1 ## Copyright (C) 1995-2012 Kurt Hornik
3 ## This file is part of Octave.
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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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13 ## General Public License for more details.
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20 ## @deftypefn {Function File} {[@var{pval}, @var{z}] =} wilcoxon_test (@var{x}, @var{y}, @var{alt})
21 ## For two matched-pair sample vectors @var{x} and @var{y}, perform a
22 ## Wilcoxon signed-rank test of the null hypothesis PROB (@var{x} >
23 ## @var{y}) == 1/2. Under the null, the test statistic @var{z}
24 ## approximately follows a standard normal distribution when @var{n} > 25.
26 ## @strong{Caution:} This function assumes a normal distribution for @var{z}
27 ## and thus is invalid for @var{n} @leq{} 25.
29 ## With the optional argument string @var{alt}, the alternative of
30 ## interest can be selected. If @var{alt} is @code{"!="} or
31 ## @code{"<>"}, the null is tested against the two-sided alternative
32 ## PROB (@var{x} > @var{y}) != 1/2. If alt is @code{">"}, the one-sided
33 ## alternative PROB (@var{x} > @var{y}) > 1/2 is considered. Similarly
34 ## for @code{"<"}, the one-sided alternative PROB (@var{x} > @var{y}) <
35 ## 1/2 is considered. The default is 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: Wilcoxon signed-rank test
45 function [pval, z] = wilcoxon_test (x, y, alt)
47 if (nargin < 2 || nargin > 3)
51 if (! (isvector (x) && isvector (y) && (length (x) == length (y))))
52 error ("wilcoxon_test: X and Y must be vectors of the same length");
56 x = reshape (x, 1, n);
57 y = reshape (y, 1, n);
59 d = d (find (d != 0));
63 z = sum (r (find (d > 0)));
64 z = ((z - n * (n + 1) / 4) / sqrt (n * (n + 1) * (2 * n + 1) / 24));
66 error ("wilcoxon_test: implementation requires more than 25 different pairs");
69 cdf = stdnormal_cdf (z);
76 error("wilcoxon_test: ALT must be a string");
77 elseif (strcmp (alt, "!=") || strcmp (alt, "<>"))
78 pval = 2 * min (cdf, 1 - cdf);
79 elseif (strcmp (alt, ">"))
81 elseif (strcmp (alt, "<"))
84 error ("wilcoxon_test: option %s not recognized", alt);
88 printf (" pval: %g\n", pval);