Mercurial > octave
annotate scripts/statistics/tests/cor_test.m @ 17281:bc924baa2c4e
doc: Add new @qcode macro for code samples which are quoted.
Macro handles options ("on") or properties ("position") more elegantly
than @code{"text"}.
* doc/interpreter/macros.texi: Add new @qcode macro.
* doc/interpreter/tips.txi: Add documentation about @qcode macro.
* doc/interpreter/basics.txi, doc/interpreter/container.txi,
doc/interpreter/emacs.txi, doc/interpreter/errors.txi,
doc/interpreter/eval.txi, doc/interpreter/expr.txi,
doc/interpreter/external.txi, doc/interpreter/func.txi,
doc/interpreter/grammar.txi, doc/interpreter/image.txi,
doc/interpreter/install.txi, doc/interpreter/interp.txi,
doc/interpreter/io.txi, doc/interpreter/matrix.txi,
doc/interpreter/numbers.txi, doc/interpreter/oop.txi,
doc/interpreter/package.txi, doc/interpreter/plot.txi,
doc/interpreter/quad.txi, doc/interpreter/sparse.txi,
doc/interpreter/strings.txi, doc/interpreter/system.txi,
doc/interpreter/vectorize.txi, libinterp/corefcn/balance.cc,
libinterp/corefcn/bitfcns.cc, libinterp/corefcn/cellfun.cc,
libinterp/corefcn/conv2.cc, libinterp/corefcn/data.cc,
libinterp/corefcn/debug.cc, libinterp/corefcn/defaults.cc,
libinterp/corefcn/dirfns.cc, libinterp/corefcn/dlmread.cc,
libinterp/corefcn/error.cc, libinterp/corefcn/file-io.cc,
libinterp/corefcn/find.cc, libinterp/corefcn/gammainc.cc,
libinterp/corefcn/graphics.cc, libinterp/corefcn/help.cc,
libinterp/corefcn/hex2num.cc, libinterp/corefcn/input.cc,
libinterp/corefcn/load-path.cc, libinterp/corefcn/load-save.cc,
libinterp/corefcn/ls-oct-ascii.cc, libinterp/corefcn/lu.cc,
libinterp/corefcn/luinc.cc, libinterp/corefcn/matrix_type.cc,
libinterp/corefcn/oct-hist.cc, libinterp/corefcn/pager.cc,
libinterp/corefcn/pr-output.cc, libinterp/corefcn/pt-jit.cc,
libinterp/corefcn/qz.cc, libinterp/corefcn/rand.cc,
libinterp/corefcn/regexp.cc, libinterp/corefcn/schur.cc,
libinterp/corefcn/sighandlers.cc, libinterp/corefcn/sparse.cc,
libinterp/corefcn/spparms.cc, libinterp/corefcn/str2double.cc,
libinterp/corefcn/svd.cc, libinterp/corefcn/symtab.cc,
libinterp/corefcn/syscalls.cc, libinterp/corefcn/toplev.cc,
libinterp/corefcn/tril.cc, libinterp/corefcn/typecast.cc,
libinterp/corefcn/utils.cc, libinterp/corefcn/variables.cc,
libinterp/dldfcn/__init_fltk__.cc, libinterp/dldfcn/chol.cc,
libinterp/dldfcn/colamd.cc, libinterp/dldfcn/fftw.cc, libinterp/dldfcn/qr.cc,
libinterp/dldfcn/symbfact.cc, libinterp/octave-value/ov-base.cc,
libinterp/octave-value/ov-fcn-handle.cc,
libinterp/octave-value/ov-fcn-inline.cc, libinterp/octave-value/ov-java.cc,
libinterp/octave-value/ov-range.cc, libinterp/octave-value/ov-struct.cc,
libinterp/octave-value/ov-usr-fcn.cc, libinterp/parse-tree/oct-parse.in.yy,
libinterp/parse-tree/pt-binop.cc, libinterp/parse-tree/pt-eval.cc,
libinterp/parse-tree/pt-mat.cc, scripts/@ftp/ftp.m,
scripts/deprecated/java_convert_matrix.m, scripts/deprecated/java_debug.m,
scripts/deprecated/java_unsigned_conversion.m, scripts/deprecated/shell_cmd.m,
scripts/general/dblquad.m, scripts/general/display.m,
scripts/general/genvarname.m, scripts/general/idivide.m,
scripts/general/interp1.m, scripts/general/interp2.m,
scripts/general/interp3.m, scripts/general/interpn.m, scripts/general/isa.m,
scripts/general/profexplore.m, scripts/general/profile.m,
