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annotate scripts/statistics/tests/f_test_regression.m @ 21633:dcf8922b724b

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Deprecate printf, puts, and scanf. Make fputs a M-file. * libinterp/corefcn/file-io.cc: extracted printf, puts, and scanf to M-files. * scripts/deprecated/printf.m: new function, equivalent to version file-io.cc. * scripts/deprecated/puts.m: new function, equivalent to version file-io.cc. * scripts/deprecated/scanf.m: new function, equivalent to version file-io.cc. * scripts/deprecated/module.mk: added printf, puts, and scanf. * scripts/io/fputs.m: new function, equivalent to version file-io.cc. * scripts/io/module.mk: added fputs. * doc/interpreter/io.txi: adapted documentation to current implementation. * NEWS: announced changes. * doc/interpreter/basics.txi: replaced printf by fprintf. * doc/interpreter/stmt.txi: replaced printf by fprintf. * doc/interpreter/var.txi: replaced printf by fprintf. * doc/refcard/refcard.tex: removed printf and scanf. * examples/code/@FIRfilter/display.m: replaced printf by fprintf. * examples/code/@polynomial/display.m: replaced printf by fprintf. * scripts/@ftp/display.m: replaced printf by fprintf. * scripts/general/inputParser.m: replaced printf by fprintf. * scripts/general/methods.m: replaced printf by fprintf. * scripts/general/profexplore.m: replaced printf by fprintf. * scripts/general/profshow.m: replaced printf by fprintf. * scripts/help/help.m: replaced puts by fputs and printf by fprintf. * scripts/help/lookfor.m: replaced puts by fputs and printf by fprintf. * scripts/help/which.m: replaced printf by fprintf. * scripts/image/imformats.m: replaced printf by fprintf. * scripts/io/beep.m: replaced puts by fputs. * scripts/io/textread.m: replaced printf by fprintf. * scripts/java/javaclasspath.m: replaced printf by fprintf. * scripts/java/javamem.m: replaced printf by fprintf. * scripts/miscellaneous/dir.m: replaced printf by fprintf. * scripts/miscellaneous/dos.m: replaced printf by fprintf. * scripts/miscellaneous/fact.m: replaced printf by fprintf. * scripts/miscellaneous/info.m: replaced printf by fprintf. * scripts/miscellaneous/license.m: replaced printf by fprintf. * scripts/miscellaneous/ls.m: replaced puts by fputs. * scripts/miscellaneous/menu.m: replaced printf by fprintf. * scripts/miscellaneous/mkoctfile.m: replaced printf by fprintf. * scripts/miscellaneous/private/display_info_file.m: * scripts/miscellaneous/unix.m: replaced printf by fprintf. * scripts/miscellaneous/ver.m: replaced printf by fprintf. * scripts/miscellaneous/what.m: replaced printf by fprintf. * scripts/ode/ode23.m: replaced printf by fprintf. * scripts/ode/ode45.m: replaced printf by fprintf. * scripts/optimization/fminbnd.m: replaced printf by fprintf. * scripts/optimization/optimset.m: replaced puts by fputs and printf by fprintf. * scripts/optimization/sqp.m: replaced printf by fprintf. * scripts/pkg/pkg.m: replaced printf by fprintf. * scripts/pkg/private/describe.m: replaced printf by fprintf. * scripts/pkg/private/install.m: replaced printf by fprintf. * scripts/pkg/private/installed_packages.m: replaced printf by fprintf. * scripts/pkg/private/list_forge_packages.m: replaced puts by fputs and printf by fprintf. * scripts/pkg/private/rebuild.m: replaced printf by fprintf. * scripts/plot/util/__gnuplot_drawnow__.m: replaced puts by fputs and printf by fprintf. * scripts/signal/stft.m: replaced printf by fprintf. * scripts/sparse/bicg.m: replaced printf by fprintf. * scripts/sparse/bicgstab.m: replaced printf by fprintf. * scripts/sparse/cgs.m: replaced printf by fprintf. * scripts/sparse/pcg.m: replaced printf by fprintf. * scripts/sparse/pcr.m: replaced printf by fprintf. * scripts/sparse/qmr.m: replaced printf by fprintf. * scripts/statistics/models/logistic_regression.m: replaced printf by fprintf. * scripts/statistics/tests/anova.m: replaced printf by fprintf. * scripts/statistics/tests/bartlett_test.m: replaced printf by fprintf. * scripts/statistics/tests/chisquare_test_homogeneity.m: replaced printf by fprintf. * scripts/statistics/tests/chisquare_test_independence.m: replaced printf by fprintf. * scripts/statistics/tests/cor_test.m: replaced printf by fprintf. * scripts/statistics/tests/f_test_regression.m: replaced printf by fprintf. * scripts/statistics/tests/hotelling_test.m: replaced printf by fprintf. * scripts/statistics/tests/hotelling_test_2.m: replaced printf by fprintf. * scripts/statistics/tests/kolmogorov_smirnov_test.m: replaced printf by fprintf. * scripts/statistics/tests/kolmogorov_smirnov_test_2.m: replaced printf by fprintf. * scripts/statistics/tests/kruskal_wallis_test.m: replaced printf by fprintf. * scripts/statistics/tests/manova.m: replaced printf by fprintf. * scripts/statistics/tests/mcnemar_test.m: replaced printf by fprintf. * scripts/statistics/tests/prop_test_2.m: replaced printf by fprintf. * scripts/statistics/tests/run_test.m: replaced printf by fprintf. * scripts/statistics/tests/sign_test.m: replaced printf by fprintf. * scripts/statistics/tests/t_test.m: replaced printf by fprintf. * scripts/statistics/tests/t_test_2.m: replaced printf by fprintf. * scripts/statistics/tests/t_test_regression.m: replaced printf by fprintf. * scripts/statistics/tests/u_test.m: replaced printf by fprintf. * scripts/statistics/tests/var_test.m: replaced printf by fprintf. * scripts/statistics/tests/welch_test.m: replaced printf by fprintf. * scripts/statistics/tests/wilcoxon_test.m: replaced printf by fprintf. * scripts/statistics/tests/z_test.m: replaced printf by fprintf. * scripts/statistics/tests/z_test_2.m: replaced printf by fprintf. * scripts/strings/strtok.m: replaced printf by fprintf. * scripts/testfun/__run_test_suite__.m: replaced puts by fputs and printf by fprintf. * scripts/testfun/demo.m: replaced printf by fprintf. * scripts/testfun/example.m: replaced printf by fprintf. * scripts/testfun/private/compare_plot_demos.m: replaced printf by fprintf. * scripts/testfun/rundemos.m: replaced printf by fprintf. * scripts/testfun/runtests.m: replaced puts by fputs and printf by fprintf. * scripts/testfun/speed.m: replaced printf by fprintf. * scripts/testfun/test.m: replaced printf by fprintf. * scripts/time/calendar.m: replaced puts by fputs and printf by fprintf. * test/io.tst: replaced printf by fprintf.
