diff scripts/statistics/tests/hotelling_test_2.m @ 3426:f8dde1807dee

[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents 781c930425fd
children d8b731d3f7a3
line wrap: on
line diff
--- a/scripts/statistics/tests/hotelling_test_2.m
+++ b/scripts/statistics/tests/hotelling_test_2.m
@@ -1,15 +1,15 @@
 ## Copyright (C) 1996, 1997  Kurt Hornik
-## 
+##
 ## This program is free software; you can redistribute it and/or modify
 ## it under the terms of the GNU General Public License as published by
 ## the Free Software Foundation; either version 2, or (at your option)
 ## any later version.
-## 
+##
 ## This program is distributed in the hope that it will be useful, but
 ## WITHOUT ANY WARRANTY; without even the implied warranty of
 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-## General Public License for more details. 
-## 
+## General Public License for more details.
+##
 ## You should have received a copy of the GNU General Public License
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
@@ -20,7 +20,7 @@
 ## same number of variables (columns), unknown means and unknown equal
 ## covariance matrices, test the null hypothesis mean (x) == mean (y).
 ##
-## Tsq is Hotelling's two-sample T^2.  Under the null, 
+## Tsq is Hotelling's two-sample T^2.  Under the null,
 ##    (n_x+n_y-p-1) T^2 / (p(n_x+n_y-2))
 ## has an F distribution with p and n_x+n_y-p-1 degrees of freedom,
 ## where n_x and n_y are the sample sizes and p is the number of
@@ -32,13 +32,13 @@
 
 ## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
 ## Description:  Compare means of two multivariate normals
-  
+
 function [pval, Tsq] = hotelling_test_2 (x, y)
-  
+
   if (nargin != 2)
     usage ("hotelling_test_2 (x, y)");
   endif
-  
+
   if (is_vector (x))
     n_x = length (x);
     if (! is_vector (y))
@@ -52,20 +52,20 @@
     [n_y, q] = size (y);
     if (p != q)
       error (strcat ("hotelling_test_2:  ",
-		     "x and y must have the same number of columns"));
+                     "x and y must have the same number of columns"));
     endif
   else
     error ("hotelling_test_2:  x and y must be matrices (or vectors)");
   endif
-  
+
   d    = mean (x) - mean (y);
   S    = ((n_x - 1) * cov (x) + (n_y - 1) * cov (y)) / (n_x + n_y - 2);
   Tsq  = (n_x * n_y / (n_x + n_y)) * d * (S \ d');
   pval = 1 - f_cdf ((n_x + n_y - p - 1) * Tsq / (p * (n_x + n_y - 2)),
-		    p, n_x + n_y - p - 1);
-	      
+                    p, n_x + n_y - p - 1);
+
   if (nargout == 0)
     printf ("  pval:  %g\n", pval);
   endif
-  
+
 endfunction
\ No newline at end of file