octave: scripts/statistics/tests/kolmogorov_smirnov

annotate scripts/statistics/tests/kolmogorov_smirnov_test.m @ 21562:6c2fd62db1f7

maint: Eliminate accidental double spaces in code. * make_int.cc, file-editor-tab.h, file-editor.cc, shortcut-manager.h, __contourc__.cc, cellfun.cc, debug.cc, errwarn.h, graphics.in.h, jit-ir.h, oct-stream.cc, quadcc.cc, qz.cc, sparse-xdiv.cc, symtab.cc, __init_fltk__.cc, ov-class.cc, ov-float.h, ov-scalar.h, op-int.h, CNDArray.cc, CSparse.cc, MSparse.cc, Sparse.cc, boolNDArray.cc, chNDArray.cc, dNDArray.cc, dSparse.cc, fCNDArray.cc, fNDArray.cc, int16NDArray.cc, int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, intNDArray.cc, uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, randgamma.h, randmtzig.h, randpoisson.c, randpoisson.h, Sparse-op-defs.h, oct-time.cc, kpse.cc, lo-array-errwarn.h, lo-ieee.h, del2.m, num2str.m, __isequal__.m, lookfor.m, hsv2rgb.m, colorspace_conversion_revert.m, fminbnd.m, create_pkgadddel.m, shading.m, struct2hdl.m, gallery.m, discrete_cdf.m, kolmogorov_smirnov_test.m, assert.m, datestr.m, classes.tst, jit.tst: Eliminate accidental double spaces in code.

author	Rik <rik@octave.org>
date	Wed, 30 Mar 2016 15:19:12 -0700
parents	516bb87ea72e
children	dcf8922b724b

