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annotate scripts/statistics/tests/wilcoxon_test.m @ 11523:fd0a3ac60b0e
update copyright notices
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Fri, 14 Jan 2011 05:47:45 -0500 |
| parents | 1740012184f9 |
| children | b80b18f537ca |
| rev | line source |
|---|---|
| 11523 | 1 ## Copyright (C) 1995-2011 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{z}] =} wilcoxon_test (@var{x}, @var{y}, @var{alt}) | |
| 21 ## For two matched-pair sample vectors @var{x} and @var{y}, perform a | |
| 22 ## Wilcoxon signed-rank test of the null hypothesis PROB (@var{x} > | |
| 23 ## @var{y}) == 1/2. Under the null, the test statistic @var{z} | |
| 6701 | 24 ## approximately follows a standard normal distribution when @var{n} > 25. |
| 25 ## | |
| 26 ## @strong{Warning}: This function assumes a normal distribution for @var{z} | |
|
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Grammarcheck the documentation from m-files.
Rik <octave@nomad.inbox5.com>
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27 ## and thus is invalid for @var{n} @leq{} 25. |
| 3200 | 28 ## |
| 3454 | 29 ## With the optional argument string @var{alt}, the alternative of |
| 30 ## interest can be selected. If @var{alt} is @code{"!="} or | |
| 31 ## @code{"<>"}, the null is tested against the two-sided alternative | |
| 32 ## PROB (@var{x} > @var{y}) != 1/2. If alt is @code{">"}, the one-sided | |
| 3457 | 33 ## alternative PROB (@var{x} > @var{y}) > 1/2 is considered. Similarly |
| 34 ## for @code{"<"}, the one-sided alternative PROB (@var{x} > @var{y}) < | |
| 35 ## 1/2 is considered. The default is 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: Wilcoxon signed-rank test |
| 3426 | 44 |
| 3200 | 45 function [pval, z] = wilcoxon_test (x, y, alt) |
| 3426 | 46 |
| 6701 | 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)))) |
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Rik <octave@nomad.inbox5.com>
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52 error ("wilcoxon_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 d = x - y; | |
| 59 d = d (find (d != 0)); | |
| 60 n = length (d); | |
| 6701 | 61 if (n > 25) |
| 3200 | 62 r = ranks (abs (d)); |
| 63 z = sum (r (find (d > 0))); | |
| 64 z = ((z - n * (n + 1) / 4) / sqrt (n * (n + 1) * (2 * n + 1) / 24)); | |
| 65 else | |
| 6701 | 66 error ("wilcoxon_test: implementation requires more than 25 different pairs"); |
| 3200 | 67 endif |
| 68 | |
| 69 cdf = stdnormal_cdf (z); | |
| 3426 | 70 |
| 3200 | 71 if (nargin == 2) |
| 72 alt = "!="; | |
| 73 endif | |
| 74 | |
| 5443 | 75 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:
10793
diff
changeset
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76 error("wilcoxon_test: ALT must be a string"); |
| 3200 | 77 elseif (strcmp (alt, "!=") || strcmp (alt, "<>")) |
| 78 pval = 2 * min (cdf, 1 - cdf); | |
| 79 elseif (strcmp (alt, ">")) | |
| 80 pval = 1 - cdf; | |
| 81 elseif (strcmp (alt, "<")) | |
| 82 pval = cdf; | |
| 83 else | |
| 3456 | 84 error ("wilcoxon_test: option %s not recognized", alt); |
| 3200 | 85 endif |
| 86 | |
| 87 if (nargout == 0) | |
| 3456 | 88 printf (" pval: %g\n", pval); |
| 3200 | 89 endif |
| 3426 | 90 |
| 3200 | 91 endfunction |