Mercurial > octave-libtiff
view scripts/statistics/tests/z_test.m @ 20174:d9341b422488 stable
doc: Update more docstrings to have one sentence summary as first line.
Reviewed statistics/ and @ftp/ in scripts directory.
* scripts/@ftp/ascii.m, scripts/@ftp/binary.m, scripts/@ftp/cd.m,
scripts/@ftp/dir.m, scripts/@ftp/ftp.m, scripts/@ftp/mget.m,
scripts/@ftp/mput.m, scripts/statistics/base/center.m,
scripts/statistics/base/cloglog.m, scripts/statistics/base/cov.m,
scripts/statistics/base/gls.m, scripts/statistics/base/histc.m,
scripts/statistics/base/iqr.m, scripts/statistics/base/kendall.m,
scripts/statistics/base/kurtosis.m, scripts/statistics/base/logit.m,
scripts/statistics/base/lscov.m, scripts/statistics/base/mahalanobis.m,
scripts/statistics/base/mean.m, scripts/statistics/base/meansq.m,
scripts/statistics/base/median.m, scripts/statistics/base/mode.m,
scripts/statistics/base/moment.m, scripts/statistics/base/ols.m,
scripts/statistics/base/ppplot.m, scripts/statistics/base/prctile.m,
scripts/statistics/base/probit.m, scripts/statistics/base/range.m,
scripts/statistics/base/ranks.m, scripts/statistics/base/run_count.m,
scripts/statistics/base/runlength.m, scripts/statistics/base/skewness.m,
scripts/statistics/base/spearman.m, scripts/statistics/base/statistics.m,
scripts/statistics/base/std.m, scripts/statistics/base/table.m,
scripts/statistics/base/var.m, scripts/statistics/base/zscore.m,
scripts/statistics/distributions/betainv.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/cauchy_cdf.m,
scripts/statistics/distributions/cauchy_inv.m,
scripts/statistics/distributions/cauchy_pdf.m,
scripts/statistics/distributions/chi2cdf.m,
scripts/statistics/distributions/chi2inv.m,
scripts/statistics/distributions/chi2pdf.m,
scripts/statistics/distributions/discrete_cdf.m,
scripts/statistics/distributions/discrete_inv.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/empirical_cdf.m,
scripts/statistics/distributions/empirical_inv.m,
scripts/statistics/distributions/empirical_pdf.m,
scripts/statistics/distributions/expcdf.m,
scripts/statistics/distributions/expinv.m,
scripts/statistics/distributions/exppdf.m,
scripts/statistics/distributions/finv.m,
scripts/statistics/distributions/fpdf.m,
scripts/statistics/distributions/gamcdf.m,
scripts/statistics/distributions/gaminv.m,
scripts/statistics/distributions/gampdf.m,
scripts/statistics/distributions/geoinv.m,
scripts/statistics/distributions/geopdf.m,
scripts/statistics/distributions/hygecdf.m,
scripts/statistics/distributions/hygeinv.m,
scripts/statistics/distributions/hygepdf.m,
scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
scripts/statistics/distributions/laplace_cdf.m,
scripts/statistics/distributions/laplace_inv.m,
scripts/statistics/distributions/laplace_pdf.m,
scripts/statistics/distributions/logistic_inv.m,
scripts/statistics/distributions/logncdf.m,
scripts/statistics/distributions/logninv.m,
scripts/statistics/distributions/lognpdf.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normcdf.m,
scripts/statistics/distributions/norminv.m,
scripts/statistics/distributions/normpdf.m,
scripts/statistics/distributions/poisscdf.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poisspdf.m,
scripts/statistics/distributions/stdnormal_cdf.m,
scripts/statistics/distributions/stdnormal_pdf.m,
scripts/statistics/distributions/tcdf.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/tpdf.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidinv.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifcdf.m,
scripts/statistics/distributions/unifinv.m,
scripts/statistics/distributions/wblcdf.m,
scripts/statistics/distributions/wblinv.m,
scripts/statistics/distributions/wblpdf.m,
scripts/statistics/distributions/wienrnd.m,
scripts/statistics/models/private/logistic_regression_derivatives.m,
