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
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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
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20 ## @deftypefn {Function File} {[@var{pval}, @var{t}, @var{df}] =} t_test (@var{x}, @var{m}, @var{alt})
21 ## For a sample @var{x} from a normal distribution with unknown mean and
22 ## variance, perform a t-test of the null hypothesis @code{mean
23 ## (@var{x}) == @var{m}}. Under the null, the test statistic @var{t}
24 ## follows a Student distribution with @code{@var{df} = length (@var{x})
25 ## - 1} degrees of freedom.
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
31 ## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered.
32 ## Similarly for @var{"<"}, the one-sided alternative @code{mean
33 ## (@var{x}) < @var{m}} is considered. The default is the two-sided
36 ## The p-value of the test is returned in @var{pval}.
38 ## If no output argument is given, the p-value of the test is displayed.
41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
42 ## Description: Student's one-sample t test
44 function [pval, t, df] = t_test (x, m, alt)
46 if ((nargin < 2) || (nargin > 3))
51 error ("t_test: X must be a vector");
54 error ("t_test: M must be a scalar");
59 t = sqrt (n) * (sum (x) / n - m) / std (x);
67 error ("t_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 ("t_test: option %s not recognized", alt);
80 printf (" pval: %g\n", pval);