Mercurial > octave-nkf
annotate scripts/statistics/tests/t_test.m @ 11472:1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
| author | Rik <octave@nomad.inbox5.com> |
|---|---|
| date | Sun, 09 Jan 2011 21:33:04 -0800 |
| parents | ec34c7acd057 |
| children | fd0a3ac60b0e |
| rev | line source |
|---|---|
| 7017 | 1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007 |
| 2 ## Kurt Hornik | |
| 3426 | 3 ## |
| 3922 | 4 ## This file is part of Octave. |
| 5 ## | |
| 6 ## Octave is free software; you can redistribute it and/or modify it | |
| 7 ## under the terms of the GNU General Public License as published by | |
| 7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
| 9 ## your option) any later version. | |
| 3426 | 10 ## |
| 3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
| 3200 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 14 ## General Public License for more details. |
| 15 ## | |
| 3200 | 16 ## You should have received a copy of the GNU General Public License |
| 7016 | 17 ## along with Octave; see the file COPYING. If not, see |
| 18 ## <http://www.gnu.org/licenses/>. | |
| 3200 | 19 |
| 3454 | 20 ## -*- texinfo -*- |
| 21 ## @deftypefn {Function File} {[@var{pval}, @var{t}, @var{df}] =} t_test (@var{x}, @var{m}, @var{alt}) | |
| 22 ## For a sample @var{x} from a normal distribution with unknown mean and | |
| 23 ## variance, perform a t-test of the null hypothesis @code{mean | |
| 24 ## (@var{x}) == @var{m}}. Under the null, the test statistic @var{t} | |
| 25 ## follows a Student distribution with @code{@var{df} = length (@var{x}) | |
| 26 ## - 1} degrees of freedom. | |
| 3200 | 27 ## |
| 3454 | 28 ## With the optional argument string @var{alt}, the alternative of |
| 29 ## interest can be selected. If @var{alt} is @code{"!="} or | |
| 30 ## @code{"<>"}, the null is tested against the two-sided alternative | |
| 31 ## @code{mean (@var{x}) != @var{m}}. If @var{alt} is @code{">"}, the | |
| 3457 | 32 ## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered. |
| 33 ## Similarly for @var{"<"}, the one-sided alternative @code{mean | |
| 7001 | 34 ## (@var{x}) < @var{m}} is considered. The default is the two-sided |
| 3457 | 35 ## case. |
| 3200 | 36 ## |
| 3454 | 37 ## The p-value of the test is returned in @var{pval}. |
| 3426 | 38 ## |
| 3200 | 39 ## If no output argument is given, the p-value of the test is displayed. |
| 3454 | 40 ## @end deftypefn |
| 3426 | 41 |
| 5428 | 42 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 43 ## Description: Student's one-sample t test |
| 3200 | 44 |
| 45 function [pval, t, df] = t_test (x, m, alt) | |
| 3426 | 46 |
| 3200 | 47 if ((nargin < 2) || (nargin > 3)) |
| 6046 | 48 print_usage (); |
| 3200 | 49 endif |
| 3426 | 50 |
| 4030 | 51 if (! isvector (x)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
10606
diff
changeset
|
52 error ("t_test: X must be a vector"); |
| 3200 | 53 endif |
| 4030 | 54 if (! isscalar (m)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
10606
diff
changeset
|
55 error ("t_test: M must be a scalar"); |
| 3200 | 56 endif |
| 3426 | 57 |
| 3200 | 58 n = length (x); |
| 59 df = n - 1; | |
| 60 t = sqrt (n) * (sum (x) / n - m) / std (x); | |
|
10606
ec34c7acd057
Replace deprecated function calls in statistics tests
Rik <octave@nomad.inbox5.com>
parents:
7017
diff
changeset
|
61 cdf = tcdf (t, df); |
| 3426 | 62 |
| 3200 | 63 if (nargin == 2) |
| 64 alt = "!="; | |
| 65 endif | |
| 66 | |
| 5443 | 67 if (! ischar (alt)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
10606
diff
changeset
|
68 error ("t_test: ALT must be a string"); |
| 3200 | 69 endif |
| 70 if (strcmp (alt, "!=") || strcmp (alt, "<>")) | |
| 71 pval = 2 * min (cdf, 1 - cdf); | |
| 72 elseif strcmp (alt, ">") | |
| 73 pval = 1 - cdf; | |
| 74 elseif strcmp (alt, "<") | |
| 75 pval = cdf; | |
| 76 else | |
| 3456 | 77 error ("t_test: option %s not recognized", alt); |
| 3200 | 78 endif |
| 79 | |
| 80 if (nargout == 0) | |
| 3456 | 81 printf (" pval: %g\n", pval); |
| 3200 | 82 endif |
| 3426 | 83 |
| 3200 | 84 endfunction |