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run_test.m
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1999-03-05
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## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
##
## 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] = run_test (x)
##
## Performs a chi-square test with 6 degrees of freedom based on the
## upward runs in the columns of x. Can be used to test whether x
## contains independent data.
##
## If no output argument is given, the pval is displayed.
## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description: Run test for independence
function [pval, chisq] = run_test (x)
if (nargin != 1)
usage ("run_test (x)");
endif
A = [4529.4, 9044.9, 13568, 18091, 22615, 27892;
9044.4, 18097, 27139, 36187, 45234, 55789;
13568, 27139, 40721, 54281, 67852, 83685;
18091, 36187, 54281, 72414, 90470, 111580;
22615, 45234, 67852, 90470, 113262, 139476;
27892, 55789, 83685, 111580, 139476, 172860];
b = [1/6; 5/24; 11/120; 19/720; 29/5040; 1/840];
n = rows (x);
r = run_count (x, 6) - n * b * ones (1, columns(x));
chisq = diag (r' * A * r)' / n;
pval = chisquare_cdf (chisq, 6);
if (nargout == 0)
printf("pval: %g\n", pval);
endif
endfunction