Mercurial > octave
view scripts/statistics/tests/cor_test.m @ 20174:d9341b422488 stable
doc: Update more docstrings to have one sentence summary as first line.
Reviewed statistics/ and @ftp/ in scripts directory.
* scripts/@ftp/ascii.m, scripts/@ftp/binary.m, scripts/@ftp/cd.m,
scripts/@ftp/dir.m, scripts/@ftp/ftp.m, scripts/@ftp/mget.m,
scripts/@ftp/mput.m, scripts/statistics/base/center.m,
scripts/statistics/base/cloglog.m, scripts/statistics/base/cov.m,
scripts/statistics/base/gls.m, scripts/statistics/base/histc.m,
scripts/statistics/base/iqr.m, scripts/statistics/base/kendall.m,
scripts/statistics/base/kurtosis.m, scripts/statistics/base/logit.m,
scripts/statistics/base/lscov.m, scripts/statistics/base/mahalanobis.m,
scripts/statistics/base/mean.m, scripts/statistics/base/meansq.m,
scripts/statistics/base/median.m, scripts/statistics/base/mode.m,
scripts/statistics/base/moment.m, scripts/statistics/base/ols.m,
scripts/statistics/base/ppplot.m, scripts/statistics/base/prctile.m,
scripts/statistics/base/probit.m, scripts/statistics/base/range.m,
scripts/statistics/base/ranks.m, scripts/statistics/base/run_count.m,
scripts/statistics/base/runlength.m, scripts/statistics/base/skewness.m,
scripts/statistics/base/spearman.m, scripts/statistics/base/statistics.m,
scripts/statistics/base/std.m, scripts/statistics/base/table.m,
scripts/statistics/base/var.m, scripts/statistics/base/zscore.m,
scripts/statistics/distributions/betainv.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/cauchy_cdf.m,
scripts/statistics/distributions/cauchy_inv.m,
scripts/statistics/distributions/cauchy_pdf.m,
scripts/statistics/distributions/chi2cdf.m,
scripts/statistics/distributions/chi2inv.m,
scripts/statistics/distributions/chi2pdf.m,
scripts/statistics/distributions/discrete_cdf.m,
scripts/statistics/distributions/discrete_inv.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/empirical_cdf.m,
scripts/statistics/distributions/empirical_inv.m,
scripts/statistics/distributions/empirical_pdf.m,
scripts/statistics/distributions/expcdf.m,
scripts/statistics/distributions/expinv.m,
scripts/statistics/distributions/exppdf.m,
scripts/statistics/distributions/finv.m,
scripts/statistics/distributions/fpdf.m,
scripts/statistics/distributions/gamcdf.m,
scripts/statistics/distributions/gaminv.m,
scripts/statistics/distributions/gampdf.m,
scripts/statistics/distributions/geoinv.m,
scripts/statistics/distributions/geopdf.m,
scripts/statistics/distributions/hygecdf.m,
scripts/statistics/distributions/hygeinv.m,
scripts/statistics/distributions/hygepdf.m,
scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
scripts/statistics/distributions/laplace_cdf.m,
scripts/statistics/distributions/laplace_inv.m,
scripts/statistics/distributions/laplace_pdf.m,
scripts/statistics/distributions/logistic_inv.m,
scripts/statistics/distributions/logncdf.m,
scripts/statistics/distributions/logninv.m,
scripts/statistics/distributions/lognpdf.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normcdf.m,
scripts/statistics/distributions/norminv.m,
scripts/statistics/distributions/normpdf.m,
scripts/statistics/distributions/poisscdf.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poisspdf.m,
scripts/statistics/distributions/stdnormal_cdf.m,
scripts/statistics/distributions/stdnormal_pdf.m,
scripts/statistics/distributions/tcdf.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/tpdf.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidinv.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifcdf.m,
scripts/statistics/distributions/unifinv.m,
scripts/statistics/distributions/wblcdf.m,
scripts/statistics/distributions/wblinv.m,
scripts/statistics/distributions/wblpdf.m,
scripts/statistics/distributions/wienrnd.m,
scripts/statistics/models/private/logistic_regression_derivatives.m,
scripts/statistics/models/private/logistic_regression_likelihood.m,
scripts/statistics/tests/anova.m,