author Kai T. Ohlhus <k.ohlhus@gmail.com>
date Wed, 20 Apr 2016 17:53:10 +0200
parents 516bb87ea72e
children 96518f623c91
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4197fc428c7d maint: Update copyright notices for 2015.
John W. Eaton <jwe@octave.org>
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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{f}, @var{df_num}, @var{df_den}] =} f_test_regression (@var{y}, @var{x}, @var{rr}, @var{r})
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21 ## Perform an F test for the null hypothesis @nospell{rr * b = r} in a
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22 ## classical normal regression model y = X * b + e.
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23 ##
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24 ## Under the null, the test statistic @var{f} follows an F distribution with
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25 ## @var{df_num} and @var{df_den} degrees of freedom.
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26 ##
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27 ## The p-value (1 minus the CDF of this distribution at @var{f}) is returned
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28 ## in @var{pval}.
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29 ##
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30 ## If not given explicitly, @var{r} = 0.
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31 ##
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32 ## If no output argument is given, the p-value is displayed.
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33 ## @end deftypefn
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34
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35 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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36 ## Description: Test linear hypotheses in linear regression model
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37
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38 function [pval, f, df_num, df_den] = f_test_regression (y, x, rr, r)
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39
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40 if (nargin < 3 || nargin > 4)
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41 print_usage ();
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42 endif
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43
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44 [T, k] = size (x);
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45 if (! (isvector (y) && (length (y) == T)))
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46 error ("f_test_regression: Y must be a vector of length rows (X)");
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47 endif
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48 y = reshape (y, T, 1);
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49
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50 [q, c_R ] = size (rr);
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51 if (c_R != k)
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52 error ("f_test_regression: RR must have as many columns as X");
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53 endif
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54
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55 if (nargin == 4)
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56 s_r = size (r);
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57 if ((min (s_r) != 1) || (max (s_r) != q))
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58 error ("f_test_regression: R must be a vector of length rows (RR)");
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59 endif
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60 r = reshape (r, q, 1);
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61 else
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62 r = zeros (q, 1);
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63 endif
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64
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65 df_num = q;
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66 df_den = T - k;
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67
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68 [b, v] = ols (y, x);
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69 diff = rr * b - r;
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70 f = diff' * inv (rr * inv (x' * x) * rr') * diff / (q * v);
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71 pval = 1 - fcdf (f, df_num, df_den);
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72
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73 if (nargout == 0)
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74 fprintf (" pval: %g\n", pval);
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75 endif
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76
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77 endfunction
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78