Mercurial > hg > octave-nkf
view scripts/statistics/tests/sign_test.m @ 3457:e031284eea27
[project @ 2000-01-19 08:49:56 by jwe]
author | jwe |
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date | Wed, 19 Jan 2000 08:50:14 +0000 |
parents | 434790acb067 |
children | 38c61cbf086c |
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## Copyright (C) 1995, 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. ## ## 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. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{pval}, @var{b}, @var{n}] =} sign_test (@var{x}, @var{y}, @var{alt}) ## For two matched-pair samples @var{x} and @var{y}, perform a sign test ## of the null hypothesis PROB (@var{x} > @var{y}) == PROB (@var{x} < ## @var{y}) == 1/2. Under the null, the test statistic @var{b} roughly ## follows a binomial distribution with parameters @code{@var{n} = sum ## (@var{x} != @var{y})} and @var{p} = 1/2. ## ## With the optional argument @code{alt}, the alternative of interest ## can be selected. If @var{alt} is @code{"!="} or @code{"<>"}, the ## null hypothesis is tested against the two-sided alternative PROB ## (@var{x} < @var{y}) != 1/2. If @var{alt} is @code{">"}, the ## one-sided alternative PROB (@var{x} > @var{y}) > 1/2 ("x is ## stochastically greater than y") is considered. Similarly for ## @code{"<"}, the one-sided alternative PROB (@var{x} > @var{y}) < 1/2 ## ("x is stochastically less than y") is considered. 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@ci.tuwien.ac.at> ## Description: Sign test function [pval, b, n] = sign_test (x, y, alt) if ((nargin < 2) || (nargin > 3)) usage ("[pval, b, n] = sign_test (x, y, alt)"); endif if (! (is_vector (x) && is_vector (y) && (length (x) == length (y)))) error ("sign_test: x and y must be vectors of the same length"); endif n = length (x); x = reshape (x, 1, n); y = reshape (y, 1, n); n = sum (x != y); b = sum (x > y); cdf = binomial_cdf (b, n, 1/2); if (nargin == 2) alt = "!="; endif if (! isstr (alt)) error ("sign_test: 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 ("sign_test: option %s not recognized", alt); endif if (nargout == 0) printf (" pval: %g\n", pval); endif endfunction