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 fcho_DeleteSampleSize (fcho_Cho *cho)
{
if (NULL == cho)
return;
cho->name = (char*)util_Free (cho->name);
cho->param = util_Free (cho->param);
util_Free (cho);
}
void sspectral_DeleteRes (sspectral_Res *res)
{
if (res == NULL)
return;
sres_DeleteBasic (res->Bas);
util_Free (res->Coef);
util_Free (res);
}
void sentrop_DeleteRes (sentrop_Res *res)
{
if (res == NULL)
return;
sres_DeleteBasic (res->Bas);
util_Free (res->Count);
util_Free (res);
}
void sres_DeletePoisson (sres_Poisson *res)
{
if (res == NULL)
return;
statcoll_Delete (res->sVal1);
util_Free (res->name);
util_Free (res);
}
void sres_DeleteDisc (sres_Disc *res)
{
if (res == NULL)
return;
statcoll_Delete (res->sVal1);
util_Free (res->name);
util_Free (res);
}
void sres_DeleteBasic (sres_Basic * res)
{
if (res == NULL)
return;
statcoll_Delete (res->sVal1);
statcoll_Delete (res->pVal1);
util_Free (res->name);
util_Free (res);
}
void ffam_DeleteFam (ffam_Fam *fam)
{
if (fam == NULL)
return;
util_Free (fam->Resol);
util_Free (fam->Gen);
util_Free (fam->LSize);
util_Free (fam->name);
util_Free (fam);
}
void ftab_DeleteTable (ftab_Table * T)
{
if (T == NULL)
return;
tables_DeleteMatrixD (&T->Mat);
T->LSize = util_Free (T->LSize);
T->Desc = util_Free (T->Desc);
if (T->Form == ftab_String)
T->Strings = util_Free (T->Strings);
util_Free (T);
}
void sres_DeleteChi2 (sres_Chi2 * res)
{
if (res == NULL)
return;
statcoll_Delete (res->sVal1);
statcoll_Delete (res->pVal1);
util_Free (res->NbExp);
util_Free (res->Count);
util_Free (res->Loc);
util_Free (res->name);
util_Free (res);
}
void uautomata_DeleteCA90mp (unif01_Gen *gen)
{
CA90mp_state *state;
if (NULL == gen)
return;
state = gen->state;
util_Free (state->Cell);
util_Free (state->OldCell);
gen->state = util_Free (gen->state);
gen->name = util_Free (gen->name);
util_Free (gen);
}
void udeng_DeleteGen (unif01_Gen * gen)
{
DX02_state *state;
if (NULL == gen)
return;
state = gen->state;
util_Free (state->X);
gen->state = util_Free (gen->state);
gen->param = util_Free (gen->param);
gen->name = util_Free (gen->name);
util_Free (gen);
}
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 sknuth_DeleteRes1 (sknuth_Res1 *res)
{
if (res != NULL) {
sres_DeleteBasic(res->Bas);
sres_DeleteChi2(res->Chi);
util_Free(res);
}
}
void sknuth_DeleteRes2 (sknuth_Res2 *res)
{
if (res == NULL)
return;
sres_DeleteBasic (res->Bas);
sres_DeletePoisson (res->Pois);
util_Free (res);
}
void svaria_SampleProd (unif01_Gen * gen, sres_Basic * res,
long N, long n, int r, int t)
{
long i;
int j;
long Seq;
double *P;
double temp;
double Par[1];
lebool localRes = FALSE;
chrono_Chrono *Timer;
char *TestName = "svaria_SampleProd test";
Timer = chrono_Create ();
if (swrite_Basic) {
swrite_Head (gen, TestName, N, n, r);
printf (", t = %d\n\n", t);
}
if (res == NULL) {
localRes = TRUE;
res = sres_CreateBasic ();
}
sres_InitBasic (res, N, "svaria_SampleProd");
P = util_Calloc ((size_t) n + 1, sizeof (double));
statcoll_SetDesc (res->sVal1, "SampleProd sVal1: Uniform [0, 1]");
Par[0] = t;
for (Seq = 1; Seq <= N; Seq++) {
for (i = 1; i <= n; i++) {
temp = unif01_StripD (gen, r);
