Mercurial > hg > octave-lyh
annotate scripts/statistics/tests/sign_test.m @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Mon, 02 Jan 2012 14:25:41 -0500 |
| parents | fd0a3ac60b0e |
| children | 86854d032a37 |
| rev | line source |
|---|---|
|
14138
72c96de7a403
maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
1 ## Copyright (C) 1995-2012 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 | |
| 7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
| 8 ## your option) 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 |
| 7016 | 16 ## along with Octave; see the file COPYING. If not, see |
| 17 ## <http://www.gnu.org/licenses/>. | |
| 3200 | 18 |
| 3454 | 19 ## -*- texinfo -*- |
| 20 ## @deftypefn {Function File} {[@var{pval}, @var{b}, @var{n}] =} sign_test (@var{x}, @var{y}, @var{alt}) | |
| 21 ## For two matched-pair samples @var{x} and @var{y}, perform a sign test | |
| 22 ## of the null hypothesis PROB (@var{x} > @var{y}) == PROB (@var{x} < | |
| 23 ## @var{y}) == 1/2. Under the null, the test statistic @var{b} roughly | |
| 24 ## follows a binomial distribution with parameters @code{@var{n} = sum | |
| 25 ## (@var{x} != @var{y})} and @var{p} = 1/2. | |
| 3200 | 26 ## |
| 3454 | 27 ## With the optional argument @code{alt}, the alternative of interest |
| 28 ## can be selected. If @var{alt} is @code{"!="} or @code{"<>"}, the | |
| 29 ## null hypothesis is tested against the two-sided alternative PROB | |
| 30 ## (@var{x} < @var{y}) != 1/2. If @var{alt} is @code{">"}, the | |
| 31 ## one-sided alternative PROB (@var{x} > @var{y}) > 1/2 ("x is | |
| 3457 | 32 ## stochastically greater than y") is considered. Similarly for |
| 33 ## @code{"<"}, the one-sided alternative PROB (@var{x} > @var{y}) < 1/2 | |
| 34 ## ("x is stochastically less than y") is considered. The default is | |
| 35 ## the two-sided case. | |
| 3200 | 36 ## |
| 3454 | 37 ## The p-value of the test is returned in @var{pval}. |
| 3426 | 38 ## |
| 3200 | 39 ## If no output argument is given, the p-value of the test is displayed. |
| 3454 | 40 ## @end deftypefn |
| 3200 | 41 |
| 5428 | 42 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 43 ## Description: Sign test |
| 3200 | 44 |
| 45 function [pval, b, n] = sign_test (x, y, alt) | |
| 46 | |
| 47 if ((nargin < 2) || (nargin > 3)) | |
| 6046 | 48 print_usage (); |
| 3200 | 49 endif |
| 3426 | 50 |
| 4030 | 51 if (! (isvector (x) && isvector (y) && (length (x) == length (y)))) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
7017
diff
changeset
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52 error ("sign_test: X and Y must be vectors of the same length"); |
| 3200 | 53 endif |
| 54 | |
| 55 n = length (x); | |
| 56 x = reshape (x, 1, n); | |
| 57 y = reshape (y, 1, n); | |
| 58 n = sum (x != y); | |
| 59 b = sum (x > y); | |
| 60 cdf = binomial_cdf (b, n, 1/2); | |
| 3426 | 61 |
| 3200 | 62 if (nargin == 2) |
| 63 alt = "!="; | |
| 64 endif | |
| 65 | |
| 5443 | 66 if (! ischar (alt)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
7017
diff
changeset
|
67 error ("sign_test: ALT must be a string"); |
| 3200 | 68 endif |
| 69 if (strcmp (alt, "!=") || strcmp (alt, "<>")) | |
| 70 pval = 2 * min (cdf, 1 - cdf); | |
| 71 elseif strcmp (alt, ">") | |
| 72 pval = 1 - cdf; | |
| 73 elseif strcmp (alt, "<") | |
| 74 pval = cdf; | |
| 75 else | |
| 3456 | 76 error ("sign_test: option %s not recognized", alt); |
| 3200 | 77 endif |
| 3426 | 78 |
| 3200 | 79 if (nargout == 0) |
| 3456 | 80 printf (" pval: %g\n", pval); |
| 3200 | 81 endif |
| 3426 | 82 |
| 3200 | 83 endfunction |