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chisquare_test_independence.m
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1999-03-05
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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, chisq, df] = chisquare_test_independence (X)
##
## Perform a chi-square test for indepence based on the contingency
## table X.
##
## Under the null hypothesis of independence, chisq approximately has a
## chi-square distribution with df degrees of freedom. pval is the
## p-value (1 minus the CDF of this distribution at chisq) of the test.
##
## If no output argument is given, the p-value is displayed.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Chi-square test for independence
function [pval, chisq, df] = chisquare_test_independence (X)
if (nargin != 1)
usage ("chisquare_test_independence (X)");
endif
[r, s] = size (X);
df = (r - 1) * (s - 1);
n = sum (sum (X));
Y = sum (X')' * sum (X) / n;
X = (X - Y) .^2 ./ Y;
chisq = sum (sum (X));
pval = 1 - chisquare_cdf (chisq, df);
if (nargout == 0)
printf(" pval: %g\n", pval);
endif
endfunction