annotate scripts/statistics/tests/z_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 bc924baa2c4e
children 1c89599167a6
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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72c96de7a403 maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1995-2012 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {[@var{pval}, @var{z}] =} z_test (@var{x}, @var{m}, @var{v}, @var{alt})
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21 ## Perform a Z-test of the null hypothesis @code{mean (@var{x}) ==
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22 ## @var{m}} for a sample @var{x} from a normal distribution with unknown
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23 ## mean and known variance @var{v}. Under the null, the test statistic
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24 ## @var{z} follows a standard normal distribution.
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25 ##
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26 ## With the optional argument string @var{alt}, the alternative of
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27 ## interest can be selected. If @var{alt} is @qcode{"!="} or
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28 ## @qcode{"<>"}, the null is tested against the two-sided alternative
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29 ## @code{mean (@var{x}) != @var{m}}. If @var{alt} is @qcode{">"}, the
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30 ## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered.
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31 ## Similarly for @qcode{"<"}, the one-sided alternative @code{mean
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32 ## (@var{x}) < @var{m}} is considered. The default is the two-sided
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33 ## case.
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34 ##
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35 ## The p-value of the test is returned in @var{pval}.
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36 ##
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37 ## If no output argument is given, the p-value of the test is displayed
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38 ## along with some information.
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39 ## @end deftypefn
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40
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41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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42 ## Description: Test for mean of a normal sample with known variance
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43
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44 function [pval, z] = z_test (x, m, v, alt)
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45
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46 if ((nargin < 3) || (nargin > 4))
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47 print_usage ();
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48 endif
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49
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50 if (! isvector (x))
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51 error ("z_test: X must be a vector");
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52 endif
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53 if (! isscalar (m))
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54 error ("z_test: M must be a scalar");
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55 endif
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56 if (! (isscalar (v) && (v > 0)))
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57 error ("z_test: V must be a positive scalar");
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58 endif
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59
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60 n = length (x);
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61 z = sqrt (n/v) * (sum (x) / n - m);
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62 cdf = stdnormal_cdf (z);
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63
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64 if (nargin == 3)
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65 alt = "!=";
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66 endif
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67
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68 if (! ischar (alt))
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69 error ("z_test: ALT must be a string");
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70 elseif (strcmp (alt, "!=") || strcmp (alt, "<>"))
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71 pval = 2 * min (cdf, 1 - cdf);
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72 elseif (strcmp (alt, ">"))
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73 pval = 1 - cdf;
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74 elseif (strcmp (alt, "<"))
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75 pval = cdf;
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76 else
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77 error ("z_test: option %s not recognized", alt);
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78 endif
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79
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80 if (nargout == 0)
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81 s = ["Z-test of mean(x) == %g against mean(x) %s %g,\n", ...
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82 "with known var(x) == %g:\n", ...
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83 " pval = %g\n"];
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84 printf (s, m, alt, m, v, pval);
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85 endif
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86
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87 endfunction