#include #include #include /* could probably use some cleanup/optimization */ double *durbins_exact (double *x, int n) { static double y[2]; double *xcopy, sumx = 0.0, sumx2 = 0.0, s2, *b, *c, *g, *z, sqrt2; double normp(); int i, j, dcmp(); if ((b = (double *) malloc (n * sizeof (double))) == NULL) fprintf (stderr, "Memory error in durbins_exact\n"), exit (-1); if ((c = (double *) malloc ((n + 1) * sizeof (double))) == NULL) fprintf (stderr, "Memory error in durbins_exact\n"), exit (-1); if ((g = (double *) malloc ((n + 1) * sizeof (double))) == NULL) fprintf (stderr, "Memory error in durbins_exact\n"), exit (-1); if ((z = (double *) malloc (n * sizeof (double))) == NULL) fprintf (stderr, "Memory error in durbins_exact\n"), exit (-1); if ((xcopy = (double *) malloc (n * sizeof (double))) == NULL) fprintf (stderr, "Memory error in durbins_exact\n"), exit (-1); sqrt2 = sqrt ((double) 2.0); for (i = 0; i < n; ++i) { xcopy[i] = x[i]; sumx += x[i]; sumx2 += x[i] * x[i]; } s2 = sqrt ((sumx2 - sumx * sumx / n) / (n - 1)); for (i = 0; i < n; ++i) { xcopy[i] = (xcopy[i] - sumx / n) / s2; b[i] = 0.5 + normp (xcopy[i] / sqrt2) / 2.0; } qsort (b, n, sizeof (double), dcmp); for (i = 1; i < n; ++i) c[i] = b[i] - b[i - 1]; c[0] = b[0]; c[n] = 1 - b[n - 1]; qsort (c, n + 1, sizeof (double), dcmp); for (j = 1; j <= n; ++j) g[j] = (n + 1 - j) * (c[j] - c[j - 1]); g[0] = (n + 1) * c[0]; g[n] = c[n] - c[n - 1]; for (i = 0; i < n; ++i) { z[i] = 0.0; for (j = 0; j <= i; ++j) z[i] += g[j]; z[i] = (i + 1.0) / n - z[i]; } qsort (z, n, sizeof (double), dcmp); y[0] = z[n - 1]; y[1] = sqrt((double)n)*z[n - 1]; #ifdef NOISY fprintf (stdout," TEST7 DRB(N) =%10.4f\n", y[0]); #endif /* NOISY */ free (b); free (c); free (g); free (xcopy); free (z); return y; }