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annotate scripts/statistics/tests/wilcoxon_test.m @ 20266:83792dd9bcc1

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Use in-place operators in m-files where possible. * scripts/audio/@audioplayer/set.m, scripts/audio/@audiorecorder/set.m, scripts/audio/mu2lin.m, scripts/elfun/cosd.m, scripts/general/del2.m, scripts/general/profexplore.m, scripts/general/quadl.m, scripts/general/rat.m, scripts/general/rotdim.m, scripts/help/get_first_help_sentence.m, scripts/help/private/__strip_html_tags__.m, scripts/image/cubehelix.m, scripts/io/textread.m, scripts/linear-algebra/duplication_matrix.m, scripts/linear-algebra/housh.m, scripts/linear-algebra/krylov.m, scripts/linear-algebra/logm.m, scripts/linear-algebra/normest.m, scripts/linear-algebra/onenormest.m, scripts/optimization/fminsearch.m, scripts/optimization/lsqnonneg.m, scripts/optimization/qp.m, scripts/plot/appearance/annotation.m, scripts/plot/appearance/axis.m, scripts/plot/appearance/legend.m, scripts/plot/appearance/specular.m, scripts/plot/draw/colorbar.m, scripts/plot/draw/hist.m, scripts/plot/draw/plotmatrix.m, scripts/plot/draw/private/__stem__.m, scripts/plot/util/__actual_axis_position__.m, scripts/plot/util/__gnuplot_drawnow__.m, scripts/plot/util/findobj.m, scripts/plot/util/print.m, scripts/plot/util/private/__go_draw_axes__.m, scripts/plot/util/private/__print_parse_opts__.m, scripts/plot/util/rotate.m, scripts/polynomial/pchip.m, scripts/polynomial/polyaffine.m, scripts/polynomial/polyder.m, scripts/polynomial/private/__splinefit__.m, scripts/polynomial/residue.m, scripts/signal/arch_fit.m, scripts/signal/arch_rnd.m, scripts/signal/bartlett.m, scripts/signal/blackman.m, scripts/signal/freqz.m, scripts/signal/hamming.m, scripts/signal/hanning.m, scripts/signal/spectral_adf.m, scripts/signal/spectral_xdf.m, scripts/signal/stft.m, scripts/sparse/bicgstab.m, scripts/sparse/cgs.m, scripts/sparse/private/__sprand_impl__.m, scripts/sparse/qmr.m, scripts/sparse/sprandsym.m, scripts/sparse/svds.m, scripts/specfun/legendre.m, scripts/special-matrix/gallery.m, scripts/statistics/base/gls.m, scripts/statistics/models/logistic_regression.m, scripts/statistics/tests/kruskal_wallis_test.m, scripts/statistics/tests/manova.m, scripts/statistics/tests/wilcoxon_test.m, scripts/time/datevec.m: Use in-place operators in m-files where possible.
author Rik <rik@octave.org>
date Tue, 26 May 2015 21:07:42 -0700
parents d9341b422488
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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4197fc428c7d maint: Update copyright notices for 2015.
John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1995-2015 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}] =} wilcoxon_test (@var{x}, @var{y}, @var{alt})
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21 ## For two matched-pair sample vectors @var{x} and @var{y}, perform a
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22 ## Wilcoxon signed-rank test of the null hypothesis
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23 ## PROB (@var{x} > @var{y}) == 1/2.
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24 ##
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25 ## Under the null, the test statistic @var{z} approximately follows a
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26 ## standard normal distribution when @var{n} > 25.
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27 ##
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28 ## @strong{Caution:} This function assumes a normal distribution for @var{z}
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29 ## and thus is invalid for @var{n} @leq{} 25.
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30 ##
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31 ## With the optional argument string @var{alt}, the alternative of interest
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32 ## can be selected. If @var{alt} is @qcode{"!="} or @qcode{"<>"}, the null
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33 ## is tested against the two-sided alternative
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34 ## PROB (@var{x} > @var{y}) != 1/2. If alt is @qcode{">"}, the one-sided
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35 ## alternative PROB (@var{x} > @var{y}) > 1/2 is considered. Similarly for
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36 ## @qcode{"<"}, the one-sided alternative PROB (@var{x} > @var{y}) < 1/2 is
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37 ## considered. The default is the two-sided case.
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38 ##
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39 ## The p-value of the test is returned in @var{pval}.
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40 ##
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41 ## If no output argument is given, the p-value of the test is displayed.
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42 ## @end deftypefn
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43
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44 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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45 ## Description: Wilcoxon signed-rank test
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46
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47 function [pval, z] = wilcoxon_test (x, y, alt)
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48
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49 if (nargin < 2 || nargin > 3)
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50 print_usage ();
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51 endif
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52
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53 if (! (isvector (x) && isvector (y) && (length (x) == length (y))))
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54 error ("wilcoxon_test: X and Y must be vectors of the same length");
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55 endif
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56
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57 n = length (x);
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58 x = reshape (x, 1, n);
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59 y = reshape (y, 1, n);
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60 d = x - y;
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61 d = d(find (d != 0));
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62 n = length (d);
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63 if (n > 25)
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64 r = ranks (abs (d));
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65 z = sum (r(find (d > 0)));
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66 z = ((z - n * (n + 1) / 4) / sqrt (n * (n + 1) * (2 * n + 1) / 24));
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67 else
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68 error ("wilcoxon_test: implementation requires more than 25 different pairs");
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69 endif
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70
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71 cdf = stdnormal_cdf (z);
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72
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73 if (nargin == 2)
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74 alt = "!=";
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75 endif
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76
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77 if (! ischar (alt))
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78 error ("wilcoxon_test: ALT must be a string");
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79 elseif (strcmp (alt, "!=") || strcmp (alt, "<>"))
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80 pval = 2 * min (cdf, 1 - cdf);
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81 elseif (strcmp (alt, ">"))
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82 pval = 1 - cdf;
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83 elseif (strcmp (alt, "<"))
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84 pval = cdf;
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85 else
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86 error ("wilcoxon_test: option %s not recognized", alt);
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87 endif
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88
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89 if (nargout == 0)
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90 printf (" pval: %g\n", pval);
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91 endif
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92
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93 endfunction
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94