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## Copyright (C) 1995, 1996, 1997 Kurt Hornik
##
## This program 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 2, or (at your option)
## any later version.
##
## This program 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 this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: [pval, f, df_num, df_den] = var_test (x, y [, alt])
##
## For two samples x and 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 f follows an F-distribution
## with df_num and df_den degrees of freedom.
##
## With the optional argument string alt, the alternative of interest
## can be selected.
## If alt is "!=" or "<>", the null is tested against the two-sided
## alternative var(x) != var(y).
## If alt is ">", the one-sided alternative var(x) > var(y) is used,
## similarly for "<".
## The default is the two-sided case.
##
## pval is the p-value of the test.
##
## If no output argument is given, the p-value of the test is displayed.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: F test to compare two variances
function [pval, f, df_num, df_den] = var_test (x, y, alt)
if ((nargin < 2) || (nargin > 3))
usage ("[pval, f, df_num, df_den] = var_test (x, y [, alt])");
endif
if (! (is_vector (x) && is_vector (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 = f_cdf (f, df_num, df_den);
if (nargin == 2)
alt = "!=";
endif
if (! isstr (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 (sprintf ("var_test: option %s not recognized", alt));
endif
if (nargout == 0)
printf ("pval: %g\n", pval);
endif
endfunction
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