update packages

[CreaPhase.git] / octave_packages / m / statistics / tests / prop_test_2.m

diff --git a/octave_packages/m/statistics/tests/prop_test_2.m b/octave_packages/m/statistics/tests/prop_test_2.m
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+## Copyright (C) 1996-2012 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{z}] =} prop_test_2 (@var{x1}, @var{n1}, @var{x2}, @var{n2}, @var{alt})
+## If @var{x1} and @var{n1} are the counts of successes and trials in
+## one sample, and @var{x2} and @var{n2} those in a second one, test the
+## null hypothesis that the success probabilities @var{p1} and @var{p2}
+## are the same.  Under the null, the test statistic @var{z}
+## approximately follows a standard normal distribution.
+##
+## With the optional argument string @var{alt}, the alternative of
+## interest can be selected.  If @var{alt} is @code{"!="} or
+## @code{"<>"}, the null is tested against the two-sided alternative
+## @var{p1} != @var{p2}.  If @var{alt} is @code{">"}, the one-sided
+## alternative @var{p1} > @var{p2} is used.  Similarly for @code{"<"},
+## the one-sided alternative @var{p1} < @var{p2} is used.
+## The default is the two-sided case.
+##
+## The p-value of the test is returned in @var{pval}.
+##
+## If no output argument is given, the p-value of the test is displayed.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Compare two proportions
+
+function [pval, z] = prop_test_2 (x1, n1, x2, n2, alt)
+
+  if ((nargin < 4) || (nargin > 5))
+        print_usage ();
+  endif
+
+  ## Could do sanity checking on x1, n1, x2, n2 here
+
+  p1  = x1 / n1;
+  p2  = x2 / n2;
+  pc  = (x1 + x2) / (n1 + n2);
+
+  z   = (p1 - p2) / sqrt (pc * (1 - pc) * (1/n1 + 1/n2));
+
+  cdf = stdnormal_cdf (z);
+
+  if (nargin == 4)
+    alt  = "!=";
+  endif
+
+  if (! ischar (alt))
+    error ("prop_test_2: ALT must be a string");
+  endif
+  if (strcmp (alt, "!=") || strcmp (alt, "<>"))
+    pval = 2 * min (cdf, 1 - cdf);
+  elseif strcmp (alt, ">")
+    pval = 1 - cdf;
+  elseif strcmp (alt, "<")
+    pval = cdf;
+  else
+    error ("prop_test_2: option %s not recognized", alt);
+  endif
+
+  if (nargout == 0)
+    printf ("  pval: %g\n", pval);
+  endif
+
+endfunction