Mercurial > octave-nkf
annotate scripts/statistics/tests/z_test.m @ 16994:333243133364
Use matrix concatenation for strings, rather than cstrcat(), for clarity and performance.
matrix concatenation is ~80% faster than cstrcat().
* doc/interpreter/strings.txi: Document preference for matrix concatenation
as opposed to alternatives.
* doc/interpreter/geometryimages.m, doc/interpreter/interpimages.m,
doc/interpreter/plotimages.m, doc/interpreter/sparseimages.m,
doc/interpreter/splineimages.m, scripts/general/genvarname.m,
scripts/general/int2str.m, scripts/general/num2str.m,
scripts/help/__makeinfo__.m, scripts/help/help.m,
scripts/miscellaneous/copyfile.m, scripts/miscellaneous/dir.m,
scripts/miscellaneous/edit.m, scripts/miscellaneous/fact.m,
scripts/miscellaneous/fullfile.m, scripts/miscellaneous/mkoctfile.m,
scripts/miscellaneous/movefile.m, scripts/miscellaneous/perl.m,
scripts/miscellaneous/python.m, scripts/miscellaneous/run.m,
scripts/miscellaneous/tempdir.m, scripts/miscellaneous/unpack.m,
scripts/pkg/private/configure_make.m, scripts/pkg/private/create_pkgadddel.m,
scripts/pkg/private/extract_pkg.m, scripts/pkg/private/get_description.m,
scripts/pkg/private/get_forge_pkg.m, scripts/pkg/private/getarch.m,
scripts/pkg/private/getarchprefix.m, scripts/pkg/private/install.m,
scripts/pkg/private/installed_packages.m,
scripts/pkg/private/load_packages_and_dependencies.m,
scripts/pkg/private/rebuild.m, scripts/pkg/private/repackage.m,
scripts/pkg/private/shell.m, scripts/pkg/private/uninstall.m,
scripts/plot/private/__go_draw_axes__.m, scripts/signal/spectral_adf.m,
scripts/signal/spectral_xdf.m, scripts/statistics/tests/z_test.m,
scripts/statistics/tests/z_test_2.m, scripts/strings/mat2str.m,
scripts/strings/strtok.m, scripts/testfun/__run_test_suite__.m,
scripts/testfun/assert.m, scripts/testfun/demo.m, scripts/testfun/speed.m,
scripts/testfun/test.m, test/eval-catch.tst, test/io.tst, test/try.tst: Replace
cstrcat() with matrix concatenation where possible.
author | Rik <rik@octave.org> |
---|---|
date | Wed, 17 Jul 2013 14:02:32 -0700 |
parents | 5d3a684236b0 |
children | 7babcdb9bc13 |
rev | line source |
---|---|
14138
72c96de7a403
maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents:
11523
diff
changeset
|
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 -*- |
20 ## @deftypefn {Function File} {[@var{pval}, @var{z}] =} z_test (@var{x}, @var{m}, @var{v}, @var{alt}) | |
21 ## Perform a Z-test of the null hypothesis @code{mean (@var{x}) == | |
22 ## @var{m}} for a sample @var{x} from a normal distribution with unknown | |
23 ## mean and known variance @var{v}. Under the null, the test statistic | |
24 ## @var{z} follows a standard normal distribution. | |
3200 | 25 ## |
3454 | 26 ## With the optional argument string @var{alt}, the alternative of |
27 ## interest can be selected. If @var{alt} is @code{"!="} or | |
28 ## @code{"<>"}, the null is tested against the two-sided alternative | |
29 ## @code{mean (@var{x}) != @var{m}}. If @var{alt} is @code{">"}, the | |
3457 | 30 ## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered. |
31 ## Similarly for @code{"<"}, the one-sided alternative @code{mean | |
32 ## (@var{x}) < @var{m}} is considered. The default is the two-sided | |
33 ## case. | |
3200 | 34 ## |
3454 | 35 ## The p-value of the test is returned in @var{pval}. |
3426 | 36 ## |
3200 | 37 ## If no output argument is given, the p-value of the test is displayed |
3426 | 38 ## along with some information. |
3454 | 39 ## @end deftypefn |
3200 | 40 |
5428 | 41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
3456 | 42 ## Description: Test for mean of a normal sample with known variance |
3200 | 43 |
44 function [pval, z] = z_test (x, m, v, alt) | |
3426 | 45 |
3200 | 46 if ((nargin < 3) || (nargin > 4)) |
6046 | 47 print_usage (); |
3200 | 48 endif |
3426 | 49 |
4030 | 50 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:
8920
diff
changeset
|
51 error ("z_test: X must be a vector"); |
3200 | 52 endif |
4030 | 53 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:
8920
diff
changeset
|
54 error ("z_test: M must be a scalar"); |
3200 | 55 endif |
4030 | 56 if (! (isscalar (v) && (v > 0))) |
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
57 error ("z_test: V must be a positive scalar"); |
3200 | 58 endif |
3426 | 59 |
3200 | 60 n = length (x); |
61 z = sqrt (n/v) * (sum (x) / n - m); | |
62 cdf = stdnormal_cdf (z); | |
3426 | 63 |
3200 | 64 if (nargin == 3) |
65 alt = "!="; | |
66 endif | |
67 | |
5443 | 68 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:
8920
diff
changeset
|
69 error ("z_test: ALT must be a string"); |
3200 | 70 elseif (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 ("z_test: option %s not recognized", alt); |
3200 | 78 endif |
3426 | 79 |
3200 | 80 if (nargout == 0) |
16994
333243133364
Use matrix concatenation for strings, rather than cstrcat(), for clarity and performance.
Rik <rik@octave.org>
parents:
14868
diff
changeset
|
81 s = ["Z-test of mean(x) == %g against mean(x) %s %g,\n", \ |
333243133364
Use matrix concatenation for strings, rather than cstrcat(), for clarity and performance.
Rik <rik@octave.org>
parents:
14868
diff
changeset
|
82 "with known var(x) == %g:\n", \ |
333243133364
Use matrix concatenation for strings, rather than cstrcat(), for clarity and performance.
Rik <rik@octave.org>
parents:
14868
diff
changeset
|
83 " pval = %g\n"); |
3200 | 84 printf (s, m, alt, m, v, pval); |
85 endif | |
86 | |
87 endfunction |