Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / nan-2.5.5 / ttest2.m

diff --git a/octave_packages/nan-2.5.5/ttest2.m b/octave_packages/nan-2.5.5/ttest2.m
new file mode 100644 (file)
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+++ b/octave_packages/nan-2.5.5/ttest2.m
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+function [h, pval, ci, stats, df] = ttest2 (x, y, alpha, tail, vartype, DIM)
+% TTEST2 (unpaired) t-test
+%     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 T follows a Student distribution with DF degrees of
+%     freedom.
+%
+%     TTEST2 treads NaNs as "Missing values" and ignores these. 
+%
+% H = ttest2(x,y)
+% H = ttest2([x;y],C,W)
+% H = ttest2(x,y,alpha)
+% H = ttest2(x,y,alpha,tail)
+% H = ttest2(x,y,alpha,tail,vartype)
+% H = ttest2(x,y,alpha,tail,vartype,DIM)
+% [H,PVAL] = ttest2(...)
+% [h,p,ci,stats] = ttest2(...)
+%
+%     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.
+% 
+%     vartype support only 'equal' (default value); the value 'unequal' is not supported. 
+%
+%     H returns whether the Null-Hypotheses must be rejected. 
+%     The p-value of the test is returned in PVAL. 
+% 
+%     TTEST2 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] = ttest2(...)
+% [h,p,ci,stats] = ttest2(...)
+
+%       $Id$
+%       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 > 6) || nargout > 4)
+        print_usage ;
+  end
+
+  if (nargin < 3) || isempty(alpha)
+    alpha = .05;
+    W = []; 
+  elseif size(x,1)==size(y,1) && size(x,1)==size(alpha,1) && size(y,2)==1 && all(y==1 | y==2)
+    c = y;
+    y = x(c==2,:); 
+    x = x(c==1,:); 
+    Wy = alpha(c==2); 
+    Wx = alpha(c==1); 
+    alpha = .05; 
+  end
+
+  if (nargin < 4) || isempty(tail)
+    tail = '~=';
+  end
+  if (~ ischar (tail))
+    error ('ttest2: 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);
+  szy = size(y);
+  szy(DIM) = 1;          
+  szx(DIM) = 1;
+  
+  if (any(szx-szy))
+    error ('ttest2: dimension of X and Y do not fit');
+  end
+
+  [SX, NX] = sumskipnan(x, DIM, Wx);
+  [SY, NY] = sumskipnan(y, DIM, Wy);
+  stats.df = NX + NY - 2;
+  MX = SX ./ NX;
+  MY = SY ./ NY;
+
+  if any(size(x)==0) || any(size(y)==0)
+       v = NaN;
+  else 
+       v = sumsq(x-repmat(MX,size(x)./size(MX))) + sumsq(y-repmat(MY,size(y)./size(MY)));
+  end;         
+  stats.sd    = sqrt(v/stats.df);
+  stats.tstat = (MX - MY) .* sqrt ((NX .* NY .* stats.df) ./ (v .* (NX + NY)));
+  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 ('ttest2: option %s not recognized', tail);
+  end
+
+  h = pval < alpha;    
+
+  if (nargout == 0)
+    fprintf(1,'  pval: %g\n', pval);
+  end
+