Randomttest

Purpose

Randomization t-test for evaluating residuals from two models.

Synopsis

prob = randomttest(err_1,err_2,iter)

Description

Pairwise comparison between two sets of model residuals using a randomization of the sign of the differences. Output is the probability that the two sets of residuals are not different.

Based on the publication: Hilko van der Voet "Comparing the predictive accuracy of models using a simple randomization test", Chemometrics and Intelligent Laboratory Systems 25 (1994) 313-323.

Inputs

• err_1 = Prediction errors from model #1
• err_2 = Prediction errors from model #2

Optional Inputs

• iter = Number of iterations to perform. Default = 199.

Outputs

• prob = Probability that residuals (and thus models) are not significantly different.

See Also

crossval, signtest, wilcoxon