Mercurial > octave
view scripts/statistics/tests/sign_test.m @ 23219:3ac9f9ecfae5 stable
maint: Update copyright dates.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Wed, 22 Feb 2017 12:39:29 -0500 |
parents | e9a0469dedd9 |
children | 092078913d54 |
line wrap: on
line source
## Copyright (C) 1995-2017 Kurt Hornik ## ## 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 3 of the License, 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, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {} {[@var{pval}, @var{b}, @var{n}] =} sign_test (@var{x}, @var{y}, @var{alt}) ## For two matched-pair samples @var{x} and @var{y}, perform a sign test ## of the null hypothesis ## PROB (@var{x} > @var{y}) == PROB (@var{x} < @var{y}) == 1/2. ## ## Under the null, the test statistic @var{b} roughly follows a ## binomial distribution with parameters ## @code{@var{n} = sum (@var{x} != @var{y})} and @var{p} = 1/2. ## ## With the optional argument @code{alt}, the alternative of interest can be ## selected. If @var{alt} is @qcode{"!="} or @qcode{"<>"}, the null ## hypothesis is tested against the two-sided alternative ## PROB (@var{x} < @var{y}) != 1/2. If @var{alt} is @qcode{">"}, the one-sided ## alternative PROB (@var{x} > @var{y}) > 1/2 ("x is stochastically greater ## than y") is considered. Similarly for @qcode{"<"}, the one-sided ## alternative PROB (@var{x} > @var{y}) < 1/2 ("x is stochastically less than ## y") is considered. The default is the two-sided case. ## ## The p-value of the test is returned in @var{pval}. ## ## If no output argument is given, the p-value of the test is displayed. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Sign test function [pval, b, n] = sign_test (x, y, alt) if (nargin < 2 || nargin > 3) print_usage (); endif if (! (isvector (x) && isvector (y) && (length (x) == length (y)))) error ("sign_test: X and Y must be vectors of the same length"); endif n = length (x); x = reshape (x, 1, n); y = reshape (y, 1, n); n = sum (x != y); b = sum (x > y); cdf = binocdf (b, n, 1/2); if (nargin == 2) alt = "!="; endif if (! ischar (alt)) error ("sign_test: ALT must be a string"); endif if (strcmp (alt, "!=") || strcmp (alt, "<>")) pval = 2 * min (cdf, 1 - cdf); elseif (strcmp (alt, ">")) pval = 1 - cdf; elseif (strcmp (alt, "<")) pval = cdf; else error ("sign_test: option %s not recognized", alt); endif if (nargout == 0) printf (" pval: %g\n", pval); endif endfunction