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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## usage: [pval, z] = u_test (x, y [, alt]) |
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18 ## |
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19 ## For two samples x and y, perform a Mann-Whitney U-test of the null |
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20 ## hypothesis PROB(x > y) == 1/2 == PROB(x < y). Under the null, the |
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21 ## test statistic z approximately follows a standard normal |
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22 ## distribution. Note that this test is equivalent to the Wilcoxon |
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23 ## rank-sum test. |
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24 ## |
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25 ## With the optional argument string alt, the alternative of interest |
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26 ## can be selected. |
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27 ## If alt is "!=" or "<>", the null is tested against the two-sided |
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28 ## alternative PROB(x > y) != 1/2. |
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29 ## If alt is ">", the one-sided alternative PROB(x > y) > 1/2 is |
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30 ## considered, similarly for "<". |
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31 ## The default is the two-sided case. |
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32 ## |
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33 ## pval is the p-value of the test. |
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34 ## |
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35 ## If no output argument is given, the p-value of the test is displayed. |
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36 |
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37 ## This implementation is still incomplete---for small sample sizes, |
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38 ## the normal approximation is rather bad ... |
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39 |
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40 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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41 ## Description: Mann-Whitney U-test |
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42 |
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43 function [pval, z] = u_test (x, y, alt) |
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44 |
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45 if ((nargin < 2) || (nargin > 3)) |
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46 usage ("[pval, z] = u_test (x, y [, alt])"); |
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47 endif |
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48 |
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49 if (! (is_vector (x) && is_vector (y))) |
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50 error ("u_test: both x and y must be vectors"); |
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51 endif |
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52 |
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53 n_x = length (x); |
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54 n_y = length (y); |
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55 r = ranks ([reshape (x, 1, n_x), reshape (y, 1, n_y)]); |
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56 z = (sum (r(1 : n_x)) - n_x * (n_x + n_y + 1) / 2) ... |
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57 / sqrt (n_x * n_y * (n_x + n_y + 1) / 12); |
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58 |
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59 cdf = stdnormal_cdf (z); |
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60 |
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61 if (nargin == 2) |
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62 alt = "!="; |
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63 endif |
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64 |
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65 if (! isstr (alt)) |
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66 error("u_test: alt must be a string"); |
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67 endif |
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68 if (strcmp (alt, "!=") || strcmp (alt, "<>")) |
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69 pval = 2 * min (cdf, 1 - cdf); |
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70 elseif (strcmp (alt, ">")) |
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71 pval = cdf; |
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72 elseif (strcmp (alt, "<")) |
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73 pval = 1 - cdf; |
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74 else |
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75 error (sprintf ("u_test: option %s not recognized", alt)); |
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76 endif |
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77 |
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78 if (nargout == 0) |
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79 printf (" pval: %g\n", pval); |
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80 endif |
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81 |
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82 endfunction |
