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//rlp_math.cpp, Copyright (c) 2004-2007 R.Lackner
//
// This file is part of RLPlot.
//
// RLPlot is free software; you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation; either version 2 of the License, or
// (at your option) any later version.
//
// RLPlot is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with RLPlot; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
//
#include "rlplot.h"
#include <math.h>
#include <stdlib.h>
#include <ctype.h>
#include <string.h>
#include <time.h>
#define SWAP(a,b) {double temp=(a);(a)=(b);(b)=temp;}
#define _PREC 1.0e-12
extern Default defs;
static char *MRQ_error = 0L;
static double sqrt2pi = sqrt(_PI*2.0);
//---------------------------------------------------------------------------
//utilitity functions for memory allocation
double **dmatrix(int nrl, int nrh, int ncl, int nch)
{
int i;
double **m;
m = (double **)malloc(nrh * sizeof(double*));
//Allocate rows and set pointers to them
for(i = 0; i < nrh; i++) {
m[i] = (double *)malloc(nrh * sizeof(double));
}
return m;
}
void free_dmatrix(double **m, int nrl, int nrh, int ncl, int)
{
int i;
for(i = 0; i < nrh; i++) free(m[i]);
free(m);
}
//---------------------------------------------------------------------------
//The routine gaussj solves linear equations by Gauss-Jordan elimination
bool gaussj(double **a, int n, double **b, int m)
{
int *indxc, *indxr, *ipiv;
int i, icol, irow, j, k, l, ll;
double big, dum, pivinv;
indxc = (int*)malloc(n*sizeof(int*));
indxr = (int*)malloc(n*sizeof(int*));
ipiv = (int*)malloc(n*sizeof(int*));
for (j = 0; j < n; j++) ipiv[j] = 0;
for (i = 0; i < n; i++) { //This is the main loop over the
big = 0.0; // columns to be reduced
for(j = 0; j < n; j ++) //This is the outer loop of the search
if(ipiv[j] != 1) // for a pivot element
for(k = 0; k < n; k ++) {
if (ipiv[k] == 0) {
if(fabs(a[j][k]) >= big) {
big = fabs(a[j][k]);
irow = j; icol = k;
}
}
else if(ipiv[k] > 1) {
MRQ_error = "Singular Matrix (1)";
free(ipiv); free(indxr); free(indxc);
return false;
}
}
++(ipiv[icol]);
//We now have the pivot element, so we interchange rows, if needed,
// to put the pivot element on the diagonal.
if(irow != icol) {
for(l = 0; l < n; l++) SWAP(a[irow][l], a[icol][l])
for(l = 0; l < m; l++) SWAP(b[irow][l], b[icol][l])
}
indxr[i] = irow; indxc[i] = icol;
if(a[icol][icol] == 0.0) {
MRQ_error = "Singular Matrix (2)";
free(ipiv); free(indxr); free(indxc);
return false;
}
pivinv = 1.0/a[icol][icol];
a[icol][icol] = 1.0;
for(l = 0; l < n; l++) a[icol][l] *= pivinv;
for(l = 0; l < m; l++) b[icol][l] *= pivinv;
for(ll = 0; ll < n; ll++)
if(ll != icol) { //Next, we reduce the rows
dum = a[ll][icol];
a[ll][icol] = 0.0;
for(l = 0; l < n; l++) a[ll][l] -= a[icol][l]*dum;
for(l = 0; l < m; l++) b[ll][l] -= b[icol][l]*dum;
}
} // This is the end of the main loop
for (l = n; l > 0; l--) { // over columns of the reduction.
if(indxr[l] != indxc[l]) // Unscramble the solution
for(k = 0; k < n; k++) SWAP (a[k][indxr[l]], a[k][indxc[l]]);
} //And we are done.
free(ipiv); free(indxr); free(indxc);
return true;
}
//---------------------------------------------------------------------------
//The routine mrqcof is called by mrqmin to evaluate the linearized fitting
// matrix alpha and vector beta
void mrqcof(double x[], double y[], double z[], int ndata, double **a, int ma,
int lista[], int mfit, double **alpha, double beta[], double *chisq,
void (*funcs)(double, double, double **, double *, double *, int))
{
int k, j, i;
double ymod, wt, dy;
double *dyda;
dyda = (double*)malloc(ma*sizeof(double));
for(j = 0; j < mfit; j++) { //Initialize (symmetric) alpha, beta
for(k = 0; k <= j; k++) alpha[j][k] = 0.0;
beta[j] = 0.0;
}
*chisq = 0.0;
for (i = 0; i < ndata; i++) { //Summation loop over all data
(*funcs)(x[i], z ? z[i] : 0.0, a, &ymod, dyda, ma);
if(ymod != 0.0) dy = y[i]-ymod; //functions = 0.0 if out of range
else dy = 0.0;
for(j = 0; j < mfit; j++) {
wt = dyda[lista[j]];
for (k = 0; k <= j; k++){
alpha[j][k] += wt*dyda[lista[k]];
}
beta[j] += dy*wt;
}
(*chisq) += dy*dy; //And find X^2 if function o.k.
}
for(j = 0; j < mfit; j++) //Fill the symmetric side
for(k = 0; k <= j; k++) alpha[k][j]=alpha[j][k];
free(dyda);
}
//---------------------------------------------------------------------------
//The routine mrqmin performs one iteration of Marquart's method for nonlinear
// parameter estimation
bool mrqmin(double *x, double *y, double *z, int ndata, double **a, int ma,
int *lista, int mfit, double **covar, double **alpha, double *chisq,
void (*funcs)(double, double, double **, double *, double *, int), double *alamda)
{
int k, kk, j, ihit;
static double *da, *atry, *beta, ochisq;
static double **oneda, **atryref;
if (*alamda < 0.0) { //Initialization
MRQ_error = 0L;
oneda = dmatrix(1, mfit, 1, 1);
atry = (double *)malloc(ma * sizeof(double));
atryref = (double**)malloc(ma * sizeof(double*));
for(j=0; j < ma; atryref[j++] = &atry[j]);
da = (double*)malloc(ma *sizeof(double));
beta = (double*)malloc(ma *sizeof(double));
kk = mfit+1;
for(j = 0; j < ma; j++) { //Does lista contain a proper
ihit = 0; // permutation of the
for(k = 0; k < mfit; k++) // coefficients ?
if(lista[k] == j) ihit++;
if(ihit == 0)
lista[kk++] = j;
else if (ihit >1) ErrorBox("Bad LISTA permutations in MRQMIN-1");
}
if(kk != ma+1) ErrorBox("Bad LISTA permutations in MRQMIN-2");
*alamda = 0.001;
mrqcof(x, y, z, ndata, a, ma, lista, mfit, alpha, beta, chisq, funcs);
ochisq=(*chisq);
}
for (j = 0; j < mfit; j++) { //Alter linearized fitting matrix
for(k = 0; k < mfit; k++) covar[j][k] = alpha[j][k]; // by augmenting
covar[j][j] = alpha[j][j]*(1.0+(*alamda)); // diagaonal elements
oneda[j][0] = beta[j];
}
if (!gaussj(covar, mfit, oneda, 1)) return false; //Matrix solution ?
for(j = 0; j < mfit; j++) da[j] = oneda[j][0];
if(*alamda == 0.0) { //Once converged evaluate
// covariance matrix with
free(beta); // alamda = 0.
free(da);
free(atry);
free(atryref);
free_dmatrix(oneda, 1, mfit, 1, 1);
return true;
}
for(j = 0; j < ma; j++) atry[j] = *a[j];
for(j = 0; j < mfit; j++) //Did the trial succeed ?
atry[lista[j]] = *a[lista[j]] + da[j];
mrqcof(x, y, z, ndata, atryref, ma, lista, mfit, covar, da, chisq, funcs);
if(*chisq < ochisq) { //Success, accept the new solution
*alamda *= 0.1;
ochisq=(*chisq);
for(j = 0; j < mfit; j++) {
for(k = 0; k < mfit; k++) alpha[j][k] = covar[j][k];
beta[j] = da[j];
*a[lista[j]] = atry[lista[j]];
}
}
else { //Failure, increase almda and
*alamda *= 10.0; // return.
