Mercurial > hg > octave-avbm
view scripts/statistics/tests/z_test_2.m @ 14868:5d3a684236b0
maint: Use Octave coding conventions for cuddling parentheses in scripts directory
* lin2mu.m, loadaudio.m, wavread.m, accumarray.m, bicubic.m, celldisp.m,
colon.m, cplxpair.m, dblquad.m, divergence.m, genvarname.m, gradient.m,
int2str.m, interp1.m, interp1q.m, interp2.m, interpn.m, loadobj.m, nthargout.m,
__isequal__.m, __splinen__.m, quadgk.m, quadl.m, quadv.m, rat.m, rot90.m,
rotdim.m, saveobj.m, subsindex.m, triplequad.m, delaunay3.m, griddata.m,
inpolygon.m, tsearchn.m, voronoi.m, get_first_help_sentence.m, which.m,
gray2ind.m, pink.m, dlmwrite.m, strread.m, textread.m, textscan.m, housh.m,
ishermitian.m, issymmetric.m, krylov.m, logm.m, null.m, rref.m,
compare_versions.m, copyfile.m, dump_prefs.m, edit.m, fileparts.m,
getappdata.m, isappdata.m, movefile.m, orderfields.m, parseparams.m,
__xzip__.m, rmappdata.m, setappdata.m, swapbytes.m, unpack.m, ver.m, fminbnd.m,
fminunc.m, fsolve.m, glpk.m, lsqnonneg.m, qp.m, sqp.m, configure_make.m,
copy_files.m, describe.m, get_description.m, get_forge_pkg.m, install.m,
installed_packages.m, is_architecture_dependent.m, load_package_dirs.m,
print_package_description.m, rebuild.m, repackage.m, save_order.m, shell.m,
allchild.m, ancestor.m, area.m, axes.m, axis.m, clabel.m, close.m, colorbar.m,
comet.m, comet3.m, contour.m, cylinder.m, ezmesh.m, ezsurf.m, findobj.m,
fplot.m, hist.m, isocolors.m, isonormals.m, isosurface.m, isprop.m, legend.m,
mesh.m, meshz.m, pareto.m, pcolor.m, peaks.m, plot3.m, plotmatrix.m, plotyy.m,
polar.m, print.m, __add_datasource__.m, __add_default_menu__.m,
__axes_limits__.m, __bar__.m, __clabel__.m, __contour__.m, __errcomm__.m,
__errplot__.m, __ezplot__.m, __file_filter__.m, __fltk_print__.m,
__ghostscript__.m, __gnuplot_print__.m, __go_draw_axes__.m,
__go_draw_figure__.m, __interp_cube__.m, __marching_cube__.m, __patch__.m,
__pie__.m, __plt__.m, __print_parse_opts__.m, __quiver__.m, __scatter__.m,
__stem__.m, __tight_eps_bbox__.m, __uigetdir_fltk__.m, __uigetfile_fltk__.m,
__uiputfile_fltk__.m, quiver.m, quiver3.m, rectangle.m, refreshdata.m,
ribbon.m, scatter.m, semilogy.m, shading.m, slice.m, subplot.m, surface.m,
surfl.m, surfnorm.m, text.m, uigetfile.m, uiputfile.m, whitebg.m, deconv.m,
mkpp.m, pchip.m, polyaffine.m, polyder.m, polygcd.m, polyout.m, polyval.m,
ppint.m, ppjumps.m, ppval.m, residue.m, roots.m, spline.m, splinefit.m,
addpref.m, getpref.m, setpref.m, ismember.m, setxor.m, arch_fit.m, arch_rnd.m,
arch_test.m, autoreg_matrix.m, diffpara.m, fftconv.m, filter2.m, hanning.m,
hurst.m, periodogram.m, triangle_sw.m, sinc.m, spectral_xdf.m, spencer.m,
stft.m, synthesis.m, unwrap.m, yulewalker.m, bicgstab.m, gmres.m, pcg.m, pcr.m,
__sprand_impl__.m, speye.m, spfun.m, sprandn.m, spstats.m, svds.m,
treelayout.m, treeplot.m, bessel.m, factor.m, legendre.m, perms.m, primes.m,
magic.m, toeplitz.m, corr.m, cov.m, mean.m, median.m, mode.m, qqplot.m,
quantile.m, ranks.m, zscore.m, logistic_regression_likelihood.m,
bartlett_test.m, chisquare_test_homogeneity.m, chisquare_test_independence.m,
kolmogorov_smirnov_test.m, run_test.m, u_test.m, wilcoxon_test.m, z_test.m,
z_test_2.m, bin2dec.m, dec2base.m, mat2str.m, strcat.m, strchr.m, strjust.m,
strtok.m, substr.m, untabify.m, assert.m, demo.m, example.m, fail.m, speed.m,
test.m, now.m: Use Octave coding conventions for cuddling parentheses in
scripts directory.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Tue, 17 Jul 2012 07:08:39 -0700 |
parents | 72c96de7a403 |
children |
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## Copyright (C) 1995-2012 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} {[@var{pval}, @var{z}] =} z_test_2 (@var{x}, @var{y}, @var{v_x}, @var{v_y}, @var{alt}) ## For two samples @var{x} and @var{y} from normal distributions with ## unknown means and known variances @var{v_x} and @var{v_y}, perform a ## Z-test of the hypothesis of equal means. Under the null, the test ## statistic @var{z} follows a standard normal distribution. ## ## With the optional argument string @var{alt}, the alternative of ## interest can be selected. If @var{alt} is @code{"!="} or ## @code{"<>"}, the null is tested against the two-sided alternative ## @code{mean (@var{x}) != mean (@var{y})}. If alt is @code{">"}, the ## one-sided alternative @code{mean (@var{x}) > mean (@var{y})} is used. ## Similarly for @code{"<"}, the one-sided alternative @code{mean ## (@var{x}) < mean (@var{y})} is used. 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 ## along with some information. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Compare means of two normal samples with known variances function [pval, z] = z_test_2 (x, y, v_x, v_y, alt) if ((nargin < 4) || (nargin > 5)) print_usage (); endif if (! (isvector (x) && isvector (y))) error ("z_test_2: both X and Y must be vectors"); elseif (! (isscalar (v_x) && (v_x > 0) && isscalar (v_y) && (v_y > 0))) error ("z_test_2: both V_X and V_Y must be positive scalars"); endif n_x = length (x); n_y = length (y); mu_x = sum (x) / n_x; mu_y = sum (y) / n_y; z = (mu_x - mu_y) / sqrt (v_x / n_x + v_y / n_y); cdf = stdnormal_cdf (z); if (nargin == 4) alt = "!="; endif if (! ischar (alt)) error ("z_test_2: ALT must be a string"); elseif (strcmp (alt, "!=") || strcmp (alt, "<>")) pval = 2 * min (cdf, 1 - cdf); elseif (strcmp (alt, ">")) pval = 1 - cdf; elseif (strcmp (alt, "<")) pval = cdf; else error ("z_test_2: option %s not recognized", alt); endif if (nargout == 0) s = cstrcat ("Two-sample Z-test of mean(x) == mean(y) against ", "mean(x) %s mean(y),\n", "with known var(x) == %g and var(y) == %g:\n", " pval = %g\n"); printf (s, alt, v_x, v_y, pval); endif endfunction