double as_compute_power(int (*generator)(double *, double *, int, unsigned long int),
double * params,
int n,
int power_reps,
int cv_reps)
{
/*
* Computes power of AS test with AR(1) null, estimated parameters, and
* given alternative. The first two arguments to the function are 'generator',
* a function pointer that points to a function for generating time series
* from the alternative, and a double pointer 'params' that points to an
* array of parameters that will be passed to generator.
*
*/
double X[n];
double T[power_reps];
int i;
double betahat, alphahat, shat;
double cv, ts;
srand(time(0));
int k = rand() % 1000000;
for (i = 0; i < power_reps; i++)
{
generator(X, params, n, k + i);
fit_params(X, n, &betahat, &alphahat, &shat);
cv = as_cv_est_params(betahat, alphahat, shat, n, cv_reps);
ts = as_test_stat(betahat, alphahat, shat, X, n);
T[i] = ts > cv;
}
return mean(T, power_reps);
}
int main(int argc, string argv[])
{
real mass_scale;
initparam(argv, defv);
nmax = getiparam("nmax");
radius_tab = (double *) allocate(nmax * sizeof(double));
density_tab = (double *) allocate(nmax * sizeof(double));
mass_tab = (double *) allocate(nmax * sizeof(double));
read_table(getparam("in"), getbparam("smooth"));
integ_mass(getbparam("smooth"));
fit_params();
mass_scale = (strnull(getparam("mtot")) ? 1 : getdparam("mtot") / mtot);
if (!strnull(getparam("out")))
write_gsp(getparam("out"), mass_scale);
return (0);
}
double as_cv_est_params(double beta, double alpha, double s, int n, int num_reps)
{
double X[n];
double T[num_reps];
int i;
srand(time(0));
int k = rand() % 1000000;
double params[3] = {beta, alpha, s};
double betahat;
double alphahat;
double shat;
for (i = 0; i < num_reps; i++)
{
ar1_ts(X, params, n, k + i); // IID draws, because alpha=0
fit_params(X, n, &betahat, &alphahat, &shat);
T[i] = as_test_stat(betahat, alphahat, shat, X, n);
}
gsl_sort(T, 1, num_reps);
return gsl_stats_quantile_from_sorted_data(T, 1, num_reps, 0.95);
}
