view scripts/statistics/tests/prop_test_2.m @ 12856:cad4cba03f19

Deprecate corrcoef, cor and replace with Matlab equivalent corr The value calculated by Octave's corrcoef and cor are the same as the value calculated by the Matlab function corr. Use MathWorks naming convention for this functionality. * corr.m: New file with functionality of corrcoef.m * cov.m, kendall.m, spearman.m, cor_test.m: Adjust scripts to call corr() * statistics/base/module.mk, deprecated/module.mk: Inform Automake about deprecated functions * NEWS: Inform users about deprecation * stats.txi: Add corr() to documentation.
author Rik <octave@nomad.inbox5.com>
date Sat, 16 Jul 2011 20:38:00 -0700
parents fd0a3ac60b0e
children 72c96de7a403
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## Copyright (C) 1996-2011 Kurt Hornik
##
## This file is part of Octave.
##
## Octave 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 3 of the License, or (at
## your option) any later version.
##
## Octave 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.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {[@var{pval}, @var{z}] =} prop_test_2 (@var{x1}, @var{n1}, @var{x2}, @var{n2}, @var{alt})
## If @var{x1} and @var{n1} are the counts of successes and trials in
## one sample, and @var{x2} and @var{n2} those in a second one, test the
## null hypothesis that the success probabilities @var{p1} and @var{p2}
## are the same.  Under the null, the test statistic @var{z}
## approximately follows a standard normal distribution.
##
## With the optional argument string @var{alt}, the alternative of
## interest can be selected.  If @var{alt} is @code{"!="} or
## @code{"<>"}, the null is tested against the two-sided alternative
## @var{p1} != @var{p2}.  If @var{alt} is @code{">"}, the one-sided
## alternative @var{p1} > @var{p2} is used.  Similarly for @code{"<"},
## the one-sided alternative @var{p1} < @var{p2} is used.
## The default is the two-sided case.
##
## The p-value of the test is returned in @var{pval}.
##
## If no output argument is given, the p-value of the test is displayed.
## @end deftypefn

## Author: KH <Kurt.Hornik@wu-wien.ac.at>
## Description: Compare two proportions

function [pval, z] = prop_test_2 (x1, n1, x2, n2, alt)

  if ((nargin < 4) || (nargin > 5))
        print_usage ();
  endif

  ## Could do sanity checking on x1, n1, x2, n2 here

  p1  = x1 / n1;
  p2  = x2 / n2;
  pc  = (x1 + x2) / (n1 + n2);

  z   = (p1 - p2) / sqrt (pc * (1 - pc) * (1/n1 + 1/n2));

  cdf = stdnormal_cdf (z);

  if (nargin == 4)
    alt  = "!=";
  endif

  if (! ischar (alt))
    error ("prop_test_2: ALT must be a string");
  endif
  if (strcmp (alt, "!=") || strcmp (alt, "<>"))
    pval = 2 * min (cdf, 1 - cdf);
  elseif strcmp (alt, ">")
    pval = 1 - cdf;
  elseif strcmp (alt, "<")
    pval = cdf;
  else
    error ("prop_test_2: option %s not recognized", alt);
  endif

  if (nargout == 0)
    printf ("  pval: %g\n", pval);
  endif

endfunction