Mercurial > octave-nkf
view scripts/statistics/tests/kolmogorov_smirnov_test.m @ 20209:d9341b422488 stable
doc: Update more docstrings to have one sentence summary as first line.
Reviewed statistics/ and @ftp/ in scripts directory.
* scripts/@ftp/ascii.m, scripts/@ftp/binary.m, scripts/@ftp/cd.m,
scripts/@ftp/dir.m, scripts/@ftp/ftp.m, scripts/@ftp/mget.m,
scripts/@ftp/mput.m, scripts/statistics/base/center.m,
scripts/statistics/base/cloglog.m, scripts/statistics/base/cov.m,
scripts/statistics/base/gls.m, scripts/statistics/base/histc.m,
scripts/statistics/base/iqr.m, scripts/statistics/base/kendall.m,
scripts/statistics/base/kurtosis.m, scripts/statistics/base/logit.m,
scripts/statistics/base/lscov.m, scripts/statistics/base/mahalanobis.m,
scripts/statistics/base/mean.m, scripts/statistics/base/meansq.m,
scripts/statistics/base/median.m, scripts/statistics/base/mode.m,
scripts/statistics/base/moment.m, scripts/statistics/base/ols.m,
scripts/statistics/base/ppplot.m, scripts/statistics/base/prctile.m,
scripts/statistics/base/probit.m, scripts/statistics/base/range.m,
scripts/statistics/base/ranks.m, scripts/statistics/base/run_count.m,
scripts/statistics/base/runlength.m, scripts/statistics/base/skewness.m,
scripts/statistics/base/spearman.m, scripts/statistics/base/statistics.m,
scripts/statistics/base/std.m, scripts/statistics/base/table.m,
scripts/statistics/base/var.m, scripts/statistics/base/zscore.m,
scripts/statistics/distributions/betainv.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/cauchy_cdf.m,
scripts/statistics/distributions/cauchy_inv.m,
scripts/statistics/distributions/cauchy_pdf.m,
scripts/statistics/distributions/chi2cdf.m,
scripts/statistics/distributions/chi2inv.m,
scripts/statistics/distributions/chi2pdf.m,
scripts/statistics/distributions/discrete_cdf.m,
scripts/statistics/distributions/discrete_inv.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/empirical_cdf.m,
scripts/statistics/distributions/empirical_inv.m,
scripts/statistics/distributions/empirical_pdf.m,
scripts/statistics/distributions/expcdf.m,
scripts/statistics/distributions/expinv.m,
scripts/statistics/distributions/exppdf.m,
scripts/statistics/distributions/finv.m,
scripts/statistics/distributions/fpdf.m,
scripts/statistics/distributions/gamcdf.m,
scripts/statistics/distributions/gaminv.m,
scripts/statistics/distributions/gampdf.m,
scripts/statistics/distributions/geoinv.m,
scripts/statistics/distributions/geopdf.m,
scripts/statistics/distributions/hygecdf.m,
scripts/statistics/distributions/hygeinv.m,
scripts/statistics/distributions/hygepdf.m,
scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
scripts/statistics/distributions/laplace_cdf.m,
scripts/statistics/distributions/laplace_inv.m,
scripts/statistics/distributions/laplace_pdf.m,
scripts/statistics/distributions/logistic_inv.m,
scripts/statistics/distributions/logncdf.m,
scripts/statistics/distributions/logninv.m,
scripts/statistics/distributions/lognpdf.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normcdf.m,
scripts/statistics/distributions/norminv.m,
scripts/statistics/distributions/normpdf.m,
scripts/statistics/distributions/poisscdf.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poisspdf.m,
scripts/statistics/distributions/stdnormal_cdf.m,
scripts/statistics/distributions/stdnormal_pdf.m,
scripts/statistics/distributions/tcdf.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/tpdf.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidinv.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifcdf.m,
scripts/statistics/distributions/unifinv.m,
scripts/statistics/distributions/wblcdf.m,
scripts/statistics/distributions/wblinv.m,
scripts/statistics/distributions/wblpdf.m,
scripts/statistics/distributions/wienrnd.m,
scripts/statistics/models/private/logistic_regression_derivatives.m,
scripts/statistics/models/private/logistic_regression_likelihood.m,
scripts/statistics/tests/anova.m,
scripts/statistics/tests/chisquare_test_homogeneity.m,
scripts/statistics/tests/chisquare_test_independence.m,
scripts/statistics/tests/cor_test.m,