rev	line source
19697 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	1 ## Copyright (C) 1995-2015 Kurt Hornik
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	2 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	3 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	4 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	5 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	6 ## under the terms of the GNU General Public License as published by
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	8 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	9 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	10 ## Octave is distributed in the hope that it will be useful, but
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	13 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	14 ##
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	15 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	17 ## <http://www.gnu.org/licenses/>.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	18
3454 d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	19 ## -- texinfo --
20852 516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20174 diff changeset	20 ## @deftypefn {} {[@var{pval}, @var{ks}] =} kolmogorov_smirnov_test (@var{x}, @var{dist}, @var{params}, @var{alt})
3454 d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	21 ## Perform a Kolmogorov-Smirnov test of the null hypothesis that the
20174 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	22 ## sample @var{x} comes from the (continuous) distribution @var{dist}.
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	23 ##
3454 d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	24 ## if F and G are the CDFs corresponding to the sample and dist,
d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	25 ## respectively, then the null is that F == G.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	26 ##
3454 d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	27 ## The optional argument @var{params} contains a list of parameters of
d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	28 ## @var{dist}. For example, to test whether a sample @var{x} comes from
d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	29 ## a uniform distribution on [2,4], use
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	30 ##
3454 d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	31 ## @example
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	32 ## kolmogorov_smirnov_test (x, "unif", 2, 4)
3454 d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	33 ## @end example
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	34 ##
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	35 ## @noindent
20174 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	36 ## @var{dist} can be any string for which a function @var{distcdf}
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	37 ## that calculates the CDF of distribution @var{dist} exists.
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	38 ##
20174 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	39 ## With the optional argument string @var{alt}, the alternative of interest
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	40 ## can be selected. If @var{alt} is @qcode{"!="} or @qcode{"<>"}, the null
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	41 ## is tested against the two-sided alternative F != G@. In this case, the
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	42 ## test statistic @var{ks} follows a two-sided Kolmogorov-Smirnov
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	43 ## distribution. If @var{alt} is @qcode{">"}, the one-sided alternative F >
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	44 ## G is considered. Similarly for @qcode{"<"}, the one-sided alternative F >
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	45 ## G is considered. In this case, the test statistic @var{ks} has a
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	46 ## one-sided Kolmogorov-Smirnov distribution. The default is the two-sided
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	47 ## case.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	48 ##
3454 d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	49 ## The p-value of the test is returned in @var{pval}.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	50 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	51 ## If no output argument is given, the p-value is displayed.
3454 d8b731d3f7a3 [project @ 2000-01-18 10:13:31 by jwe] jwe parents: 3426 diff changeset	52 ## @end deftypefn
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	53
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	54 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3454 diff changeset	55 ## Description: One-sample Kolmogorov-Smirnov test
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	56
3979 e0b7a493e5a8 [project @ 2002-07-10 17:45:34 by jwe] jwe parents: 3922 diff changeset	57 function [pval, ks] = kolmogorov_smirnov_test (x, dist, varargin)
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	58
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	59 if (nargin < 2)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5443 diff changeset	60 print_usage ();
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	61 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	62
4030 22bd65326ec1 [project @ 2002-08-09 18:58:13 by jwe] jwe parents: 3979 diff changeset	63 if (! isvector (x))
11472 1740012184f9 Use uppercase for variable names in error() strings to match Info documentation. Only m-files done. Rik <octave@nomad.inbox5.com> parents: 11340 diff changeset	64 error ("kolmogorov_smirnov_test: X must be a vector");
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	65 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	66
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	67 n = length (x);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	68 s = sort (x);
11335 db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	69 try
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	70 f = str2func (sprintf ("%scdf", dist));
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	71 catch
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	72 try
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	73 f = str2func (sprintf ("%s_cdf", dist));
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	74 catch
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	75 error ("kolmogorov_smirnov_test: no %scdf or %s_cdf function found",
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	76 dist, dist);
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	77 end_try_catch
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	78 end_try_catch
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	79
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	80 alt = "!=";
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	81
11335 db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	82 args{1} = s;
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	83 nvargs = numel (varargin);
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	84 if (nvargs > 0)
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	85 if (ischar (varargin{end}))
11336 5a4a7febe37c fix omission from previous change to kolmogorov_smirnov_test John W. Eaton <jwe@octave.org> parents: 11335 diff changeset	86 alt = varargin{end};
11335 db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	87 args(2:nvargs) = varargin(1:end-1);
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	88 else
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	89 args(2:nvargs+1) = varargin;
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	90 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	91 endif
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	92
11335 db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	93 z = reshape (feval (f, args{:}), 1, n);
db091f68798c allow kolmogorov_smirnov_test to work with either DIST_cdf or DISTcdf functions John W. Eaton <jwe@octave.org> parents: 10793 diff changeset	94
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	95 if (strcmp (alt, "!=") \|\| strcmp (alt, "<>"))
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3454 diff changeset	96 ks = sqrt (n) * max (max ([abs(z - (0:(n-1))/n); abs(z - (1:n)/n)]));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	97 pval = 1 - kolmogorov_smirnov_cdf (ks);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	98 elseif (strcmp (alt, ">"))
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3454 diff changeset	99 ks = sqrt (n) * max (max ([z - (0:(n-1))/n; z - (1:n)/n]));
434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3454 diff changeset	100 pval = exp (- 2 * ks^2);
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	101 elseif (strcmp (alt, "<"))
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3454 diff changeset	102 ks = - sqrt (n) * min (min ([z - (0:(n-1))/n; z - (1:n)/n]));
434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3454 diff changeset	103 pval = exp (- 2 * ks^2);
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	104 else
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3454 diff changeset	105 error ("kolmogorov_smirnov_test: alternative %s not recognized", alt);
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	106 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	107
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	108 if (nargout == 0)
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3454 diff changeset	109 printf ("pval: %g\n", pval);
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	110 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3200 diff changeset	111
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	112 endfunction
11340 ef65ebb325e9 Add tests to kolmogorov_smirnov_test Thorsten Meyer <thorsten.meyier@gmx.de> parents: 11336 diff changeset	113
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	114
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	115 ## test for recognition of unifcdf function
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	116 %!assert (kolmogorov_smirnov_test (0:100, "unif", 0, 100), 1.0, eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	117 ## test for recognition of logistic_cdf function
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	118 %!assert (kolmogorov_smirnov_test (0:100, "logistic"), 0)
21562 6c2fd62db1f7 maint: Eliminate accidental double spaces in code. Rik <rik@octave.org> parents: 20852 diff changeset	119 ## test for F < G
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	120 %!assert (kolmogorov_smirnov_test (50:100, "unif", 0, 50, "<"))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	121
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	122 %!error kolmogorov_smirnov_test (1)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	123 %!error <X must be a vector> kolmogorov_smirnov_test ({}, "unif", 2, 4)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	124 %!error <no not_a_distcdf or not_a_dist_cdf function found>
17337 a31b54b5f84a Use only 1 space between '%!' and start of test/demo code. Rik <rik@octave.org> parents: 17281 diff changeset	125 %! kolmogorov_smirnov_test (1, "not_a_dist");
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	126 %!error <alternative foo not recognized>
17337 a31b54b5f84a Use only 1 space between '%!' and start of test/demo code. Rik <rik@octave.org> parents: 17281 diff changeset	127 %! kolmogorov_smirnov_test (1, "unif", 2, 4, "foo");
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	128

Mercurial > octave

annotate scripts/statistics/tests/kolmogorov_smirnov_test.m @ 21562:6c2fd62db1f7