## 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, k, df] = kruskal_wallis_test (x1, ...) ## ## Perform a Kruskal-Wallis one-factor "analysis of variance". ## ## Suppose a variable is observed for k > 1 different groups, and let ## x1, ..., xk be the corresponding data vectors. ## ## Under the null hypothesis that the ranks in the pooled sample are not ## affected by the group memberships, the test statistic k is ## approximately chi-square with df = k - 1 degrees of freedom. pval is ## the p-value (1 minus the CDF of this distribution at k) of this test. ## ## If no output argument is given, the pval is displayed. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Kruskal-Wallis test function [pval, k, df] = kruskal_wallis_test (...) m = nargin; if (m < 2) usage ("[pval, k, df] = kruskal_wallis_test (x1, ...)"); endif n = []; p = []; va_start; for i = 1 : m; x = va_arg (); if (! is_vector (x)) error ("kruskal_wallis_test: all arguments must be vectors"); endif l = length (x); n = [n, l]; p = [p, reshape (x, 1, l)]; endfor r = ranks (p); k = 0; j = 0; for i = 1 : m; k = k + (sum (r ((j + 1) : (j + n(i))))) ^ 2 / n(i); j = j + n(i); endfor n = length (p); k = 12 * k / (n * (n + 1)) - 3 * (n + 1); df = m - 1; pval = 1 - chisquare_cdf (k, df); if (nargout == 0) printf ("pval: %g\n", pval); endif endfunction

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