#include #include #include #include "local_proto.h" double *Cdhc_anderson_darling(double *x, int n) { int i; static double y[2]; double sqrt2, mean = 0.0, sdx = 0.0, *xcopy, fx; if ((xcopy = (double *)malloc(n * sizeof(double))) == NULL) { fprintf(stderr, "Memory error in Cdhc_anderson_darling\n"); exit(EXIT_FAILURE); } sqrt2 = sqrt((double)2.0); y[0] = y[1] = 0.0; for (i = 0; i < n; ++i) { xcopy[i] = x[i]; mean += x[i]; sdx += x[i] * x[i]; } sdx = sqrt((n * sdx - mean * mean) / (n * (n - 1.0))); mean /= n; qsort(xcopy, n, sizeof(double), Cdhc_dcmp); for (i = 0; i < n; ++i) xcopy[i] = (xcopy[i] - mean) / sdx; for (i = 0; i < n; ++i) { fx = 0.5 + Cdhc_normp(xcopy[i] / sqrt2) / 2.0; if (fx <= 1e-5) fx = 1e-5; if (fx >= .99999) fx = 0.99999; y[1] += (2.0 * i + 1.0) * log(fx) + (2.0 * (n - i) - 1.0) * log(1 - fx); } y[1] = -n - y[1] / n; y[0] = y[1] * (0.75 / n + 1.0 + 2.25 / (n * n)); #ifdef NOISY fprintf(stdout, " TEST8 AD(N) =%10.4f\n", y[0]); #endif /* NOISY */ free(xcopy); return y; }