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durbins.c
Go to the documentation of this file.
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "local_proto.h"
/* could probably use some cleanup/optimization */
double *Cdhc_durbins_exact(double *x, int n)
{
static double y[2];
double *xcopy, sumx = 0.0, sumx2 = 0.0, s2, *b, *c, *g, *z, sqrt2;
int i, j;
if ((b = (double *)malloc(n * sizeof(double))) == NULL) {
fprintf(stderr, "Memory error in Cdhc_durbins_exact\n");
exit(EXIT_FAILURE);
}
if ((c = (double *)malloc((n + 1) * sizeof(double))) == NULL) {
fprintf(stderr, "Memory error in Cdhc_durbins_exact\n");
exit(EXIT_FAILURE);
}
if ((g = (double *)malloc((n + 1) * sizeof(double))) == NULL) {
fprintf(stderr, "Memory error in Cdhc_durbins_exact\n");
exit(EXIT_FAILURE);
}
if ((z = (double *)malloc(n * sizeof(double))) == NULL) {
fprintf(stderr, "Memory error in Cdhc_durbins_exact\n");
exit(EXIT_FAILURE);
}
if ((xcopy = (double *)malloc(n * sizeof(double))) == NULL) {
fprintf(stderr, "Memory error in Cdhc_durbins_exact\n");
exit(EXIT_FAILURE);
}
sqrt2 = sqrt((double)2.0);
for (i = 0; i < n; ++i) {
xcopy[i] = x[i];
sumx += x[i];
sumx2 += x[i] * x[i];
}
s2 = sqrt((sumx2 - sumx * sumx / n) / (n - 1));
for (i = 0; i < n; ++i) {
xcopy[i] = (xcopy[i] - sumx / n) / s2;
b[i] = 0.5 + Cdhc_normp(xcopy[i] / sqrt2) / 2.0;
}
qsort(b, n, sizeof(double), Cdhc_dcmp);
for (i = 1; i < n; ++i)
c[i] = b[i] - b[i - 1];
c[0] = b[0];
c[n] = 1 - b[n - 1];
qsort(c, n + 1, sizeof(double), Cdhc_dcmp);
for (j = 1; j <= n; ++j)
g[j] = (n + 1 - j) * (c[j] - c[j - 1]);
g[0] = (n + 1) * c[0];
g[n] = c[n] - c[n - 1];
for (i = 0; i < n; ++i) {
z[i] = 0.0;
for (j = 0; j <= i; ++j)
z[i] += g[j];
z[i] = (i + 1.0) / n - z[i];
}
qsort(z, n, sizeof(double), Cdhc_dcmp);
y[0] = z[n - 1];
y[1] = sqrt((double)n) * z[n - 1];
#ifdef NOISY
fprintf(stdout, " TEST7 DRB(N) =%10.4f\n", y[0]);
#endif /* NOISY */
free(b);
free(c);
free(g);
free(xcopy);
free(z);
return y;
}
NULL
#define NULL
Definition ccmath.h:32
Cdhc_dcmp
int Cdhc_dcmp(const void *i, const void *j)
Definition dcmp.c:1
b
double b
Definition driver/set_window.c:5
Cdhc_durbins_exact
double * Cdhc_durbins_exact(double *x, int n)
Definition durbins.c:7
g
float g
Definition named_colr.c:7
Cdhc_normp
double Cdhc_normp(double z)
Definition normp.c:22
x
#define x