Mercurial > octave
annotate scripts/statistics/tests/manova.m @ 21633:dcf8922b724b
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 |
| rev | line source |
|---|---|
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1 ## Copyright (C) 1996-2015 Kurt Hornik |
| 3200 | 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. | |
| 3200 | 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 | |
| 13 ## General Public License for more details. | |
| 14 ## | |
| 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 {} {} manova (@var{x}, @var{g}) |
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21 ## Perform a one-way multivariate analysis of variance (MANOVA). |
| 3200 | 22 ## |
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23 ## The goal is to test whether the p-dimensional population means of data |
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24 ## taken from @var{k} different groups are all equal. All data are assumed |
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25 ## drawn independently from p-dimensional normal distributions with the same |
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26 ## covariance matrix. |
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27 ## |
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28 ## The data matrix is given by @var{x}. As usual, rows are observations and |
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29 ## columns are variables. The vector @var{g} specifies the corresponding |
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30 ## group labels (e.g., numbers from 1 to @var{k}). |
| 3200 | 31 ## |
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32 ## The LR test statistic (@nospell{Wilks' Lambda}) and approximate p-values are |
| 3200 | 33 ## computed and displayed. |
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34 ## @seealso{anova} |
| 3454 | 35 ## @end deftypefn |
| 3200 | 36 |
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37 ## The Hotelling-Lawley and Pillai-Bartlett test statistics are coded. |
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38 ## However, they are currently disabled until they can be verified by someone |
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39 ## with sufficient understanding of the algorithms. Please feel free to |
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40 ## improve this. |
| 3426 | 41 |
| 3456 | 42 ## Author: TF <Thomas.Fuereder@ci.tuwien.ac.at> |
| 5428 | 43 ## Adapted-By: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 44 ## Description: One-way multivariate analysis of variance (MANOVA) |
| 3200 | 45 |
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46 function manova (x, g) |
| 3200 | 47 |
| 48 if (nargin != 2) | |
| 6046 | 49 print_usage (); |
| 3200 | 50 endif |
| 51 | |
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52 if (isvector (x)) |
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53 error ("manova: X must not be a vector"); |
| 3200 | 54 endif |
| 55 | |
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56 [n, p] = size (x); |
| 3200 | 57 |
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58 if (! isvector (g) || (length (g) != n)) |
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59 error ("manova: G must be a vector of length rows (X)"); |
| 3200 | 60 endif |
| 61 | |
| 62 s = sort (g); | |
| 63 i = find (s (2:n) > s(1:(n-1))); | |
| 64 k = length (i) + 1; | |
| 3426 | 65 |
| 3200 | 66 if (k == 1) |
| 3456 | 67 error ("manova: there should be at least 2 groups"); |
| 3200 | 68 else |
| 3273 | 69 group_label = s ([1, (reshape (i, 1, k - 1) + 1)]); |
| 3200 | 70 endif |
| 71 | |
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72 x -= ones (n, 1) * mean (x); |
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73 SST = x' * x; |
| 3200 | 74 |
| 75 s = zeros (1, p); | |
| 76 SSB = zeros (p, p); | |
| 77 for i = 1 : k; | |
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78 v = x (find (g == group_label (i)), :); |
| 3200 | 79 s = sum (v); |
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80 SSB += s' * s / rows (v); |
| 3200 | 81 endfor |
| 82 n_b = k - 1; | |
| 3426 | 83 |
| 3200 | 84 SSW = SST - SSB; |
| 85 n_w = n - k; | |
| 86 | |
| 87 l = real (eig (SSB / SSW)); | |
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88 |
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89 if (isa (l, "single")) |
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90 l(l < eps ("single")) = 0; |
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91 else |
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92 l(l < eps) = 0; |
