Mercurial > octave-nkf
view scripts/statistics/tests/t_test_regression.m @ 20216:aa36fb998a4d stable
maint: Remove unnecessary whitespace at end of lines.
* libgui/Makefile.am, libgui/graphics/Canvas.cc,
libgui/graphics/EditControl.cc, libgui/graphics/Figure.cc,
libgui/graphics/MouseModeActionGroup.cc, libgui/graphics/annotation-dialog.cc,
libgui/graphics/annotation-dialog.h, libgui/graphics/gl-select.cc,
libgui/graphics/module.mk, libgui/kb-layouts/default.keytab,
libgui/kb-layouts/linux.keytab, libgui/kb-layouts/vt420pc.keytab,
libgui/src/m-editor/find-dialog.cc, libgui/src/main-window.cc,
libgui/src/octave-qt-link.cc, libgui/src/octave-qt-link.h,
libgui/src/shortcut-manager.h, libinterp/corefcn/error.cc,
libinterp/corefcn/find.cc, libinterp/corefcn/gl2ps-renderer.cc,
libinterp/corefcn/graphics.cc, libinterp/corefcn/graphics.in.h,
libinterp/corefcn/octave-link.cc, libinterp/corefcn/quadcc.cc,
libinterp/corefcn/strfns.cc, libinterp/corefcn/syscalls.cc,
libinterp/corefcn/sysdep.cc, libinterp/corefcn/urlwrite.cc,
libinterp/corefcn/utils.cc, libinterp/corefcn/variables.cc,
libinterp/dldfcn/__init_fltk__.cc, libinterp/dldfcn/ccolamd.cc,
libinterp/dldfcn/colamd.cc, libinterp/octave-value/ov-bool-sparse.cc,
libinterp/octave-value/ov-classdef.cc, libinterp/octave-value/ov-re-sparse.cc,
libinterp/octave-value/ov-struct.cc, libinterp/parse-tree/pt-arg-list.cc,
scripts/audio/@audiorecorder/play.m, scripts/audio/wavwrite.m,
scripts/general/cart2sph.m, scripts/geometry/inpolygon.m,
scripts/gui/listdlg.m, scripts/gui/msgbox.m,
scripts/gui/private/message_dialog.m, scripts/help/get_first_help_sentence.m,
scripts/help/lookfor.m, scripts/image/imshow.m, scripts/io/strread.m,
scripts/java/javamem.m, scripts/miscellaneous/dir.m,
scripts/miscellaneous/edit.m, scripts/miscellaneous/genvarname.m,
scripts/miscellaneous/gzip.m, scripts/miscellaneous/private/__w2mpth__.m,
scripts/plot/appearance/annotation.m, scripts/plot/draw/colorbar.m,
scripts/plot/draw/quiver3.m, scripts/plot/util/hold.m,
scripts/plot/util/print.m, scripts/polynomial/mkpp.m,
scripts/polynomial/polyder.m, scripts/polynomial/spline.m,
scripts/polynomial/unmkpp.m, scripts/signal/arma_rnd.m, scripts/sparse/gplot.m,
scripts/statistics/tests/t_test.m,
scripts/statistics/tests/t_test_regression.m, scripts/strings/mat2str.m,
scripts/strings/strsplit.m, scripts/strings/strtrunc.m,
scripts/strings/untabify.m, scripts/testfun/assert.m:
maint: Remove unnecessary whitespace at end of lines.
author | Rik <rik@octave.org> |
---|---|
date | Tue, 12 May 2015 09:22:01 -0700 |
parents | d9341b422488 |
children |
line wrap: on
line source
## 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{t}, @var{df}] =} t_test_regression (@var{y}, @var{x}, @var{rr}, @var{r}, @var{alt}) ## Perform a t test for the null hypothesis ## @nospell{@code{@var{rr} * @var{b} = @var{r}}} in a classical normal ## regression model @code{@var{y} = @var{x} * @var{b} + @var{e}}. ## ## Under the null, the test statistic @var{t} follows a @var{t} distribution ## with @var{df} degrees of freedom. ## ## If @var{r} is omitted, a value of 0 is assumed. ## ## With the optional argument string @var{alt}, the alternative of interest ## can be selected. If @var{alt} is @qcode{"!="} or @qcode{"<>"}, the null ## is tested against the two-sided alternative @nospell{@code{@var{rr} * ## @var{b} != @var{r}}}. If @var{alt} is @qcode{">"}, the one-sided ## alternative @nospell{@code{@var{rr} * @var{b} > @var{r}}} is used. ## Similarly for @var{"<"}, the one-sided alternative @nospell{@code{@var{rr} ## * @var{b} < @var{r}}} is used. The default is the two-sided case. ## ## The p-value of the test is returned in @var{pval}. ## ## If no output argument is given, the p-value of the test is displayed. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Test one linear hypothesis in linear regression model function [pval, t, df] = t_test_regression (y, x, rr, r, alt) if (nargin == 3) r = 0; alt = "!="; elseif (nargin == 4) if (ischar (r)) alt = r; r = 0; else alt = "!="; endif elseif (! (nargin == 5)) print_usage (); endif if (! isscalar (r)) error ("t_test_regression: R must be a scalar"); elseif (! ischar (alt)) error ("t_test_regression: ALT must be a string"); endif [T, k] = size (x); if (! (isvector (y) && (length (y) == T))) error ("t_test_regression: Y must be a vector of length rows (X)"); endif s = size (rr); if (! ((max (s) == k) && (min (s) == 1))) error ("t_test_regression: RR must be a vector of length columns (X)"); endif rr = reshape (rr, 1, k); y = reshape (y, T, 1); [b, v] = ols (y, x); df = T - k; t = (rr * b - r) / sqrt (v * rr * inv (x' * x) * rr'); cdf = tcdf (t, df); if (strcmp (alt, "!=") || strcmp (alt, "<>")) pval = 2 * min (cdf, 1 - cdf); elseif (strcmp (alt, ">")) pval = 1 - cdf; elseif (strcmp (alt, "<")) pval = cdf; else error ("t_test_regression: the value '%s' for alt is not possible", alt); endif if (nargout == 0) printf ("pval: %g\n", pval); endif endfunction