Mercurial > octave
annotate scripts/statistics/tests/mcnemar_test.m @ 21634:96518f623c91
Backed out changeset dcf8922b724b
author | Mike Miller <mtmiller@octave.org> |
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date | Wed, 20 Apr 2016 11:06:03 -0700 |
parents | dcf8922b724b |
children | bac0d6f07a3e |
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John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1996-2015 Kurt Hornik |
3426 | 2 ## |
3922 | 3 ## This file is part of Octave. |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
8 ## your option) any later version. | |
3426 | 9 ## |
3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
3200 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
3426 | 13 ## General Public License for more details. |
14 ## | |
3200 | 15 ## You should have received a copy of the GNU General Public License |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
3200 | 18 |
3454 | 19 ## -*- texinfo -*- |
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20 ## @deftypefn {} {[@var{pval}, @var{chisq}, @var{df}] =} mcnemar_test (@var{x}) |
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21 ## For a square contingency table @var{x} of data cross-classified on the row |
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22 ## and column variables, @nospell{McNemar's} test can be used for testing the |
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23 ## null hypothesis of symmetry of the classification probabilities. |
3200 | 24 ## |
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25 ## Under the null, @var{chisq} is approximately distributed as chisquare with |
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26 ## @var{df} degrees of freedom. |
3200 | 27 ## |
3454 | 28 ## The p-value (1 minus the CDF of this distribution at @var{chisq}) is |
29 ## returned in @var{pval}. | |
3200 | 30 ## |
31 ## If no output argument is given, the p-value of the test is displayed. | |
3454 | 32 ## @end deftypefn |
3426 | 33 |
5428 | 34 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
3456 | 35 ## Description: McNemar's test for symmetry |
3426 | 36 |
3200 | 37 function [pval, chisq, df] = mcnemar_test (x) |
3426 | 38 |
3200 | 39 if (nargin != 1) |
6046 | 40 print_usage (); |
3200 | 41 endif |
3426 | 42 |
4030 | 43 if (! (min (size (x)) > 1) && issquare (x)) |
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44 error ("mcnemar_test: X must be a square matrix of size > 1"); |
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45 elseif (! (all ((x(:) >= 0)) && all (x(:) == fix (x(:))))) |
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46 error ("mcnemar_test: all entries of X must be non-negative integers"); |
3200 | 47 endif |
3426 | 48 |
3200 | 49 r = rows (x); |
50 df = r * (r - 1) / 2; | |
51 if (r == 2) | |
52 num = max (abs (x - x') - 1, 0) .^ 2; | |
53 else | |
54 num = abs (x - x') .^ 2; | |
55 endif | |
3426 | 56 |
3200 | 57 chisq = sum (sum (triu (num ./ (x + x'), 1))); |
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58 pval = 1 - chi2cdf (chisq, df); |
3426 | 59 |
3200 | 60 if (nargout == 0) |
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Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
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61 printf (" pval: %g\n", pval); |
3200 | 62 endif |
3426 | 63 |
3200 | 64 endfunction |
65 |