Mercurial > octave-nkf
view scripts/statistics/tests/chisquare_test_homogeneity.m @ 3456:434790acb067
[project @ 2000-01-19 06:58:51 by jwe]
author | jwe |
---|---|
date | Wed, 19 Jan 2000 06:59:23 +0000 |
parents | d8b731d3f7a3 |
children | e031284eea27 |
line wrap: on
line source
## 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. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{pval}, @var{chisq}, @var{df}] =} chisquare_test_homogeneity (@var{x}, @var{y}, @var{c}) ## Given two samples @var{x} and @var{y}, perform a chisquare test for ## homogeneity of the null hypothesis that @var{x} and @var{y} come from ## the same distribution, based on the partition induced by the ## (strictly increasing) entries of @var{c}. ## ## For large samples, the test statistic @var{chisq} approximately follows a ## chisquare distribution with @var{df} = @code{length (@var{c})} ## degrees of freedom. ## ## The p-value (1 minus the CDF of this distribution at @var{chisq}) is ## returned in @var{pval}. ## ## If no output argument is given, the p-value is displayed. ## @end deftypefn ## 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