for (j = 2; j <= t; j++)
temp *= unif01_StripD (gen, r);
P[i] = temp;
}
gofw_ActiveTests1 (P, n, FDistProd, Par, res->sVal2, res->pVal2);
statcoll_AddObs (res->sVal1, res->pVal2[gofw_AD]);
}
gofw_ActiveTests2 (res->sVal1->V, res->pVal1->V, N, wdist_Unif,
(double *) NULL, res->sVal2, res->pVal2);
res->pVal1->NObs = N;
if (swrite_Collectors)
statcoll_Write (res->sVal1, 5, 14, 4, 3);
if (swrite_Basic) {
gofw_WriteActiveTests2 (N, res->sVal2, res->pVal2,
"Anderson-Darling statistic :");
swrite_Final (gen, Timer);
}
util_Free (P);
if (localRes)
sres_DeleteBasic (res);
chrono_Delete (Timer);
}
void fwalk_DeleteRes1 (fwalk_Res1 * res)
{
if (res == NULL)
return;
fres_DeleteCont (res->H);
fres_DeleteCont (res->M);
fres_DeleteCont (res->J);
fres_DeleteCont (res->R);
fres_DeleteCont (res->C);
util_Free (res);
}
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_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_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 sres_InitChi2 (sres_Chi2 *res, long N, long jmax, char *nam)
{
statcoll_Init (res->sVal1, N);
statcoll_Init (res->pVal1, N);
if (jmax < 0) {
if (res->jmax > 0) {
res->NbExp = util_Free (res->NbExp);
res->Count = util_Free (res->Count);
res->Loc = util_Free (res->Loc);
}
} else {
if (res->jmax < 0) {
res->NbExp = util_Calloc ((size_t) (jmax + 1), sizeof (double));
res->Count = util_Calloc ((size_t) (jmax + 1), sizeof (long));
res->Loc = util_Calloc ((size_t) (jmax + 1), sizeof (long));
} else {
int j;
res->NbExp =
util_Realloc (res->NbExp, (jmax + 1) * sizeof (double));
res->Count = util_Realloc (res->Count, (jmax + 1) * sizeof (long));
res->Loc = util_Realloc (res->Loc, (jmax + 1) * sizeof (long));
for (j = 0; j <= jmax; j++) {
res->NbExp[j] = 0.0;
res->Count[j] = 0;
res->Loc[j] = 0;
}
}
}
res->degFree = 0;
res->jmin = 0;
res->jmax = jmax;
gofw_InitTestArray (res->sVal2, -1.0);
gofw_InitTestArray (res->pVal2, -1.0);
res->name = util_Realloc (res->name, 1 + strlen (nam) * sizeof (char));
strcpy (res->name, nam);
}
void ftab_SetDesc (ftab_Table *T, char *Desc)
{
size_t len;
util_Assert (T != NULL, "ftab_SetDesc: ftab_Table is a NULL pointer");
len = strlen (Desc);
if (len > MAXLEN) {
len = MAXLEN;
util_Warning (1, "ftab_Table->Desc truncated");
}
if (T->Desc != NULL)
T->Desc = util_Free (T->Desc);
T->Desc = util_Calloc (len + 1, sizeof (char));
strncpy (T->Desc, Desc, (size_t) len);
T->Desc[len] = '\0';
}
void uautomata_DeleteGen (unif01_Gen *gen)
{
CA1_state *state;
if (NULL == gen)
return;
state = gen->state;
util_Free (state->Cell);
util_Free (state->OldCell);
util_Free (state->Rand);
gen->state = util_Free (gen->state);
gen->param = util_Free (gen->param);
gen->name = util_Free (gen->name);
util_Free (gen);
}
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 sknuth_MaxOft (unif01_Gen * gen, sknuth_Res1 * res,
long N, long n, int r, int d, int t)
{
long Seq; /* Replication number */
double tReal = t;
double dReal = d;
double NbExp; /* Expected number in each class */
double MaxU;
double U;
long Groupe;
int j, Indice;
double *P;
double Par[1];
double X2;
double V[1]; /* Number degrees of freedom for Chi2 */
