mtt.m

来自「气候分析中检验突变的经典程序」· M 代码 · 共 19 行

function  t=mtt(a,b)

%MTT Moving-t test
%   load ltzhshshl
%   x=z;
%   for i=1:55
%   a=x(1:i);
%   b=x(i:55);
%   c(i)=mtt(a,b);
%   end

n1=length(a);
n2=length(b);
c=(n1+n2)/(n1*n2);
s1=1/n1*sum((a-mean(a)).^2);
s2=1/n2*sum((b-mean(b)).^2);
delta1=(n1-1)*s1+(n2-1)*s2;
delta=delta1/(n1+n2-2);
t=(mean(a)-mean(b))/sqrt(delta*c);