Mercurial > octave-nkf
view scripts/statistics/tests/kruskal_wallis_test.m @ 20266:83792dd9bcc1
Use in-place operators in m-files where possible.
* scripts/audio/@audioplayer/set.m, scripts/audio/@audiorecorder/set.m,
scripts/audio/mu2lin.m, scripts/elfun/cosd.m, scripts/general/del2.m,
scripts/general/profexplore.m, scripts/general/quadl.m, scripts/general/rat.m,
scripts/general/rotdim.m, scripts/help/get_first_help_sentence.m,
scripts/help/private/__strip_html_tags__.m, scripts/image/cubehelix.m,
scripts/io/textread.m, scripts/linear-algebra/duplication_matrix.m,
scripts/linear-algebra/housh.m, scripts/linear-algebra/krylov.m,
scripts/linear-algebra/logm.m, scripts/linear-algebra/normest.m,
scripts/linear-algebra/onenormest.m, scripts/optimization/fminsearch.m,
scripts/optimization/lsqnonneg.m, scripts/optimization/qp.m,
scripts/plot/appearance/annotation.m, scripts/plot/appearance/axis.m,
scripts/plot/appearance/legend.m, scripts/plot/appearance/specular.m,
scripts/plot/draw/colorbar.m, scripts/plot/draw/hist.m,
scripts/plot/draw/plotmatrix.m, scripts/plot/draw/private/__stem__.m,
scripts/plot/util/__actual_axis_position__.m,
scripts/plot/util/__gnuplot_drawnow__.m, scripts/plot/util/findobj.m,
scripts/plot/util/print.m, scripts/plot/util/private/__go_draw_axes__.m,
scripts/plot/util/private/__print_parse_opts__.m, scripts/plot/util/rotate.m,
scripts/polynomial/pchip.m, scripts/polynomial/polyaffine.m,
scripts/polynomial/polyder.m, scripts/polynomial/private/__splinefit__.m,
scripts/polynomial/residue.m, scripts/signal/arch_fit.m,
scripts/signal/arch_rnd.m, scripts/signal/bartlett.m,
scripts/signal/blackman.m, scripts/signal/freqz.m, scripts/signal/hamming.m,
scripts/signal/hanning.m, scripts/signal/spectral_adf.m,
scripts/signal/spectral_xdf.m, scripts/signal/stft.m,
scripts/sparse/bicgstab.m, scripts/sparse/cgs.m,
scripts/sparse/private/__sprand_impl__.m, scripts/sparse/qmr.m,
scripts/sparse/sprandsym.m, scripts/sparse/svds.m, scripts/specfun/legendre.m,
scripts/special-matrix/gallery.m, scripts/statistics/base/gls.m,
scripts/statistics/models/logistic_regression.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/manova.m, scripts/statistics/tests/wilcoxon_test.m,
scripts/time/datevec.m:
Use in-place operators in m-files where possible.
author | Rik <rik@octave.org> |
---|---|
date | Tue, 26 May 2015 21:07:42 -0700 |
parents | d9341b422488 |
children |
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## Copyright (C) 1995-2015 Kurt Hornik ## ## This file is part of Octave. ## ## Octave 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 3 of the License, or (at ## your option) any later version. ## ## Octave 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 Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{pval}, @var{k}, @var{df}] =} kruskal_wallis_test (@var{x1}, @dots{}) ## Perform a @nospell{Kruskal-Wallis} one-factor analysis of variance. ## ## Suppose a variable is observed for @var{k} > 1 different groups, and let ## @var{x1}, @dots{}, @var{xk} be the corresponding data vectors. ## ## Under the null hypothesis that the ranks in the pooled sample are not ## affected by the group memberships, the test statistic @var{k} is ## approximately chi-square with @var{df} = @var{k} - 1 degrees of freedom. ## ## If the data contains ties (some value appears more than once) ## @var{k} is divided by ## ## 1 - @var{sum_ties} / (@var{n}^3 - @var{n}) ## ## where @var{sum_ties} is the sum of @var{t}^2 - @var{t} over each group of ## ties where @var{t} is the number of ties in the group and @var{n} is the ## total number of values in the input data. For more info on this ## adjustment see @nospell{William H. Kruskal and W. Allen Wallis}, ## @cite{Use of Ranks in One-Criterion Variance Analysis}, ## Journal of the American Statistical Association, Vol. 47, No. 260 (Dec 1952). ## ## The p-value (1 minus the CDF of this distribution at @var{k}) is returned ## in @var{pval}. ## ## If no output argument is given, the p-value is displayed. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Kruskal-Wallis test function [pval, k, df] = kruskal_wallis_test (varargin) m = nargin; if (m < 2) print_usage (); endif n = []; p = []; for i = 1 : m; x = varargin{i}; if (! isvector (x)) error ("kruskal_wallis_test: all arguments must be vectors"); endif l = length (x); n = [n, l]; p = [p, (reshape (x, 1, l))]; endfor r = ranks (p); k = 0; j = 0; for i = 1 : m; k += (sum (r ((j + 1) : (j + n(i))))) ^ 2 / n(i); j = j + n(i); endfor n = length (p); k = 12 * k / (n * (n + 1)) - 3 * (n + 1); ## Adjust the result to takes ties into account. sum_ties = sum (polyval ([1, 0, -1, 0], runlength (sort (p)))); k /= (1 - sum_ties / (n^3 - n)); df = m - 1; pval = 1 - chi2cdf (k, df); if (nargout == 0) printf ("pval: %g\n", pval); endif endfunction ## Test with ties %!assert (abs (kruskal_wallis_test ([86 86], [74]) - 0.157299207050285) < 0.0000000000001)