--- /dev/null
+## 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{t}, @var{df}] =} t_test_2 (@var{x}, @var{y}, @var{alt})
+## For two samples x and y from normal distributions with unknown means
+## and unknown equal variances, perform a two-sample t-test of the null
+## hypothesis of equal means. Under the null, the test statistic
+## @var{t} follows a Student distribution with @var{df} degrees of
+## freedom.
+##
+## 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
+## @code{mean (@var{x}) != mean (@var{y})}. If @var{alt} is @code{">"},
+## the one-sided alternative @code{mean (@var{x}) > mean (@var{y})} is
+## used. Similarly for @code{"<"}, the one-sided alternative @code{mean
+## (@var{x}) < mean (@var{y})} 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: Student's two-sample t test
+
+function [pval, t, df] = t_test_2 (x, y, alt)
+
+ if ((nargin < 2) || (nargin > 3))
+ print_usage ();
+ endif
+
+ if (! (isvector (x) && isvector (y)))
+ error ("t_test_2: both X and Y must be vectors");
+ endif
+
+ n_x = length (x);
+ n_y = length (y);
+ df = n_x + n_y - 2;
+ mu_x = sum (x) / n_x;
+ mu_y = sum (y) / n_y;
+ v = sumsq (x - mu_x) + sumsq (y - mu_y);
+ t = (mu_x - mu_y) * sqrt ((n_x * n_y * df) / (v * (n_x + n_y)));
+ cdf = tcdf (t, df);
+
+ if (nargin == 2)
+ alt = "!=";
+ endif
+
+ if (! ischar (alt))
+ error ("t_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 ("t_test_2: option %s not recognized", alt);
+ endif
+
+ if (nargout == 0)
+ printf (" pval: %g\n", pval);
+ endif
+
+endfunction