*chisq = ochisq;
}
return true;
}
bool Check_MRQerror()
{
bool bRet;
if(bRet = MRQ_error != 0L) ErrorBox(MRQ_error);
MRQ_error = 0L;
return bRet;
}
//---------------------------------------------------------------------------
//Use heap sort to sort elements of an float array
//W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling (1988/1989)
//Numerical Recipes in C, Cambridge University Press, ISBN 0-521-35465-X
// p. 245
void SortArray(int n, double *vals)
{
int l, j, ir, i;
double rra, *ra = vals-1;
if(n < 2 || !vals) return;
l=(n >> 1) + 1; ir = n;
for( ; ; ) {
if(l > 1) rra = ra[--l];
else {
rra = ra[ir]; ra[ir] = ra[1];
if(--ir == 1) {
ra[1] = rra; return;
}
}
i = l; j = l << 1;
while (j <= ir) {
if (j < ir && ra[j] < ra[j+1]) ++j;
if (rra < ra[j]) {
ra[i] = ra[j]; j += (i=j);
}
else j = ir + 1;
}
ra[i] = rra;
}
}
//sorts array v1 making the corresponding rearrangement of v2
void SortArray2(int n, double *v1, double *v2)
{
int l, j, ir, i;
double rra, rrb, *ra = v1-1, *rb = v2-1;
if(n < 2 || !v1 || !v2) return;
l=(n >> 1) + 1; ir = n;
for( ; ; ) {
if(l > 1) {
rra = ra[--l]; rrb = rb[l];
}
else {
rra = ra[ir]; rrb = rb[ir];
ra[ir] = ra[1]; rb[ir] = rb[1];
if(--ir == 1) {
ra[1] = rra; rb[1] = rrb;
return;
}
}
i = l; j = l << 1;
while (j <= ir) {
if (j < ir && ra[j] < ra[j+1]) ++j;
if (rra < ra[j]) {
ra[i] = ra[j]; rb[i] = rb[j];
j += (i=j);
}
else j = ir + 1;
}
ra[i] = rra; rb[i] = rrb;
}
}
//Use heap sort to sort elements of an xy array
void SortFpArray(int n, lfPOINT *vals)
{
int l, j, ir, i;
lfPOINT rra, *ra = vals-1;
if(n < 2) return;
l=(n >> 1) + 1; ir = n;
for( ; ; ) {
if(l > 1) {
rra.fx = ra[--l].fx; rra.fy = ra[l].fy;
}
else {
rra.fx = ra[ir].fx; rra.fy = ra[ir].fy;
ra[ir].fx = ra[1].fx; ra[ir].fy = ra[1].fy;
if(--ir == 1) {
ra[1].fx = rra.fx; ra[1].fy = rra.fy;
return;
}
}
i = l; j = l << 1;
while (j <= ir) {
if (j < ir && ra[j].fx < ra[j+1].fx) ++j;
if (rra.fx < ra[j].fx) {
ra[i].fx = ra[j].fx; ra[i].fy = ra[j].fy;
j += (i=j);
}
else j = ir + 1;
}
ra[i].fx = rra.fx; ra[i].fy = rra.fy;
}
}
//randomize array
double *randarr(double *v0, int n, long *seed)
{
double r, *v, *v_tmp;
int i, j, l;
if(!(v = (double*)malloc(n *sizeof(double)))) return 0L;
if(!(v_tmp = (double*)memdup(v0, n *sizeof(double),0))) return 0L;
for(l = n, i = 0; i < n; ) {
r = ran2(seed); j = (int)(r *((double)l));
if(j < l) {
v[i++] = v_tmp[j];
if(j < l)memcpy(v_tmp+j, v_tmp+j+1, (l-j)*sizeof(double));
l--;
}
}
return v;
}
//resample array
double *resample(double *v0, int n, long *seed)
{
double r, *v;
int i, j;
if(!(v = (double*)malloc(n *sizeof(double)))) return 0L;
for(i = 0; i < n; ) {
r = ran2(seed); j = (int)(r *((double)n));
if(j < n) v[i++] = v0[j];
}
return v;
}
//---------------------------------------------------------------------------
// Cubic Spline Interpolation
// Ref.: W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling (1989),
// Numerical Rcipies in C. The Art of Scientific Computing,
// Cambridge University Press, ISBN 0-521-35465, pp. 96 ff.
void spline(lfPOINT *v, int n, double *y2)
{
int i, k;
double p, qn, sig, un, *u;
u = (double *)malloc(n * sizeof(double));
y2[0] = u[0] = 0.0;
for(i = 1; i < (n-1); i++) {
sig = (v[i].fx-v[i-1].fx)/(v[i+1].fx-v[i-1].fx);
p = sig*y2[i-1]+2.0; y2[i]=(sig-1.0)/p;
u[i]=(v[i+1].fy-v[i].fy)/(v[i+1].fx-v[i].fx)-(v[i].fy-v[i-1].fy)/(v[i].fx-v[i-1].fx);
u[i]=(6.0*u[i]/(v[i+1].fx-v[i-1].fx)-sig*u[i-1])/p;
}
qn = un = 0.0;
y2[n-1] = (un - qn * u[n-2])/(qn*y2[n-2]+1.0);
for(k = n-2; k >= 0; k--) {
y2[k] = y2[k]*y2[k+1]+u[k];
}
free(u);
}
//---------------------------------------------------------------------------
// The Gamma Function: return the ln(G(xx)) for xx > 0
// Ref: B.W. Brown, J. Lovato, K. Russel (1994)
// DCDFLIB.C, Library of C Routinesfor Cumulative Distribution Functions,
// Inverses, and other Parameters.
double devlpl(double a[], int n, double x)
{
double term;
int i;
for(term = a[n-1], i= n-2; i>=0; i--) term = a[i] + term * x;
return term;
}
double gammln(double x)
{
static double coef[] = {0.83333333333333023564e-1,-0.27777777768818808e-2,
0.79365006754279e-3, -0.594997310889e-3, 0.8065880899e-3};
static double scoefd[] = {0.62003838007126989331e2, 0.9822521104713994894e1,
-0.8906016659497461257e1, 0.1000000000000000000e1};
static double scoefn[] = {0.62003838007127258804e2, 0.36036772530024836321e2,
0.20782472531792126786e2, 0.6338067999387272343e1,0.215994312846059073e1,
0.3980671310203570498e0, 0.1093115956710439502e0,0.92381945590275995e-2,
0.29737866448101651e-2};
double offset, prod, xx;
int i,n;
if(x < 6.0) {
prod = 1.0e0; xx = x;
while(xx > 3.0) {
xx -= 1.0; prod *= xx;
}
if(x <= 2.0) while(xx < 2.0) {
prod /= xx; xx += 1.0;
}
// compute rational approximation to gamma(x)
return log(devlpl(scoefn, 9, xx-2.0) / devlpl(scoefd, 4, xx-2.0) * prod);
}
else {
offset = 0.91893853320467274178; // hln2pi
// if necessary make x at least 12 and carry correction in offset
if(n = 13.0 >= x ? (int)(12.0 - x) : 0) xx = x;
else {
for(i=1, prod = 1.0; i<= n; i++) prod *= (x+(double)(i-1));
offset -= log(prod); xx = x+(double)n;
}
// compute power series
return devlpl(coef, 5, 1.0/(xx*xx)) / xx + (offset+(xx-0.5)*log(xx)-xx);
}
}
//---------------------------------------------------------------------------
// Special Functions
// Ref.: W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling (1989),
// Numerical Rcipies in C. The Art of Scientific Computing,
// Cambridge University Press, ISBN 0-521-35465, pp. 166 ff.
//The Factorial Function: return n!
double factrl(int n)
{
static int ntop = 4;
static double a[33]={1.0, 1.0, 2.0, 6.0, 24.0};
int j;
if(n < 0) return 0.0; //error: no factorial for negative numbers
if(n > 32) return exp(gammln(n+1.0));
while(ntop < n) { //fill in table up to desired value
j = ntop++; a[ntop]=a[j] * ntop;
}
return a[n];
}
//returns the incomplete gamma function evaluated by its series representation
void gser(double *gamser, double a, double x, double *gln)
{
int n;
double sum, del, ap;
*gln = gammln(a);
if(x <= 0) {
*gamser = 0.0; return;
}
else {
ap = a; del = sum = 1.0/a;
for(n = 1; n <= 100; n++) {
ap += 1.0; del *= x/ap; sum += del;
if(fabs(del) <= fabs(sum) * _PREC) {
*gamser = sum * exp(-x + a * log(x)-(*gln));
return;
}
}
// maximum number of iterations exceeded
*gamser = sum * exp(-x + a * log(x)-(*gln));
}
}
//returns the incomplete gamma function evaluated by its continued fraction representation
void gcf(double *gammcf, double a, double x, double *gln)
{
int n;
double gold=0.0, g, fac=1.0, b1=1.0, b0=0.0, anf, ana, an, a1, a0=1.0;
*gln=gammln(a); a1=x;
for(n=1; n <= 100; n++) {
an = (double)n; ana = an -a; a0 = (a1 + a0 * ana) * fac;
b0 = (b1 + b0 * ana) *fac; anf = an * fac;
a1 = x * a0 + anf * a1; b1 = x * b0 + anf * b1;
if(a1) {
fac = 1.0 / a1; g = b1 * fac;
if(fabs((g-gold)/g) <= _PREC) {
*gammcf = exp(-x + a * log(x) -(*gln)) * g;
return;
}
gold = g;
}
}
// maximum number of iterations exceeded
*gammcf = exp(-x + a * log(x) -(*gln)) * gold;
}
//returns the incomplete gamma function P(a,x)
double gammp(double a, double x)
{
double gamser, gammcf, gln;
if(x < 0.0 || a <= 0.0) return 0.0;
if(x < (a+1.0)) {
gser(&gamser, a, x, &gln); return gamser;
}
else {
gcf(&gammcf, a, x, &gln); return 1.0-gammcf;
}
return 0.0;
}
//returns the complementary incomplete gamma function Q(a,x)
double gammq(double a, double x)
{
double gamser, gammcf, gln;
if(x < 0.0 || a <= 0.0) return 0.0;
if(x < (a+1.0)) {
gser(&gamser, a, x, &gln); return 1.0-gamser;
}
else {
gcf(&gammcf, a, x, &gln); return gammcf;
}
return 0.0;
}
//continued fraction for incomplete beta function, used by betai()
double betacf(double a, double b, double x)
{
double qap, qam, qab, em, tem, d, bz, bm = 1.0, bp, bpp, az = 1.0, am = 1.0, ap, app, aold;
int m;
qab = a+b; qap = a+1.0; qam = a-1.0; bz = 1.0-qab*x/qap;
for(m = 1; m <= 100; m++) {
em = (double)m; tem = em+em;
d = em*(b-em)*x/((qam+tem)*(a+tem));
ap = az + d * am; bp = bz + d *bm;
d = -(a+em)*(qab+em)*x/((qap+tem)*(a+tem));
app = ap + d * az; bpp = bp + d * bz;
aold = az; am = ap/bpp;
bm = bp/bpp; az = app/bpp;
bz = 1.0;
if(fabs(az-aold) <= (_PREC * fabs(az))) return az; //success: return
}
return az; //fail: iterations exceeded
}
//The incomplete beta function Ix(a,b) for 0 <= x <= 1
double betai(double a, double b, double x)
{
double bt;
if(x < 0.0 || x > 1.0) return 0.0; //range !
if(x == 0.0 || x == 1.0) bt = 0.0;
else
bt = exp(gammln(a+b)-gammln(a)-gammln(b)+a*log(x)+b*log(1.0-x));
if(x < (a+1.0)/(a+b+2.0)) return bt * betacf(a, b, x)/a;
else return 1.0 - bt * betacf(b, a, 1.0 - x)/b;
}
//The following relations are obviously based on:
// Abramowitz, M. & Stegun I.A. (1964): Hanbook of Mathematical Functions.