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93 endif |
| 3200 | 94 |
| 95 ## Wilks' Lambda | |
| 96 ## ============= | |
| 97 | |
| 98 Lambda = prod (1 ./ (1 + l)); | |
| 3426 | 99 |
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100 delta = n_w + n_b - (p + n_b + 1) / 2; |
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101 df_num = p * n_b; |
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102 W_pval_1 = 1 - chi2cdf (- delta * log (Lambda), df_num); |
| 3426 | 103 |
| 3200 | 104 if (p < 3) |
| 105 eta = p; | |
| 106 else | |
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107 eta = sqrt ((p^2 * n_b^2 - 4) / (p^2 + n_b^2 - 5)); |
| 3200 | 108 endif |
| 109 | |
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110 df_den = delta * eta - df_num / 2 + 1; |
| 3426 | 111 |
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112 WT = exp (- log (Lambda) / eta) - 1; |
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113 W_pval_2 = 1 - fcdf (WT * df_den / df_num, df_num, df_den); |
| 3200 | 114 |
| 115 if (0) | |
| 116 | |
| 117 ## Hotelling-Lawley Test | |
| 118 ## ===================== | |
| 3426 | 119 |
| 3200 | 120 HL = sum (l); |
| 3426 | 121 |
| 3200 | 122 theta = min (p, n_b); |
| 3426 | 123 u = (abs (p - n_b) - 1) / 2; |
| 3200 | 124 v = (n_w - p - 1) / 2; |
| 125 | |
| 126 df_num = theta * (2 * u + theta + 1); | |
| 127 df_den = 2 * (theta * v + 1); | |
| 128 | |
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129 HL_pval = 1 - fcdf (HL * df_den / df_num, df_num, df_den); |
| 3200 | 130 |
| 131 ## Pillai-Bartlett | |
| 132 ## =============== | |
| 3426 | 133 |
| 3200 | 134 PB = sum (l ./ (1 + l)); |
| 135 | |
| 136 df_den = theta * (2 * v + theta + 1); | |
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137 PB_pval = 1 - fcdf (PB * df_den / df_num, df_num, df_den); |
| 3200 | 138 |
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139 fprintf ("\n"); |
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140 fprintf ("One-way MANOVA Table:\n"); |
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141 fprintf ("\n"); |
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142 fprintf ("Test Test Statistic Approximate p\n"); |
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143 fprintf ("**************************************************\n"); |
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144 fprintf ("Wilks %10.4f %10.9f \n", Lambda, W_pval_1); |
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145 fprintf (" %10.9f \n", W_pval_2); |
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146 fprintf ("Hotelling-Lawley %10.4f %10.9f \n", HL, HL_pval); |
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147 fprintf ("Pillai-Bartlett %10.4f %10.9f \n", PB, PB_pval); |
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148 fprintf ("\n"); |
| 3200 | 149 |
| 150 endif | |
| 151 | |
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152 fprintf ("\n"); |
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153 fprintf ("MANOVA Results:\n"); |
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154 fprintf ("\n"); |
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155 fprintf ("# of groups: %d\n", k); |
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156 fprintf ("# of samples: %d\n", n); |
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157 fprintf ("# of variables: %d\n", p); |
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dcf8922b724b
Deprecate printf, puts, and scanf. Make fputs a M-file.
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents:
20852
diff
changeset
|
158 fprintf ("\n"); |
|
dcf8922b724b
Deprecate printf, puts, and scanf. Make fputs a M-file.
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents:
20852
diff
changeset
|
159 fprintf ("Wilks' Lambda: %5.4f\n", Lambda); |
|
dcf8922b724b
Deprecate printf, puts, and scanf. Make fputs a M-file.
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents:
20852
diff
changeset
|
160 fprintf ("Approximate p: %10.9f (chisquare approximation)\n", W_pval_1); |
|
dcf8922b724b
Deprecate printf, puts, and scanf. Make fputs a M-file.
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents:
20852
diff
changeset
|
161 fprintf (" %10.9f (F approximation)\n", W_pval_2); |
|
dcf8922b724b
Deprecate printf, puts, and scanf. Make fputs a M-file.
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents:
20852
diff
changeset
|
162 fprintf ("\n"); |
| 3426 | 163 |
| 3200 | 164 endfunction |
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17338
1c89599167a6
maint: End m-files with 1 blank line.
Rik <rik@octave.org>
parents:
14138
diff
changeset
|
165 |