--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/tests/welch_test.m	Thu Oct 29 05:23:09 1998 +0000
@@ -0,0 +1,82 @@
+## 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, t, df] = welch_test (x, y [, alt])
+##
+## For two samples x and y from normal distributions with unknown means
+## and unknown and not necessarily equal variances, perform a Welch test
+## of the null hypothesis of equal means.
+## Under the null, the test statistic t approximately follows a Student
+## distribution with df degrees of freedom.
+##
+## With the optional argument string alt, the alternative of interest
+## can be selected.  
+## If alt is "!=" or "<>", the null is tested against the two-sided
+## alternative mean(x) != m.
+## If alt is ">", the one-sided alternative mean(x) > m is considered,
+## similarly for "<".  
+## The default is the two-sided case.
+##
+## pval is the p-value of the test.
+##  
+## If no output argument is given, the p-value of the test is displayed.
+
+## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  Welch two-sample t test
+
+function [pval, t, df] = welch_test (x, y, alt)
+  
+  if ((nargin < 2) || (nargin > 3))
+    usage ("[pval, t, df] = welch_test (x, y [, alt])");
+  endif
+    
+  if (! (is_vector (x) && is_vector (y)))
+    error ("welch_test:  both x and y must be vectors");
+  endif
+
+  n_x  = length (x);
+  n_y  = length (y);
+  mu_x = sum (x) / n_x;
+  mu_y = sum (y) / n_y;
+  v_x  = sumsq (x - mu_x) / (n_x * (n_x - 1));
+  v_y  = sumsq (x - mu_y) / (n_y * (n_y - 1));
+  c    = v_x / (v_x + v_y);
+  df   = 1 / ( c^2 / (n_x - 1) + (1 - c)^2 / (n_y - 1));
+  t    = (mu_x - mu_y) / sqrt (v_x + v_y);
+  cdf  = t_cdf (t, df);
+
+  if (nargin == 2)
+    alt  = "!=";
+  endif
+  
+  if (! isstr (alt))
+    error ("welch_test:  alt must be a string");
+  endif
+  if (strcmp (alt, "!=") || strcmp (alt, "<>"))
+    pval = 2 * min (cdf, 1 - cdf);
+  elseif (strcmp (alt, ">"))
+    pval = 1 - cdf;
+  elseif (strcmp (alt, "<"))
+    pval = cdf;
+  else
+    error (sprintf ("welch_test:  option %s not recognized", alt));
+  endif
+  
+  if (nargout == 0)
+    printf ("  pval:  %g\n", pval);
+  endif
+
+endfunction