watsonun.c 1.1 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_watson_u2(double *x, int n)
  6. {
  7. double *xcopy, mean = 0.0, sdx = 0.0, sqrt2, zbar = 0.0;
  8. double fn2, fx, sum4 = 0.0;
  9. static double y[2];
  10. int i;
  11. sqrt2 = sqrt((double)2.0);
  12. if ((xcopy = (double *)malloc(n * sizeof(double))) == NULL) {
  13. fprintf(stderr, "Memory error in Cdhc_anderson_darling\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)));
  22. mean /= n;
  23. qsort(xcopy, n, sizeof(double), Cdhc_dcmp);
  24. for (i = 0; i < n; ++i) {
  25. xcopy[i] = (xcopy[i] - mean) / sdx;
  26. fn2 = (2.0 * (i + 1) - 1.0) / (2.0 * n);
  27. fx = 0.5 + Cdhc_normp(xcopy[i] / sqrt2) / 2.0;
  28. if (fx <= 0.0)
  29. fx = 1e-5;
  30. if (fx >= 1.0)
  31. fx = 0.99999;
  32. zbar += fx;
  33. sum4 += (fx - fn2) * (fx - fn2);
  34. }
  35. zbar /= n;
  36. y[0] = (1.0 / (n * 12) + sum4) - n * (zbar - .5) * (zbar - .5);
  37. y[0] *= 0.5 / n + 1.0;
  38. #ifdef NOISY
  39. fprintf(stdout, " TEST6 WU2(N) =%10.4f\n", y[0]);
  40. #endif /* NOISY */
  41. free(xcopy);
  42. return y;
  43. }