void tables_QuickSortD (double T[], int l, int r)
/* On trie le tableau des observations T[l..r]. */
{
int j; /* Indices dans le tableau Tab. */
int i;
double w;
double x;
i = l;
j = r;
x = T[(l + r) / 2];
do {
while (T[i] < x)
++i;
while (x < T[j])
--j;
if (i <= j) {
w = T[i];
T[i] = T[j];
T[j] = w;
++i;
--j;
}
} while (i <= j);
if (l < j)
tables_QuickSortD (T, l, j);
if (i < r)
tables_QuickSortD (T, i, r);
}
void gofw_IterPowRatioTests0 (double U[], long N, int k,
lebool printval, lebool graph, FILE * f)
{
int i;
long j;
double *UU;
gofw_TestArray sVal, pVal;
UU = (double *) util_Calloc (1 + (size_t) N, sizeof (double));
printf ("\n");
for (j = 1; j <= N; j++)
UU[j] = U[j];
for (i = 1; i <= k; i++) {
gofs_PowerRatios (UU, N);
printf ("-----------------------------------\n"
"EDF Tests after \"gofw_PowerRatios\", level :%2d\n", i);
tables_QuickSortD (UU, 1, N);
gofw_ActiveTests0 (UU, N, sVal, pVal);
gofw_WriteActiveTests0 (N, sVal, pVal);
strncpy (desc, "Values of Uniforms after PowerRatios, level ",
(size_t) LEN1);
sprintf (str, "%2d", i);
strncat (desc, str, (size_t) LEN2);
if (printval > 0)
tables_WriteTabD (UU, 1, N, 5, 15, 6, 6, desc);
if (graph > 0)
gofw_GraphDistUnif (f, UU, N, desc);
}
util_Free (UU);
}
void gofw_IterSpacingsTests0 (double U[], long N, int k,
lebool printval, lebool graph, FILE * f)
/* Assumes that U is sorted. */
{
int j;
long i;
double *S, *UU;
gofw_TestArray sVal, pVal;
UU = (double *) util_Calloc (1 + (size_t) N, sizeof (double));
S = (double *) util_Calloc (1 + (size_t) N, sizeof (double));
printf ("\n");
for (i = 1; i <= N; i++)
UU[i] = U[i]; /* UU is a copy of U */
for (j = 1; j <= k; j++) {
printf ("-----------------------------------\n"
"EDF Tests after \"gofw_IterateSpacings\", level :%2d\n", j);
gofs_DiffD (UU, S, 1, N, 0.0, 1.0);
gofs_IterateSpacings (UU, S, N);
tables_QuickSortD (UU, 1, N);
gofw_ActiveTests0 (UU, N, sVal, pVal);
gofw_WriteActiveTests0 (N, sVal, pVal);
strncpy (desc, "Values of Uniforms after IterateSpacings, level ",
(size_t) LEN1);
sprintf (str, "%2d", j);
strncat (desc, str, (size_t) LEN2);
if (printval > 0)
tables_WriteTabD (UU, 1, N, 5, 15, 6, 6, desc);
if (graph > 0)
gofw_GraphDistUnif (f, UU, N, desc);
}
util_Free (UU);
util_Free (S);
}
void gofw_ActiveTests2 (double V[], double U[], long N, wdist_CFUNC F,
double par[], gofw_TestArray sVal, gofw_TestArray pVal)
{
util_Assert (N > 0, "gofw_ActiveTests1: N <= 0");
tables_QuickSortD (V, 1, N);
gofs_ContUnifTransform (V, N, F, par, U);
gofw_ActiveTests0 (U, N, sVal, pVal);
if (N == 1)
sVal[gofw_Mean] = V[1];
}
void gofw_WriteKS1 (double V[], long N, wdist_CFUNC F, double par[])
{
double *U;
double D, DM, DP;
U = (double *) util_Calloc ((size_t) N + 1, sizeof (double));
gofs_ContUnifTransform (V, N, F, par, U);
tables_QuickSortD (U, 1, N);
gofs_KS (U, N, &DP, &DM, &D);
gofw_WriteKS0 (N, DP, DM, D);
util_Free (U);
}
void gofw_ActiveTests1 (double V[], long N, wdist_CFUNC F, double par[],
gofw_TestArray sVal, gofw_TestArray pVal)
{
double *U;
util_Assert (N > 0, "gofw_ActiveTests1: N <= 0");
U = (double *) util_Calloc ((size_t) N + 1, sizeof (double));
gofs_ContUnifTransform (V, N, F, par, U);