scripts/general/quadgk.m, scripts/general/randi.m, scripts/general/structfun.m,
scripts/general/subsindex.m, scripts/general/triplequad.m,
scripts/geometry/griddata.m, scripts/geometry/griddata3.m,
scripts/geometry/griddatan.m, scripts/geometry/voronoi.m, scripts/help/help.m,
scripts/help/lookfor.m, scripts/image/cmpermute.m, scripts/image/colormap.m,
scripts/image/image.m, scripts/image/imagesc.m, scripts/image/imfinfo.m,
scripts/image/imformats.m, scripts/image/imread.m, scripts/image/imshow.m,
scripts/image/imwrite.m, scripts/image/ind2gray.m, scripts/image/lines.m,
scripts/image/rgb2ind.m, scripts/image/spinmap.m, scripts/io/dlmwrite.m,
scripts/io/strread.m, scripts/io/textread.m, scripts/io/textscan.m,
scripts/java/javaclasspath.m, scripts/java/usejava.m,
scripts/miscellaneous/bzip2.m, scripts/miscellaneous/computer.m,
scripts/miscellaneous/copyfile.m, scripts/miscellaneous/debug.m,
scripts/miscellaneous/dos.m, scripts/miscellaneous/edit.m,
scripts/miscellaneous/gzip.m, scripts/miscellaneous/license.m,
scripts/miscellaneous/mkoctfile.m, scripts/miscellaneous/movefile.m,
scripts/miscellaneous/parseparams.m, scripts/miscellaneous/unix.m,
scripts/optimization/fminbnd.m, scripts/optimization/fminsearch.m,
scripts/optimization/fminunc.m, scripts/optimization/fsolve.m,
scripts/optimization/fzero.m, scripts/optimization/glpk.m,
scripts/optimization/lsqnonneg.m, scripts/optimization/optimset.m,
scripts/optimization/pqpnonneg.m, scripts/pkg/pkg.m, scripts/plot/allchild.m,
scripts/plot/ancestor.m, scripts/plot/area.m, scripts/plot/axis.m,
scripts/plot/bar.m, scripts/plot/barh.m, scripts/plot/box.m,
scripts/plot/caxis.m, scripts/plot/cla.m, scripts/plot/clabel.m,
scripts/plot/clf.m, scripts/plot/close.m, scripts/plot/colorbar.m,
scripts/plot/daspect.m, scripts/plot/ezmesh.m, scripts/plot/ezmeshc.m,
scripts/plot/ezsurf.m, scripts/plot/ezsurfc.m, scripts/plot/findall.m,
scripts/plot/findobj.m, scripts/plot/gcbo.m, scripts/plot/gcf.m,
scripts/plot/gco.m, scripts/plot/grid.m, scripts/plot/guihandles.m,
scripts/plot/hdl2struct.m, scripts/plot/hidden.m, scripts/plot/hold.m,
scripts/plot/isonormals.m, scripts/plot/isosurface.m, scripts/plot/legend.m,
scripts/plot/mesh.m, scripts/plot/meshc.m, scripts/plot/meshz.m,
scripts/plot/newplot.m, scripts/plot/orient.m, scripts/plot/pareto.m,
scripts/plot/patch.m, scripts/plot/pbaspect.m, scripts/plot/pcolor.m,
scripts/plot/plot.m, scripts/plot/print.m,
scripts/plot/private/__add_default_menu__.m, scripts/plot/quiver.m,
scripts/plot/quiver3.m, scripts/plot/refreshdata.m, scripts/plot/saveas.m,
scripts/plot/scatter.m, scripts/plot/scatter3.m, scripts/plot/shading.m,
scripts/plot/shrinkfaces.m, scripts/plot/slice.m, scripts/plot/stem.m,
scripts/plot/stem3.m, scripts/plot/struct2hdl.m, scripts/plot/subplot.m,
scripts/plot/surf.m, scripts/plot/surfc.m, scripts/plot/surfl.m,
scripts/plot/tetramesh.m, scripts/plot/uigetfile.m, scripts/plot/uimenu.m,
scripts/plot/uiputfile.m, scripts/plot/waterfall.m, scripts/plot/whitebg.m,
scripts/plot/xlim.m, scripts/plot/ylim.m, scripts/plot/zlim.m,
scripts/polynomial/conv.m, scripts/polynomial/polyout.m,
scripts/polynomial/splinefit.m, scripts/set/ismember.m, scripts/set/powerset.m,
scripts/set/setdiff.m, scripts/set/union.m, scripts/set/unique.m,