// Applied Mathematics Series, vol. 55 (Washington: National Bureau
// of Standards).
//the binomial coefficient
double bincof(double n, double k)
{
if(n<0 || k<0 || k > n) return 0.0;
return exp(gammln(n+1.0) - gammln(k+1.0) - gammln(n-k+1.0));
}
//the cumulative binomial distribution
double binomdistf(double k, double n, double p)
{
if(k > n || n < 0.0 || p < 0.0 || p >1.0) return 0.0;
return betai(n-k, k+1, p);
}
//the beta function
double betaf(double z, double w)
{
return exp(gammln(z)+gammln(w)-gammln(z+w));
}
//the error function: not all compilers have a built in erf()
double errf(double x)
{
return x < 0.0 ? -gammp(0.5, x*x) : gammp(0.5, x*x);
}
//the complementary error function
double errfc(double x)
{
// return x < 0.0 ? 2.0 - gammq(0.5, x*x) : gammq(0.5, x*x);
return x < 0.0 ? 1.0 + gammp(0.5, x*x) : gammq(0.5, x*x);
}
//cumulative normal distribution
double norm_dist(double x, double m, double s)
{
return 0.5 + errf((x - m)/(s * _SQRT2))/2.0;
}
//normal distribution
double norm_freq(double x, double m, double s)
{
double ex;
ex = (x-m)/s; ex = exp(-0.5*ex*ex);
return ex/(s*sqrt2pi);
}
//cumulative exponential distribution
double exp_dist(double x, double l, double s)
{
if(x >= 0.0 && l > 0.0) return 1.0-exp(-x*l);
else return 0.0;
}
//inverse exponential distribution
double exp_inv(double p, double l, double s)
{
if(p >= 1.0) return HUGE_VAL;
if(l <= 0.0) return 0.0;
return -log(1.0-p)/l;
}
//exponential distribution
double exp_freq(double x, double l, double s)
{
if(x >= 0.0 && l > 0.0) return l*exp(-x*l);
else return fabs(l);
}
//cumulative lognormal distribution
double lognorm_dist(double x, double m, double s)
{
return 0.5 + errf((log(x) - m)/(s * _SQRT2))/2.0;
}
//lognormal distribution
double lognorm_freq(double x, double m, double s)
{
double tmp;
if(x > 0.0 && m > 0.0 && s > 0.0) {
tmp = (log(x)-m)/s;
return exp(-0.5*tmp*tmp)/(x*s*sqrt2pi);
}
return 0.0;
}
//chi square distribution
double chi_dist(double x, double df, double)
{
if(x <= 0.0) return 1.0;
return gammq(df/2.0, x/2.0);
}
double chi_freq(double x, double df)
{
if(x < 0.0 || df <= 0.0) return 0.0;
if(x < 1.0e-32) x = 1.0e-32;
//formula by Wikipedia
// return exp(log(2.0)*(1.0-df/2.0)+log(x)*(df-1.0)+x*x/-2.0-gammln(df/2.0));
//formula by StatSoft's STATISTICA documentation
return exp(-x/2.0+log(x)*(df/2.0-1.0)-log(2.0)*df/2.0-gammln(df/2.0));
}
//t-distribution
double t_dist(double t, double df, double)
{
return betai(df/2.0, 0.5, (df/(df+t*t)));
}
double t_freq(double t, double df)
{
double a, b, c, d;
a = gammln((df+1.0)/2.0); b = log(sqrt(df * _PI));
c = gammln(df/2.0); d = log(1.0+t*t/df) * (df+1)/2.0;
return exp(a-b-c-d);
}
//poisson distribution
double pois_dist(double x, double m, double)
{
return gammq(x+1.0, m);
}
//f-distribution
double f_dist(double f, double df1, double df2)
{
return f > 0.0 ? betai(df2/2.0, df1/2.0, df2/(df2+df1*f)): 1.0;
}
double f_freq(double x, double df1, double df2)
{
double a, b, c, d;
a = gammln((df1+df2)/2.0); b = gammln(df1/2.0) + gammln(df2/2.0);
c = log(df1/df2) * df1/2.0 + log(x) * (df1/2.0-1.0);
d = log(1+(df1/df2)*x) * (-(df1+df2)/2.0);
return exp(a-b+c+d);
}
//---------------------------------------------------------------------------
// The Weibull distribution
//---------------------------------------------------------------------------
double weib_dist(double x, double shape, double scale)
{
double dn=1.0, sum, term, tmp;
if(shape <= 0.0 || scale <= 0.0) return HUGE_VAL;
if(x <= 0.0) return 0.0;
term = -pow(x/scale, shape); tmp = fabs(term);
if(tmp < 2.22e-16) return tmp;
if (tmp > 0.697) return -exp(term)+1.0;
x = sum = term;
do { //do taylor series
dn += 1.0 ; term *= x/dn; sum += term;
}while (fabs(term) > fabs(sum) * 2.22e-16) ;
return -sum;
}
double weib_freq(double x, double shape, double scale)
{
double tmp1, tmp2;
if (shape <= 0.0 || scale <= 0.0) return HUGE_VAL;
if (x < 0) return 0.0;
if(x > -HUGE_VAL && x < HUGE_VAL) {
if(x == 0.0 && shape < 1.0) return HUGE_VAL;
tmp1 = pow(x / scale, shape - 1.0);
tmp2 = tmp1 * (x / scale);
return shape * tmp1 * exp(-tmp2) / scale;
}
return HUGE_VAL;
}
//---------------------------------------------------------------------------
// The Cauchy (Lorentz) distribution
//---------------------------------------------------------------------------
double cauch_dist(double x, double loc, double scale)
{
double y;
if(scale < 0.0) return HUGE_VAL;
x = (x - loc) / scale;
if(x > -HUGE_VAL && x < HUGE_VAL) {
if (fabs(x) > 1.0) {
y = atan(1.0/x)/_PI; return (x > 0) ? 1.0-y : -y;
}
else return 0.5 + atan(x)/_PI;
}
return HUGE_VAL;
}
double cauch_freq(double x, double loc, double scale)
{
double y;
if(scale < 0.0) return HUGE_VAL;
if(x > -HUGE_VAL && x < HUGE_VAL) {
y = (x - loc) / scale;
return 1.0 / (_PI * scale * (1.0 + y*y));
}
return HUGE_VAL;
}
//---------------------------------------------------------------------------
// The Logistic distribution
//---------------------------------------------------------------------------
double logis_dist(double x, double loc, double scale)
{
if(scale < 0.0) return HUGE_VAL;
x = exp(-(x - loc) / scale);
if(x > -HUGE_VAL && x < HUGE_VAL) {
return 1.0/(1.0 + x);
}
return HUGE_VAL;
}
double logis_freq(double x, double loc, double scale)
{
double e, f;
x = fabs((x - loc) / scale);
if(x > -HUGE_VAL && x < HUGE_VAL) {
e = exp(-x); f = 1.0 + e;
return e / (scale * f*f);
}
return HUGE_VAL;
}
//---------------------------------------------------------------------------
// Shapiro-Wilk W test and its significance level
// Algorithm AS 394, 1995, Appl. Statist. 44(4), 547-551
//
static int do_swilk(double (*func)(double, double, double), double p1, double p2,
double *x, int n, int n1, int n2, double *a, double *w, double *pw)
{
//initialized data
const static double z90 = 1.2816; //tinv(0.2, inf)
const static double z95 = 1.6449; //tinv(0.1, inf)
const static double z99 = 2.3263; //tinv(.05, inf)
const static double zm = 1.7509; //(z90 + z95 + z99)/3
const static double zss = 0.56268;
const static double bf1 = 0.8378;
const static double xx90 = 0.556;
const static double xx95 = 0.622;
const static double sqrth = 0.70711; //sqrt(0.5)
const static double smal = 1.0e-19; //small value
const static double pi6 = 1.909859;
const static double stqr = 1.047198; //pi / 3
//polynomial coefficients
static double g[2] = {-2.273, 0.459};
static double c1[6] = {0.0, 0.221157, -0.147981, -2.07119, 4.434685, -2.706056};
static double c2[6] = {0.0, 0.042981, -0.293762, -1.752461, 5.682633, -3.582633};
static double c3[4] = {0.544, -0.39978, 0.025054, -6.714e-4};
static double c4[4] = {1.3822, -0.77857, 0.062767, -0.0020322};
static double c5[4] = {-1.5861, -0.31082, -0.083751, 0.0038915};
static double c6[3] = {-0.4803, -0.082676, 0.0030302};
static double c7[2] = {0.164, 0.533};
static double c8[2] = {0.1736, 0.315};
static double c9[2] = {0.256, -0.00635};
//local variables
int i, j, ncens, i1, nn2;
