update packages

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

diff --git a/octave_packages/m/statistics/tests/run_test.m b/octave_packages/m/statistics/tests/run_test.m
new file mode 100644 (file)
index 0000000..c21ce7f
--- /dev/null
+++ b/octave_packages/m/statistics/tests/run_test.m
@@ -0,0 +1,58 @@
+## Copyright (C) 1995-2012 Friedrich Leisch
+##
+## 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}] =} run_test (@var{x})
+## Perform a chi-square test with 6 degrees of freedom based on the
+## upward runs in the columns of @var{x}.  Can be used to test whether
+## @var{x} contains independent data.
+##
+## The p-value of the test is returned in @var{pval}.
+##
+## If no output argument is given, the p-value is displayed.
+## @end deftypefn
+
+## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description: Run test for independence
+
+function [pval, chisq] = run_test (x)
+
+  if (nargin != 1)
+    print_usage ();
+  endif
+
+  A = [4529.4,  9044.9, 13568,  18091,  22615,  27892;
+       9044.4, 18097,   27139,  36187,  45234,  55789;
+      13568,   27139,   40721,  54281,  67852,  83685;
+      18091,   36187,   54281,  72414,  90470, 111580;
+      22615,   45234,   67852,  90470, 113262, 139476;
+      27892,   55789,   83685, 111580, 139476, 172860];
+
+  b = [1/6; 5/24; 11/120; 19/720; 29/5040; 1/840];
+
+  n = rows (x);
+  r = run_count (x, 6) - n * b * ones (1, columns(x));
+
+  chisq = diag (r' * A * r)' / n;
+  pval  = chi2cdf (chisq, 6);
+
+  if (nargout == 0)
+    printf("pval: %g\n", pval);
+  endif
+
+endfunction