annotate scripts/statistics/tests/var_test.m @ 19867:9fc020886ae9

maint: Clean up m-files to follow Octave coding conventions. Try to trim long lines to < 80 chars. Use '##' for single line comments. Use '(...)' around tests for if/elseif/switch/while. Abut cell indexing operator '{' next to variable. Abut array indexing operator '(' next to variable. Use space between negation operator '!' and following expression. Use two newlines between endfunction and start of %!test or %!demo code. Remove unnecessary parens grouping between short-circuit operators. Remove stray extra spaces (typos) between variables and assignment operators. Remove stray extra spaces from ends of lines.
author Rik <rik@octave.org>
date Mon, 23 Feb 2015 14:54:39 -0800
parents 4197fc428c7d
children d9341b422488
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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4197fc428c7d maint: Update copyright notices for 2015.
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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{f}, @var{df_num}, @var{df_den}] =} var_test (@var{x}, @var{y}, @var{alt})
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21 ## For two samples @var{x} and @var{y} from normal distributions with
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22 ## unknown means and unknown variances, perform an F-test of the null
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23 ## hypothesis of equal variances. Under the null, the test statistic
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24 ## @var{f} follows an F-distribution with @var{df_num} and @var{df_den}
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25 ## degrees of freedom.
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26 ##
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27 ## With the optional argument string @var{alt}, the alternative of
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28 ## interest can be selected. If @var{alt} is @qcode{"!="} or
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29 ## @qcode{"<>"}, the null is tested against the two-sided alternative
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30 ## @code{var (@var{x}) != var (@var{y})}. If @var{alt} is @qcode{">"},
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31 ## the one-sided alternative @code{var (@var{x}) > var (@var{y})} is
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32 ## used. Similarly for "<", the one-sided alternative @code{var
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33 ## (@var{x}) > var (@var{y})} is used. The default is the two-sided
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34 ## case.
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35 ##
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36 ## The p-value of the test is returned in @var{pval}.
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37 ##
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38 ## If no output argument is given, the p-value of the test is displayed.
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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: F test to compare two variances
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44 function [pval, f, df_num, df_den] = var_test (x, y, alt)
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45
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46 if (nargin < 2 || nargin > 3)
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47 print_usage ();
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48 endif
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50 if (! (isvector (x) && isvector (y)))
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51 error ("var_test: both X and Y must be vectors");
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52 endif
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53
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54 df_num = length (x) - 1;
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55 df_den = length (y) - 1;
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56 f = var (x) / var (y);
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57 cdf = fcdf (f, df_num, df_den);
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58
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59 if (nargin == 2)
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60 alt = "!=";
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61 endif
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63 if (! ischar (alt))
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64 error ("var_test: ALT must be a string");
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65 endif
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66 if (strcmp (alt, "!=") || strcmp (alt, "<>"))
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67 pval = 2 * min (cdf, 1 - cdf);
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68 elseif (strcmp (alt, ">"))
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69 pval = 1 - cdf;
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70 elseif (strcmp (alt, "<"))
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71 pval = cdf;
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72 else
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73 error ("var_test: option %s not recognized", alt);
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74 endif
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75
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76 if (nargout == 0)
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77 printf ("pval: %g\n", pval);
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78 endif
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79
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80 endfunction
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