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1 ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## usage: [pval, chisq] = run_test (x) |
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18 ## |
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19 ## Performs a chi-square test with 6 degrees of freedom based on the |
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20 ## upward runs in the columns of x. Can be used to test whether x |
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21 ## contains independent data. |
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22 ## |
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23 ## If no output argument is given, the pval is displayed. |
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24 |
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25 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
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26 ## Description: Run test for independence |
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27 |
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28 function [pval, chisq] = run_test (x) |
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29 |
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30 if (nargin != 1) |
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31 usage ("run_test (x)"); |
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32 endif |
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33 |
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34 A = [ 4529.4 9044.9 13568 18091 22615 27892 |
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35 9044.4 18097 27139 36187 45234 55789 |
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36 13568 27139 40721 54281 67852 83685 |
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37 18091 36187 54281 72414 90470 111580 |
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38 22615 45234 67852 90470 113262 139476 |
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39 27892 55789 83685 111580 139476 172860 ]; |
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40 |
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41 b = [1/6; 5/24; 11/120; 19/720; 29/5040; 1/840]; |
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42 |
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43 n = rows (x); |
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44 r = run_count (x, 6) - n * b * ones (1, columns(x)); |
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45 |
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46 chisq = diag (r' * A * r)' / n; |
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47 pval = chisquare_cdf (chisq, 6); |
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48 |
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49 if (nargout == 0) |
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50 printf("pval: %g\n", pval); |
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51 endif |
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52 |
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53 endfunction |