Mercurial > octave
view scripts/statistics/tests/run_test.m @ 3922:38c61cbf086c
[project @ 2002-05-01 06:48:35 by jwe]
author | jwe |
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date | Wed, 01 May 2002 06:48:36 +0000 |
parents | 434790acb067 |
children | 4c8a2e4e0717 |
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## Copyright (C) 1995, 1996, 1997 Friedrich Leisch ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, write to the Free ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{pval}, @var{chisq}] =} run_test (@var{x}) ## Perform a chi-square test with 6 degrees of freedom based on the ## upward runs in the columns of @var{x}. Can be used to test whether ## @var{x} contains independent data. ## ## The p-value of the test is returned in @var{pval}. ## ## If no output argument is given, the p-value is displayed. ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Run test for independence function [pval, chisq] = run_test (x) if (nargin != 1) usage ("run_test (x)"); endif A = [4529.4, 9044.9, 13568, 18091, 22615, 27892; 9044.4, 18097, 27139, 36187, 45234, 55789; 13568, 27139, 40721, 54281, 67852, 83685; 18091, 36187, 54281, 72414, 90470, 111580; 22615, 45234, 67852, 90470, 113262, 139476; 27892, 55789, 83685, 111580, 139476, 172860]; b = [1/6; 5/24; 11/120; 19/720; 29/5040; 1/840]; n = rows (x); r = run_count (x, 6) - n * b * ones (1, columns(x)); chisq = diag (r' * A * r)' / n; pval = chisquare_cdf (chisq, 6); if (nargout == 0) printf("pval: %g\n", pval); endif endfunction