double zbar, ssassx, summ2, ssumm2, gamma, delta, range;
double a1, a2, an, bf, ld, m, s, sa, xi, sx, xx, y, w1;
double fac, asa, an25, ssa, z90f, sax, zfm, z95f, zsd, z99f, rsn, ssx, xsx;
//parameter adjustment
--a;
*pw = 1.0;
if(*w >= 0.0) *w = 1.0;
an = (double)(n); nn2 = n>>1;
if(n2 < nn2) return 3;
if(n < 3) return 1;
// calculate coefficients a[]
if(true) {
if(n == 3) a[1] = sqrth;
else {
for(i = 1, summ2 = 0.0, an25 = an + 0.25; i <= n2; ++i) {
a[i] = distinv(func, p1, p2, (i-0.375)/an25, 0);
summ2 += (a[i] * a[i]);
}
summ2 *= 2.0; ssumm2 = sqrt(summ2);
rsn = 1.0 / sqrt(an); a1 = devlpl(c1, 6, rsn) -a[1]/ssumm2;
//normalize a[]
if(n > 5) {
i1 = 3;
a2 = -a[2] / ssumm2 + devlpl(c2, 6, rsn);
fac = sqrt((summ2 - 2.0*a[1]*a[1] - 2.0*a[2]*a[2])
/ (1.0 - 2.0*a1*a1 - 2.0*a2*a2));
a[2] = a2;
}
else {
i1 = 2;
fac = sqrt((summ2 -2.0*a[1]*a[1]) / (1.0 - 2.0*a1*a1));
}
a[1] = a1;
for(i = i1; i <= nn2; ++i) a[i] /= -fac;
}
}
if(n1 < 3) return 1;
ncens = n - n1;
if(ncens < 0 || (ncens > 0 && n < 20)) return 4;
delta = (double)ncens / an;
if(delta > 0.8) return 5;
//if w input as negative, calculate significance level of -w
if(*w < 0.0) {
w1 = 1.0 + *w;
goto sw_prob;
}
//check for zero range
if((range = x[n1-1] -x[0]) < smal) return 6;
//check for sort order
xx = x[0]/range; sx = xx; sa = -a[1]; j = n -1;
for(i = 1; i < n1; --j) {
xi = x[i] / range; sx += xi; ++i;
if(i != j) sa += i > j ? a[i < j ? i : j] : -a[i < j ? i : j];
xx = xi;
}
//calculate w statistic as squared correlation between data and coefficients
sa /= n1; sx /= n1; ssa = ssx = sax = 0.0; j = n -1;
for(i = 0; i < n1; ++i, --j) {
if(i > j) asa = a[1+j] - sa;
else if(i < j) asa = -a[1+i] - sa;
else asa = -sa;
xsx = x[i] / range - sx; ssa += asa * asa;
ssx += xsx * xsx; sax += asa * xsx;
}
ssassx = sqrt(ssa * ssx);
w1 = (ssassx - sax) * (ssassx + sax) / (ssa * ssx);
sw_prob:
*w = 1.0 - w1; //reduce rounding errors
if(n == 3) {
*pw = pi6 * (asin(sqrt(*w)) - stqr);
return 0;
}
y = log(w1);
xx = log(an);
if(n <= 11) {
gamma = devlpl(g, 2, an);
if(y >= gamma) {
*pw = smal; return 0;
}
y = -log(gamma - y); m = devlpl(c3, 4, an);
s = exp(devlpl(c4, 4, an));
}
else { //n >= 12
m = devlpl(c5, 4, xx); s = exp(devlpl(c6, 3, xx));
}
//Censoring by proportion NCENS/N
if(ncens > 0) {
ld = -log(delta); bf = 1.0 + xx * bf1;
z90f = z90 + bf * pow(devlpl(c7, 2, pow(xx90, xx)), ld);
z95f = z95 + bf * pow(devlpl(c8, 2, pow(xx95, xx)), ld);
z99f = z99 + bf * pow(devlpl(c9, 2, xx), ld);
//Regress z90f ... z99f on normal deviates z90 ... z99
// to get pseudo-mean and pseudo-sd of z as the slope and intercept
zfm = (z90f + z95f + z99f)/3.0;
zsd = (z90 * (z90f - zfm) + z95 * (z95f - zfm) + z99 * (z99f - zfm)) / zss;
zbar = zfm - zsd * zm; m += zbar * s; s *= zsd;
}
*pw = 1.0 - norm_dist(y, m, s);
return 0;
}
void swilk1(int n, double *v0, double (*func)(double, double, double), double p1, double p2,
bool bsorted, double *w, double *p)
{
double *v, *a;
if(!n || !w || !p) return; *w = *p = 1.0;
if(!(a = (double*)malloc(n *sizeof(double)))) return;
if(!bsorted && (v = (double*)memdup(v0, n*sizeof(double), 0)))SortArray(n, v);
else if(bsorted) v = v0;
else return;
if(do_swilk(func, p1, p2, v, n, n, n>>1, a, w, p)){
//an error occured
*w = *p = -1.0;
}
free(a); if(v != v0) free(v);
}
//Kolmogorov-Smirnov's test and distribution of D
// (1) Miller L. (1956) Journal of the American Statistical Association. 51: 111-121
// (2) Mises R. (1964) Mathematical Theory of Probability and Statistics (New York: Academic Press)
// Chapters IX(C) and IX(E)
// (3) Press W.H., Flannery B.P.,Teukolsky S.A., Vetterling W.T. (1988/1989)
// Numerical Recipes in C, Cambridge University Press, ISBN 0-521-35465-X, pp. 490 ff.
//
double ks_dist(int n, double d)
{
double j, jn, sum, las, q, r, s, dn = (double)n;
las = floor(dn - dn * d);
for (j = sum = 0.0; j <= las; j += 1.0) {
jn = j / dn; q = gammln(dn+1) - gammln(j+1) - gammln(dn-j+1.0);
r = (dn - j) * log( 1 - d - jn ); s = (j - 1.0) * log( d + jn );
sum += exp(q + r + s);
}
return(d*sum);
}
void KolSmir(int n, double *v0, double (*func)(double, double, double), double p1, double p2,
bool bsorted, double *d, double *p)
{
int i;
double *v, *dev, *x, ff, dt, dt1, dt2;
double dn = (double)n, f0 = 0.0;
if(!n || !d || !p) return; *d = *p = 0.0;
if(!(dev = (double*)malloc(n*sizeof(double)))) return;
if(!(x = (double*)malloc(n*sizeof(double)))){
free(dev); return;
}
if(!bsorted && (v = (double*)memdup(v0, n*sizeof(double), 0)))SortArray(n, v);
else if(bsorted) v = v0;
else return;
for(i = 0, *d = 0.0; i < n; i++) {
x[i] = (double)(i+1)/dn; ff = (*func)(v[i], p1, p2);
dt1 = fabs(f0-ff); dt2 = fabs(dev[i] = (f0 = x[i])-ff);
dt = dt1 > dt2 ? dt1 : dt2; if(dt > *d) *d = dt;
}
free(dev); free(x);
*p = ks_dist(n, *d);
if(v != v0) free(v);
}
//---------------------------------------------------------------------------
// Inverse of statitistical functions:
// funcd supplies the function value fn and the derivative df of the function sf at x
void funcd(double x, double *fn, double *df, double (*sf)(double, double, double),
double df1, double df2, double p)
{
double y1, y2;
*fn = (sf)(x, df1, df2);
if(sf == norm_dist) *df = norm_freq(x, df1,df2);
else if(sf == chi_dist) *df = -chi_freq(x, df1);
else if(sf == t_dist) *df = -2.0 * t_freq(x, df1);
else if(sf == f_dist) *df = -1.0 * f_freq(x, df1, df2);
else if(sf == lognorm_dist) *df = lognorm_freq(x, df1, df2);
else if(sf == weib_dist) *df = weib_freq(x, df1, df2);
else if(sf == cauch_dist) *df = cauch_freq(x, df1, df2);
else if(sf == logis_dist) *df = logis_freq(x, df1, df2);
else { //numerical differentiation
y1 = (sf)(x * 0.995, df1, df2); y2 = (sf)(x * 1.005, df1, df2);
*df = (y2-y1)*100.0/x;
}
*fn = *fn - p;
}
//distinv does actual Newton-Raphson root finding
double distinv(double (*sf)(double, double, double), double df1, double df2, double p, double x0)
{
int i, j;
double df, df0, adf, dx, f, rtn;
for(j = 0, rtn = dx = x0; j < 200; j++) {
for(i = 0, df0 = 0.0; i < 20; i++) {
funcd(rtn, &f, &df, sf, df1, df2, p);
if((adf=fabs(df)) > 1.0e-12 || df0 > adf) break;
rtn += (dx = dx/2.0); df0 = adf;
if(i >= 19) return HUGE_VAL;
}
dx = f/df*(0.01*(double)(100-j)); rtn -= dx;
if(fabs(dx) < _PREC && j > 3)return rtn;
}
return HUGE_VAL;
}
//---------------------------------------------------------------------------
//some statistical basics
//do quartiles, median of data
void d_quartile(int n, double *v, double *q1, double *q2, double *q3)
{
int n2, n3;
double f1, f2;
if(!v || n<2) return;
SortArray(n, v); n2 = n >> 1;
if(q1) {
n3 = n2 >> 1;
switch(n%4) {
case 3: n3 ++; f1 = 2.0; f2 = 2.0; break;
case 2: n3 ++; f1 = 3.0; f2 = 1.0; break;
case 1: n3 ++; f1 = 4.0; f2 = 0.0; break;
default: f1 = 1.0; f2 = 3.0; break;
}
*q1 = (f1*v[n3-1] + f2*v[n3])/4.0;
}
if(q2) {
if(n & 1) *q2 = v[n2];
else *q2 = (v[n2-1] + v[n2])/2.0;
}
if(q3) {
n3 = n2 >> 1;
switch(n%4) {
case 3: n3++; f1 = 2.0; f2 = 2.0; break;
