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omnibus.c
Go to the documentation of this file.
#include <stdio.h>
#include <math.h>
double *Cdhc_omnibus_moments(double *x, int n)
{
double diff, mean = 0., fssm, tssm, sum_cube = 0., sum_four = 0.,
sum_sq = 0.;
static double y[2];
int i;
for (i = 0; i < n; ++i)
mean += x[i];
mean /= n;
for (i = 0; i < n; ++i) {
diff = x[i] - mean;
sum_sq += diff * diff;
sum_cube += diff * diff * diff;
sum_four += diff * diff * diff * diff;
}
/*
fprintf (stdout,"n %d x-bar %g sum^2 %g sum^3 %g sum^4 %g
\n",n,mean,sum_sq,sum_cube,sum_four);
*/
tssm = sqrt((double)n) * sum_cube / pow(sum_sq, 1.5);
fssm = n * sum_four / (sum_sq * sum_sq);
#ifdef NOISY
fprintf(stdout, " TESTS OF COMPOSITE DISTRIBUTIONAL HYPOTHESES\n");
fprintf(stdout, " TEST1 TSM =%10.4f FSM =%10.4f\n", tssm, fssm);
#endif /* NOISY */
y[0] = tssm;
y[1] = fssm;
return y;
}
Cdhc_omnibus_moments
double * Cdhc_omnibus_moments(double *x, int n)
Definition omnibus.c:4
x
#define x