X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Ftests%2Ft_test_regression.m;fp=octave_packages%2Fm%2Fstatistics%2Ftests%2Ft_test_regression.m;h=bf50fc68971b131ed3c3f80de61f81ddd0dcce2f;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/tests/t_test_regression.m b/octave_packages/m/statistics/tests/t_test_regression.m new file mode 100644 index 0000000..bf50fc6 --- /dev/null +++ b/octave_packages/m/statistics/tests/t_test_regression.m @@ -0,0 +1,96 @@ +## 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_regression (@var{y}, @var{x}, @var{rr}, @var{r}, @var{alt}) +## Perform an t test for the null hypothesis @code{@var{rr} * @var{b} = +## @var{r}} in a classical normal regression model @code{@var{y} = +## @var{x} * @var{b} + @var{e}}. Under the null, the test statistic @var{t} +## follows a @var{t} distribution with @var{df} degrees of freedom. +## +## If @var{r} is omitted, a value of 0 is assumed. +## +## 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{@var{rr} * @var{b} != @var{r}}. If @var{alt} is @code{">"}, the +## one-sided alternative @code{@var{rr} * @var{b} > @var{r}} is used. +## Similarly for @var{"<"}, the one-sided alternative @code{@var{rr} * +## @var{b} < @var{r}} 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 +## Description: Test one linear hypothesis in linear regression model + +function [pval, t, df] = t_test_regression (y, x, rr, r, alt) + + if (nargin == 3) + r = 0; + alt = "!="; + elseif (nargin == 4) + if (ischar (r)) + alt = r; + r = 0; + else + alt = "!="; + endif + elseif (! (nargin == 5)) + print_usage (); + endif + + if (! isscalar (r)) + error ("t_test_regression: R must be a scalar"); + elseif (! ischar (alt)) + error ("t_test_regression: ALT must be a string"); + endif + + [T, k] = size (x); + if (! (isvector (y) && (length (y) == T))) + error ("t_test_regression: Y must be a vector of length rows (X)"); + endif + s = size (rr); + if (! ((max (s) == k) && (min (s) == 1))) + error ("t_test_regression: RR must be a vector of length columns (X)"); + endif + + rr = reshape (rr, 1, k); + y = reshape (y, T, 1); + [b, v] = ols (y, x); + df = T - k; + t = (rr * b - r) / sqrt (v * rr * inv (x' * x) * rr'); + cdf = tcdf (t, df); + + 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_regression: the value `%s' for alt is not possible", alt); + endif + + if (nargout == 0) + printf ("pval: %g\n", pval); + endif + +endfunction