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chisquare_test_independence.m

## 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

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