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- #include <stdio.h>
- #include <stdlib.h>
- #include <math.h>
- #include "local_proto.h"
- double *Cdhc_cramer_von_mises(double *x, int n)
- {
- int i;
- static double y[2];
- double mean = 0.0, sdx = 0.0, fx, sqrt2, *xcopy;
- sqrt2 = sqrt((double)2.0);
- y[1] = 0.0;
- if ((xcopy = (double *)malloc(n * sizeof(double))) == NULL) {
- fprintf(stderr, "Memory error in Cdhc_cramer_von_mises\n");
- exit(EXIT_FAILURE);
- }
- 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) {
- fx = 0.5 + Cdhc_normp((xcopy[i] - mean) / sdx / sqrt2) / 2.0;
- if (fx <= 1e-5)
- fx = 1e-5;
- if (fx >= 0.99999)
- fx = 0.99999;
- fx -= (2.0 * i + 1.0) / (2.0 * n);
- y[1] += fx * fx;
- }
- y[1] += 1.0 / (double)(n * 12);
- y[0] = y[1] * (0.5 / n + 1.0);
- #ifdef NOISY
- fprintf(stdout, " TEST9 CVM(N) =%10.4f\n", y[0]);
- #endif /* NOISY */
- free(xcopy);
- return y;
- }
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