u30d2\u30b9\u30c8\u30b0\u30e9\u30e0\u306f\u3001\u5206\u5e03\u304c\u5de6\u306b\u504f\u3063\u3066\u3044\u308b\u3088\u3046\u306b\u898b\u3048\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002\u3064\u307e\u308a\u3001\u5024\u306e\u5927\u90e8\u5206\u304c\u5206\u5e03\u306e\u53f3\u5074\u306b\u96c6\u4e2d\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306e\u6b6a\u5ea6\u3068\u5c16\u5ea6\u3092\u8a08\u7b97\u3059\u308b\u306b\u306f\u3001R \u306e<strong>\u30e2\u30fc\u30e1\u30f3\u30c8<\/strong>\u30e9\u30a4\u30d6\u30e9\u30ea\u306e<strong>skewness()<\/strong>\u95a2\u6570\u3068<strong>kurtosis()<\/strong>\u95a2\u6570\u3092\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #993300;\">library<\/span> (moments)\n<\/span><\/span><span style=\"color: #008080;\">\n#calculate skewness<\/span>\nskewness(data)\n\n[1] -1.391777\n\n<span style=\"color: #008080;\">#calculate kurtosis<\/span>\nkurtosis(data)\n\n[1] 4.177865\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u6b6a\u5ea6\u306f<strong>-1.391777<\/strong> \u3001\u5c16\u5ea6\u306f<b>4.177865<\/b>\u3067\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b6a\u5ea6\u304c\u8ca0\u3067\u3042\u308b\u305f\u3081\u3001\u3053\u308c\u306f\u5206\u5e03\u304c\u6b6a\u3093\u3060\u307e\u307e\u3067\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u30d2\u30b9\u30c8\u30b0\u30e9\u30e0\u3067\u78ba\u8a8d\u3055\u308c\u305f\u5185\u5bb9\u3092\u88cf\u4ed8\u3051\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5c16\u5ea6\u306f 3 \u3088\u308a\u5927\u304d\u3044\u305f\u3081\u3001\u6b63\u898f\u5206\u5e03\u3068\u6bd4\u8f03\u3057\u3066\u5206\u5e03\u306e\u88fe\u306b\u591a\u304f\u306e\u5024\u304c\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>moments<\/strong>\u30e9\u30a4\u30d6\u30e9\u30ea\u306f\u3001 <strong>jarque.test()<\/strong>\u95a2\u6570\u3082\u63d0\u4f9b\u3057\u307e\u3059\u3002\u3053\u306e\u95a2\u6570\u306f\u3001\u30b5\u30f3\u30d7\u30eb \u30c7\u30fc\u30bf\u304c\u6b63\u898f\u5206\u5e03\u3068\u4e00\u81f4\u3059\u308b\u6b6a\u5ea6\u3068\u5c16\u5ea6\u3092\u793a\u3059\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3059\u308b\u9069\u5408\u5ea6\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002\u3053\u306e\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;\"><strong>\u5e30\u7121\u4eee\u8aac<\/strong>: \u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306b\u306f\u6b63\u898f\u5206\u5e03\u306b\u5bfe\u5fdc\u3059\u308b\u6b6a\u5ea6\u3068\u5c16\u5ea6\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u5bfe\u7acb\u4eee\u8aac<\/strong>: \u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306b\u306f\u6b63\u898f\u5206\u5e03\u306b<em>\u5bfe\u5fdc\u3057\u306a\u3044<\/em>\u6b6a\u307f\u3068\u5c16\u5ea6\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30b3\u30fc\u30c9\u306f\u3001\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;\"> <span style=\"color: #000000;\"><strong>jarque.test(data)\n\n\tJarque-Bera Normality Test\n\ndata:data\nJB = 5.7097, p-value = 0.05756\nalternative hypothesis: greater\n<\/strong><\/span><\/pre>\n<p><span style=\"color: #000000;\">\u691c\u5b9a\u306e p \u5024\u306f<strong>0.05756<\/strong>\u3067\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002\u3053\u306e\u5024\u306f \u03b1 = 0.05 \u4ee5\u4e0a\u3067\u3042\u308b\u305f\u3081\u3001\u5e30\u7121\u4eee\u8aac\u3092\u68c4\u5374\u3067\u304d\u307e\u305b\u3093\u3002\u3053\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306e\u6b6a\u5ea6\u3068\u5c16\u5ea6\u304c\u6b63\u898f\u5206\u5e03\u3068\u306f\u7570\u306a\u308b\u3068\u8a00\u3048\u308b\u5341\u5206\u306a\u8a3c\u62e0\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/span><\/p>\n<p> <em><span style=\"color: #000000;\"><strong>Moments<\/strong> Library \u306e\u5b8c\u5168\u306a\u30c9\u30ad\u30e5\u30e1\u30f3\u30c8\u306f<a href=\"https:\/\/cran.r-project.org\/web\/packages\/moments\/moments.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">\u3053\u3053\u306b<\/a>\u3042\u308a\u307e\u3059\u3002<\/span><\/em><\/p>\n<h3><strong>\u30dc\u30fc\u30ca\u30b9: \u6b6a\u5ea6\u3068\u5c16\u5ea6\u306e\u8a08\u7b97\u30c4\u30fc\u30eb<\/strong><\/h3>\n<p><a href=\"https:\/\/statorials.org\/ja\" target=\"_blank\" rel=\"noopener noreferrer\">\u7d71\u8a08\u7684\u6b6a\u5ea6\u3068\u5c16\u5ea6\u306e<\/a><span style=\"color: #000000;\">\u8a08\u7b97\u30c4\u30fc\u30eb \u3092\u4f7f\u7528\u3057\u3066\u3001\u7279\u5b9a\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306e\u6b6a\u5ea6\u3092\u8a08\u7b97\u3059\u308b\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002<\/span><span style=\"color: #000000;\">\u3053\u308c\u306b\u3088\u308a\u3001\u7279\u5b9a\u306e\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u306e\u6b6a\u5ea6\u3068\u5c16\u5ea6\u304c\u81ea\u52d5\u7684\u306b\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u7d71\u8a08\u5b66\u3067\u306f\u3001\u6b6a\u5ea6\u3068\u5c16\u5ea6\u306f\u5206\u5e03\u306e\u5f62\u72b6\u3092\u6e2c\u5b9a\u3059\u308b 2 \u3064\u306e\u65b9\u6cd5\u3067\u3059\u3002 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