X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Ftests%2Frun_test.m;fp=octave_packages%2Fm%2Fstatistics%2Ftests%2Frun_test.m;h=c21ce7f201a3fd44bfd81cc69868640e8e8148fd;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/tests/run_test.m b/octave_packages/m/statistics/tests/run_test.m new file mode 100644 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 +## . + +## -*- 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 +## 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