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scripts/statistics/tests/t_test.m

changeset 10289: 4b124317dc38
parent:93c65f2a5668
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (29 minutes ago)
permissions: -rw-r--r--
description: base_properties::set_children: account for hidden children 
     1## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007

     2##               Kurt Hornik

     3##

     4## This file is part of Octave.

     5##

     6## Octave is free software; you can redistribute it and/or modify it

     7## under the terms of the GNU General Public License as published by

     8## the Free Software Foundation; either version 3 of the License, or (at

     9## your option) any later version.

    10##

    11## Octave is distributed in the hope that it will be useful, but

    12## WITHOUT ANY WARRANTY; without even the implied warranty of

    13## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

    14## General Public License for more details.

    15##

    16## You should have received a copy of the GNU General Public License

    17## along with Octave; see the file COPYING.  If not, see

    18## <http://www.gnu.org/licenses/>.

    19

    20## -*- texinfo -*-

    21## @deftypefn {Function File} {[@var{pval}, @var{t}, @var{df}] =} t_test (@var{x}, @var{m}, @var{alt})

    22## For a sample @var{x} from a normal distribution with unknown mean and

    23## variance, perform a t-test of the null hypothesis @code{mean

    24## (@var{x}) == @var{m}}.  Under the null, the test statistic @var{t}

    25## follows a Student distribution with @code{@var{df} = length (@var{x})

    26## - 1} degrees of freedom.

    27##

    28## With the optional argument string @var{alt}, the alternative of

    29## interest can be selected.  If @var{alt} is @code{"!="} or

    30## @code{"<>"}, the null is tested against the two-sided alternative

    31## @code{mean (@var{x}) != @var{m}}.  If @var{alt} is @code{">"}, the

    32## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered.

    33## Similarly for @var{"<"}, the one-sided alternative @code{mean

    34## (@var{x}) < @var{m}} is considered.  The default is the two-sided

    35## case.

    36##

    37## The p-value of the test is returned in @var{pval}.

    38##

    39## If no output argument is given, the p-value of the test is displayed.

    40## @end deftypefn

    41

    42## Author: KH <Kurt.Hornik@wu-wien.ac.at>

    43## Description: Student's one-sample t test

    44

    45function [pval, t, df] = t_test (x, m, alt)

    46

    47  if ((nargin < 2) || (nargin > 3))

    48    print_usage ();

    49  endif

    50

    51  if (! isvector (x))

    52    error ("t_test: x must be a vector");

    53  endif

    54  if (! isscalar (m))

    55    error ("t_test: m must be a scalar");

    56  endif

    57

    58  n   = length (x);

    59  df  = n - 1;

    60  t   = sqrt (n) * (sum (x) / n - m) / std (x);

    61  cdf = t_cdf (t, df);

    62

    63  if (nargin == 2)

    64    alt  = "!=";

    65  endif

    66

    67  if (! ischar (alt))

    68    error ("t_test: alt must be a string");

    69  endif

    70  if (strcmp (alt, "!=") || strcmp (alt, "<>"))

    71    pval = 2 * min (cdf, 1 - cdf);

    72  elseif strcmp (alt, ">")

    73    pval = 1 - cdf;

    74  elseif strcmp (alt, "<")

    75    pval = cdf;

    76  else

    77    error ("t_test: option %s not recognized", alt);

    78  endif

    79

    80  if (nargout == 0)

    81    printf ("  pval: %g\n", pval);

    82  endif

    83

    84endfunction