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annotate scripts/statistics/tests/chisquare_test_homogeneity.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents eb27ea9b7ff8
children d8b731d3f7a3
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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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17 ## usage: [pval, chisq, df] = chisquare_test_homogeneity (x, y, c)
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18 ##
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19 ## Given two samples x and y, perform a chisquare test for homogeneity
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20 ## of the null hypothesis that x and y come from the same distribution,
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21 ## based on the partition induced by the (strictly increasing) entries
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22 ## of c.
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23 ##
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24 ## For large samples, the test statistic chisq approximately follows a
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25 ## chisquare distribution with df = length(c) degrees pf freedom. pval
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26 ## is the p-value (1 minus the CDF of this distribution at chisq) of the
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27 ## test.
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28 ##
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29 ## If no output argument is given, the p-value is displayed.
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30
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31 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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32 ## Description: Chi-square test for homogeneity
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33
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34 function [pval, chisq, df] = chisquare_test_homogeneity (x, y, c)
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36 if (nargin != 3)
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37 usage ("[pval, chisq, df] = chisquare_test_homogeneity (x, y, c)");
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38 endif
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39
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40 if (! (is_vector(x) && is_vector(y) && is_vector(c)))
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41 error ("chisquare_test_homogeneity: x, y and c must be vectors");
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42 endif
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43 ## Now test c for strictly increasing entries
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44 df = length (c);
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45 if (any ( (c(2 : df) - c(1 : (df - 1))) <= 0))
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46 error ("chisquare_test_homogeneity: c must be increasing");
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47 endif
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49 c = [(reshape (c, 1, df)), Inf];
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50 l_x = length (x);
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51 x = reshape (x, l_x, 1);
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52 n_x = sum (x * ones (1, df+1) < ones (l_x, 1) * c);
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53 l_y = length (y);
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54 y = reshape (y, l_y, 1);
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55 n_y = sum(y * ones (1, df+1) < ones (l_y, 1) * c);
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56 chisq = l_x * l_y * sum ((n_x/l_x - n_y/l_y).^2 ./ (n_x + n_y));
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57 pval = 1 - chisquare_cdf (chisq, df);
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58
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59 if (nargout == 0)
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60 printf(" pval: %g\n", pval);
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61 endif
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62
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63 endfunction