tables_QuickSortD (U, 1, N);
gofw_ActiveTests0 (U, N, sVal, pVal);
if (N == 1)
sVal[gofw_Mean] = V[1];
util_Free (U);
}
void gofw_WriteKSJumpOne1 (double V[], long N, wdist_CFUNC F, double par[],
double a)
{
double *U;
double DP, DM;
U = (double *)util_Calloc ((size_t) N + 1, sizeof (double));
gofs_ContUnifTransform (V, N, F, par, U);
tables_QuickSortD (U, 1, N);
gofs_KSJumpOne (U, N, a, &DP, &DM);
gofw_WriteKSJumpOne0 (N, a, DP);
util_Free (U);
}
void gofw_KSJumpsMany2 (statcoll_Collector *S, fdist_FUNC_JUMPS *H,
int Detail)
{
double DM, DP;
double *X;
wdist_CFUNC F = H->F;
double *W = H->par;
/* The implementation of fdist_KSPlusJumpsMany and fdist_KSMinusJumpsMany
works only for NObs <= 64: instability for larger NObs. */
if (S->NObs > 64) {
printf ("\nKolmogorov-Smirnov, sample too large\n\n\n"
"------------------------------------------\n");
return;
}
X = (double *) util_Calloc (1 + (size_t) S->NObs, sizeof (double));
tables_CopyTabD (S->St, X, 1, S->NObs);
tables_QuickSortD (X, 1, S->NObs);
statcalc_KSJumpsMany (X, S->NObs, F, W, &DP, &DM, Detail);
gofw_KSJumpsMany0 (DP, DM, H);
util_Free (X);
printf ("\n");
}
void sentrop_EntropyDMCirc (unif01_Gen * gen, sres_Basic * res,
long N, long n, int r, long m)
{
long i; /* Index */
double I0, x;
long Seq; /* Replication number */
double Entropy; /* Value of the statistic H(m, n) */
double LnEntropy;
double SumR; /* 1 + 1/2 + ... + 1/(2m-1) */
double nLR = n;
double Twom; /* 2m */
double *AU;
lebool localRes = FALSE;
chrono_Chrono *Timer;
char *TestName = "sentrop_EntropyDMCirc test";
Timer = chrono_Create ();
if (swrite_Basic)
WriteDataDM (gen, TestName, N, n, r, m);
Twom = 2 * m;
I0 = Twom - 1.0;
SumR = 0.0;
for (i = 2 * m - 1; i >= 1; i--) {
SumR += 1.0 / I0;
I0 -= 1.0;
}
if (res == NULL) {
localRes = TRUE;
res = sres_CreateBasic ();
}
sres_InitBasic (res, N, "sentrop_EntropyDMCirc");
AU = util_Calloc ((size_t) (n + 1), sizeof (double));
statcoll_SetDesc (res->sVal1,
"The N statistic values (a standard normal)");
for (Seq = 1; Seq <= N; Seq++) {
/* Generate the sample and sort */
for (i = 1; i <= n; i++)
AU[i] = unif01_StripD (gen, r);
tables_QuickSortD (AU, 1, n);
/* Compute empirical entropy */
Entropy = 1.0;
LnEntropy = 0.0;
for (i = 1; i <= n; i++) {
if (i - m < 1) {
Entropy *= (AU[i + m] - AU[n + i - m] + 1.0);
} else if (i + m > n) {
Entropy *= (AU[i + m - n] - AU[i - m] + 1.0);
} else
Entropy *= (AU[i + m] - AU[i - m]);
if (Entropy < Epsilon) {
LnEntropy += log (Entropy);
Entropy = 1.0;
}
}
Entropy = (LnEntropy + log (Entropy)) / nLR + log (nLR / Twom);
/* Compute standardized statistic */
x = sqrt (3.0 * Twom * nLR) * ((Entropy + log (Twom) + Euler) - SumR);
statcoll_AddObs (res->sVal1, x);
}
gofw_ActiveTests2 (res->sVal1->V, res->pVal1->V, N, wdist_Normal,
(double *) NULL, res->sVal2, res->pVal2);
res->pVal1->NObs = N;
sres_GetNormalSumStat (res);
if (swrite_Collectors)
statcoll_Write (res->sVal1, 5, 14, 4, 3);
if (swrite_Basic) {
gofw_WriteActiveTests2 (N, res->sVal2, res->pVal2,
"Normal statistic :");
swrite_NormalSumTest (N, res);
swrite_Final (gen, Timer);
}
util_Free (AU);
if (localRes)
sres_DeleteBasic (res);
chrono_Delete (Timer);
}
