mboxtest.m

图像霍特林变换源代码

function [MBox] = MBoxtest(X,alpha)
% Multivariate Statistical Testing for the Homogeneity of Covariance Matrices by the Box's M. 
%
%   Syntax: function [MBox] = MBoxtest(X,alpha) 
%      
%     Inputs:
%          X - total multivariate data matrix. 
%      alpha - significance level (default = 0.05). 
%
%     Output:
%          MBox - the Box's M statistic.
%          Chi-sqr. or F - the approximation statistic test.
%          df's - degrees' of freedom of the approximation statistic test.
%          P - observed significance level.
%  
%    If the groups sample-size is at least 20 (sufficiently large), Box's M test
%    takes a Chi-square approximation; otherwise it takes an F approximation.
%
%    Example: For a two groups (g = 2) with three independent variables (p = 3), we 
%             are interested to test the homogeneity of covariances matrices with a 
%             significance level = 0.05. The two groups have the same sample-size
%             n1 = n2 = 5.
%                                       Group
%                      ---------------------------------------                
%                            1                        2
%                      ---------------------------------------
%                       x1   x2   x3             x1   x2   x3
%                      ---------------------------------------
%                       23   45   15             277  230   63
%                       40   85   18             153   80   29
%                      215  307   60             306  440  105
%                      110  110   50             252  350  175
%                       65  105   24             143  205   42
%                      ---------------------------------------
%
%             Total data matrix must be:
%          X=[1 23 45 15;1 40 85 18;1 215 307 60;1 110 110 50;1 65 105 24;
%          2 277 230 63;2 153 80 29;2 306 440 105;2 252 350 175;2 143 205 42];
%
%             Calling on Matlab the function: 
%                MBoxtest(X,0.05)
%
%             Answer is:
%
%  ------------------------------------------------------------
%       MBox         F           df1          df2          P
%  ------------------------------------------------------------
%     27.1622     2.6293          6           463       0.0162
%  ------------------------------------------------------------
%  Covariance matrices are significantly different.
%
%
%  Created by A. Trujillo-Ortiz and R. Hernandez-Walls
%             Facultad de Ciencias Marinas
%             Universidad Autonoma de Baja California
%             Apdo. Postal 453
%             Ensenada, Baja California
%             Mexico.
%             [e-mail]
%             And the special collaboration of the post-graduate students of the 2002:2
%             Multivariate Statistics Course: Karel Castro-Morales, Alejandro Espinoza-Tenorio,
%             Andrea Guia-Ramirez, Raquel Muniz-Salazar, Jose Luis Sanchez-Osorio and
%             Roberto Carmona-Pina.
%
%  Copyright (C) November 2002
%
%  References:
% 
%  Stevens, J. (1992), Applied Multivariate Statistics for Social Sciences. 2nd. ed.
%              New-Jersey:Lawrance Erlbaum Associates Publishers. pp. 260-269.
  
if nargin < 1, 
    error('Requires at least one input arguments.'); 
end;

if nargin < 2, 
    alpha = 0.05; %(default)
end; 

if (alpha <= 0 | alpha >= 1)
   fprintf('Warning: significance level must be between 0 and 1\n');
   return;
end;

g = max(X(:,1)); %Number of groups.

n = []; %Vector of groups-size.
indice = X(:,1);
for i = 1:g
   Xe = find(indice==i);
   eval(['X' num2str(i) '= X(Xe,2:end);']);
   eval(['n' num2str(i) '= length(X' num2str(i) ') ;'])
   eval(['xn= n' num2str(i) ';'])
   n = [n,xn];
end;

[f,c] = size(X);
X = X(:,2:c);

[N,p]=size(X);
r=1; 
r1=n(1);
bandera=2;
for k=1:g
   if n(k)>=20;
      bandera=1;
   end;
end;

%Partition of the group covariance matrices.
for k=1:g
   eval(['S' num2str(k) '=cov(X(r:r1,:));';]);
   if k<g
    r=r+n(k);
    r1=r1+n(k+1);
   end;
end;

deno=sum(n)-g;
suma=zeros(size(S1));

for k=1:g
   eval(['suma =suma + (n(k)-1)*S' num2str(k) ';']);
end;

Sp=suma/deno;  %Pooled covariance matrix.
Falta=0;

for k=1:g
   eval(['Falta =Falta + ((n(k)-1)*log(det(S' num2str(k) ')));']);
end;

MB=(sum(n)-g)*log(det(Sp))-Falta;  %Box's M statistic.
suma1=sum(1./(n(1:g)-1));
suma2=sum(1./((n(1:g)-1).^2));
C=(((2*p^2)+(3*p)-1)/(6*(p+1)*(g-1)))*(suma1-(1/deno));  %Computing of correction factor.
if bandera==1
X2=MB*(1-C);  %Chi-square approximation.
v=(p*(p+1)*(g-1))/2;  %Degrees of freedom.
P=1-chi2cdf(X2,v);  %Significance value associated to the observed Chi-square statistic.
disp(' ')
;
fprintf('------------------------------------------------\n');
disp('     MBox     Chi-sqr.         df          P')
fprintf('------------------------------------------------\n');
fprintf('%10.4f%11.4f%12.i%13.4f\n',MB,X2,v,P);
fprintf('------------------------------------------------\n');
   if P >= alpha;
      disp('Covariance matrices are not significantly different.');
   else
      disp('Covariance matrices are significantly different.');
   end;
else;
%To obtain the F approximation we first define Co, which combined to the before C value
%are used to estimate the denominator degrees of freedom (v2); resulting two possible cases. 
Co=(((p-1)*(p+2))/(6*(g-1)))*(suma2-(1/(deno^2)));
  if Co-(C^2)>= 0;
	v1=(p*(p+1)*(g-1))/2;  %Numerator degrees of freedom.
   v21=fix((v1+2)/(Co-(C^2)));  %Denominator degrees of freedom.
   F1=MB*((1-C-(v1/v21))/v1);  %F approximation.
   P1=1-fcdf(F1,v1,v21);  %Significance value associated to the observed F statistic.
disp(' ')
  ;
fprintf('------------------------------------------------------------\n');
disp('     MBox         F           df1          df2          P')
fprintf('------------------------------------------------------------\n');
fprintf('%10.4f%11.4f%11.i%14.i%13.4f\n\n',MB,F1,v1,v21,P1);
fprintf('------------------------------------------------------------\n');   
   if P1 >= alpha;
      disp('Covariance matrices are not significantly different.');
   else
      disp('Covariance matrices are significantly different.');
   end;
   
 else 
   v1=(p*(p+1)*(g-1))/2;  %Numerator degrees of freedom.
   v22=fix((v1+2)/((C^2)-Co));  %Denominator degrees of freedom.
   b=v22/(1-C-(2/v22));
   F2=(v22*MB)/(v1*(b-MB));  %F approximation.
   P2=1-fcdf(F2,v1,v22);  %Significance value associated to the observed F statistic.
disp(' ') 
  ;
fprintf('------------------------------------------------------------\n');
disp('     MBox         F           df1          df2          P')
fprintf('------------------------------------------------------------\n');
fprintf('%10.4f%11.4f%11.i%14.i%13.4f\n\n',MB,F2,v1,v22,P2);
fprintf('------------------------------------------------------------\n');
   
   if P2 >= alpha;
      disp('Covariance matrices are not significantly different.');
   else
      disp('Covariance matrices are significantly different.');
   end;
 end;
end;

return;