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kotz.c
Go to the documentation of this file.
#include <stdio.h>
#include <math.h>
double *Cdhc_kotz_families(double *x, int n)
{
static double y[2];
int i;
double a1, a2, b3, c1, c2, c3, c4, c5, c6, lx;
double sum2 = 0.0, sum4 = 0.0;
for (i = 0; i < n; ++i) {
sum2 += log(x[i]);
}
a1 = sum2 / n;
for (i = 0; i < n; ++i) {
lx = log(x[i]);
sum4 += (lx - a1) * (lx - a1);
}
a2 = sum4 / n;
b3 = exp(a1 * 2 + a2) * (exp(a2) - 1);
c1 = log(a2 / b3);
c2 = (exp(a2 * 4) + exp(a2 * 3) * 2 - 4) / 4 - a2 + exp(a2) * 0.75;
c3 = a2 * (exp(a2) * 2 - 1) * (exp(a2) * 2 - 1);
c4 = (exp(a2) - 1) * 2 * (exp(a2) - 1);
c5 = c3 / c4;
if (c2 < c5) {
#ifdef NOISY
fprintf(stdout, " WARNING!!! STATISTICS FOR THE NEXT TEST WILL\n");
fprintf(stdout, " NOT BE CALCULATED DUE TO SMALL LOGVARIANCE\n");
#endif /* NOISY */
y[0] = 999999999.;
}
else {
c6 = sqrt(c2 - c5) * 2.0 * sqrt((double)n);
y[0] = c1 / c6;
}
#ifdef NOISY
fprintf(stdout, " TEST24 KT(LN) =%10.4f\n", y[0]);
#endif /* NOISY */
return y;
}
Cdhc_kotz_families
double * Cdhc_kotz_families(double *x, int n)
Definition kotz.c:4
x
#define x