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## Copyright (C) 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2005, 2006,
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## This file is part of Octave.
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## Octave is free software; you can redistribute it and/or modify it
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## under the terms of the GNU General Public License as published by
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## the Free Software Foundation; either version 3 of the License, or (at
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## your option) any later version.
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## Octave is distributed in the hope that it will be useful, but
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## WITHOUT ANY WARRANTY; without even the implied warranty of
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## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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## General Public License for more details.
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## You should have received a copy of the GNU General Public License
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## along with Octave; see the file COPYING. If not, see
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## <http://www.gnu.org/licenses/>.
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## @deftypefn {Function File} {[@var{pval}, @var{z}] =} u_test (@var{x}, @var{y}, @var{alt})
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## For two samples @var{x} and @var{y}, perform a Mann-Whitney U-test of
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## the null hypothesis PROB (@var{x} > @var{y}) == 1/2 == PROB (@var{x}
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## < @var{y}). Under the null, the test statistic @var{z} approximately
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## follows a standard normal distribution. Note that this test is
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## equivalent to the Wilcoxon rank-sum test.
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## With the optional argument string @var{alt}, the alternative of
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## interest can be selected. If @var{alt} is @code{"!="} or
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## @code{"<>"}, the null is tested against the two-sided alternative
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## PROB (@var{x} > @var{y}) != 1/2. If @var{alt} is @code{">"}, the
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## one-sided alternative PROB (@var{x} > @var{y}) > 1/2 is considered.
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## Similarly for @code{"<"}, the one-sided alternative PROB (@var{x} >
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## @var{y}) < 1/2 is considered. The default is the two-sided case.
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## The p-value of the test is returned in @var{pval}.
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## If no output argument is given, the p-value of the test is displayed.
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## This implementation is still incomplete---for small sample sizes,
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## the normal approximation is rather bad ...
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## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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## Description: Mann-Whitney U-test
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function [pval, z] = u_test (x, y, alt)
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if ((nargin < 2) || (nargin > 3))
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if (! (isvector (x) && isvector (y)))
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error ("u_test: both x and y must be vectors");
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r = ranks ([(reshape (x, 1, n_x)), (reshape (y, 1, n_y))]);
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z = (sum (r(1 : n_x)) - n_x * (n_x + n_y + 1) / 2) ...
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/ sqrt (n_x * n_y * (n_x + n_y + 1) / 12);
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cdf = stdnormal_cdf (z);
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error("u_test: alt must be a string");
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if (strcmp (alt, "!=") || strcmp (alt, "<>"))
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pval = 2 * min (cdf, 1 - cdf);
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elseif (strcmp (alt, ">"))
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elseif (strcmp (alt, "<"))
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error ("u_test: option %s not recognized", alt);
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printf (" pval: %g\n", pval);