#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; i<length; ++i){
up=x[i]-x[i-1];
/* this does not happen actually. it is included for logic reason */
if(up==0){
if( x[i]<=.5 ) up=-1;
else up=1;
}
if( up>0 ){
++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<no_seqs; ++j){
for(k=0; k<length; ++k){
x[k]=uni(filename)/UNIMAX;
}
udruns(x, length, &ustat, &dstat);
pu[j]=Chisq(6, ustat);
pd[j]=Chisq(6, dstat);
}
pv=KStest(pu,no_seqs);
printf("\t\t\t\tSet %d\n", i);
printf("\t\t runs up; ks test for %d p's: %f\n", no_seqs, pv);
pv=KStest(pd,no_seqs);
printf("\t\t runs down; ks test for %d p's: %f\n", no_seqs, pv);
}
uni("close");
free(x); free(pu); free(pd);
return;
}
/*main()
{
runtest("binc");
return;
}*/
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