Mercurial > octave-nkf
annotate scripts/statistics/tests/t_test_2.m @ 14552:86854d032a37
maint: miscellaneous style fixes for .m files
* audio/mu2lin.m, deprecated/cut.m, general/cplxpair.m,
general/genvarname.m, geometry/rectint.m, help/gen_doc_cache.m,
image/hsv2rgb.m, image/rainbow.m, io/textscan.m,
miscellaneous/bzip2.m, miscellaneous/compare_versions.m,
miscellaneous/fact.m, miscellaneous/menu.m, optimization/fminbnd.m,
optimization/fminunc.m, optimization/fzero.m, optimization/sqp.m,
plot/__gnuplot_drawnow__.m, plot/axis.m, plot/findobj.m,
plot/legend.m, plot/peaks.m, plot/private/__errplot__.m,
plot/private/__fltk_print__.m, plot/private/__go_draw_axes__.m,
plot/private/__patch__.m, polynomial/pchip.m, polynomial/residue.m,
signal/periodogram.m, sparse/sprandsym.m, statistics/base/moment.m,
statistics/distributions/expcdf.m, statistics/distributions/expinv.m,
statistics/distributions/exppdf.m, statistics/tests/prop_test_2.m,
statistics/tests/sign_test.m, statistics/tests/t_test.m,
statistics/tests/t_test_2.m, statistics/tests/t_test_regression.m,
strings/regexptranslate.m, time/datetick.m:
Style fixes.
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Wed, 11 Apr 2012 22:07:00 -0400 |
| parents | 72c96de7a403 |
| children | bc924baa2c4e |
| rev | line source |
|---|---|
|
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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 -*- |
| 20 ## @deftypefn {Function File} {[@var{pval}, @var{t}, @var{df}] =} t_test_2 (@var{x}, @var{y}, @var{alt}) | |
| 3200 | 21 ## For two samples x and y from normal distributions with unknown means |
| 22 ## and unknown equal variances, perform a two-sample t-test of the null | |
| 3454 | 23 ## hypothesis of equal means. Under the null, the test statistic |
| 24 ## @var{t} follows a Student distribution with @var{df} degrees of | |
| 25 ## freedom. | |
| 3200 | 26 ## |
| 3454 | 27 ## With the optional argument string @var{alt}, the alternative of |
| 28 ## interest can be selected. If @var{alt} is @code{"!="} or | |
| 29 ## @code{"<>"}, the null is tested against the two-sided alternative | |
| 30 ## @code{mean (@var{x}) != mean (@var{y})}. If @var{alt} is @code{">"}, | |
| 31 ## the one-sided alternative @code{mean (@var{x}) > mean (@var{y})} is | |
| 3457 | 32 ## used. Similarly for @code{"<"}, the one-sided alternative @code{mean |
| 33 ## (@var{x}) < mean (@var{y})} is used. The default is the two-sided | |
| 34 ## case. | |
| 3200 | 35 ## |
| 3454 | 36 ## The p-value of the test is returned in @var{pval}. |
| 3426 | 37 ## |
| 3200 | 38 ## If no output argument is given, the p-value of the test is displayed. |
| 3454 | 39 ## @end deftypefn |
| 3426 | 40 |
| 5428 | 41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 42 ## Description: Student's two-sample t test |
| 3200 | 43 |
| 44 function [pval, t, df] = t_test_2 (x, y, alt) | |
| 3426 | 45 |
| 3200 | 46 if ((nargin < 2) || (nargin > 3)) |
| 6046 | 47 print_usage (); |
| 3200 | 48 endif |
| 3426 | 49 |
| 4030 | 50 if (! (isvector (x) && isvector (y))) |
|
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51 error ("t_test_2: both X and Y must be vectors"); |
| 3200 | 52 endif |
| 53 | |
| 54 n_x = length (x); | |
| 55 n_y = length (y); | |
| 56 df = n_x + n_y - 2; | |
| 57 mu_x = sum (x) / n_x; | |
| 58 mu_y = sum (y) / n_y; | |
| 59 v = sumsq (x - mu_x) + sumsq (y - mu_y); | |
| 3457 | 60 t = (mu_x - mu_y) * sqrt ((n_x * n_y * df) / (v * (n_x + n_y))); |
|
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Rik <octave@nomad.inbox5.com>
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61 cdf = tcdf (t, df); |
| 3200 | 62 |
| 63 if (nargin == 2) | |
| 64 alt = "!="; | |
| 65 endif | |
| 66 | |
| 5443 | 67 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:
10606
diff
changeset
|
68 error ("t_test_2: ALT must be a string"); |
| 3200 | 69 endif |
| 70 if (strcmp (alt, "!=") || strcmp (alt, "<>")) | |
| 71 pval = 2 * min (cdf, 1 - cdf); | |
|
14552
86854d032a37
maint: miscellaneous style fixes for .m files
John W. Eaton <jwe@octave.org>
parents:
14138
diff
changeset
|
72 elseif (strcmp (alt, ">")) |
| 3200 | 73 pval = 1 - cdf; |
|
14552
86854d032a37
maint: miscellaneous style fixes for .m files
John W. Eaton <jwe@octave.org>
parents:
14138
diff
changeset
|
74 elseif (strcmp (alt, "<")) |
| 3200 | 75 pval = cdf; |
| 76 else | |
| 3456 | 77 error ("t_test_2: option %s not recognized", alt); |
| 3200 | 78 endif |
| 79 | |
| 80 if (nargout == 0) | |
| 3456 | 81 printf (" pval: %g\n", pval); |
| 3200 | 82 endif |
| 83 | |
| 84 endfunction |