1 ## Copyright (C) 1995-2012 Kurt Hornik
3 ## This file is part of Octave.
5 ## Octave is free software; you can redistribute it and/or modify it
6 ## under the terms of the GNU General Public License as published by
7 ## the Free Software Foundation; either version 3 of the License, or (at
8 ## your option) any later version.
10 ## Octave is distributed in the hope that it will be useful, but
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 ## General Public License for more details.
15 ## You should have received a copy of the GNU General Public License
16 ## along with Octave; see the file COPYING. If not, see
17 ## <http://www.gnu.org/licenses/>.
20 ## @deftypefn {Function File} {[@var{pval}, @var{b}, @var{n}] =} sign_test (@var{x}, @var{y}, @var{alt})
21 ## For two matched-pair samples @var{x} and @var{y}, perform a sign test
22 ## of the null hypothesis PROB (@var{x} > @var{y}) == PROB (@var{x} <
23 ## @var{y}) == 1/2. Under the null, the test statistic @var{b} roughly
24 ## follows a binomial distribution with parameters @code{@var{n} = sum
25 ## (@var{x} != @var{y})} and @var{p} = 1/2.
27 ## With the optional argument @code{alt}, the alternative of interest
28 ## can be selected. If @var{alt} is @code{"!="} or @code{"<>"}, the
29 ## null hypothesis is tested against the two-sided alternative PROB
30 ## (@var{x} < @var{y}) != 1/2. If @var{alt} is @code{">"}, the
31 ## one-sided alternative PROB (@var{x} > @var{y}) > 1/2 ("x is
32 ## stochastically greater than y") is considered. Similarly for
33 ## @code{"<"}, the one-sided alternative PROB (@var{x} > @var{y}) < 1/2
34 ## ("x is stochastically less than y") is considered. The default is
35 ## the two-sided case.
37 ## The p-value of the test is returned in @var{pval}.
39 ## If no output argument is given, the p-value of the test is displayed.
42 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
43 ## Description: Sign test
45 function [pval, b, n] = sign_test (x, y, alt)
47 if ((nargin < 2) || (nargin > 3))
51 if (! (isvector (x) && isvector (y) && (length (x) == length (y))))
52 error ("sign_test: X and Y must be vectors of the same length");
56 x = reshape (x, 1, n);
57 y = reshape (y, 1, n);
60 cdf = binomial_cdf (b, n, 1/2);
67 error ("sign_test: ALT must be a string");
69 if (strcmp (alt, "!=") || strcmp (alt, "<>"))
70 pval = 2 * min (cdf, 1 - cdf);
71 elseif strcmp (alt, ">")
73 elseif strcmp (alt, "<")
76 error ("sign_test: option %s not recognized", alt);
80 printf (" pval: %g\n", pval);