Mercurial > hg > octave-lyh
annotate scripts/statistics/tests/var_test.m @ 14200:64d9f33313cc stable rc-3-6-0-1
3.6.0-rc1 release candidate
* configure.ac (AC_INIT): Version is now 3.6.0-rc1.
(OCTAVE_RELEASE_DATE): Now 2012-01-12.
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Thu, 12 Jan 2012 14:31:50 -0500 |
| parents | 72c96de7a403 |
| children | bc924baa2c4e |
| rev | line source |
|---|---|
|
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maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
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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{f}, @var{df_num}, @var{df_den}] =} var_test (@var{x}, @var{y}, @var{alt}) | |
| 21 ## For two samples @var{x} and @var{y} from normal distributions with | |
| 22 ## unknown means and unknown variances, perform an F-test of the null | |
| 6754 | 23 ## hypothesis of equal variances. Under the null, the test statistic |
| 24 ## @var{f} follows an F-distribution with @var{df_num} and @var{df_den} | |
| 25 ## 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))) |
|
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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>
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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); | |
|
13752
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Change f_cdf references to fcdf in statistics/test directory (Bug #34628)
Rik <octave@nomad.inbox5.com>
parents:
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changeset
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57 cdf = fcdf (f, df_num, df_den); |
| 3426 | 58 |
| 3200 | 59 if (nargin == 2) |
| 60 alt = "!="; | |
| 61 endif | |
| 3426 | 62 |
| 5443 | 63 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
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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 |