case 2: f1 = 3.0; f2 = 1.0; break;
case 1: f1 = 4.0; f2 = 0.0; break;
default: f1 = 1.0; f2 = 3.0; break;
}
n3 += n2;
*q3 = (f2*v[n3-1] + f1*v[n3])/4.0;
}
}
// statistical basics partly based on
// Davies, J. and Gogh, B. (2000), GSL-1.7 - The GNU scientific library
//
//do variance
double d_variance(int n, double *v, double *mean, double *ss)
{
int i;
double d, m, va, e;
for(i = 0, m = 0.0, d = 1.0; i < n; i++, d += 1.0) {
m += (v[i] - m)/d;
}
if (mean) *mean = m;
for(i = 0, va = 0.0, d = 1.0; i < n; i++, d += 1.0) {
e = v[i] - m; va += (e * e - va)/d;
}
if (ss) *ss = va * (double)n;
return va * ((double)n/((double)(n-1)));
}
//do arithmethic mean
double d_amean(int n, double *v)
{
int i;
double d, mean;
for(i = 0, mean = 0.0, d = 1.0; i < n; i++, d += 1.0) {
mean += (v[i] - mean)/d;
}
return mean;
}
//do geometric mean
double d_gmean(int n, double *v)
{
int i;
double sum;
for(i = 0, sum = 0.0; i < n; i++) {
if(v[i] <= 0.0) return 0.0;
sum += log(v[i]);
}
return exp(sum/n);
}
//do harmonic mean
double d_hmean(int n, double *v)
{
int i;
double sum;
for(i = 0, sum = 0.0; i < n; i++) {
if(v[i] == 0.0) return 0.0;
sum += 1.0/(v[i]);
}
return (n/sum);
}
//kurtosis
double d_kurt(int n, double *v)
{
double sum, avg, sd, tmp, dn = n;
int i;
for(i = 0, sum = 0.0; i < n; i++) sum += v[i];
for(i = 0, avg = sum/dn, sum = 0.0; i < n; i++) sum += (tmp = v[i]-avg) * tmp;
for(i = 0, sd = sqrt(sum/(dn-1.0)), sum=0.0; i < n; i++) sum += ((tmp = (v[i]-avg)/sd)*tmp*tmp*tmp);
sum *= ((dn*(dn+1.0))/((dn-1.0)*(dn-2.0)*(dn-3.0)));
tmp = (3.0 * (dn-1.0) * (dn-1.0))/((dn-2.0)*(dn-3.0));
return sum - tmp;
}
//skewness
double d_skew(int n, double *v)
{
double sum, avg, sd, tmp, dn = n;
int i;
for(i = 0, avg = 0.0; i < n; i++) avg += ((v[i]-avg)/((double)(i+1)));
for(i = 0, sum = 0.0; i < n; i++) sum += (tmp = v[i]-avg) * tmp;
for(i = 0, sd = sqrt(sum/(dn-1.0)), sum=0.0; i < n; i++) sum += ((tmp = (v[i]-avg)/sd)*tmp*tmp);
return sum * dn/((dn-1.0)*(dn-2.0));
}
//---------------------------------------------------------------------------
// Create a frequency distribution by counting the elements which may be
// assigned to a bin
double d_classes(DataObj *d, double start, double step, double *v, int nv, char *range)
{
int i, j, r, c, nc, *f;
AccRange *ar;
if(!range || !nv || !v || step <= 0.0 || !(ar = new AccRange(range))) return 0.0;
if(!(nc = ar->CountItems()) || !ar->GetFirst(&c, &r) || !(f=(int*)calloc(nc, sizeof(int)))) {
delete ar; return 0.0;
}
for(i = 0; i < nv; i++) {
j = (int)(floor((v[i] - start)/step));
if(j < 0) j = 0; if(j >= nc) j = (nc-1);
f[j]++;
}
for( ; nc > 0 && !(f[nc-1]); nc--);
for(i = 0; ar->GetNext(&c, &r) && i < nc; i++) {
d->SetValue(r, c, (double)f[i]);
}
free(f); return ((double)nv);
}
//---------------------------------------------------------------------------
// Pearsons linear correlation
// (1) W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling (1989),
// Numerical Rcipies in C. The Art of Scientific Computing,
// Cambridge University Press, ISBN 0-521-35465, pp. 503 ff.
// (2) B. Gough (2000), linear.c, gsl-1.7 the GNU scientific library
double d_pearson(double *x, double *y, int n, char *dest, DataObj *data, double *ra)
{
int j, r, c;
double yt, xt, t, df, res[4];
double syy=0.0, sxy=0.0, sxx=0.0, ay=0.0, ax=0.0;
AccRange *rD;
for(j = 0; j < n; j++) { // find means
ax += (x[j] - ax) / (j+1); ay += (y[j] - ay) / (j+1);
}
for(j = 0; j < n; j++) { // correlation
xt = x[j] - ax; yt = y[j] - ay;
sxx += (xt*xt-sxx) / (j+1); syy += (yt*yt-syy) / (j+1);
sxy += (xt*yt-sxy) / (j+1);
}
res[0] = sxy/sqrt(sxx*syy); //pearsons r
if(dest || ra) {
res[1] = 0.5 * log((1.0+res[0]+_PREC)/(1.0-res[0]+_PREC)); //Fishers z-transform
df = n-2;
t = res[0]*sqrt(df/((1.0-res[0]+_PREC)*(1.0+res[0]+_PREC))); //Student's t
res[2] = betai(0.5*df, 0.5, df/(df+t*t)); //probability
res[3] = n;
}
if((dest) && (data) && (rD = new AccRange(dest))) {
rD->GetFirst(&c, &r);
for(j = 0; j < 4 && rD->GetNext(&c, &r); j++) {
data->SetValue(r, c, res[j]);
}
data->Command(CMD_UPDATE, 0L, 0L);
delete rD;
}
if (ra){
memcpy(ra, res, 4 * sizeof(double));
}
return res[0];
}
//---------------------------------------------------------------------------
// Given an array w, rank returns the rank of v1 in v
// if v1 is not found in v 0 is returned
double d_rank(int n, double *v, double v1)
{
double *sv;
int i, j;
if(!n || !v) return 0.0; if(n < 2) return 1.0;
if(!(sv = (double*)memdup(v, n * sizeof(double), 0))) return 0.0;
SortArray(n, sv);
for(i = j = 0; i < n; i++) {
if(v1 == sv[i]) {
for( ;(i+j)<n; j++) if(sv[i+j] > v1) break;
free(sv); return (double)i + 1.0 + (((double)j-1.0)/2.0);
}
}
free(sv); return 0.0;
}
//---------------------------------------------------------------------------
// Spearman rank-order correlation
// Ref.: W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling (1989),
// Numerical Recipies in C. The Art of Scientific Computing,
// Cambridge University Press, ISBN 0-521-35465, pp. 507 ff.
//Given a sorted array w, crank replaces the elements by their rank
void crank(int n, double *w0, double *s)
{
int j=1, ji, jt;
double t, rank, *w = w0-1;
*s = 0.0;
while (j < n) {
if(w[j+1] != w[j]) {
w[j] = j; ++j;
}
else {
for(jt = j+1; jt <= n; jt++) if(w[jt] != w[j]) break;
rank = 0.5 * (j+jt-1);
for(ji = j; ji <= (jt-1); ji++) w[ji] = rank;
t = jt -j; *s += t*t*t -t; j = jt;
}
}
if(j == n) w[n] = n;
}
//the actual rank correlation
double d_spearman(double *sx, double *sy, int n, char *dest, DataObj *data, double *ra)
{
int j, r, c;
double *x, *y, vard, t, sg, sf, fac, en3n, en, df, aved, tmp;
double res[6];
AccRange *rD;
if(!(x = (double*)memdup(sx, n*sizeof(double), 0))
|| !(y = (double*)memdup(sy, n*sizeof(double), 0)))return 0.0;
SortArray2(n, x, y); crank(n, x, &sf);
SortArray2(n, y, x); crank(n, y, &sg);
for(j = 0, res[0] = 0.0; j < n; j++) res[0] += ((tmp = (x[j]-y[j]))*tmp);
en = n; en3n = en*en*en -en;
aved = en3n/6.0 - (sf+sg)/12.0;
fac = (1.0-sf/en3n)*(1.0-sg/en3n);
vard = ((en-1.0)*en*en*((tmp = (en+1.0))*tmp)/36.0)*fac;
res[1] = (res[0]-aved)/sqrt(vard);
res[2] = errfc(fabs(res[1])/_SQRT2);
res[3] = (1.0-(6.0/en3n)*(res[0]+0.5*(sf+sg)))/fac;
t = res[3]*sqrt((en-2.0)/((res[3]+1.0)*(1.0-res[3])));
df = en-2.0; res[5] = (double)n;
res[4] = betai(0.5*df, 0.5, df/(df+t*t));
if((dest) && (data) && (rD = new AccRange(dest))) {
rD->GetFirst(&c, &r);
for(j = 0; j < 6 && rD->GetNext(&c, &r); j++) {
data->SetValue(r, c, res[j]);
}
data->Command(CMD_UPDATE, 0L, 0L);
delete rD;
}
if(ra) {
memcpy(ra, res, 6 * sizeof(double));
}
free(x); free(y);
return res[3];
}
//---------------------------------------------------------------------------
// Kendal's non-parametric correlation
// Ref.: W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling (1989),
// Numerical Recipies in C. The Art of Scientific Computing,
// Cambridge University Press, ISBN 0-521-35465, pp. 510 ff.