scripts/statistics/tests/chisquare_test_homogeneity.m,
scripts/statistics/tests/chisquare_test_independence.m,
scripts/statistics/tests/cor_test.m,
scripts/statistics/tests/f_test_regression.m,
scripts/statistics/tests/hotelling_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/manova.m, scripts/statistics/tests/mcnemar_test.m,
scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/run_test.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:
Update more docstrings to have one sentence summary as first line.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 10 May 2015 16:07:41 -0700 |
parents | 9fc020886ae9 |
children | d903cccb8de8 |
line wrap: on
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## Copyright (C) 1995-2015 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 {Function File} {} cor_test (@var{x}, @var{y}, @var{alt}, @var{method}) ## Test whether two samples @var{x} and @var{y} come from uncorrelated ## populations. ## ## The optional argument string @var{alt} describes the alternative ## hypothesis, and can be @qcode{"!="} or @qcode{"<>"} (nonzero), @qcode{">"} ## (greater than 0), or @qcode{"<"} (less than 0). The default is the ## two-sided case. ## ## The optional argument string @var{method} specifies which correlation ## coefficient to use for testing. If @var{method} is @qcode{"pearson"} ## (default), the (usual) Pearson's produt moment correlation coefficient is ## used. In this case, the data should come from a bivariate normal ## distribution. Otherwise, the other two methods offer nonparametric ## alternatives. If @var{method} is @qcode{"kendall"}, then Kendall's rank ## correlation tau is used. If @var{method} is @qcode{"spearman"}, then ## Spearman's rank correlation rho is used. Only the first character is ## necessary. ## ## The output is a structure with the following elements: ## ## @table @var ## @item pval ## The p-value of the test. ## ## @item stat ## The value of the test statistic. ## ## @item dist ## The distribution of the test statistic. ## ## @item params ## The parameters of the null distribution of the test statistic. ## ## @item alternative ## The alternative hypothesis. ## ## @item method ## The method used for testing. ## @end table ## ## If no output argument is given, the p-value is displayed. ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Adapted-by: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Test for zero correlation function t = cor_test (x, y, alt, method) if (nargin < 2 || nargin > 4) print_usage (); endif if (! isvector (x) || ! isvector (y) || length (x) != length (y)) error ("cor_test: X and Y must be vectors of the same length"); endif if (nargin < 3) alt = "!="; elseif (! ischar (alt)) error ("cor_test: ALT must be a string"); endif if (nargin < 4) method = "pearson"; elseif (! ischar (method)) error ("cor_test: METHOD must be a string"); endif n = length (x); m = method(1); if (m == "p") r = corr (x, y); df = n - 2; t.method = "Pearson's product moment correlation"; t.params = df; t.stat = sqrt (df) .* r / sqrt (1 - r.^2); t.dist = "t"; cdf = tcdf (t.stat, df); elseif (m == "k") tau = kendall (x, y); t.method = "Kendall's rank correlation tau"; t.params = []; t.stat = tau / sqrt ((2 * (2*n+5)) / (9*n*(n-1))); t.dist = "stdnormal"; cdf = stdnormal_cdf (t.stat); elseif (m == "s") rho = spearman (x, y); t.method = "Spearman's rank correlation rho"; t.params = []; t.stat = sqrt (n-1) * (rho - 6/(n^3-n)); t.dist = "stdnormal"; cdf = stdnormal_cdf (t.stat); else error ("cor_test: METHOD '%s' not recognized", method); endif if (strcmp (alt, "!=") || strcmp (alt, "<>")) t.pval = 2 * min (cdf, 1 - cdf); elseif (strcmp (alt, ">")) t.pval = 1 - cdf; elseif (strcmp (alt, "<")) t.pval = cdf; else error ("cor_test: alternative '%s' not recognized", alt); endif t.alternative = alt; if (nargout == 0) printf ("pval: %g\n", t.pval); endif endfunction