X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Ftests%2Fvar_test.m;fp=octave_packages%2Fm%2Fstatistics%2Ftests%2Fvar_test.m;h=311da56d4d236aefb91b9128480828f677d5c351;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/tests/var_test.m b/octave_packages/m/statistics/tests/var_test.m new file mode 100644 index 0000000..311da56 --- /dev/null +++ b/octave_packages/m/statistics/tests/var_test.m @@ -0,0 +1,80 @@ +## 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{f}, @var{df_num}, @var{df_den}] =} var_test (@var{x}, @var{y}, @var{alt}) +## For two samples @var{x} and @var{y} from normal distributions with +## unknown means and unknown variances, perform an F-test of the null +## hypothesis of equal variances. Under the null, the test statistic +## @var{f} follows an F-distribution with @var{df_num} and @var{df_den} +## 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{var (@var{x}) != var (@var{y})}. If @var{alt} is @code{">"}, +## the one-sided alternative @code{var (@var{x}) > var (@var{y})} is +## used. Similarly for "<", the one-sided alternative @code{var +## (@var{x}) > var (@var{y})} 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: F test to compare two variances + +function [pval, f, df_num, df_den] = var_test (x, y, alt) + + if ((nargin < 2) || (nargin > 3)) + print_usage (); + endif + + if (! (isvector (x) && isvector (y))) + error ("var_test: both X and Y must be vectors"); + endif + + df_num = length (x) - 1; + df_den = length (y) - 1; + f = var (x) / var (y); + cdf = fcdf (f, df_num, df_den); + + if (nargin == 2) + alt = "!="; + endif + + if (! ischar (alt)) + error ("var_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 ("var_test: option %s not recognized", alt); + endif + + if (nargout == 0) + printf ("pval: %g\n", pval); + endif + +endfunction