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annotate m-toolbox/classes/+utils/@math/Ftest.m @ 43:bc767aaa99a8

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CVS Update
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Tue, 06 Dec 2011 11:09:25 +0100
parents f0afece42f48
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1 % Ftest perfomes an F-Test.
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2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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3 %
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4 % DESCRIPTION: SFT performes an F-Test providing the measured F statistic,
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5 % the two degrees of freedom, the confidence level and the
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6 % type of the test (a boolean, one or two tailed). The null
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7 % hypothesis H0 is rejected at the confidence level for the
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8 % alternative hypothesis H1 if the test statistic falls in the
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9 % critical region.
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10 %
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11 % VERSION: $Id: Ftest.m,v 1.2 2011/03/07 16:50:47 congedo Exp $
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12 %
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13 % HISTORY: 18-02-2011 G. Congedo
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14 %
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15 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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16
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17 function [test,critValue,pValue] = Ftest(F,dof1,dof2,alpha,twoTailed)
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18
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19 n = numel(F);
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20
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21 if twoTailed
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22 % Lower bound
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23 % critValue(1) = icdf('f',alpha/2,dof1,dof2);
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24 critValue(1) = utils.math.Finv(alpha/2/n,dof1,dof2);
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25 % Upper bound
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26 % critValue(2) = icdf('f',1-alpha/2,dof1,dof2);
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27 critValue(2) = utils.math.Finv(1-alpha/2/n,dof1,dof2);
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28 else
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29 % critValue = icdf('f',1-alpha,dof1,dof2);
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30 critValue = utils.math.Finv(1-alpha/n,dof1,dof2);
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31 end
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32
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33 % pValue = 1-cdf('f',F,dof1,dof2);
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34 pValue = 1-utils.math.Fcdf(F,dof1,dof2);
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35
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36 if twoTailed
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37 test = F<critValue(1) | F>critValue(2);
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38 else
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39 test = F>critValue;
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40 end
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41
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42 end