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annotate scripts/statistics/tests/cor_test.m @ 9051:1bf0ce0930be
Grammar check TexInfo in all .m files
Cleanup documentation sources to follow a few consistent rules.
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| author | Rik <rdrider0-list@yahoo.com> |
|---|---|
| date | Fri, 27 Mar 2009 22:31:03 -0700 |
| parents | eb63fbe60fab |
| children | ec34c7acd057 |
| rev | line source |
|---|---|
| 8920 | 1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007, 2009 |
| 7017 | 2 ## Kurt Hornik |
| 3426 | 3 ## |
| 3922 | 4 ## This file is part of Octave. |
| 5 ## | |
| 6 ## Octave is free software; you can redistribute it and/or modify it | |
| 7 ## under the terms of the GNU General Public License as published by | |
| 7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
| 9 ## your option) any later version. | |
| 3426 | 10 ## |
| 3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
| 3200 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 14 ## General Public License for more details. |
| 15 ## | |
| 3200 | 16 ## You should have received a copy of the GNU General Public License |
| 7016 | 17 ## along with Octave; see the file COPYING. If not, see |
| 18 ## <http://www.gnu.org/licenses/>. | |
| 3200 | 19 |
| 3454 | 20 ## -*- texinfo -*- |
| 21 ## @deftypefn {Function File} {} cor_test (@var{x}, @var{y}, @var{alt}, @var{method}) | |
| 22 ## Test whether two samples @var{x} and @var{y} come from uncorrelated | |
| 23 ## populations. | |
| 3200 | 24 ## |
| 3454 | 25 ## The optional argument string @var{alt} describes the alternative |
| 26 ## hypothesis, and can be @code{"!="} or @code{"<>"} (non-zero), | |
| 27 ## @code{">"} (greater than 0), or @code{"<"} (less than 0). The | |
| 28 ## default is the two-sided case. | |
| 3200 | 29 ## |
| 3454 | 30 ## The optional argument string @var{method} specifies on which |
| 31 ## correlation coefficient the test should be based. If @var{method} is | |
| 32 ## @code{"pearson"} (default), the (usual) Pearson's product moment | |
| 33 ## correlation coefficient is used. In this case, the data should come | |
| 34 ## from a bivariate normal distribution. Otherwise, the other two | |
|
9051
1bf0ce0930be
Grammar check TexInfo in all .m files
Rik <rdrider0-list@yahoo.com>
parents:
8920
diff
changeset
|
35 ## methods offer nonparametric alternatives. If @var{method} is |
| 3454 | 36 ## @code{"kendall"}, then Kendall's rank correlation tau is used. If |
| 37 ## @var{method} is @code{"spearman"}, then Spearman's rank correlation | |
| 38 ## rho is used. Only the first character is necessary. | |
| 3200 | 39 ## |
| 40 ## The output is a structure with the following elements: | |
| 41 ## | |
| 3454 | 42 ## @table @var |
| 43 ## @item pval | |
| 44 ## The p-value of the test. | |
| 45 ## @item stat | |
| 46 ## The value of the test statistic. | |
| 47 ## @item dist | |
| 48 ## The distribution of the test statistic. | |
| 49 ## @item params | |
| 50 ## The parameters of the null distribution of the test statistic. | |
| 51 ## @item alternative | |
| 52 ## The alternative hypothesis. | |
| 53 ## @item method | |
| 54 ## The method used for testing. | |
| 55 ## @end table | |
| 56 ## | |
| 57 ## If no output argument is given, the p-value is displayed. | |
| 58 ## @end deftypefn | |
| 3200 | 59 |
| 3456 | 60 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
| 5428 | 61 ## Adapted-by: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 62 ## Description: Test for zero correlation |
| 3200 | 63 |
| 64 function t = cor_test (X, Y, ALTERNATIVE, METHOD) | |
| 3426 | 65 |
| 3200 | 66 if ((nargin < 2) || (nargin > 4)) |
| 6046 | 67 print_usage (); |
| 3200 | 68 endif |
| 69 | |
| 4030 | 70 if (!isvector (X) || !isvector (Y) || length (X) != length (Y)) |
| 8664 | 71 error ("cor_test: X and Y must be vectors of the same length"); |
| 3200 | 72 endif |
| 73 | |
| 74 if (nargin < 3) | |
| 75 ALTERNATIVE = "!="; | |
| 5443 | 76 elseif (! ischar (ALTERNATIVE)) |
| 3456 | 77 error ("cor_test: ALTERNATIVE must be a string"); |
| 3200 | 78 endif |
| 79 | |
| 80 if (nargin < 4) | |
| 81 METHOD = "pearson"; | |
| 5443 | 82 elseif (! ischar (METHOD)) |
| 3456 | 83 error ("cor_test: METHOD must be a string"); |
| 3200 | 84 endif |
| 85 | |
| 86 n = length (X); | |
| 87 m = METHOD (1); | |
| 88 | |
| 89 if (m == "p") | |
| 90 r = cor (X, Y); | |
| 91 df = n - 2; | |
| 92 t.method = "Pearson's product moment correlation"; | |
| 93 t.params = df; | |
| 94 t.stat = sqrt (df) .* r / sqrt (1 - r.^2); | |
| 95 t.dist = "t"; | |
| 96 cdf = t_cdf (t.stat, df); | |
| 97 elseif (m == "k") | |
| 98 tau = kendall (X, Y); | |
| 3426 | 99 t.method = "Kendall's rank correlation tau"; |
| 3200 | 100 t.params = []; |
| 101 t.stat = tau / sqrt ((2 * (2*n+5)) / (9*n*(n-1))); | |
| 102 t.dist = "stdnormal"; | |
| 103 cdf = stdnormal_cdf (t.stat); | |
| 104 elseif (m == "s") | |
| 105 rho = spearman (X, Y); | |
| 106 t.method = "Spearman's rank correlation rho"; | |
| 107 t.params = []; | |
| 108 t.stat = sqrt (n-1) * (rho - 6/(n^3-n)); | |
| 3426 | 109 t.dist = "stdnormal"; |
| 3200 | 110 cdf = stdnormal_cdf (t.stat); |
| 111 else | |
| 8664 | 112 error ("cor_test: method `%s' not recognized", METHOD); |
| 3200 | 113 endif |
| 114 | |
| 115 if (strcmp (ALTERNATIVE, "!=") || strcmp (ALTERNATIVE, "<>")) | |
| 116 t.pval = 2 * min (cdf, 1 - cdf); | |
| 117 elseif (strcmp (ALTERNATIVE, ">")) | |
| 118 t.pval = 1 - cdf; | |
| 119 elseif (strcmp (ALTERNATIVE, "<")) | |
| 120 t.pval = cdf; | |
| 121 else | |
| 3456 | 122 error ("cor_test: alternative `%s' not recognized", ALTERNATIVE); |
| 3200 | 123 endif |
| 124 | |
| 125 t.alternative = ALTERNATIVE; | |
| 126 | |
| 127 if (nargout == 0) | |
| 3456 | 128 printf ("pval: %g\n", t.pval); |
| 3200 | 129 endif |
| 3426 | 130 |
| 3200 | 131 endfunction |