Mercurial > hg > octave-nkf
annotate scripts/statistics/tests/z_test.m @ 11472:1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
| author | Rik <octave@nomad.inbox5.com> |
|---|---|
| date | Sun, 09 Jan 2011 21:33:04 -0800 |
| parents | eb63fbe60fab |
| children | fd0a3ac60b0e |
| rev | line source |
|---|---|
| 8920 | 1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007, 2008 |
| 7017 | 2 ## Kurt Hornik |
| 3426 | 3 ## |
| 3922 | 4 ## This file is part of Octave. |
| 5 ## | |
| 6 ## Octave is free software; you can redistribute it and/or modify it | |
| 7 ## under the terms of the GNU General Public License as published by | |
| 7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
| 9 ## your option) any later version. | |
| 3426 | 10 ## |
| 3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
| 3200 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 14 ## General Public License for more details. |
| 15 ## | |
| 3200 | 16 ## You should have received a copy of the GNU General Public License |
| 7016 | 17 ## along with Octave; see the file COPYING. If not, see |
| 18 ## <http://www.gnu.org/licenses/>. | |
| 3200 | 19 |
| 3454 | 20 ## -*- texinfo -*- |
| 21 ## @deftypefn {Function File} {[@var{pval}, @var{z}] =} z_test (@var{x}, @var{m}, @var{v}, @var{alt}) | |
| 22 ## Perform a Z-test of the null hypothesis @code{mean (@var{x}) == | |
| 23 ## @var{m}} for a sample @var{x} from a normal distribution with unknown | |
| 24 ## mean and known variance @var{v}. Under the null, the test statistic | |
| 25 ## @var{z} follows a standard normal distribution. | |
| 3200 | 26 ## |
| 3454 | 27 ## With the optional argument string @var{alt}, the alternative of |
| 28 ## interest can be selected. If @var{alt} is @code{"!="} or | |
| 29 ## @code{"<>"}, the null is tested against the two-sided alternative | |
| 30 ## @code{mean (@var{x}) != @var{m}}. If @var{alt} is @code{">"}, the | |
| 3457 | 31 ## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered. |
| 32 ## Similarly for @code{"<"}, the one-sided alternative @code{mean | |
| 33 ## (@var{x}) < @var{m}} is considered. The default is the two-sided | |
| 34 ## case. | |
| 3200 | 35 ## |
| 3454 | 36 ## The p-value of the test is returned in @var{pval}. |
| 3426 | 37 ## |
| 3200 | 38 ## If no output argument is given, the p-value of the test is displayed |
| 3426 | 39 ## along with some information. |
| 3454 | 40 ## @end deftypefn |
| 3200 | 41 |
| 5428 | 42 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 43 ## Description: Test for mean of a normal sample with known variance |
| 3200 | 44 |
| 45 function [pval, z] = z_test (x, m, v, alt) | |
| 3426 | 46 |
| 3200 | 47 if ((nargin < 3) || (nargin > 4)) |
| 6046 | 48 print_usage (); |
| 3200 | 49 endif |
| 3426 | 50 |
| 4030 | 51 if (! isvector (x)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
52 error ("z_test: X must be a vector"); |
| 3200 | 53 endif |
| 4030 | 54 if (! isscalar (m)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
55 error ("z_test: M must be a scalar"); |
| 3200 | 56 endif |
| 4030 | 57 if (! (isscalar (v) && (v > 0))) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
58 error ("z_test: V must be a positive scalar"); |
| 3200 | 59 endif |
| 3426 | 60 |
| 3200 | 61 n = length (x); |
| 62 z = sqrt (n/v) * (sum (x) / n - m); | |
| 63 cdf = stdnormal_cdf (z); | |
| 3426 | 64 |
| 3200 | 65 if (nargin == 3) |
| 66 alt = "!="; | |
| 67 endif | |
| 68 | |
| 5443 | 69 if (! ischar (alt)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
70 error ("z_test: ALT must be a string"); |
| 3200 | 71 elseif (strcmp (alt, "!=") || strcmp (alt, "<>")) |
| 72 pval = 2 * min (cdf, 1 - cdf); | |
| 73 elseif (strcmp (alt, ">")) | |
| 74 pval = 1 - cdf; | |
| 75 elseif (strcmp (alt, "<")) | |
| 76 pval = cdf; | |
| 77 else | |
| 3456 | 78 error ("z_test: option %s not recognized", alt); |
| 3200 | 79 endif |
| 3426 | 80 |
| 3200 | 81 if (nargout == 0) |
|
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3422f39573b1
strcat.m: Matlab compatibility, with cstrcat.m replacing conventional strcat.m.
Ben Abbott <bpabbott@mac.com>
parents:
7017
diff
changeset
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82 s = cstrcat ("Z-test of mean(x) == %g against mean(x) %s %g,\n", |
| 3426 | 83 "with known var(x) == %g:\n", |
| 84 " pval = %g\n"); | |
| 3200 | 85 printf (s, m, alt, m, v, pval); |
| 86 endif | |
| 87 | |
| 88 endfunction |