1%% Copyright (C) 1995, 1996, 1997 Kurt Hornik 2%% 2006, 2011 Alois Schloegl 3%% 4%% This file is part of Octave. 5%% 6%% biosig 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, or (at your option) 9%% any later version. 10%% 11%% Biosig 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, write to the Free 18%% Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 19%% 02110-1301, USA. 20 21%% -*- texinfo -*- 22%% @deftypefn {Function File} {[@var{pval}, @var{b}, @var{n}] =} signtest (@var{x}, @var{y}, @var{alt}) 23%% For two matched-pair samples @var{x} and @var{y}, perform a sign test 24%% of the null hypothesis PROB (@var{x} > @var{y}) == PROB (@var{x} < 25%% @var{y}) == 1/2. Under the null, the test statistic @var{b} roughly 26%% follows a binomial distribution with parameters @code{@var{n} = sum 27%% (@var{x} ~= @var{y})} and @var{p} = 1/2. 28%% 29%% With the optional argument @code{alt}, the alternative of interest 30%% can be selected. If @var{alt} is @code{'~='} or @code{'<>'}, the 31%% null hypothesis is tested against the two-sided alternative PROB 32%% (@var{x} < @var{y}) ~= 1/2. If @var{alt} is @code{'>'}, the 33%% one-sided alternative PROB (@var{x} > @var{y}) > 1/2 ('x is 34%% stochastically greater than y') is considered. Similarly for 35%% @code{'<'}, the one-sided alternative PROB (@var{x} > @var{y}) < 1/2 36%% ('x is stochastically less than y') is considered. The default is 37%% the two-sided case. 38%% If @var{x} and @var{y} are matrices (must have same size), the test 39%% is applied to each column. 40%% 41%% The p-value of the test is returned in @var{pval}. 42%% 43%% If no output argument is given, the p-value of the test is displayed. 44%% @end deftypefn 45 46%% Author: KH <Kurt.Hornik@wu-wien.ac.at> 47%% Description: Sign test 48%% Adapted for the use with M*tlab by AS <alois.schloegl@gmail.com> Dec 2006 49 50function [pval, b, n] = signtest (x, y, alpha, alt) 51 52 if ((nargin < 2) || (nargin > 4)) 53 error; 54 end 55 if nargin<3, 56 alpha=.05; 57 end; 58 59 d = x - y; 60 n = sumskipnan(d,1); 61 n = sum ( d~=0 & ~isnan(d)); 62 b = sum (x > y); 63 cdf = binocdf (b, n, 1/2); 64 65 if (nargin == 2) 66 alt = '~='; 67 end 68 69 if (strcmp (alt, '~=') || strcmp (alt, '<>') || (alt==0)) 70 pval = 2 * min (cdf, 1 - cdf); 71 elseif (strcmp (alt, '>') || (alt==1)) 72 pval = 1 - cdf; 73 elseif (strcmp (alt, '<') || (alt==-1)) 74 pval = cdf; 75 else 76 error ('sign_test: option %s not recognized', alt); 77 end 78 79 if (nargout == 0) 80 printf (' pval: %g\n', pval); 81 elseif nargout > 1, 82 b = (pval<alpha); 83 end 84 85end 86