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Backed out changeset dcf8922b724b
author Mike Miller <mtmiller@octave.org>
date Wed, 20 Apr 2016 11:06:03 -0700
parents dcf8922b724b
children bac0d6f07a3e
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4197fc428c7d maint: Update copyright notices for 2015.
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1 ## Copyright (C) 1995-2015 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {} {[@var{pval}, @var{b}, @var{n}] =} sign_test (@var{x}, @var{y}, @var{alt})
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21 ## For two matched-pair samples @var{x} and @var{y}, perform a sign test
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22 ## of the null hypothesis
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23 ## PROB (@var{x} > @var{y}) == PROB (@var{x} < @var{y}) == 1/2.
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24 ##
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25 ## Under the null, the test statistic @var{b} roughly follows a
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26 ## binomial distribution with parameters
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27 ## @code{@var{n} = sum (@var{x} != @var{y})} and @var{p} = 1/2.
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28 ##
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29 ## With the optional argument @code{alt}, the alternative of interest can be
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30 ## selected. If @var{alt} is @qcode{"!="} or @qcode{"<>"}, the null
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31 ## hypothesis is tested against the two-sided alternative
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32 ## PROB (@var{x} < @var{y}) != 1/2. If @var{alt} is @qcode{">"}, the one-sided
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33 ## alternative PROB (@var{x} > @var{y}) > 1/2 ("x is stochastically greater
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34 ## than y") is considered. Similarly for @qcode{"<"}, the one-sided
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35 ## alternative PROB (@var{x} > @var{y}) < 1/2 ("x is stochastically less than
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36 ## y") is considered. The default is the two-sided case.
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37 ##
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38 ## The p-value of the test is returned in @var{pval}.
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39 ##
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40 ## If no output argument is given, the p-value of the test is displayed.
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41 ## @end deftypefn
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42
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43 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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44 ## Description: Sign test
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45
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46 function [pval, b, n] = sign_test (x, y, alt)
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47
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48 if (nargin < 2 || nargin > 3)
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49 print_usage ();
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50 endif
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51
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52 if (! (isvector (x) && isvector (y) && (length (x) == length (y))))
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53 error ("sign_test: X and Y must be vectors of the same length");
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54 endif
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55
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56 n = length (x);
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57 x = reshape (x, 1, n);
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58 y = reshape (y, 1, n);
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59 n = sum (x != y);
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60 b = sum (x > y);
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61 cdf = binocdf (b, n, 1/2);
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62
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63 if (nargin == 2)
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64 alt = "!=";
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65 endif
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67 if (! ischar (alt))
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68 error ("sign_test: ALT must be a string");
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69 endif
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70 if (strcmp (alt, "!=") || strcmp (alt, "<>"))
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71 pval = 2 * min (cdf, 1 - cdf);
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72 elseif (strcmp (alt, ">"))
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73 pval = 1 - cdf;
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74 elseif (strcmp (alt, "<"))
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75 pval = cdf;
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76 else
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77 error ("sign_test: option %s not recognized", alt);
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78 endif
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79
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80 if (nargout == 0)
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81 printf (" pval: %g\n", pval);
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82 endif
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83
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84 endfunction
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85