Mercurial > octave
view scripts/statistics/tests/cor_test.m @ 15466:d174210ce1ec stable
use ' instead of ` in error messages, warnings and most comments
* intro.txi, io.txi, munge-texi.cc, octave.texi, cmd-edit.cc,
data-conv.cc, file-ops.cc, glob-match.h, kpse.cc, oct-env.cc,
oct-locbuf.h, oct-md5.cc, oct-rand.cc, general/interp2.m, doc.m,
get_first_help_sentence.m, help.m, print_usage.m,
__additional_help_message__.m, type.m, unimplemented.m, which.m,
cast.m, dir.m, license.m, mkoctfile.m, recycle.m, tempdir.m,
optimset.m, pkg/pkg.m, closereq.m, colstyle.m, __fltk_print__.m,
__gnuplot_print__.m, __go_draw_figure__.m, __pie__.m, __pltopt__.m,
__print_parse_opts__.m, uigetdir.m, uigetfile.m, uiputfile.m, stft.m,
mean.m, anova.m, cor_test.m, t_test_regression.m, __magick_read__.cc,
dlmread.cc, schur.cc, data.cc, debug.cc, defun-dld.h, defun.cc,
defun.h, dynamic-ld.cc, error.cc, error.h, gl-render.cc, graphics.cc,
gripes.cc, input.cc, lex.ll, load-path.cc, load-save.cc, ls-hdf5.cc,
ls-mat-ascii.cc, ls-mat4.cc, ls-mat5.cc, ls-oct-ascii.cc,
ls-oct-binary.cc, oct-hist.cc, oct-parse.yy, oct-stream.cc,
oct-stream.h, octave.cc, ov-base-diag.cc, ov-base.cc, ov-class.cc,
ov-colon.h, ov-struct.cc, ov-typeinfo.cc, ov.cc, pager.cc,
pr-output.cc, pt-binop.cc, pt-eval.cc, pt-id.cc, pt-idx.cc,
pt-misc.cc, pt-unop.cc, symtab.cc, symtab.h, toplev.cc, txt-eng-ft.cc,
utils.cc, variables.cc, test_eval-catch.m, test_try.m:
Use ' instead of ` in error messages, warnings, and most comments.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Mon, 01 Oct 2012 17:18:49 -0400 |
parents | 72c96de7a403 |
children | bc924baa2c4e |
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## Copyright (C) 1995-2012 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} {} cor_test (@var{x}, @var{y}, @var{alt}, @var{method}) ## Test whether two samples @var{x} and @var{y} come from uncorrelated ## populations. ## ## The optional argument string @var{alt} describes the alternative ## hypothesis, and can be @code{"!="} or @code{"<>"} (non-zero), ## @code{">"} (greater than 0), or @code{"<"} (less than 0). The ## default is the two-sided case. ## ## The optional argument string @var{method} specifies which ## correlation coefficient to use for testing. If @var{method} is ## @code{"pearson"} (default), the (usual) Pearson's product moment ## correlation coefficient is used. In this case, the data should come ## from a bivariate normal distribution. Otherwise, the other two ## methods offer nonparametric alternatives. If @var{method} is ## @code{"kendall"}, then Kendall's rank correlation tau is used. If ## @var{method} is @code{"spearman"}, then Spearman's rank correlation ## rho is used. Only the first character is necessary. ## ## The output is a structure with the following elements: ## ## @table @var ## @item pval ## The p-value of the test. ## ## @item stat ## The value of the test statistic. ## ## @item dist ## The distribution of the test statistic. ## ## @item params ## The parameters of the null distribution of the test statistic. ## ## @item alternative ## The alternative hypothesis. ## ## @item method ## The method used for testing. ## @end table ## ## If no output argument is given, the p-value is displayed. ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Adapted-by: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Test for zero correlation function t = cor_test (x, y, alt, method) if ((nargin < 2) || (nargin > 4)) print_usage (); endif if (!isvector (x) || !isvector (y) || length (x) != length (y)) error ("cor_test: X and Y must be vectors of the same length"); endif if (nargin < 3) alt = "!="; elseif (! ischar (alt)) error ("cor_test: ALT must be a string"); endif if (nargin < 4) method = "pearson"; elseif (! ischar (method)) error ("cor_test: METHOD must be a string"); endif n = length (x); m = method (1); if (m == "p") r = corr (x, y); df = n - 2; t.method = "Pearson's product moment correlation"; t.params = df; t.stat = sqrt (df) .* r / sqrt (1 - r.^2); t.dist = "t"; cdf = tcdf (t.stat, df); elseif (m == "k") tau = kendall (x, y); t.method = "Kendall's rank correlation tau"; t.params = []; t.stat = tau / sqrt ((2 * (2*n+5)) / (9*n*(n-1))); t.dist = "stdnormal"; cdf = stdnormal_cdf (t.stat); elseif (m == "s") rho = spearman (x, y); t.method = "Spearman's rank correlation rho"; t.params = []; t.stat = sqrt (n-1) * (rho - 6/(n^3-n)); t.dist = "stdnormal"; cdf = stdnormal_cdf (t.stat); else error ("cor_test: METHOD '%s' not recognized", method); endif if (strcmp (alt, "!=") || strcmp (alt, "<>")) t.pval = 2 * min (cdf, 1 - cdf); elseif (strcmp (alt, ">")) t.pval = 1 - cdf; elseif (strcmp (alt, "<")) t.pval = cdf; else error ("cor_test: alternative '%s' not recognized", alt); endif t.alternative = alt; if (nargout == 0) printf ("pval: %g\n", t.pval); endif endfunction