double d_kendall(double *x, double *y, int n, char *dest, DataObj *data, double *ra)
{
int j, k, n1, n2, is, r, c;
double aa, a1, a2, sv, res[4];
AccRange *rD;
for (j = n1 = n2 = is = 0; j < (n-1); j++) {
for(k = j+1; k < n; k++) {
a1 = x[j] - x[k]; a2 = y[j] - y[k]; aa = a1*a2;
if(aa != 0.0) {
n1++; n2++;
if (aa > 0.0) is++;
else is--;
}
else {
if(a1 != 0.0) n1++; if(a2 != 0.0) n2++;
}
}
}
res[0] = ((double)is)/(sqrt((double)n1) * sqrt((double)n2));
sv = (4.0 * ((double)n) + 10.0)/(9.0*((double)n)*((double)(n-1)));
res[1] = res[0]/sqrt(sv); res[2] = errfc(fabs(res[1])/_SQRT2);
res[3] = n;
if((dest) && (data) && (rD = new AccRange(dest))) {
rD->GetFirst(&c, &r);
for(j = 0; j < 4 && rD->GetNext(&c, &r); j++) {
data->SetValue(r, c, res[j]);
}
data->Command(CMD_UPDATE, 0L, 0L);
delete rD;
}
if (ra){
memcpy(ra, res, 4 * sizeof(double));
}
return res[0];
}
//linear regression
double d_regression(double *x, double *y, int n, char *dest, DataObj *data, double *ra)
{
double sx, sy, dx, dy, sxy, sxx, syy, sdy, df;
double res[10]; // slope, intercept, mean x, mean y, SE of slope,
// variance(x), variance(y), variance(fit), F of regression, significance
int i, j, r, c;
AccRange *rD;
if(n < 2) return 0.0;
for(i = 0, sx = sy = 0.0; i < n; i++) {
sx += x[i]; sy += y[i];
}
res[2] = sx /n; res[3] = sy/n;
sxy = sxx = syy = 0.0;
for(i = 0; i < n; i++) {
dx = x[i]-res[2]; dy = y[i]-res[3];
sxx += (dx*dx); syy += (dy*dy); sxy += (dx*dy);
}
res[0] = sxy / sxx; res[1] = res[3] - res[0] * res[2];
for(i = 0, sdy = 0.0; i < n; i++) {
dy = y[i] - (res[1] + x[i] *res[0]);
sdy += (dy * dy);
}
sdy = sdy/(n-2); res[4] = sqrt(sdy/sxx); df = (n-2);
res[5] = sxx/(n-1); res[6] = syy/(n-1); res[7] = sdy;
res[8] = sxy/sdy*sxy/sxx;
res[9] = betai(df/2.0, 0.5, df/(df+res[8]));
if((dest) && (data) && (rD = new AccRange(dest))) {
rD->GetFirst(&c, &r);
for(j = 0; j < 10 && rD->GetNext(&c, &r); j++) {
data->SetValue(r, c, res[j]);
}
data->Command(CMD_UPDATE, 0L, 0L);
delete rD;
}
if (ra) memcpy(ra, res, 10 * sizeof(double));
return n;
}
//covariance
double d_covar(double *x, double *y, int n, char *dest, DataObj *data)
{
int i;
double sx, sy, dx, dy, sxy;
if(n < 2) return 0.0;
for(i = 0, sx = sy = 0.0; i < n; i++) {
sx += x[i]; sy += y[i];
}
sx /= n; sy /= n; sxy = 0.0;
for(i = 0; i < n; i++) {
dx = x[i]-sx; dy = y[i]-sy;
sxy += (dx*dy - sxy) / (i+1);
}
return sxy;
}
//Mann-Whitney U Test
double d_utest(double *x, double *y, int n1, int n2, char *dest, DataObj *data, double *ra)
{
double *da, *ta, u1, u2, su, su1, ts, dn1 = n1, dn2 = n2;
double res[9];
AccRange *rD;
int i, j, n, r, c;
if(!x || !y || n1 < 2 || n2 < 2) return 0.0;
da = (double*)malloc((n = (n1+n2)) * sizeof(double));
ta = (double*)malloc(n * sizeof(double));
if(!da || !ta) {
if(da) free(da); if(ta) free(ta); return 0.0;
}
for(i = 0; i < n1; i++) {
da[i] = x[i]; ta[i] = 1.0;
}
for(j = 0; j < n2; j++) {
da[i] = y[j]; ta[i++] = 2.0;
}
SortArray2(n, da, ta); crank(n, da, &ts);
for(i = 0, res[0] = res[1] = 0.0; i < n; i++) {
if(ta[i] == 1.0) res[0] += da[i];
else res[1] += da[i];
}
free(da); free(ta);
u1 = (dn1*dn2 + (dn1*(dn1+1))/2.0) - res[0]; u2 = (dn1*dn2 + ((dn2+1)*dn2)/2.0) - res[1];
su = sqrt((dn1*dn2*(dn1+dn2+1))/12.0); res[2] = u2 > u1 ? u2 : u1;
su1 = ((dn1*dn2)/((dn1+dn2)*(dn1+dn2-1))) * (((dn1+dn2)*(dn1+dn2)*(dn1+dn2)-(dn1+dn2)-ts)/12.0);
su1 = sqrt(su1);
res[3] = (res[2] - (n1*n2)/2.0)/su; res[6] = errfc(res[3]/_SQRT2);
res[4] = n1; res[5] = n2;
res[7] = (res[2] - (n1*n2)/2.0)/su1; res[8] = errfc(res[7]/_SQRT2);
if((dest) && (data) && (rD = new AccRange(dest))) {
rD->GetFirst(&c, &r);
for(i = 0; i < 9 && rD->GetNext(&c, &r); i++) {
data->SetValue(r, c, res[i]);
}
data->Command(CMD_UPDATE, 0L, 0L);
delete rD;
}
if (ra) memcpy(ra, res, 9 * sizeof(double));
return res[8];
}
//t-test
double d_ttest(double *x, double *y, int n1, int n2, char *dest, DataObj *data, double *results)
{
int i, r, c;
double sx, sy, mx, my, d, df, p;
double res[9]; // mean1, SD1, n1, mean2, SD2, n2, p if variances equal,
AccRange *rD; // corrected df, corrected p
d_variance(n1, x, &mx, &sx); d_variance(n2, y, &my, &sy);
d = ((sx+sy)/(n1+n2-2)) * ((double)(n1+n2)/(double)(n1*n2));
d = (mx-my)/sqrt(d); //Student's t
//Welch's correction for differences in variance
df = (sx/(double)n1)*(sx/(double)n1)/(double)(n1+1)+(sy/(double)n2)*(sy/(double)n2)/(double)(n2+1);
df = (sx/(double)n1+sy/(double)n2)*(sx/(double)n1+sy/(double)n2)/df;
df -= 2.0; df = floor(df);
// an alternative formula for correction
// p = (sx/(double)n1)*(sx/(double)n1)/(double)(n1-1) + (sy/(double)n2)*(sy/(double)n2)/(double)(n2-1);
// df = (sx/(double)n1 + sy/(double)n2) * (sx/(double)n1 + sy/(double)n2) / p;
p = betai(df/2.0, 0.5, (df/(df+d*d)));
if((dest) && (data) && (rD = new AccRange(dest))) {
res[0] = mx; res[1] = sqrt(sx/(double)(n1-1)); res[2] = n1;
res[3] = my; res[4] = sqrt(sy/(double)(n2-1)); res[5] = n2;
res[7] = df; df = (n1-1) + (n2-1); res[6] = betai(df/2.0, 0.5, (df/(df+d*d)));
res[8] = p;
rD->GetFirst(&c, &r);
for(i = 0; i < 9 && rD->GetNext(&c, &r); i++) {
data->SetValue(r, c, res[i]);
}
data->Command(CMD_UPDATE, 0L, 0L);
delete rD;
}
if(results) {
results[0] = mx; results[1] = sqrt(sx/(double)(n1-1)); results[2] = n1;
results[3] = my; results[4] = sqrt(sy/(double)(n2-1)); results[5] = n2;
results[7] = df; df = (n1-1) + (n2-1); results[6] = betai(df/2.0, 0.5, (df/(df+d*d)));
results[8] = p; results[9] = d;
}
return p;
}
//t-test for paired samples
double d_ttest2(double *x, double *y, int n, char *dest, DataObj *data, double *ra)
{
double sx, sy, mx, my, df, cov, sd, t, p;
int i, r, c;
double res[6]; // mean1, SD1, mean2, SD2, n, p
AccRange *rD;
d_variance(n, x, &mx, &sx); d_variance(n, y, &my, &sy);
sx = d_variance(n, x, &mx); sy = d_variance(n, y, &my);
cov = d_covar(x, y, n, 0L, 0L) * ((double)n/(double)(n-1));
sd = sqrt((sx+sy-2*cov)/n);
t = (mx-my)/sd; df = (n-1);
p = betai(0.5*df, 0.5, df/(df+t*t));
res[0] = mx; res[1] = sqrt(sx); res[5] = p;
res[2] = my; res[3] = sqrt(sy); res[4] = n;
if((dest) && (data) && (rD = new AccRange(dest))) {
rD->GetFirst(&c, &r);
for(i = 0; i < 6 && rD->GetNext(&c, &r); i++) {
data->SetValue(r, c, res[i]);
}
data->Command(CMD_UPDATE, 0L, 0L);
delete rD;
}
if (ra) memcpy(ra, res, 6 * sizeof(double));
return p;
}
//f-test
double d_ftest(double *x, double *y, int n1, int n2, char *dest, DataObj *data, double *ra)
{
int i, r, c;
