Matlab/Octave package: Polyatreetest
Two-sample Bayesian nonparametric hypothesis test
to the demo (html)
This Matlab/Octave package implements the Bayesian nonparametric two-sample tests described in (Holmes
et al., 2014) and based on a Polya tree model.
The package has been tested on Matlab
R2014a (with statistics toolbox) and Octave 3.6.4. (although it runs very slowly on Octave).
C.C. Holmes, F. Caron, J.E. Griffin, D.A. Stephens. Two-sample Bayesian nonparametric hypothesis testing. To appear in Bayesian Analysis, 2014. Download paper.
- PTtest.m: performs a two-sample test based on a Polya tree prior
- powercurve.m: computes power curves for comparison of the Polya tree, Kolmogorov-Smirnov and Wilcoxon tests
demoPolyatreetest.m: reproduces the figures of the paper and provides a demo of the functions- see the html version of the script
testfunc.m: runs the first two functions above with different parameter values to check if it runs properly
- Download the package
- Unzip the zip file in some folder
- Add the folder to the Matlab/Octave path with the command addpath
Last update: 31-07-2014. First version of the package.
(C) Copyright 2014 François
Caron,University of Oxford
is granted for anyone to copy, use, or modify these programs and
accompanying documents for purposes of research or education, provided this copyright notice is retained, and note is made of any changes that have been made.
These programs and documents are distributed without any warranty, express or implied. As
the programs were written for research purposes only, they have not
been tested to the degree that would be advisable in any important
application. All use of these programs is entirely at the user's own risk.