X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Ftests%2Ft_test.m;fp=octave_packages%2Fm%2Fstatistics%2Ftests%2Ft_test.m;h=5538c456912bb47b6b5c2fedea83441b11952488;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/tests/t_test.m b/octave_packages/m/statistics/tests/t_test.m new file mode 100644 index 0000000..5538c45 --- /dev/null +++ b/octave_packages/m/statistics/tests/t_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 +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {[@var{pval}, @var{t}, @var{df}] =} t_test (@var{x}, @var{m}, @var{alt}) +## For a sample @var{x} from a normal distribution with unknown mean and +## variance, perform a t-test of the null hypothesis @code{mean +## (@var{x}) == @var{m}}. Under the null, the test statistic @var{t} +## follows a Student distribution with @code{@var{df} = length (@var{x}) +## - 1} 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}) != @var{m}}. If @var{alt} is @code{">"}, the +## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered. +## Similarly for @var{"<"}, the one-sided alternative @code{mean +## (@var{x}) < @var{m}} 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 +## Description: Student's one-sample t test + +function [pval, t, df] = t_test (x, m, alt) + + if ((nargin < 2) || (nargin > 3)) + print_usage (); + endif + + if (! isvector (x)) + error ("t_test: X must be a vector"); + endif + if (! isscalar (m)) + error ("t_test: M must be a scalar"); + endif + + n = length (x); + df = n - 1; + t = sqrt (n) * (sum (x) / n - m) / std (x); + cdf = tcdf (t, df); + + if (nargin == 2) + alt = "!="; + endif + + if (! ischar (alt)) + error ("t_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 ("t_test: option %s not recognized", alt); + endif + + if (nargout == 0) + printf (" pval: %g\n", pval); + endif + +endfunction