double sx, sy, mx, my, d, df1, df2, p;
double res[6]; // mean1, SD1, n1, mean2, SD2, n2
AccRange *rD;
for(i=0, sx = 0.0; i < n1; sx += x[i], i++); mx = sx/n1;
for(i=0, sy = 0.0; i < n2; sy += y[i], i++); my = sy/n2;
for(i=0, sx = 0.0; i < n1; sx += ((d=(x[i]-mx))*d), i++); sx /= (n1-1);
for(i=0, sy = 0.0; i < n2; sy += ((d=(y[i]-my))*d), i++); sy /= (n2-1);
if(sx > sy) {
d = sx/sy; df1 = n1-1; df2 = n2-1;
}
else {
d = sy/sx; df1 = n2-1; df2 = n1-1;
}
p = 2.0 * betai(df2/2.0, df1/2.0, df2/(df2+df1*d));
if(p > 1.0) p = 2.0-p;
res[0] = mx; res[1] = sqrt(sx); res[2] = n1;
res[3] = my; res[4] = sqrt(sy); res[5] = n2;
if((dest) && (data) && (rD = new AccRange(dest))) {
rD->GetFirst(&c, &r);
for(i = 0; i < 6 && rD->GetNext(&c, &r); i++) {
data->SetValue(r, c, res[i]);
}
data->Command(CMD_UPDATE, 0L, 0L);
delete rD;
}
if (ra) memcpy(ra, res, 6 * sizeof(double));
return p;
}
//---------------------------------------------------------------------------
// Simple one way anova
//---------------------------------------------------------------------------
bool do_anova1(int n, int *nv, double **vals, double **res_tab, double *gm, double **means, double **ss)
{
int i, j, ntot;
double tmp, *csums, *css, ssa, ssw, sst, mtot, d;
if(!(csums = (double*)calloc(n+1, sizeof(double)))
|| !(css = (double*)calloc(n+1, sizeof(double)))) return false;
for(i = ntot = 0, mtot = 0.0, d = 1.0; i< n; i++){
for(j = 0, csums[i] = 0.0, tmp = 1.0; j < nv[i]; j++, d+=1.0, tmp +=1.0) {
mtot += (vals[i][j] - mtot)/d;
csums[i] += (vals[i][j] -csums[i])/tmp;
}
ntot += nv[i];
}
for(i = 0; i < n; i++) {
for(j = 0, css[i] = 0.0; j < nv[i]; j++) {
tmp = vals[i][j] - csums[i]; css[i] += (tmp*tmp);
}
}
for(i = 0, ssa = ssw = sst = 0.0; i < n; i++) {
tmp =(csums[i] - mtot); ssa += (tmp*tmp) * ((double)nv[i]);
ssw += css[i];
}
sst = ssa + ssw;
res_tab[0][0] = n - 1; res_tab[1][0] = ntot - n;
res_tab[2][0] = ntot -1; res_tab[0][1] = ssa;
res_tab[1][1] = ssw; res_tab[2][1] = sst;
res_tab[0][2] = ssa/res_tab[0][0]; res_tab[1][2] = ssw/res_tab[1][0];
res_tab[0][3] = res_tab[0][2]/res_tab[1][2];
res_tab[0][4] = f_dist(res_tab[0][3], res_tab[0][0], res_tab[1][0]);
if(gm) *gm = mtot;
if(means) *means = csums; else free(csums);
if(ss) *ss = css; else free(css);
return true;
}
//---------------------------------------------------------------------------
// Bartlett's Test for homogeneity of variances
// RR Sokal & FJ Rohlf: Biometry, 3rd ed., pp. 398 ff.
//---------------------------------------------------------------------------
bool bartlett(int n, int *nc, double *ss, double *chi2)
{
int i, sdf, df;
double mss, mlss, *lnss, cf;
if(!n || !nc || !ss || !chi2) return false;
if(!(lnss = (double*)malloc(n * sizeof(double))))return false;
for(i = sdf = 0, mss = mlss = cf = 0.0; i < n; i++) {
sdf += (df = nc[i]-1); lnss[i] = log(ss[i]);
mss += (ss[i] * ((double)df)); mlss += (lnss[i] * ((double)df));
cf += (1.0/((double)df));
}
*chi2 = ((double)sdf) * log(mss/((double)sdf)) - mlss;
cf -= (1.0/((double)sdf)); cf = 1.0 + cf/(3.0 * ((double)(n-1)));
*chi2 /= cf;
// P = chi_dist(*chi2, n-1, 0);
free(lnss); return true;
}
//---------------------------------------------------------------------------
// Leven's Test for homogeneity of variances
//---------------------------------------------------------------------------
bool levene(int type, int n, int *nv, double *means, double **vals, double *F, double *P)
{
int i, j;
bool bRet = false;
double cm, **res_tab, **cols;
if(!n || !nv || !means || !vals) return false;
//setup matrix for results
if((res_tab = (double**)calloc(3, sizeof(double*)))
&& (res_tab[0] = (double*) malloc(5*sizeof(double)))
&& (res_tab[1] = (double*) malloc(5*sizeof(double)))
&& (res_tab[2] = (double*) malloc(5*sizeof(double)))
&& (cols = (double**)calloc(n+1, sizeof(double*)))) bRet = true;
//allocate mem for data
for(i = 0; bRet && i<n; i++) {
if(!(cols[i]=(double*)malloc((nv[i]+1)*sizeof(double)))) bRet = false;
}
//data are absolute differences to mean ...
for(i = 0, cm = 0.0; bRet && i < n; i++) {
switch(type) {
case 1: //use means
cm = means[i]; break;
case 2: //use medians
d_quartile(nv[i], vals[i], 0L, &cm, 0L); break;
}
for(j = 0; j < nv[i]; j++) {
cols[i][j] = vals[i][j] > cm ? vals[i][j] - cm : cm - vals[i][j];
}
}
//Levene's test statistic is based on ANOVA of the differences
if(bRet && (bRet = do_anova1(n, nv, cols, res_tab, 0L, 0L, 0L))){
if(F) *F = res_tab[0][3]; if(P) *P = res_tab[0][4];
}
//clean up
if(bRet) {
for(i = 0; i < n; i++) if(cols[i]) free(cols[i]);
for(i = 0; i < 3; i++) if(res_tab[i]) free(res_tab[i]);
free(cols); free(res_tab);
}
return bRet;
}
//---------------------------------------------------------------------------
// Modules from the R-project
//
//---------------------------------------------------------------------------
#define M_1_SQRT_2PI 0.398942280401432677939946059934 /* 1/sqrt(2pi) */
/*
* Copyright (C) 1998 Ross Ihaka
* Copyright (C) 2000--2005 The R Development Core Team
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*
* DESCRIPTION
* Computes the probability that the maximum of rr studentized
* ranges, each based on cc means and with df degrees of freedom
* for the standard error, is less than q.
* The algorithm is based on that of the reference.
*
* REFERENCE
* Copenhaver, Margaret Diponzio & Holland, Burt S.
* Multiple comparisons of simple effects in
* the two-way analysis of variance with fixed effects.
* Journal of Statistical Computation and Simulation,
* Vol.30, pp.1-15, 1988.
*/
double wprob(double w, double rr, double cc)
{
/* wprob() :
This function calculates probability integral of Hartley's
form of the range.
w = value of range
rr = no. of rows or groups
cc = no. of columns or treatments
ir = error flag = 1 if pr_w probability > 1
pr_w = returned probability integral from (0, w)
program will not terminate if ir is raised.
bb = upper limit of legendre integration
iMax = maximum acceptable value of integral
nleg = order of legendre quadrature
ihalf = int ((nleg + 1) / 2)
wlar = value of range above which wincr1 intervals are used to
calculate second part of integral,
else wincr2 intervals are used.
C1, C2, C3 = values which are used as cutoffs for terminating
or modifying a calculation.
xleg = legendre 12-point nodes
aleg = legendre 12-point coefficients
*/
#define nleg 12
#define ihalf 6
/* looks like this is suboptimal for double precision.