scripts/signal/detrend.m, scripts/signal/filter2.m, scripts/signal/freqz.m,
scripts/signal/periodogram.m, scripts/signal/spectral_adf.m,
scripts/signal/spectral_xdf.m, scripts/sparse/eigs.m, scripts/sparse/svds.m,
scripts/specfun/legendre.m, scripts/special-matrix/gallery.m,
scripts/statistics/base/mean.m, scripts/statistics/base/moment.m,
scripts/statistics/tests/cor_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/prop_test_2.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, scripts/strings/base2dec.m,
scripts/strings/index.m, scripts/strings/isstrprop.m,
scripts/strings/mat2str.m, scripts/strings/regexptranslate.m,
scripts/strings/rindex.m, scripts/strings/str2num.m, scripts/strings/strcat.m,
scripts/strings/strjust.m, scripts/strings/strmatch.m,
scripts/strings/validatestring.m, scripts/testfun/demo.m,
scripts/testfun/example.m, scripts/testfun/test.m, scripts/time/addtodate.m,
scripts/time/asctime.m, scripts/time/datestr.m, scripts/time/datetick.m,
scripts/time/weekday.m, scripts/ui/errordlg.m, scripts/ui/helpdlg.m,
scripts/ui/inputdlg.m, scripts/ui/listdlg.m, scripts/ui/msgbox.m,
scripts/ui/questdlg.m, scripts/ui/warndlg.m: Use new @qcode macro.
| author | Rik <rik@octave.org> |
|---|---|
| date | Mon, 19 Aug 2013 20:46:38 -0700 |
| parents | d174210ce1ec |
| children | 1c89599167a6 |
| rev | line source |
|---|---|
|
14138
72c96de7a403
maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents:
12856
diff
changeset
|
1 ## Copyright (C) 1995-2012 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 -*- |
| 20 ## @deftypefn {Function File} {} cor_test (@var{x}, @var{y}, @var{alt}, @var{method}) | |
| 21 ## Test whether two samples @var{x} and @var{y} come from uncorrelated | |
| 22 ## populations. | |
| 3200 | 23 ## |
| 3454 | 24 ## The optional argument string @var{alt} describes the alternative |
|
17281
bc924baa2c4e
doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents:
15466
diff
changeset
|
25 ## hypothesis, and can be @qcode{"!="} or @qcode{"<>"} (non-zero), |
|
bc924baa2c4e
doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents:
15466
diff
changeset
|
26 ## @qcode{">"} (greater than 0), or @qcode{"<"} (less than 0). The |
| 3454 | 27 ## default is the two-sided case. |
| 3200 | 28 ## |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
29 ## The optional argument string @var{method} specifies which |
|
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
30 ## correlation coefficient to use for testing. If @var{method} is |
|
17281
bc924baa2c4e
doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents:
15466
diff
changeset
|
31 ## @qcode{"pearson"} (default), the (usual) Pearson's product moment |
| 3454 | 32 ## correlation coefficient is used. In this case, the data should come |
| 33 ## from a bivariate normal distribution. Otherwise, the other two | |
|
9051
1bf0ce0930be
Grammar check TexInfo in all .m files
Rik <rdrider0-list@yahoo.com>
parents:
8920
diff
changeset
|
34 ## methods offer nonparametric alternatives. If @var{method} is |
|
17281
bc924baa2c4e
doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents:
15466
diff
changeset
|
35 ## @qcode{"kendall"}, then Kendall's rank correlation tau is used. If |
|
bc924baa2c4e
doc: Add new @qcode macro for code samples which are quoted.
