view m-toolbox/classes/+utils/@math/Ftest.m @ 45:a59cdb8aaf31
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author
Daniele Nicolodi <nicolodi@science.unitn.it>
date
Tue, 06 Dec 2011 19:07:22 +0100 (2011-12-06)
parents
f0afece42f48
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+ − % Ftest perfomes an F-Test.
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ − %
+ − % DESCRIPTION: SFT performes an F-Test providing the measured F statistic,
+ − % the two degrees of freedom, the confidence level and the
+ − % type of the test (a boolean, one or two tailed). The null
+ − % hypothesis H0 is rejected at the confidence level for the
+ − % alternative hypothesis H1 if the test statistic falls in the
+ − % critical region.
+ − %
+ − % VERSION: $Id: Ftest.m,v 1.2 2011/03/07 16:50:47 congedo Exp $
+ − %
+ − % HISTORY: 18-02-2011 G. Congedo
+ − %
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ −
+ − function [test,critValue,pValue] = Ftest(F,dof1,dof2,alpha,twoTailed)
+ −
+ − n = numel(F);
+ −
+ − if twoTailed
+ − % Lower bound
+ − % critValue(1) = icdf('f',alpha/2,dof1,dof2);
+ − critValue(1) = utils.math.Finv(alpha/2/n,dof1,dof2);
+ − % Upper bound
+ − % critValue(2) = icdf('f',1-alpha/2,dof1,dof2);
+ − critValue(2) = utils.math.Finv(1-alpha/2/n,dof1,dof2);
+ − else
+ − % critValue = icdf('f',1-alpha,dof1,dof2);
+ − critValue = utils.math.Finv(1-alpha/n,dof1,dof2);
+ − end
+ −
+ − % pValue = 1-cdf('f',F,dof1,dof2);
+ − pValue = 1-utils.math.Fcdf(F,dof1,dof2);
+ −
+ − if twoTailed
+ − test = F<critValue(1) | F>critValue(2);
+ − else
+ − test = F>critValue;
+ − end
+ −
+ − end