#include "header.h" #include "macro.h" /*count the number of runs and compute the statistics*/ /*Algorithm AS 157 Appl. Statist. (1981) vol. 30, No. 1*/ void udruns(real *x, int length, real *ustat, real *dstat ) { register short ru=0, rd=0; register counter i; counter j, *ucnt, *dcnt; register real up; real a[6][6]={ {4529.4, 9044.9, 13568., 18091., 22615., 27892.}, {9044.9, 18097., 27139., 36187., 45234., 55789.}, {13568., 27139., 40721., 54281., 67852., 83685.}, {18091., 36187., 54281., 72414., 90470., 111580.}, {22615., 45234., 67852., 90470., 113262., 139476.}, {27892., 55789., 83685.,111580., 139476., 172860.} }; real b[]={1./6, 5./24, 11./120, 19./720, 29./5040, 1./840}; if( length < 4000 ){ puts("Length of the sequence is too short (< 4000)!!!"); exit(0); } ucnt=(counter*)calloc(6, sizeof(counter) ); dcnt=(counter*)calloc(6, sizeof(counter) ); /* The loop determines the number of runs-up and runs-down of length i for i = 1(1)5 and the number of runs-up and runs-down of length greater than or equal to 6. */ for(i=1; i0 ){ ++dcnt[rd]; rd=0; ru=MIN(ru+1, 5); continue; } if( up<0 ){ ++ucnt[ru]; ru=0; rd=MIN(rd+1, 5); continue; } } ++ucnt[ru]; ++dcnt[rd]; /*calculate the test-stat*/ *ustat = 0; *dstat = 0; for(i=0; i<6; ++i){ for(j=0; j<6; ++j){ *ustat+=( ucnt[i]-length*b[i] ) * ( ucnt[j]-length*b[j] ) * a[i][j]; *dstat+=( dcnt[i]-length*b[i] ) * ( dcnt[j]-length*b[j] ) * a[i][j]; } } *ustat /= length; *dstat /= length; /* cfree(ucnt, 6, sizeof(counter)); cfree(dcnt, 6, sizeof(counter)); */ return; } void runtest(char *filename) { const counter no_sets=2, no_seqs=10, length=10000; int i, j, k; real *x, ustat, dstat, *pu, *pd, pv; puts("\n\t|-------------------------------------------------------------|"); puts("\t| This is the RUNS test. It counts runs up, and runs down,|"); puts("\t|in a sequence of uniform [0,1) variables, obtained by float- |"); puts("\t|ing the 32-bit integers in the specified file. This example |"); puts("\t|shows how runs are counted: .123,.357,.789,.425,.224,.416,.95|"); puts("\t|contains an up-run of length 3, a down-run of length 2 and an|"); puts("\t|up-run of (at least) 2, depending on the next values. The |"); puts("\t|covariance matrices for the runs-up and runs-down are well |"); puts("\t|known, leading to chisquare tests for quadratic forms in the |"); puts("\t|weak inverses of the covariance matrices. Runs are counted |"); puts("\t|for sequences of length 10,000. This is done ten times. Then|"); puts("\t|another three sets of ten. |"); puts("\t|-------------------------------------------------------------|\n"); printf("\t\t\tThe RUNS test for file %s\n", filename); puts("\t\t(Up and down runs in a sequence of 10000 numbers)"); x=(real*)malloc(length*sizeof(real)); pu=(real*)malloc(no_seqs*sizeof(real)); pd=(real*)malloc(no_seqs*sizeof(real)); for(i=1; i<=no_sets; ++i){ for(j=0; j