Mercurial > octave
view scripts/statistics/tests/var_test.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
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date | Thu, 13 Jan 2000 08:40:53 +0000 |
parents | 781c930425fd |
children | d8b731d3f7a3 |
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## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: [pval, f, df_num, df_den] = var_test (x, y [, alt]) ## ## For two samples x and y from normal distributions with unknown ## means and unknown variances, perform an F-test of the null ## hypothesis of equal variances. ## Under the null, the test statistic f follows an F-distribution ## with df_num and df_den degrees of freedom. ## ## With the optional argument string alt, the alternative of interest ## can be selected. ## If alt is "!=" or "<>", the null is tested against the two-sided ## alternative var(x) != var(y). ## If alt is ">", the one-sided alternative var(x) > var(y) is used, ## similarly for "<". ## The default is the two-sided case. ## ## pval is the p-value of the test. ## ## If no output argument is given, the p-value of the test is displayed. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: F test to compare two variances function [pval, f, df_num, df_den] = var_test (x, y, alt) if ((nargin < 2) || (nargin > 3)) usage ("[pval, f, df_num, df_den] = var_test (x, y [, alt])"); endif if (! (is_vector (x) && is_vector (y))) error ("var_test: both x and y must be vectors"); endif df_num = length (x) - 1; df_den = length (y) - 1; f = var (x) / var (y); cdf = f_cdf (f, df_num, df_den); if (nargin == 2) alt = "!="; endif if (! isstr (alt)) error ("var_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 (sprintf ("var_test: option %s not recognized", alt)); endif if (nargout == 0) printf ("pval: %g\n", pval); endif endfunction