#include #include #include double *watson_u2 (double *x, int n) { double *xcopy, mean = 0.0, sdx = 0.0, sqrt2, zbar = 0.0; double fn2, fx, sum4 = 0.0, normp(); static double y[2]; int i, dcmp(); sqrt2 = sqrt ((double) 2.0); if ((xcopy = (double *) malloc (n * sizeof (double))) == NULL) fprintf (stderr, "Memory error in anderson_darling\n"), exit (-1); 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))); mean /= n; qsort (xcopy, n, sizeof (double), dcmp); for (i = 0; i < n; ++i) { xcopy[i] = (xcopy[i] - mean) / sdx; fn2 = (2.0 * (i + 1) - 1.0) / (2.0 * n); fx= 0.5 + normp (xcopy[i] / sqrt2) / 2.0; if (fx <= 0.0) fx = 1e-5; if (fx >= 1.0) fx = 0.99999; zbar += fx; sum4 += (fx - fn2) * (fx - fn2); } zbar /= n; y[0] = (1.0 / (n * 12) + sum4) - n * (zbar - .5) * (zbar - .5); y[0] *= 0.5 / n + 1.0; #ifdef NOISY fprintf (stdout," TEST6 WU2(N) =%10.4f\n", y[0]); #endif /* NOISY */ free(xcopy); return y; }