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annotate scripts/statistics/tests/z_test_2.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 | 72c96de7a403 |
| 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}] =} z_test_2 (@var{x}, @var{y}, @var{v_x}, @var{v_y}, @var{alt}) | |
| 21 ## For two samples @var{x} and @var{y} from normal distributions with | |
| 22 ## unknown means and known variances @var{v_x} and @var{v_y}, perform a | |
| 23 ## Z-test of the hypothesis of equal means. Under the null, the test | |
| 24 ## statistic @var{z} follows a standard normal distribution. | |
| 3200 | 25 ## |
| 3454 | 26 ## With the optional argument string @var{alt}, the alternative of |
| 27 ## interest can be selected. If @var{alt} is @code{"!="} or | |
| 28 ## @code{"<>"}, the null is tested against the two-sided alternative | |
| 29 ## @code{mean (@var{x}) != mean (@var{y})}. If alt is @code{">"}, the | |
| 3457 | 30 ## one-sided alternative @code{mean (@var{x}) > mean (@var{y})} is used. |
| 31 ## Similarly for @code{"<"}, the one-sided alternative @code{mean | |
| 32 ## (@var{x}) < mean (@var{y})} is used. The default is the two-sided | |
| 33 ## case. | |
| 3200 | 34 ## |
| 3454 | 35 ## The p-value of the test is returned in @var{pval}. |
| 3426 | 36 ## |
| 3200 | 37 ## If no output argument is given, the p-value of the test is displayed |
| 38 ## along with some information. | |
| 3454 | 39 ## @end deftypefn |
| 3200 | 40 |
| 5428 | 41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 42 ## Description: Compare means of two normal samples with known variances |
| 3200 | 43 |
| 44 function [pval, z] = z_test_2 (x, y, v_x, v_y, alt) | |
| 3426 | 45 |
| 3200 | 46 if ((nargin < 4) || (nargin > 5)) |
| 6046 | 47 print_usage (); |
| 3200 | 48 endif |
| 3426 | 49 |
| 4030 | 50 if (! (isvector (x) && isvector (y))) |
|
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Rik <octave@nomad.inbox5.com>
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51 error("z_test_2: both X and Y must be vectors"); |
| 4030 | 52 elseif (! (isscalar (v_x) && (v_x > 0) |
| 53 && isscalar (v_y) && (v_y > 0))) | |
|
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Rik <octave@nomad.inbox5.com>
parents:
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diff
changeset
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54 error ("z_test_2: both V_X and V_Y must be positive scalars"); |
| 3200 | 55 endif |
| 3426 | 56 |
| 3200 | 57 n_x = length (x); |
| 58 n_y = length (y); | |
| 59 mu_x = sum (x) / n_x; | |
| 60 mu_y = sum (y) / n_y; | |
| 61 z = (mu_x - mu_y) / sqrt (v_x / n_x + v_y / n_y); | |
| 62 cdf = stdnormal_cdf (z); | |
| 3426 | 63 |
| 3200 | 64 if (nargin == 4) |
| 65 alt = "!="; | |
| 66 endif | |
| 67 | |
| 5443 | 68 if (! ischar (alt)) |
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11472
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Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
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changeset
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69 error ("z_test_2: ALT must be a string"); |
| 3200 | 70 elseif (strcmp (alt, "!=") || strcmp (alt, "<>")) |
| 71 pval = 2 * min (cdf, 1 - cdf); | |
| 72 elseif (strcmp (alt, ">")) | |
| 73 pval = 1 - cdf; | |
| 74 elseif (strcmp (alt, "<")) | |
| 75 pval = cdf; | |
| 76 else | |
| 3456 | 77 error ("z_test_2: option %s not recognized", alt); |
| 3200 | 78 endif |
| 3426 | 79 |
| 3200 | 80 if (nargout == 0) |
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81 s = cstrcat ("Two-sample Z-test of mean(x) == mean(y) against ", |
| 3426 | 82 "mean(x) %s mean(y),\n", |
| 83 "with known var(x) == %g and var(y) == %g:\n", | |
| 84 " pval = %g\n"); | |
| 3200 | 85 printf (s, alt, v_x, v_y, pval); |
| 86 endif | |
| 87 | |
| 88 endfunction |