@formant/ava
Version:
A framework for automated visual analytics.
55 lines (54 loc) • 1.87 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.mkTest = void 0;
var tslib_1 = require("tslib");
var lodash_1 = require("lodash");
var common_1 = require("../../insight/utils/common");
var __1 = require("..");
/**
* http://vsp.pnnl.gov/help/Vsample/Design_Trend_Mann_Kendall.htm
the Mann-Kendall (MK) test is to statistically assess if there
is a monotonic upward or downward trend of the variable of
interest over time.
使用 Mann-Kendall 单调趋势检验判断趋势是否有方向性（上升/下降）
* @param data
* @param alpha
*/
function mkTest(data, alpha) {
if (alpha === void 0) { alpha = 0.05; }
var length = data === null || data === void 0 ? void 0 : data.length;
var S = 0;
for (var k = 0; k < length - 1; k += 1) {
for (var j = k + 1; j < length; j += 1) {
S += (0, common_1.sign)(data[j] - data[k]);
}
}
var _a = tslib_1.__read((0, common_1.unique)(data), 2), uniqArr = _a[0], uniqCount = _a[1];
var uniqLength = uniqArr.length;
var varS = (length * (length - 1) * (2 * length + 5) -
(uniqLength === length ? 0 : (0, lodash_1.sumBy)(uniqCount, function (c) { return c * (c - 1) * (2 * c + 5); }))) /
18;
var zScore = 0;
if (S > 0) {
zScore = (S - 1) / Math.sqrt(varS);
}
else if (S < 0) {
zScore = (S + 1) / Math.sqrt(varS);
}
// calculate the p_value
var pValue = 2 * (1 - (0, __1.cdf)(Math.abs(zScore), 0, 1));
var h = Math.abs(zScore) > (0, __1.normalDistributionQuantile)(1 - alpha / 2, 0, 1);
var trend = 'no trend';
if (zScore < 0 && h) {
trend = 'decreasing';
}
else if (zScore > 0 && h) {
trend = 'increasing';
}
return {
trend: trend,
pValue: pValue,
zScore: zScore,
};
}
exports.mkTest = mkTest;