char str[LENGTH + 1];
lebool localRes = FALSE;
chrono_Chrono *Timer;
char *TestName = "sknuth_MaxOft test";
sres_Basic *Bas;
sres_Chi2 *Chi;
Timer = chrono_Create ();
Par[0] = t;
NbExp = n / dReal;
if (swrite_Basic)
WriteDataMaxOft (gen, TestName, N, n, r, d, t, NbExp);
util_Assert (NbExp >= gofs_MinExpected,
"MaxOft: NbExp < gofs_MinExpected");
if (res == NULL) {
localRes = TRUE;
res = sknuth_CreateRes1 ();
}
InitRes1 (res, N, d);
Bas = res->Bas;
Chi = res->Chi;
Chi->jmin = 0;
Chi->jmax = d - 1;
for (j = 0; j < d; j++) {
Chi->Loc[j] = j;
Chi->NbExp[j] = NbExp;
}
sprintf (str, "The N statistic values (a ChiSquare with %1d degrees"
" of freedom):", d - 1);
statcoll_SetDesc (Chi->sVal1, str);
Chi->degFree = d - 1;
statcoll_SetDesc (Bas->sVal1,
"The N statistic values (the Anderson-Darling p-values):");
P = util_Calloc ((size_t) n + 1, sizeof (double));
for (Seq = 1; Seq <= N; Seq++) {
for (Indice = 0; Indice < d; Indice++)
Chi->Count[Indice] = 0;
for (Groupe = 1; Groupe <= n; Groupe++) {
/* Generate a vector and find the max value */
MaxU = unif01_StripD (gen, r);
for (j = 1; j < t; j++) {
U = unif01_StripD (gen, r);
if (U > MaxU)
MaxU = U;
}
/* For the chi2 */
Indice = pow (MaxU, tReal) * dReal;
++Chi->Count[Indice];
/* For the Anderson-Darling */
P[Groupe] = MaxU;
}
if (swrite_Counters)
tables_WriteTabL (Chi->Count, 0, d - 1, 5, 10, "Observed numbers:");
/* Value of the chi2 statistic */
X2 = gofs_Chi2Equal (NbExp, Chi->Count, 0, d - 1);
statcoll_AddObs (Chi->sVal1, X2);
/* Value of the Anderson-Darling statistic */
gofw_ActiveTests1 (P, n, FDistMax, Par, Bas->sVal2, Bas->pVal2);
statcoll_AddObs (Bas->sVal1, Bas->pVal2[gofw_AD]);
}
util_Free (P);
V[0] = d - 1;
gofw_ActiveTests2 (Chi->sVal1->V, Chi->pVal1->V, N, wdist_ChiSquare, V,
Chi->sVal2, Chi->pVal2);
Chi->pVal1->NObs = N;
sres_GetChi2SumStat (Chi);
gofw_ActiveTests2 (Bas->sVal1->V, Bas->pVal1->V, N, wdist_Unif,
(double *) NULL, Bas->sVal2, Bas->pVal2);
Bas->pVal1->NObs = N;
if (swrite_Collectors) {
statcoll_Write (Chi->sVal1, 5, 14, 4, 3);
statcoll_Write (Bas->sVal1, 5, 14, 4, 3);
}
if (swrite_Basic) {
if (N == 1) {
swrite_AddStrChi (str, LENGTH, Chi->degFree);
gofw_WriteActiveTests2 (N, Chi->sVal2, Chi->pVal2, str);
} else {
printf ("\n-----------------------------------------------\n");
printf ("Test results for chi2 with %2ld degrees of freedom:\n",
Chi->degFree);
gofw_WriteActiveTests0 (N, Chi->sVal2, Chi->pVal2);
swrite_Chi2SumTest (N, Chi);
}
if (N == 1) {
gofw_WriteActiveTests2 (N, Bas->sVal2, Bas->pVal2,
"Anderson-Darling statistic :");
} else {
printf ("\n-----------------------------------------------\n");
printf ("Test results for Anderson-Darling:\n");
gofw_WriteActiveTests0 (N, Bas->sVal2, Bas->pVal2);
}
printf ("\n");
swrite_Final (gen, Timer);
}
if (localRes)
sknuth_DeleteRes1 (res);
chrono_Delete (Timer);
}
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);
}
void fcho_DeleteCho2 (fcho_Cho2 *cho)
{
if (NULL == cho)
return;
util_Free (cho);
}
static int svaria_CollisionArgMax_00 (unif01_Gen *gen, sres_Chi2 *res,
long N, long n, int r, long k, long m)
/*
* Return 0 if no error, otherwise return != 0.