scripts/statistics/tests/f_test_regression.m,
scripts/statistics/tests/hotelling_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test_2.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/manova.m, scripts/statistics/tests/mcnemar_test.m,
scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/run_test.m,
scripts/statistics/tests/sign_test.m, scripts/statistics/tests/t_test.m,
scripts/statistics/tests/t_test_2.m,
scripts/statistics/tests/t_test_regression.m,
scripts/statistics/tests/u_test.m, scripts/statistics/tests/var_test.m,
scripts/statistics/tests/welch_test.m,
scripts/statistics/tests/wilcoxon_test.m, scripts/statistics/tests/z_test.m,
scripts/statistics/tests/z_test_2.m:
Update more docstrings to have one sentence summary as first line.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 10 May 2015 16:07:41 -0700 |
parents | 9fc020886ae9 |
children |
line wrap: on
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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{ks}] =} kolmogorov_smirnov_test (@var{x}, @var{dist}, @var{params}, @var{alt}) ## Perform a Kolmogorov-Smirnov test of the null hypothesis that the ## sample @var{x} comes from the (continuous) distribution @var{dist}. ## ## if F and G are the CDFs corresponding to the sample and dist, ## respectively, then the null is that F == G. ## ## The optional argument @var{params} contains a list of parameters of ## @var{dist}. For example, to test whether a sample @var{x} comes from ## a uniform distribution on [2,4], use ## ## @example ## kolmogorov_smirnov_test (x, "unif", 2, 4) ## @end example ## ## @noindent ## @var{dist} can be any string for which a function @var{distcdf} ## that calculates the CDF of distribution @var{dist} exists. ## ## 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 F != G@. In this case, the ## test statistic @var{ks} follows a two-sided Kolmogorov-Smirnov ## distribution. If @var{alt} is @qcode{">"}, the one-sided alternative F > ## G is considered. Similarly for @qcode{"<"}, the one-sided alternative F > ## G is considered. In this case, the test statistic @var{ks} has a ## one-sided Kolmogorov-Smirnov distribution. 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 is displayed. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: One-sample Kolmogorov-Smirnov test function [pval, ks] = kolmogorov_smirnov_test (x, dist, varargin) if (nargin < 2) print_usage (); endif if (! isvector (x)) error ("kolmogorov_smirnov_test: X must be a vector"); endif n = length (x); s = sort (x); try f = str2func (sprintf ("%scdf", dist)); catch try f = str2func (sprintf ("%s_cdf", dist)); catch error ("kolmogorov_smirnov_test: no %scdf or %s_cdf function found", dist, dist); end_try_catch end_try_catch alt = "!="; args{1} = s; nvargs = numel (varargin); if (nvargs > 0) if (ischar (varargin{end})) alt = varargin{end}; args(2:nvargs) = varargin(1:end-1); else args(2:nvargs+1) = varargin; endif endif z = reshape (feval (f, args{:}), 1, n); if (strcmp (alt, "!=") || strcmp (alt, "<>")) ks = sqrt (n) * max (max ([abs(z - (0:(n-1))/n); abs(z - (1:n)/n)])); pval = 1 - kolmogorov_smirnov_cdf (ks); elseif (strcmp (alt, ">")) ks = sqrt (n) * max (max ([z - (0:(n-1))/n; z - (1:n)/n])); pval = exp (- 2 * ks^2); elseif (strcmp (alt, "<")) ks = - sqrt (n) * min (min ([z - (0:(n-1))/n; z - (1:n)/n])); pval = exp (- 2 * ks^2); else error ("kolmogorov_smirnov_test: alternative %s not recognized", alt); endif if (nargout == 0) printf ("pval: %g\n", pval); endif endfunction ## test for recognition of unifcdf function %!assert (kolmogorov_smirnov_test (0:100, "unif", 0, 100), 1.0, eps) ## test for recognition of logistic_cdf function %!assert (kolmogorov_smirnov_test (0:100, "logistic"), 0) ## test for F < G %!assert (kolmogorov_smirnov_test (50:100, "unif", 0, 50, "<")) %!error kolmogorov_smirnov_test (1) %!error <X must be a vector> kolmogorov_smirnov_test ({}, "unif", 2, 4) %!error <no not_a_distcdf or not_a_dist_cdf function found> %! kolmogorov_smirnov_test (1, "not_a_dist"); %!error <alternative foo not recognized> %! kolmogorov_smirnov_test (1, "unif", 2, 4, "foo");