diff scripts/statistics/tests/chisquare_test_homogeneity.m @ 3200:781c930425fd

[project @ 1998-10-29 05:23:08 by jwe]
author jwe
date Thu, 29 Oct 1998 05:23:09 +0000
parents
children eb27ea9b7ff8
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/tests/chisquare_test_homogeneity.m	Thu Oct 29 05:23:09 1998 +0000
@@ -0,0 +1,63 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+## 
+## This program is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  [pval, chisq, df] = chisquare_test_homogeneity (x, y, c)
+##
+## Given two samples x and y, perform a chisquare test for homogeneity
+## of the null hypothesis that x and y come from the same distribution,
+## based on the partition induced by the (strictly increasing) entries
+## of c.
+##
+## For large samples, the test statistic chisq approximately follows a
+## chisquare distribution with df = length(c) degrees pf freedom. pval
+## is the p-value (1 minus the CDF of this distribution at chisq) of the
+## test.
+##
+## If no output argument is given, the p-value is displayed.
+
+## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  Chi-square test for homogeneity
+
+function [pval, chisq, df] = chisquare_test_homogeneity (x, y, c)
+  
+  if (nargin != 3)
+    usage ("[pval, chisq, df] = chisquare_test_homogeneity (x, y, c)");
+  endif
+  
+  if (! (is_vector(x) && is_vector(y) && is_vector(c)))
+    error ("chisquare_test_homogeneity: x, y and c must be vectors");
+  endif
+  ## Now test c for strictly increasing entries
+  df = length (c);
+  if (any ( (c(2 : df) - c(1 : (df - 1))) <= 0))
+    error ("chisquare_test_homogeneity:  c must be increasing");
+  endif
+  
+  c     = [reshape (c, 1, df), Inf];
+  l_x   = length (x);
+  x     = reshape (x, l_x, 1);
+  n_x   = sum (x * ones (1, df+1) < ones (l_x, 1) * c);
+  l_y   = length (y);
+  y     = reshape (y, l_y, 1);
+  n_y   = sum(y * ones (1, df+1) < ones (l_y, 1) * c);
+  chisq = l_x * l_y * sum ((n_x/l_x - n_y/l_y).^2 ./ (n_x + n_y));
+  pval  = 1 - chisquare_cdf (chisq, df);
+  
+  if (nargout == 0)
+    printf("  pval:  %g\n", pval);
+  endif
+
+endfunction