*/
{
double X;
double U;
double Max;
long NbColl;
long Indice = -1;
long j;
long i;
long Rep;
long Seq;
long NbClasses;
long *Loc;
int *Urne;
double V[1];
fmass_INFO Q;
lebool localRes = FALSE;
chrono_Chrono *chro, *Timer;
char *TestName = "svaria_CollisionArgMax test";
char chaine[LEN1 + 1] = "";
char str[LEN2 + 1];
Timer = chrono_Create ();
if (swrite_Basic)
WriteDataArgMax (gen, TestName, N, n, r, k, m);
util_Assert (n <= 4 * k, "svaria_CollisionArgMax: n > 4k");
/* util_Assert (m > 2.0 * gofs_MinExpected,
"svaria_CollisionArgMax: m <= 2*gofs_MinExpected"); */
if (res == NULL) {
localRes = TRUE;
res = sres_CreateChi2 ();
}
sres_InitChi2 (res, N, n, "svaria_CollisionArgMax");
Loc = res->Loc;
Urne = util_Calloc ((size_t) k + 1, sizeof (int));
if (svaria_Timer) {
printf ("-----------------------------------------------");
printf ("\nCPU time to initialize the collision distribution: ");
chro = chrono_Create ();
}
Q = smultin_CreateCollisions (n, (smultin_CellType) k);
if (svaria_Timer) {
chrono_Write (chro, chrono_hms);
printf ("\n\n");
}
/* Compute the expected numbers of collisions: m*P(j) */
for (j = 0; j <= n; j++)
res->NbExp[j] = m * smultin_CollisionsTerm (Q, j);
smultin_DeleteCollisions (Q);
res->jmin = 0;
res->jmax = n;
if (swrite_Classes)
gofs_WriteClasses (res->NbExp, Loc, res->jmin, res->jmax, 0);
gofs_MergeClasses (res->NbExp, Loc, &res->jmin, &res->jmax, &NbClasses);
if (swrite_Classes)
gofs_WriteClasses (res->NbExp, Loc, res->jmin, res->jmax, NbClasses);
strncpy (chaine, "CollisionArgMax sVal1: chi2 with ", (size_t) LEN1);
sprintf (str, "%ld", NbClasses - 1);
strncat (chaine, str, (size_t) LEN2);
strncat (chaine, " degrees of freedom", (size_t) LEN1);
statcoll_SetDesc (res->sVal1, chaine);
res->degFree = NbClasses - 1;
if (res->degFree < 1) {
if (localRes)
sres_DeleteChi2 (res);
return 1;
}
if (svaria_Timer)
chrono_Init (chro);
for (Seq = 1; Seq <= N; Seq++) {
for (j = 0; j <= n; j++)
res->Count[j] = 0;
for (Rep = 1; Rep <= m; Rep++) {
for (j = 0; j <= k; j++)
Urne[j] = -1;
NbColl = 0;
for (j = 1; j <= n; j++) {
Max = -1.0;
for (i = 1; i <= k; i++) {
U = unif01_StripD (gen, r);
if (U > Max) {
Max = U;
Indice = i;
}
}
if (Urne[Indice] < 0)
Urne[Indice] = 1;
else
++NbColl;
}
if (NbColl > res->jmax)
++res->Count[res->jmax];
else
++res->Count[Loc[NbColl]];
}
if (swrite_Counters)
tables_WriteTabL (res->Count, res->jmin, res->jmax, 5, 10,
"Observed numbers:");
X = gofs_Chi2 (res->NbExp, res->Count, res->jmin, res->jmax);
statcoll_AddObs (res->sVal1, X);
}
if (svaria_Timer) {
printf ("\n----------------------------------------------\n"
