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1 ## Copyright (C) 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2005, 2006, |
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2 ## 2007 Friedrich Leisch |
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3 ## |
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4 ## This file is part of Octave. |
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5 ## |
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6 ## Octave is free software; you can redistribute it and/or modify it |
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7 ## under the terms of the GNU General Public License as published by |
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8 ## the Free Software Foundation; either version 3 of the License, or (at |
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9 ## your option) any later version. |
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10 ## |
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11 ## Octave is distributed in the hope that it will be useful, but |
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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14 ## General Public License for more details. |
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15 ## |
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16 ## You should have received a copy of the GNU General Public License |
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17 ## along with Octave; see the file COPYING. If not, see |
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18 ## <http://www.gnu.org/licenses/>. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {[@var{pval}, @var{chisq}] =} run_test (@var{x}) |
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22 ## Perform a chi-square test with 6 degrees of freedom based on the |
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23 ## upward runs in the columns of @var{x}. Can be used to test whether |
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24 ## @var{x} contains independent data. |
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25 ## |
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26 ## The p-value of the test is returned in @var{pval}. |
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27 ## |
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28 ## If no output argument is given, the p-value is displayed. |
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29 ## @end deftypefn |
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30 |
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31 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
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32 ## Description: Run test for independence |
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33 |
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34 function [pval, chisq] = run_test (x) |
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35 |
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36 if (nargin != 1) |
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37 print_usage (); |
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38 endif |
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39 |
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40 A = [4529.4, 9044.9, 13568, 18091, 22615, 27892; |
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41 9044.4, 18097, 27139, 36187, 45234, 55789; |
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42 13568, 27139, 40721, 54281, 67852, 83685; |
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43 18091, 36187, 54281, 72414, 90470, 111580; |
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44 22615, 45234, 67852, 90470, 113262, 139476; |
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45 27892, 55789, 83685, 111580, 139476, 172860]; |
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46 |
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47 b = [1/6; 5/24; 11/120; 19/720; 29/5040; 1/840]; |
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48 |
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49 n = rows (x); |
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50 r = run_count (x, 6) - n * b * ones (1, columns(x)); |
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51 |
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52 chisq = diag (r' * A * r)' / n; |
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53 pval = chisquare_cdf (chisq, 6); |
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54 |
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55 if (nargout == 0) |
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56 printf("pval: %g\n", pval); |
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57 endif |
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58 |
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59 endfunction |
