cvmw2n.c 1.0 KB

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  1. #include <stdio.h>
  2. #include <stdlib.h>
  3. #include <math.h>
  4. #include "local_proto.h"
  5. double *Cdhc_cramer_von_mises(double *x, int n)
  6. {
  7. int i;
  8. static double y[2];
  9. double mean = 0.0, sdx = 0.0, fx, sqrt2, *xcopy;
  10. sqrt2 = sqrt((double)2.0);
  11. y[1] = 0.0;
  12. if ((xcopy = (double *)malloc(n * sizeof(double))) == NULL) {
  13. fprintf(stderr, "Memory error in Cdhc_cramer_von_mises\n");
  14. exit(EXIT_FAILURE);
  15. }
  16. for (i = 0; i < n; ++i) {
  17. xcopy[i] = x[i];
  18. mean += x[i];
  19. sdx += x[i] * x[i];
  20. }
  21. sdx = sqrt((n * sdx - mean * mean) / (n * (n - 1.0)));
  22. mean /= n;
  23. qsort(xcopy, n, sizeof(double), Cdhc_dcmp);
  24. for (i = 0; i < n; ++i) {
  25. fx = 0.5 + Cdhc_normp((xcopy[i] - mean) / sdx / sqrt2) / 2.0;
  26. if (fx <= 1e-5)
  27. fx = 1e-5;
  28. if (fx >= 0.99999)
  29. fx = 0.99999;
  30. fx -= (2.0 * i + 1.0) / (2.0 * n);
  31. y[1] += fx * fx;
  32. }
  33. y[1] += 1.0 / (double)(n * 12);
  34. y[0] = y[1] * (0.5 / n + 1.0);
  35. #ifdef NOISY
  36. fprintf(stdout, " TEST9 CVM(N) =%10.4f\n", y[0]);
  37. #endif /* NOISY */
  38. free(xcopy);
  39. return y;
  40. }