"CPU time for the test : ");
chrono_Write (chro, chrono_hms);
printf ("\n\n");
chrono_Delete (chro);
}
V[0] = NbClasses - 1;
gofw_ActiveTests2 (res->sVal1->V, res->pVal1->V, N, wdist_ChiSquare, V,
res->sVal2, res->pVal2);
res->pVal1->NObs = N;
sres_GetChi2SumStat (res);
if (swrite_Collectors)
statcoll_Write (res->sVal1, 5, 14, 4, 3);
if (swrite_Basic) {
swrite_AddStrChi (str, LEN2, res->degFree);
gofw_WriteActiveTests2 (N, res->sVal2, res->pVal2, str);
swrite_Chi2SumTest (N, res);
swrite_Final (gen, Timer);
}
util_Free (Urne);
if (localRes)
sres_DeleteChi2 (res);
chrono_Delete (Timer);
return 0;
}
void svaria_AppearanceSpacings (unif01_Gen * gen, sres_Basic * res,
long N, long Q, long K, int r, int s, int L)
{
double E[AS_DIM + 1]; /* Theoretical mean of the log (Base2) of
the most recent occurrence of a block */
double KV[AS_DIM + 1]; /* K times the theoretical variance of the
same */
long Seq;
long block;
long Nblocks; /* 2^L = total number of distinct blocks */
long K2;
long Q2;
long i;
long sBits; /* Numerical value of the s given bits */
long d; /* 2^s */
const int SdivL = s / L;
const int LdivS = L / s;
const int LmodS = L % s;
long sd; /* 2^LmodS */
long rang;
double n; /* Total number of bits in a sequence */
double sigma; /* Standard deviation = sqrt (Variance) */
double somme;
double ARang; /* Most recent occurrence of block */
long *Count; /* Index of most recent occurrence of
block */
double FactMoy;
lebool localRes = FALSE;
chrono_Chrono *Timer;
Timer = chrono_Create ();
n = ((double) K + (double) Q) * L;
if (swrite_Basic)
WriteDataAppear (gen, N, r, s, L, Q, K, n);
util_Assert (s < 32, "svaria_AppearanceSpacings: s >= 32");
InitAppear (r, s, L, Q, E, KV);
sigma = CalcSigma (L, K, KV);
d = num_TwoExp[s];
Nblocks = num_TwoExp[L];
FactMoy = 1.0 / (num_Ln2 * K);
if (res == NULL) {
localRes = TRUE;
res = sres_CreateBasic ();
}
sres_InitBasic (res, N, "svaria_AppearanceSpacings");
Count = util_Calloc ((size_t) Nblocks + 2, sizeof (long));
statcoll_SetDesc (res->sVal1,
"AppearanceSpacings sVal1: standard normal");
if (LdivS > 0) {
sd = num_TwoExp[LmodS];
for (Seq = 1; Seq <= N; Seq++) {
for (i = 0; i < Nblocks; i++)
Count[i] = 0;
/* Initialization with Q blocks */
for (rang = 0; rang < Q; rang++) {
block = 0;
for (i = 1; i <= LdivS; i++) {
sBits = unif01_StripB (gen, r, s);
block = block * d + sBits;
}
if (LmodS > 0) {
sBits = unif01_StripB (gen, r, LmodS);
block = block * sd + sBits;
}
Count[block] = rang;
}
/* Test proper with K blocks */
somme = 0.0;
for (rang = Q; rang < Q + K; rang++) {
block = 0;
for (i = 1; i <= LdivS; i++) {
