41 lines
1.1 KiB
Matlab
41 lines
1.1 KiB
Matlab
% generate two data sets:
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n = 200;
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d = 0.2;
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x = randn(n, 1);
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y = randn(n, 1) + d;
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% difference of sample means:
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md = mean(y) - mean(x);
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fprintf('difference of means of data d = %.2f\n', md);
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% distribution of null hypothesis by permutation:
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nperm = 1000;
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xy = [x; y]; % x and y data in one column vector
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ds = zeros(nperm,1);
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for i = 1:nperm
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xyr = xy(randperm(length(xy))); % shuffle data
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xr = xyr(1:length(x)); % random x-data
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yr = xyr(length(x)+1:end); % random y-data
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ds(i) = mean(yr) - mean(xr); % difference of means
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end
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[h, b] = hist(ds, 20);
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h = h/sum(h)/(b(2)-b(1)); % normalization
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% significance:
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dq = quantile(ds, 0.95);
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fprintf('difference of means of null hypothesis at 5%% significance = %.2f\n', dq);
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if md >= dq
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fprintf('--> difference of means d=%.2f is significant\n', md);
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else
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fprintf('--> d=%.2f is not a significant difference of means\n', md);
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end
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% plot:
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bar(b, h, 'facecolor', 'b');
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hold on;
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bar(b(b>=dq), h(b>=dq), 'facecolor', 'r');
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plot([md md], [0 4], 'r', 'linewidth', 2);
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xlabel('Difference of means');
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ylabel('Probability density of H0');
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hold off;
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