3200
|
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
3426
|
2 ## |
3200
|
3 ## This program is free software; you can redistribute it and/or modify |
|
4 ## it under the terms of the GNU General Public License as published by |
|
5 ## the Free Software Foundation; either version 2, or (at your option) |
|
6 ## any later version. |
3426
|
7 ## |
3200
|
8 ## This program is distributed in the hope that it will be useful, but |
|
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
|
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
3426
|
11 ## General Public License for more details. |
|
12 ## |
3200
|
13 ## You should have received a copy of the GNU General Public License |
|
14 ## along with this file. If not, write to the Free Software Foundation, |
|
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
|
16 |
|
17 ## usage: [pval, chisq, df] = chisquare_test_independence (X) |
|
18 ## |
|
19 ## Perform a chi-square test for indepence based on the contingency |
|
20 ## table X. |
|
21 ## |
|
22 ## Under the null hypothesis of independence, chisq approximately has a |
|
23 ## chi-square distribution with df degrees of freedom. pval is the |
|
24 ## p-value (1 minus the CDF of this distribution at chisq) of the test. |
|
25 ## |
|
26 ## If no output argument is given, the p-value is displayed. |
|
27 |
|
28 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
|
29 ## Description: Chi-square test for independence |
|
30 |
|
31 function [pval, chisq, df] = chisquare_test_independence (X) |
|
32 |
|
33 if (nargin != 1) |
|
34 usage ("chisquare_test_independence (X)"); |
|
35 endif |
3426
|
36 |
3238
|
37 [r, s] = size (X); |
|
38 df = (r - 1) * (s - 1); |
|
39 n = sum (sum (X)); |
|
40 Y = sum (X')' * sum (X) / n; |
|
41 X = (X - Y) .^2 ./ Y; |
3200
|
42 chisq = sum (sum (X)); |
|
43 pval = 1 - chisquare_cdf (chisq, df); |
3426
|
44 |
3200
|
45 if (nargout == 0) |
|
46 printf(" pval: %g\n", pval); |
|
47 endif |
|
48 |
|
49 endfunction |