sBits = unif01_StripB (gen, r, s);
block = block * d + sBits;
}
if (LmodS > 0) {
sBits = unif01_StripB (gen, r, LmodS);
block = block * sd + sBits;
}
ARang = rang - Count[block];
somme += log (ARang);
Count[block] = rang;
}
statcoll_AddObs (res->sVal1, (somme * FactMoy - E[L]) / sigma);
}
} else { /* s > L */
Q2 = Q / SdivL;
K2 = K / SdivL;
for (Seq = 1; Seq <= N; Seq++) {
for (i = 0; i < Nblocks; i++)
Count[i] = 0;
/* Initialization: Q blocks */
for (rang = 0; rang < Q2; rang++) {
sBits = unif01_StripB (gen, r, s);
for (i = 0; i < SdivL; i++) {
block = sBits % Nblocks;
Count[block] = SdivL * rang + i;
sBits /= Nblocks;
}
}
/* Test proper with K blocks */
somme = 0.0;
for (rang = Q2; rang < Q2 + K2; rang++) {
sBits = unif01_StripB (gen, r, s);
for (i = 0; i < SdivL; i++) {
block = sBits % Nblocks;
ARang = SdivL * rang + i - Count[block];
somme += log (ARang);
Count[block] = SdivL * rang + i;
sBits /= Nblocks;
}
}
statcoll_AddObs (res->sVal1, (somme * FactMoy - E[L]) / sigma);
}
}
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, 12, 4, 3);
if (swrite_Basic) {
gofw_WriteActiveTests2 (N, res->sVal2, res->pVal2,
"Normal statistic :");
swrite_NormalSumTest (N, res);
swrite_Final (gen, Timer);
}
util_Free (Count);
if (localRes)
sres_DeleteBasic (res);
chrono_Delete (Timer);
}
void svaria_SampleCorr (unif01_Gen * gen, sres_Basic * res,
long N, long n, int r, int k)
{
long i;
long Seq;
double U;
double Sum;
double *Pre; /* Previous k generated numbers */
int pos; /* Circular index to element at lag k */
lebool localRes = FALSE;
chrono_Chrono *Timer;
char *TestName = "svaria_SampleCorr test";
Timer = chrono_Create ();
if (swrite_Basic) {
swrite_Head (gen, TestName, N, n, r);
printf (", k = %d\n\n", k);
}
util_Assert (n > 2, "svaria_SampleCorr: n <= 2");
if (res == NULL) {
localRes = TRUE;
res = sres_CreateBasic ();
}
sres_InitBasic (res, N, "svaria_SampleCorr");
statcoll_SetDesc (res->sVal1,
"SampleCorr sVal1: asymptotic standard normal");
Pre = util_Calloc ((size_t) (k + 1), sizeof (double));
for (Seq = 1; Seq <= N; Seq++) {
/* Generate first k numbers U and keep them in Pre */
for (i = 0; i < k; i++)
Pre[i] = unif01_StripD (gen, r);
Sum = 0.0;
pos = 0;
/* Element Pre[pos] is at lag k from U */
for (i = k; i < n; i++) {
U = unif01_StripD (gen, r);
Sum += Pre[pos] * U - 0.25;
Pre[pos] = U;
pos++;
pos %= k;
}
/* Save standardized correlation */
statcoll_AddObs (res->sVal1, Sum * sqrt (12.0 / (n - k)));
}
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 (Pre);
if (localRes)
sres_DeleteBasic (res);
chrono_Delete (Timer);
}