Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / nan-2.5.5 / ttest.m

diff --git a/octave_packages/nan-2.5.5/ttest.m b/octave_packages/nan-2.5.5/ttest.m
new file mode 100644 (file)
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+++ b/octave_packages/nan-2.5.5/ttest.m
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+function [h, pval, ci, stats] = ttest (x, m, alpha, tail, vartype, DIM)
+% TTEST (paired) t-test
+%     For a sample X from a normal distribution with unknown mean and
+%     variance, perform a t-test of the null hypothesis `mean (X) == M'.
+%     Under the null, the test statistic T follows a Student
+%     distribution with `DF = length (X) - 1' degrees of freedom.
+%
+%     TTEST treads NaNs as "Missing values" and ignores these. 
+%
+% H = ttest(x,m)
+%      tests Null-hypothesis that mean of x is m.              
+% H = ttest(x,y)
+%      size of x and size of y must match, it is tested whether the 
+%      difference x-y is significantly different to m=0; 
+% H = ttest(x,y,alpha)
+% H = ttest(x,y,alpha,tail)
+% H = ttest(x,y,alpha,tail,DIM)
+% [H,PVAL] = ttest(...)
+%
+%     H=1 indicates a rejection of the Null-hypothesis at a significance 
+%     level of alpha (default alpha = 0.05).    
+% 
+%     With the optional argument string TAIL, the alternative of interest
+%     can be selected.  If TAIL is '!=' or '<>' or 'both', the null is tested
+%     against the two-sided Alternative `mean (X) ~= mean (Y)'.  If TAIL
+%     is '>' or 'right', the one-sided Alternative `mean (X) > mean (Y)' is used.
+%     Similarly for '<' or 'left', the one-sided Alternative `mean (X) < mean
+%     (Y)' is used.  The default is the two-sided case.
+% 
+%     H returns whether the Null-Hypotheses must be rejected. 
+%     The p-value of the test is returned in PVAL. 
+% 
+%     TTEST works on the first non-singleton dimension or on DIM. 
+%
+%     If no output argument is given, the p-value of the test is
+%     displayed.
+%
+
+%%% not supported yet 
+% [h,p,ci] = ttest(...)
+% [h,p,ci,stats] = ttest(...)
+
+%       $Id$
+%       Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007
+%               Kurt Hornik
+%       Copyright (C) 2010 by Alois Schloegl <alois.schloegl@gmail.com>        
+%       This function is part of the NaN-toolbox
+%       http://pub.ist.ac.at/~schloegl/matlab/NaN/
+
+%    This program 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.
+%
+%    This program 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 this program.  If not, see <http://www.gnu.org/licenses/>.
+
+  if ((nargin < 2) || (nargin > 5) || nargout > 4)
+        print_usage ;
+  end
+
+  if (nargin == 2)
+    alt  = '~=';
+  end
+  if (nargin < 3) || isempty(alpha)
+    alpha = .05;
+  end
+
+  if (nargin < 4) || isempty(tail)
+    tail = '~=';
+  end
+  if (~ ischar (tail))
+    error ('ttest: tail must be a string');
+  end
+  if (nargin < 5) || isempty(vartype)
+    vartype = 'equal';
+  end
+  if ~strcmp(vartype,'equal')
+    error ('test: vartype not supported')
+  end  
+  if nargin<6,
+       DIM = find(size(x)>1,1);
+  end;
+  if isempty(DIM), DIM=1; end;
+
+
+  szx = size(x); 
+  szm = size(m);       
+  szx(DIM) = 1;          
+  szm(DIM) = 1;
+  if size(m,DIM)==1
+       ;
+  elseif size(x,DIM) == size(m,DIM)
+       x = x-m;
+       m = zeros(szm);
+  else
+    error ('ttest: dimension of X and Y do not fit');
+  end    
+  
+  [S, N] = sumskipnan(x, DIM);
+  stats.df = N - 1;
+  stats.sd = std (x);
+  stats.tstat = sqrt (N) .* (S./N - m) ./ stats.sd;
+  cdf = tcdf (stats.tstat, stats.df);
+
+  if (strcmp (tail, '~=') || strcmp (tail, '!=') || strcmp (tail, '<>')) || strcmp(tail,'both'),
+    pval = 2 * min (cdf, 1 - cdf);
+  elseif strcmp (tail, '>') || strcmp(tail,'right'),
+    pval = 1 - cdf;
+  elseif strcmp (tail, '<') || strcmp(tail,'left'),
+    pval = cdf;
+  else
+    error ('ttest: option %s not recognized', tail);
+  end
+
+  h = pval < alpha;    
+  if (nargout == 0)
+    fprintf(1,'  pval: %g\n', pval);
+  end
+