Mercurial > octave-nkf
annotate scripts/statistics/tests/bartlett_test.m @ 17295:2946888dfa56
z_test.m: Fix typo in string concatenation.
* scripts/statistics/tests/z_test.m: Replace ')' with ']' to end matrix string
concatenation.
| author | Rik <rik@octave.org> |
|---|---|
| date | Tue, 20 Aug 2013 11:42:23 -0700 |
| parents | 5d3a684236b0 |
| children | 1c89599167a6 |
| rev | line source |
|---|---|
|
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maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents:
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changeset
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1 ## Copyright (C) 1995-2012 Kurt Hornik |
| 3426 | 2 ## |
| 3922 | 3 ## This file is part of Octave. |
| 4 ## | |
| 5 ## Octave is free software; you can redistribute it and/or modify it | |
| 6 ## under the terms of the GNU General Public License as published by | |
| 7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
| 8 ## your option) any later version. | |
| 3426 | 9 ## |
| 3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
| 3200 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 13 ## General Public License for more details. |
| 14 ## | |
| 3200 | 15 ## You should have received a copy of the GNU General Public License |
| 7016 | 16 ## along with Octave; see the file COPYING. If not, see |
| 17 ## <http://www.gnu.org/licenses/>. | |
| 3200 | 18 |
| 3454 | 19 ## -*- texinfo -*- |
|
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John W. Eaton <jwe@octave.org>
parents:
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20 ## @deftypefn {Function File} {[@var{pval}, @var{chisq}, @var{df}] =} bartlett_test (@var{x1}, @dots{}) |
| 3454 | 21 ## Perform a Bartlett test for the homogeneity of variances in the data |
| 22 ## vectors @var{x1}, @var{x2}, @dots{}, @var{xk}, where @var{k} > 1. | |
| 3200 | 23 ## |
| 3454 | 24 ## Under the null of equal variances, the test statistic @var{chisq} |
| 5448 | 25 ## approximately follows a chi-square distribution with @var{df} degrees of |
| 3454 | 26 ## freedom. |
| 27 ## | |
| 28 ## The p-value (1 minus the CDF of this distribution at @var{chisq}) is | |
| 29 ## returned in @var{pval}. | |
| 3200 | 30 ## |
| 31 ## If no output argument is given, the p-value is displayed. | |
| 3454 | 32 ## @end deftypefn |
| 3200 | 33 |
| 5428 | 34 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 35 ## Description: Bartlett test for homogeneity of variances |
| 3200 | 36 |
| 3979 | 37 function [pval, chisq, df] = bartlett_test (varargin) |
| 3200 | 38 |
| 39 k = nargin; | |
| 40 if (k < 2) | |
| 6046 | 41 print_usage (); |
| 3200 | 42 endif |
| 43 | |
| 44 f = zeros (k, 1); | |
| 45 v = zeros (k, 1); | |
| 3979 | 46 |
| 3200 | 47 for i = 1 : k; |
| 3979 | 48 x = varargin{i}; |
| 4030 | 49 if (! isvector (x)) |
| 3456 | 50 error ("bartlett_test: all arguments must be vectors"); |
| 3200 | 51 endif |
| 52 f(i) = length (x) - 1; | |
| 53 v(i) = var (x); | |
| 54 endfor | |
| 55 | |
| 56 f_tot = sum (f); | |
| 57 v_tot = sum (f .* v) / f_tot; | |
| 58 c = 1 + (sum (1 ./ f) - 1 / f_tot) / (3 * (k - 1)); | |
| 59 chisq = (f_tot * log (v_tot) - sum (f .* log (v))) / c; | |
| 60 df = k; | |
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Rik <octave@nomad.inbox5.com>
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61 pval = 1 - chi2cdf (chisq, df); |
| 3426 | 62 |
| 3200 | 63 if (nargout == 0) |
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64 printf (" pval: %g\n", pval); |
| 3200 | 65 endif |
| 66 | |
| 67 endfunction |