Mercurial > octave-nkf
annotate scripts/statistics/tests/wilcoxon_test.m @ 10793:be55736a0783
Grammarcheck the documentation from m-files.
| author | Rik <octave@nomad.inbox5.com> |
|---|---|
| date | Sun, 18 Jul 2010 20:35:16 -0700 |
| parents | a1dbe9d80eee |
| children | 1740012184f9 |
| rev | line source |
|---|---|
| 7017 | 1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007 |
| 2 ## Kurt Hornik | |
| 3426 | 3 ## |
| 3922 | 4 ## This file is part of Octave. |
| 5 ## | |
| 6 ## Octave is free software; you can redistribute it and/or modify it | |
| 7 ## under the terms of the GNU General Public License as published by | |
| 7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
| 9 ## your option) any later version. | |
| 3426 | 10 ## |
| 3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
| 3200 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 14 ## General Public License for more details. |
| 15 ## | |
| 3200 | 16 ## You should have received a copy of the GNU General Public License |
| 7016 | 17 ## along with Octave; see the file COPYING. If not, see |
| 18 ## <http://www.gnu.org/licenses/>. | |
| 3200 | 19 |
| 3454 | 20 ## -*- texinfo -*- |
| 21 ## @deftypefn {Function File} {[@var{pval}, @var{z}] =} wilcoxon_test (@var{x}, @var{y}, @var{alt}) | |
| 22 ## For two matched-pair sample vectors @var{x} and @var{y}, perform a | |
| 23 ## Wilcoxon signed-rank test of the null hypothesis PROB (@var{x} > | |
| 24 ## @var{y}) == 1/2. Under the null, the test statistic @var{z} | |
| 6701 | 25 ## approximately follows a standard normal distribution when @var{n} > 25. |
| 26 ## | |
| 27 ## @strong{Warning}: This function assumes a normal distribution for @var{z} | |
|
10793
be55736a0783
Grammarcheck the documentation from m-files.
Rik <octave@nomad.inbox5.com>
parents:
7017
diff
changeset
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28 ## and thus is invalid for @var{n} @leq{} 25. |
| 3200 | 29 ## |
| 3454 | 30 ## With the optional argument string @var{alt}, the alternative of |
| 31 ## interest can be selected. If @var{alt} is @code{"!="} or | |
| 32 ## @code{"<>"}, the null is tested against the two-sided alternative | |
| 33 ## PROB (@var{x} > @var{y}) != 1/2. If alt is @code{">"}, the one-sided | |
| 3457 | 34 ## alternative PROB (@var{x} > @var{y}) > 1/2 is considered. Similarly |
| 35 ## for @code{"<"}, the one-sided alternative PROB (@var{x} > @var{y}) < | |
| 36 ## 1/2 is considered. The default is the two-sided case. | |
| 3200 | 37 ## |
| 3454 | 38 ## The p-value of the test is returned in @var{pval}. |
| 3426 | 39 ## |
| 3200 | 40 ## If no output argument is given, the p-value of the test is displayed. |
| 3454 | 41 ## @end deftypefn |
| 3200 | 42 |
| 5428 | 43 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 44 ## Description: Wilcoxon signed-rank test |
| 3426 | 45 |
| 3200 | 46 function [pval, z] = wilcoxon_test (x, y, alt) |
| 3426 | 47 |
| 6701 | 48 if (nargin < 2 || nargin > 3) |
| 6046 | 49 print_usage (); |
| 3200 | 50 endif |
| 3426 | 51 |
| 4030 | 52 if (! (isvector (x) && isvector (y) && (length (x) == length (y)))) |
| 3456 | 53 error ("wilcoxon_test: x and y must be vectors of the same length"); |
| 3200 | 54 endif |
| 55 | |
| 56 n = length (x); | |
| 57 x = reshape (x, 1, n); | |
| 58 y = reshape (y, 1, n); | |
| 59 d = x - y; | |
| 60 d = d (find (d != 0)); | |
| 61 n = length (d); | |
| 6701 | 62 if (n > 25) |
| 3200 | 63 r = ranks (abs (d)); |
| 64 z = sum (r (find (d > 0))); | |
| 65 z = ((z - n * (n + 1) / 4) / sqrt (n * (n + 1) * (2 * n + 1) / 24)); | |
| 66 else | |
| 6701 | 67 error ("wilcoxon_test: implementation requires more than 25 different pairs"); |
| 3200 | 68 endif |
| 69 | |
| 70 cdf = stdnormal_cdf (z); | |
| 3426 | 71 |
| 3200 | 72 if (nargin == 2) |
| 73 alt = "!="; | |
| 74 endif | |
| 75 | |
| 5443 | 76 if (! ischar (alt)) |
| 3456 | 77 error("wilcoxon_test: alt must be a string"); |
| 3200 | 78 elseif (strcmp (alt, "!=") || strcmp (alt, "<>")) |
| 79 pval = 2 * min (cdf, 1 - cdf); | |
| 80 elseif (strcmp (alt, ">")) | |
| 81 pval = 1 - cdf; | |
| 82 elseif (strcmp (alt, "<")) | |
| 83 pval = cdf; | |
| 84 else | |
| 3456 | 85 error ("wilcoxon_test: option %s not recognized", alt); |
| 3200 | 86 endif |
| 87 | |
| 88 if (nargout == 0) | |
| 3456 | 89 printf (" pval: %g\n", pval); |
| 3200 | 90 endif |
| 3426 | 91 |
| 3200 | 92 endfunction |