Function G-Test

Part of:

package cl-mathstats
( g-test < contingency-table > &optional < expected-value-matrix > < error-p > )
Calculates the G-test for a contingency table. The formula for the G-test statistic is 2 * sum[f_ij log [f_ij/f-hat_ij]] where f_ij is the ith by jth cell in the table and f-hat_ij is the expected value of that cell. If an expected-value-matrix is supplied, it must be the same size as table and it is used for expected values, in which case the G-test is a test of goodness-of-fit. If the expected value matrix is unsupplied, it is calculated from using the formula e_ij = [f_i* * f_*j] / f_** where f_i*, f_*j and f_** are the row, column and grand totals respectively. In this case, the G-test is a test of independence. The degrees of freedom is the same as for the chi-square statistic and the significance is obtained by comparing