Rik <rik@octave.org>
parents:
15466
diff
changeset
|
36 ## @var{method} is @qcode{"spearman"}, then Spearman's rank correlation |
| 3454 | 37 ## rho is used. Only the first character is necessary. |
| 3200 | 38 ## |
| 39 ## The output is a structure with the following elements: | |
| 40 ## | |
| 3454 | 41 ## @table @var |
| 42 ## @item pval | |
| 43 ## The p-value of the test. | |
|
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10606
diff
changeset
|
44 ## |
| 3454 | 45 ## @item stat |
| 46 ## The value of the test statistic. | |
|
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10606
diff
changeset
|
47 ## |
| 3454 | 48 ## @item dist |
| 49 ## The distribution of the test statistic. | |
|
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10606
diff
changeset
|
50 ## |
| 3454 | 51 ## @item params |
| 52 ## The parameters of the null distribution of the test statistic. | |
|
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10606
diff
changeset
|
53 ## |
| 3454 | 54 ## @item alternative |
| 55 ## The alternative hypothesis. | |
|
10821
693e22af08ae
Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents:
10606
diff
changeset
|
56 ## |
| 3454 | 57 ## @item method |
| 58 ## The method used for testing. | |
| 59 ## @end table | |
| 60 ## | |
| 61 ## If no output argument is given, the p-value is displayed. | |
| 62 ## @end deftypefn | |
| 3200 | 63 |
| 3456 | 64 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
| 5428 | 65 ## Adapted-by: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 66 ## Description: Test for zero correlation |
| 3200 | 67 |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
68 function t = cor_test (x, y, alt, method) |
| 3426 | 69 |
| 3200 | 70 if ((nargin < 2) || (nargin > 4)) |
| 6046 | 71 print_usage (); |
| 3200 | 72 endif |
| 73 | |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
74 if (!isvector (x) || !isvector (y) || length (x) != length (y)) |
| 8664 | 75 error ("cor_test: X and Y must be vectors of the same length"); |
| 3200 | 76 endif |
| 77 | |
| 78 if (nargin < 3) | |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
79 alt = "!="; |
|
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
80 elseif (! ischar (alt)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
11469
diff
changeset
|
81 error ("cor_test: ALT must be a string"); |
| 3200 | 82 endif |
| 83 | |
| 84 if (nargin < 4) | |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
85 method = "pearson"; |
|
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
86 elseif (! ischar (method)) |
| 3456 | 87 error ("cor_test: METHOD must be a string"); |
| 3200 | 88 endif |
| 89 | |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
90 n = length (x); |
|
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
91 m = method (1); |
| 3200 | 92 |
| 93 if (m == "p") | |
|
12856
cad4cba03f19
Deprecate corrcoef, cor and replace with Matlab equivalent corr
Rik <octave@nomad.inbox5.com>
parents:
12480
diff
changeset
|
94 r = corr (x, y); |
| 3200 | 95 df = n - 2; |
| 96 t.method = "Pearson's product moment correlation"; | |
| 97 t.params = df; | |
| 98 t.stat = sqrt (df) .* r / sqrt (1 - r.^2); | |
| 99 t.dist = "t"; | |
|
10606
ec34c7acd057
Replace deprecated function calls in statistics tests
Rik <octave@nomad.inbox5.com>
parents:
9051
diff
changeset
|
100 cdf = tcdf (t.stat, df); |
| 3200 | 101 elseif (m == "k") |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
102 tau = kendall (x, y); |
| 3426 | 103 t.method = "Kendall's rank correlation tau"; |
| 3200 | 104 t.params = []; |
| 105 t.stat = tau / sqrt ((2 * (2*n+5)) / (9*n*(n-1))); | |
| 106 t.dist = "stdnormal"; | |
| 107 cdf = stdnormal_cdf (t.stat); | |
| 108 elseif (m == "s") | |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
109 rho = spearman (x, y); |
| 3200 | 110 t.method = "Spearman's rank correlation rho"; |
| 111 t.params = []; | |
| 112 t.stat = sqrt (n-1) * (rho - 6/(n^3-n)); | |
| 3426 | 113 t.dist = "stdnormal"; |
| 3200 | 114 cdf = stdnormal_cdf (t.stat); |
| 115 else | |
|
15466
d174210ce1ec
use ' instead of ` in error messages, warnings and most comments
John W. Eaton <jwe@octave.org>
parents:
14138
diff
changeset
|
116 error ("cor_test: METHOD '%s' not recognized", method); |
| 3200 | 117 endif |
| 118 | |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
119 if (strcmp (alt, "!=") || strcmp (alt, "<>")) |
| 3200 | 120 t.pval = 2 * min (cdf, 1 - cdf); |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
121 elseif (strcmp (alt, ">")) |
| 3200 | 122 t.pval = 1 - cdf; |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
123 elseif (strcmp (alt, "<")) |
| 3200 | 124 t.pval = cdf; |
| 125 else | |
|
15466
d174210ce1ec
use ' instead of ` in error messages, warnings and most comments
John W. Eaton <jwe@octave.org>
parents:
14138
diff
changeset
|
126 error ("cor_test: alternative '%s' not recognized", alt); |
| 3200 | 127 endif |
| 128 | |
|
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
10821
diff
changeset
|
129 t.alternative = alt; |
| 3200 | 130 |
| 131 if (nargout == 0) | |
| 3456 | 132 printf ("pval: %g\n", t.pval); |
| 3200 | 133 endif |
| 3426 | 134 |
| 3200 | 135 endfunction |