update packages

[CreaPhase.git] / octave_packages / m / statistics / tests / chisquare_test_homogeneity.m

diff --git a/octave_packages/m/statistics/tests/chisquare_test_homogeneity.m b/octave_packages/m/statistics/tests/chisquare_test_homogeneity.m
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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{chisq}, @var{df}] =} chisquare_test_homogeneity (@var{x}, @var{y}, @var{c})
+## Given two samples @var{x} and @var{y}, perform a chisquare test for
+## homogeneity of the null hypothesis that @var{x} and @var{y} come from
+## the same distribution, based on the partition induced by the
+## (strictly increasing) entries of @var{c}.
+##
+## For large samples, the test statistic @var{chisq} approximately follows a
+## chisquare distribution with @var{df} = @code{length (@var{c})}
+## degrees of freedom.
+##
+## The p-value (1 minus the CDF of this distribution at @var{chisq}) is
+## returned in @var{pval}.
+##
+## If no output argument is given, the p-value is displayed.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Chi-square test for homogeneity
+
+function [pval, chisq, df] = chisquare_test_homogeneity (x, y, c)
+
+  if (nargin != 3)
+    print_usage ();
+  endif
+
+  if (! (isvector(x) && isvector(y) && isvector(c)))
+    error ("chisquare_test_homogeneity: X, Y and C must be vectors");
+  endif
+  ## Now test c for strictly increasing entries
+  df = length (c);
+  if (any ((c(2 : df) - c(1 : (df - 1))) <= 0))
+    error ("chisquare_test_homogeneity: C must be increasing");
+  endif
+
+  c     = [(reshape (c, 1, df)), Inf];
+  l_x   = length (x);
+  x     = reshape (x, l_x, 1);
+  n_x   = sum (x * ones (1, df+1) < ones (l_x, 1) * c);
+  l_y   = length (y);
+  y     = reshape (y, l_y, 1);
+  n_y   = sum(y * ones (1, df+1) < ones (l_y, 1) * c);
+  chisq = l_x * l_y * sum ((n_x/l_x - n_y/l_y).^2 ./ (n_x + n_y));
+  pval  = 1 - chi2cdf (chisq, df);
+
+  if (nargout == 0)
+    printf("  pval: %g\n", pval);
+  endif
+
+endfunction