scripts/statistics/models/private/logistic_regression_likelihood.m,
scripts/statistics/tests/anova.m,
scripts/statistics/tests/chisquare_test_homogeneity.m,
scripts/statistics/tests/chisquare_test_independence.m,
scripts/statistics/tests/cor_test.m,
scripts/statistics/tests/f_test_regression.m,
scripts/statistics/tests/hotelling_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test_2.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/manova.m, scripts/statistics/tests/mcnemar_test.m,
scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/run_test.m,
scripts/statistics/tests/sign_test.m, scripts/statistics/tests/t_test.m,
scripts/statistics/tests/t_test_2.m,
scripts/statistics/tests/t_test_regression.m,
scripts/statistics/tests/u_test.m, scripts/statistics/tests/var_test.m,
scripts/statistics/tests/welch_test.m,
scripts/statistics/tests/wilcoxon_test.m, scripts/statistics/tests/z_test.m,
scripts/statistics/tests/z_test_2.m:
Update more docstrings to have one sentence summary as first line.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 10 May 2015 16:07:41 -0700 |
parents | 9fc020886ae9 |
children | 516bb87ea72e |
line wrap: on
line source
## Copyright (C) 1995-2015 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}] =} z_test (@var{x}, @var{m}, @var{v}, @var{alt}) ## Perform a Z-test of the null hypothesis @code{mean (@var{x}) == @var{m}} ## for a sample @var{x} from a normal distribution with unknown mean and known ## variance @var{v}. ## ## Under the null, the test statistic @var{z} follows a standard normal ## distribution. ## ## With the optional argument string @var{alt}, the alternative of interest ## can be selected. If @var{alt} is @qcode{"!="} or @qcode{"<>"}, the null ## is tested against the two-sided alternative ## @code{mean (@var{x}) != @var{m}}. If @var{alt} is @qcode{">"}, the ## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered. ## Similarly for @qcode{"<"}, the one-sided alternative ## @code{mean (@var{x}) < @var{m}} 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 along ## with some information. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Test for mean of a normal sample with known variance function [pval, z] = z_test (x, m, v, alt) if (nargin < 3 || nargin > 4) print_usage (); endif if (! isvector (x)) error ("z_test: X must be a vector"); endif if (! isscalar (m)) error ("z_test: M must be a scalar"); endif if (! (isscalar (v) && (v > 0))) error ("z_test: V must be a positive scalar"); endif n = length (x); z = sqrt (n/v) * (sum (x) / n - m); cdf = stdnormal_cdf (z); if (nargin == 3) alt = "!="; endif if (! ischar (alt)) error ("z_test: ALT must be a string"); elseif (strcmp (alt, "!=") || strcmp (alt, "<>")) pval = 2 * min (cdf, 1 - cdf); elseif (strcmp (alt, ">")) pval = 1 - cdf; elseif (strcmp (alt, "<")) pval = cdf; else error ("z_test: option %s not recognized", alt); endif if (nargout == 0) s = ["Z-test of mean(x) == %g against mean(x) %s %g,\n", ... "with known var(x) == %g:\n", ... " pval = %g\n"]; printf (s, m, alt, m, v, pval); endif endfunction %!test %! ## Two-sided (also the default option) %! x = rand (10,1); n = length (x); %! u0 = 0.5; v = 1/12; # true mean, var %! pval = z_test (x, u0, v, "!="); %! if (mean (x) >= u0) %! zval = abs (norminv (0.5*pval)); %! else %! zval = -abs (norminv (0.5*pval)); %! endif %! unew = zval * sqrt (v/n) + u0; %! assert (mean (x), unew, 100*eps); %!test %! x = rand (10,1); n = length (x); %! u0 = 0.5; v = 1/12; %! pval = z_test (x, u0, v, ">"); %! zval = norminv (1-pval); %! unew = zval * sqrt (v/n) + u0; %! assert (mean (x), unew, 100*eps); %!test %! x = rand (10,1); n = length (x); %! u0 = 0.5; v = 1/12; %! pval = z_test (x, u0, v, "<"); %! zval = norminv (pval); %! unew = zval * sqrt (v/n) + u0; %! assert (mean (x), unew, 100*eps);