Mercurial > octave-nkf
annotate scripts/statistics/tests/t_test.m @ 17744:d63878346099
maint: Update copyright notices for release.
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Wed, 23 Oct 2013 22:09:27 -0400 |
| parents | 1c89599167a6 |
| children | 314b4de4bb6d |
| rev | line source |
|---|---|
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17744
d63878346099
maint: Update copyright notices for release.
John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1995-2013 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 (@var{x}, @var{m}, @var{alt}) | |
| 21 ## For a sample @var{x} from a normal distribution with unknown mean and | |
| 22 ## variance, perform a t-test of the null hypothesis @code{mean | |
| 23 ## (@var{x}) == @var{m}}. Under the null, the test statistic @var{t} | |
| 24 ## follows a Student distribution with @code{@var{df} = length (@var{x}) | |
| 25 ## - 1} degrees of freedom. | |
| 3200 | 26 ## |
| 3454 | 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{mean (@var{x}) != @var{m}}. If @var{alt} is @qcode{">"}, the |
| 3457 | 31 ## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered. |
| 32 ## Similarly for @var{"<"}, the one-sided alternative @code{mean | |
| 7001 | 33 ## (@var{x}) < @var{m}} is considered. The default is the two-sided |
| 3457 | 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 one-sample t test |
| 3200 | 43 |
| 44 function [pval, t, df] = t_test (x, m, alt) | |
| 3426 | 45 |
| 3200 | 46 if ((nargin < 2) || (nargin > 3)) |
| 6046 | 47 print_usage (); |
| 3200 | 48 endif |
| 3426 | 49 |
| 4030 | 50 if (! isvector (x)) |
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51 error ("t_test: X must be a vector"); |
| 3200 | 52 endif |
| 4030 | 53 if (! isscalar (m)) |
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54 error ("t_test: M must be a scalar"); |
| 3200 | 55 endif |
| 3426 | 56 |
| 3200 | 57 n = length (x); |
| 58 df = n - 1; | |
| 59 t = sqrt (n) * (sum (x) / n - m) / std (x); | |
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60 cdf = tcdf (t, df); |
| 3426 | 61 |
| 3200 | 62 if (nargin == 2) |
| 63 alt = "!="; | |
| 64 endif | |
| 65 | |
| 5443 | 66 if (! ischar (alt)) |
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Rik <octave@nomad.inbox5.com>
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67 error ("t_test: ALT must be a string"); |
| 3200 | 68 endif |
| 69 if (strcmp (alt, "!=") || strcmp (alt, "<>")) | |
| 70 pval = 2 * min (cdf, 1 - cdf); | |
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71 elseif (strcmp (alt, ">")) |
| 3200 | 72 pval = 1 - cdf; |
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John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
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73 elseif (strcmp (alt, "<")) |
| 3200 | 74 pval = cdf; |
| 75 else | |
| 3456 | 76 error ("t_test: option %s not recognized", alt); |
| 3200 | 77 endif |
| 78 | |
| 79 if (nargout == 0) | |
| 3456 | 80 printf (" pval: %g\n", pval); |
| 3200 | 81 endif |
| 3426 | 82 |
| 3200 | 83 endfunction |
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84 |