GRASS Programmer's Manual
6.4.2(2012)
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00001 #include <stdio.h> 00002 #include <stdlib.h> 00003 #include <math.h> 00004 #include "local_proto.h" 00005 00006 00007 double *anderson_darling(double *x, int n) 00008 { 00009 int i; 00010 static double y[2]; 00011 double sqrt2, mean = 0.0, sdx = 0.0, *xcopy, fx; 00012 00013 if ((xcopy = (double *)malloc(n * sizeof(double))) == NULL) { 00014 fprintf(stderr, "Memory error in anderson_darling\n"); 00015 exit(EXIT_FAILURE); 00016 } 00017 00018 sqrt2 = sqrt((double)2.0); 00019 y[0] = y[1] = 0.0; 00020 00021 for (i = 0; i < n; ++i) { 00022 xcopy[i] = x[i]; 00023 mean += x[i]; 00024 sdx += x[i] * x[i]; 00025 } 00026 sdx = sqrt((n * sdx - mean * mean) / (n * (n - 1.0))); 00027 mean /= n; 00028 00029 qsort(xcopy, n, sizeof(double), dcmp); 00030 00031 for (i = 0; i < n; ++i) 00032 xcopy[i] = (xcopy[i] - mean) / sdx; 00033 00034 for (i = 0; i < n; ++i) { 00035 fx = 0.5 + normp(xcopy[i] / sqrt2) / 2.0; 00036 if (fx <= 1e-5) 00037 fx = 1e-5; 00038 00039 if (fx >= .99999) 00040 fx = 0.99999; 00041 00042 y[1] += 00043 (2.0 * i + 1.0) * log(fx) + (2.0 * (n - i) - 1.0) * log(1 - fx); 00044 } 00045 y[1] = -n - y[1] / n; 00046 y[0] = y[1] * (0.75 / n + 1.0 + 2.25 / (n * n)); 00047 00048 #ifdef NOISY 00049 fprintf(stdout, " TEST8 AD(N) =%10.4f\n", y[0]); 00050 #endif /* NOISY */ 00051 free(xcopy); 00052 00053 return y; 00054 }