Mercurial > octave
view scripts/statistics/tests/f_test_regression.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 |
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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 {} {[@var{pval}, @var{f}, @var{df_num}, @var{df_den}] =} f_test_regression (@var{y}, @var{x}, @var{rr}, @var{r}) ## Perform an F test for the null hypothesis @nospell{rr * b = r} in a ## classical normal regression model y = X * b + e. ## ## Under the null, the test statistic @var{f} follows an F distribution with ## @var{df_num} and @var{df_den} degrees of freedom. ## ## The p-value (1 minus the CDF of this distribution at @var{f}) is returned ## in @var{pval}. ## ## If not given explicitly, @var{r} = 0. ## ## If no output argument is given, the p-value is displayed. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Test linear hypotheses in linear regression model function [pval, f, df_num, df_den] = f_test_regression (y, x, rr, r) if (nargin < 3 || nargin > 4) print_usage (); endif [T, k] = size (x); if (! (isvector (y) && (length (y) == T))) error ("f_test_regression: Y must be a vector of length rows (X)"); endif y = reshape (y, T, 1); [q, c_R ] = size (rr); if (c_R != k) error ("f_test_regression: RR must have as many columns as X"); endif if (nargin == 4) s_r = size (r); if ((min (s_r) != 1) || (max (s_r) != q)) error ("f_test_regression: R must be a vector of length rows (RR)"); endif r = reshape (r, q, 1); else r = zeros (q, 1); endif df_num = q; df_den = T - k; [b, v] = ols (y, x); diff = rr * b - r; f = diff' * inv (rr * inv (x' * x) * rr') * diff / (q * v); pval = 1 - fcdf (f, df_num, df_den); if (nargout == 0) fprintf (" pval: %g\n", pval); endif endfunction