update packages

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

diff --git a/octave_packages/m/statistics/tests/sign_test.m b/octave_packages/m/statistics/tests/sign_test.m
new file mode 100644 (file)
index 0000000..2b6a206
--- /dev/null
+++ b/octave_packages/m/statistics/tests/sign_test.m
@@ -0,0 +1,83 @@
+## 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{b}, @var{n}] =} sign_test (@var{x}, @var{y}, @var{alt})
+## For two matched-pair samples @var{x} and @var{y}, perform a sign test
+## of the null hypothesis PROB (@var{x} > @var{y}) == PROB (@var{x} <
+## @var{y}) == 1/2.  Under the null, the test statistic @var{b} roughly
+## follows a binomial distribution with parameters @code{@var{n} = sum
+## (@var{x} != @var{y})} and @var{p} = 1/2.
+##
+## With the optional argument @code{alt}, the alternative of interest
+## can be selected.  If @var{alt} is @code{"!="} or @code{"<>"}, the
+## null hypothesis is tested against the two-sided alternative PROB
+## (@var{x} < @var{y}) != 1/2.  If @var{alt} is @code{">"}, the
+## one-sided alternative PROB (@var{x} > @var{y}) > 1/2 ("x is
+## stochastically greater than y") is considered.  Similarly for
+## @code{"<"}, the one-sided alternative PROB (@var{x} > @var{y}) < 1/2
+## ("x is stochastically less than y") is considered.  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: Sign test
+
+function [pval, b, n] = sign_test (x, y, alt)
+
+  if ((nargin < 2) || (nargin > 3))
+    print_usage ();
+  endif
+
+  if (! (isvector (x) && isvector (y) && (length (x) == length (y))))
+    error ("sign_test: X and Y must be vectors of the same length");
+  endif
+
+  n   = length (x);
+  x   = reshape (x, 1, n);
+  y   = reshape (y, 1, n);
+  n   = sum (x != y);
+  b   = sum (x > y);
+  cdf = binomial_cdf (b, n, 1/2);
+
+  if (nargin == 2)
+    alt  = "!=";
+  endif
+
+  if (! ischar (alt))
+    error ("sign_test: 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 ("sign_test: option %s not recognized", alt);
+  endif
+
+  if (nargout == 0)
+    printf ("  pval: %g\n", pval);
+  endif
+
+endfunction