|
3200
|
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
|
3426
|
2 ## |
|
3922
|
3 ## This file is part of Octave. |
|
|
4 ## |
|
|
5 ## Octave is free software; you can redistribute it and/or modify it |
|
|
6 ## under the terms of the GNU General Public License as published by |
|
3200
|
7 ## the Free Software Foundation; either version 2, or (at your option) |
|
|
8 ## any later version. |
|
3426
|
9 ## |
|
3922
|
10 ## Octave is distributed in the hope that it will be useful, but |
|
3200
|
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
|
|
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
|
3426
|
13 ## General Public License for more details. |
|
|
14 ## |
|
3200
|
15 ## You should have received a copy of the GNU General Public License |
|
3922
|
16 ## along with Octave; see the file COPYING. If not, write to the Free |
|
5307
|
17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
|
|
18 ## 02110-1301, USA. |
|
3200
|
19 |
|
3454
|
20 ## -*- texinfo -*- |
|
|
21 ## @deftypefn {Function File} {[@var{pval}, @var{f}, @var{df_num}, @var{df_den}] =} var_test (@var{x}, @var{y}, @var{alt}) |
|
|
22 ## For two samples @var{x} and @var{y} from normal distributions with |
|
|
23 ## unknown means and unknown variances, perform an F-test of the null |
|
|
24 ## hypothesis of equal variances. Under the null, the test statistic f |
|
|
25 ## follows an F-distribution with df_num and df_den degrees of freedom. |
|
3200
|
26 ## |
|
3454
|
27 ## With the optional argument string @var{alt}, the alternative of |
|
|
28 ## interest can be selected. If @var{alt} is @code{"!="} or |
|
|
29 ## @code{"<>"}, the null is tested against the two-sided alternative |
|
|
30 ## @code{var (@var{x}) != var (@var{y})}. If @var{alt} is @code{">"}, |
|
|
31 ## the one-sided alternative @code{var (@var{x}) > var (@var{y})} is |
|
3457
|
32 ## used. Similarly for "<", the one-sided alternative @code{var |
|
|
33 ## (@var{x}) > var (@var{y})} is used. The default is the two-sided |
|
|
34 ## case. |
|
3200
|
35 ## |
|
3454
|
36 ## The p-value of the test is returned in @var{pval}. |
|
3426
|
37 ## |
|
3200
|
38 ## If no output argument is given, the p-value of the test is displayed. |
|
3454
|
39 ## @end deftypefn |
|
3200
|
40 |
|
5428
|
41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
|
3456
|
42 ## Description: F test to compare two variances |
|
3200
|
43 |
|
|
44 function [pval, f, df_num, df_den] = var_test (x, y, alt) |
|
3426
|
45 |
|
3200
|
46 if ((nargin < 2) || (nargin > 3)) |
|
6046
|
47 print_usage (); |
|
3200
|
48 endif |
|
3426
|
49 |
|
4030
|
50 if (! (isvector (x) && isvector (y))) |
|
3456
|
51 error ("var_test: both x and y must be vectors"); |
|
3200
|
52 endif |
|
|
53 |
|
|
54 df_num = length (x) - 1; |
|
|
55 df_den = length (y) - 1; |
|
|
56 f = var (x) / var (y); |
|
|
57 cdf = f_cdf (f, df_num, df_den); |
|
3426
|
58 |
|
3200
|
59 if (nargin == 2) |
|
|
60 alt = "!="; |
|
|
61 endif |
|
3426
|
62 |
|
5443
|
63 if (! ischar (alt)) |
|
3456
|
64 error ("var_test: alt must be a string"); |
|
3200
|
65 endif |
|
|
66 if (strcmp (alt, "!=") || strcmp (alt, "<>")) |
|
|
67 pval = 2 * min (cdf, 1 - cdf); |
|
|
68 elseif (strcmp (alt, ">")) |
|
|
69 pval = 1 - cdf; |
|
|
70 elseif (strcmp (alt, "<")) |
|
|
71 pval = cdf; |
|
|
72 else |
|
3456
|
73 error ("var_test: option %s not recognized", alt); |
|
3200
|
74 endif |
|
3426
|
75 |
|
3200
|
76 if (nargout == 0) |
|
3456
|
77 printf ("pval: %g\n", pval); |
|
3200
|
78 endif |
|
|
79 |
|
|
80 endfunction |