(see how C1-C3 are used) <MM> */
/* const double iMax = 1.; not used if = 1*/
const static double C1 = -30.0, C2 = -50.0, C3 = 60.;
const static double bb = 8.0, wlar = 3.0, wincr1 = 2.0, wincr2 = 3.;
const static double xleg[ihalf] = { 0.981560634246719250690549090149,
0.904117256370474856678465866119, 0.769902674194304687036893833213,
0.587317954286617447296702418941, 0.367831498998180193752691536644,
0.125233408511468915472441369464};
const static double aleg[ihalf] = { 0.047175336386511827194615961485,
0.106939325995318430960254718194, 0.160078328543346226334652529543,
0.203167426723065921749064455810, 0.233492536538354808760849898925,
0.249147045813402785000562436043};
double a, ac, pr_w, b, binc, blb, bub, c, cc1, einsum, elsum,
pminus, pplus, qexpo, qsqz, rinsum, wi, wincr, xx;
int j, jj;
qsqz = w * 0.5;
// if w >= 16 then the integral lower bound (occurs for c=20)
// is 0.99999999999995 so return a value of 1
if (qsqz >= bb) return 1.0;
// find (f(w/2) - 1) ^ cc
// (first term in integral of hartley's form).
pr_w = 2.0 * norm_dist(qsqz, 0.0, 1.0) -1.0;
// if pr_w ^ cc < 2e-22 then set pr_w = 0
if (pr_w >= exp(C2 / cc)) pr_w = pow(pr_w, cc);
else pr_w = 0.0;
// if w is large then the second component of the
// integral is small, so fewer intervals are needed.
if (w > wlar) wincr = wincr1;
else wincr = wincr2;
/* find the integral of second term of hartley's form */
/* for the integral of the range for equal-length */
/* intervals using legendre quadrature. limits of */
/* integration are from (w/2, 8). two or three */
/* equal-length intervals are used. */
/* blb and bub are lower and upper limits of integration. */
blb = qsqz; binc = (bb - qsqz) / wincr;
bub = blb + binc; einsum = 0.0;
// integrate over each interval
cc1 = cc - 1.0;
for (wi = 1; wi <= wincr; wi++) {
elsum = 0.0; a = 0.5 * (bub + blb);
// legendre quadrature with order = nleg
b = 0.5 * (bub - blb);
for (jj = 1; jj <= nleg; jj++) {
if (ihalf < jj) {
j = (nleg - jj) + 1; xx = xleg[j-1];
}
else {
j = jj; xx = -xleg[j-1];
}
c = b * xx; ac = a + c;
// if exp(-qexpo/2) < 9e-14, then doesn't contribute to integral
if ((qexpo = ac * ac) > C3) break;
pplus = 2.0 * norm_dist(ac, 0.0, 1.0); pminus= 2.0 * norm_dist(ac, w, 1.0);
// if rinsum ^ (cc-1) < 9e-14, then doesn't contribute to integral
rinsum = (pplus * 0.5) - (pminus * 0.5);
if (rinsum >= exp(C1 / cc1)) {
rinsum = (aleg[j-1] * exp(-(0.5 * qexpo))) * pow(rinsum, cc1);
elsum += rinsum;
}
}
elsum *= (((2.0 * b) * cc) * M_1_SQRT_2PI);
einsum += elsum; blb = bub; bub += binc;
}
// if pr_w ^ rr < 9e-14, then return 0 */
pr_w = einsum + pr_w;
if (pr_w <= exp(C1 / rr))return 0.;
pr_w = pow(pr_w, rr);
return pr_w < 1.0 ? pr_w : 1.0;
}
double ptukey(double q, double rr, double cc, double df, int lower_tail, int log_p)
{
/* q = value of studentized range
rr = no. of rows or groups
cc = no. of columns or treatments
df = degrees of freedom of error term
ir[0] = error flag = 1 if wprob probability > 1
ir[1] = error flag = 1 if qprob probability > 1
All references in wprob to Abramowitz and Stegun
are from the following reference:
Abramowitz, Milton and Stegun, Irene A.
Handbook of Mathematical Functions.
New York: Dover publications, Inc. (1970).
All constants taken from this text are given to 25 significant digits.
nlegq = order of legendre quadrature
ihalfq = int ((nlegq + 1) / 2)
eps = max. allowable value of integral
eps1 & eps2 = values below which there is no contribution to integral.
d.f. <= dhaf: integral is divided into ulen1 length intervals. else
d.f. <= dquar: integral is divided into ulen2 length intervals. else
d.f. <= deigh: integral is divided into ulen3 length intervals. else
d.f. <= dlarg: integral is divided into ulen4 length intervals.
d.f. > dlarg: the range is used to calculate integral.
xlegq = legendre 16-point nodes
alegq = legendre 16-point coefficients
The coefficients and nodes for the legendre quadrature used in
qprob and wprob were calculated using the algorithms found in:
Stroud, A. H. and Secrest, D., Gaussian Quadrature Formulas.
Englewood Cliffs, New Jersey: Prentice-Hall, Inc, 1966.
All values matched the tables (provided in same reference)
to 30 significant digits.
f(x) = .5 + erf(x / sqrt(2)) / 2 for x > 0
f(x) = erfc( -x / sqrt(2)) / 2 for x < 0
where f(x) is standard normal c. d. f.
if degrees of freedom large, approximate integral with range distribution.
*/
#define nlegq 16
#define ihalfq 8
/* const double eps = 1.0; not used if = 1 */
const static double eps1 = -30.0, eps2 = 1.0e-14;
const static double dhaf = 100.0, dquar = 800.0, deigh = 5000.0, dlarg = 25000.0;
const static double ulen1 = 1.0, ulen2 = 0.5, ulen3 = 0.25, ulen4 = 0.125;
const static double xlegq[ihalfq] = { 0.989400934991649932596154173450,
0.944575023073232576077988415535, 0.865631202387831743880467897712,
0.755404408355003033895101194847, 0.617876244402643748446671764049,
0.458016777657227386342419442984, 0.281603550779258913230460501460,
0.950125098376374401853193354250e-1};
const static double alegq[ihalfq] = {0.271524594117540948517805724560e-1,
0.622535239386478928628438369944e-1, 0.951585116824927848099251076022e-1,
0.124628971255533872052476282192, 0.149595988816576732081501730547,
0.169156519395002538189312079030, 0.182603415044923588866763667969,
0.189450610455068496285396723208};
double ans, f2, f21, f2lf, ff4, otsum, qsqz, rotsum, t1, twa1, ulen, wprb;
int i, j, jj;
if (df > dlarg) return wprob(q, rr, cc);
f2 = df * 0.5; // calculate leading constant
f2lf = ((f2 * log(df)) - (df * log(2.0))) - gammln(f2);
f21 = f2 - 1.0;
// integral is divided into unit, half-unit, quarter-unit, or eighth-unit length intervals
// depending on the value of the degrees of freedom.
ff4 = df * 0.25;
if (df <= dhaf) ulen = ulen1;
else if (df <= dquar) ulen = ulen2;
else if (df <= deigh) ulen = ulen3;
else ulen = ulen4;
f2lf += log(ulen);
for (i = 1, ans = 0.0; i <= 50; i++) { // integrate over each subinterval
otsum = 0.0;
// legendre quadrature with order = nlegq, nodes (stored in xlegq) are symmetric around zero.
twa1 = (2 * i - 1) * ulen;
for (jj = 1; jj <= nlegq; jj++) {
if (ihalfq < jj) {
j = jj - ihalfq - 1;
t1 = (f2lf + (f21 * log(twa1 + (xlegq[j] * ulen)))) - (((xlegq[j] * ulen) + twa1) * ff4);
}
else {
j = jj - 1;
t1 = (f2lf + (f21 * log(twa1 - (xlegq[j] * ulen)))) + (((xlegq[j] * ulen) - twa1) * ff4);
}
if (t1 >= eps1) { // if exp(t1) < 9e-14, then doesn't contribute to integral
if (ihalfq < jj) qsqz = q * sqrt(((xlegq[j] * ulen) + twa1) * 0.5);
else qsqz = q * sqrt(((-(xlegq[j] * ulen)) + twa1) * 0.5);
wprb = wprob(qsqz, rr, cc); // call wprob to find integral of range portion
rotsum = (wprb * alegq[j]) * exp(t1); otsum += rotsum;
}
} // end legendre integral for interval i
// If integral for interval i < 1e-14, then stop. However, in order to avoid small area
// under left tail, at least 1 / ulen intervals are calculated.
if (i * ulen >= 1.0 && otsum <= eps2) break;
ans += otsum; //end of interval i
}
return ans > 1.0 ? 1.0 : ans;
}
/*
* Copyright (C) 1998 Ross Ihaka
* Copyright (C) 2000--2005 The R Development Core Team
* based in part on AS70 (C) 1974 Royal Statistical Society
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*
* DESCRIPTION
* Computes the quantiles of the maximum of rr studentized
* ranges, each based on cc means and with df degrees of freedom
* for the standard error, is less than q.
* The algorithm is based on that of the reference.
*
* REFERENCE
* Copenhaver, Margaret Diponzio & Holland, Burt S., Multiple comparisons of simple
* effects in the two-way analysis of variance with fixed effects.
* Journal of Statistical Computation and Simulation, Vol.30, pp.1-15, 1988.
*/
/* qinv() :
* this function finds percentage point of the studentized range
* which is used as initial estimate for the secant method.
* function is adapted from portion of algorithm as 70
* from applied statistics (1974) ,vol. 23, no. 1
* by odeh, r. e. and evans, j. o.
* p = percentage point
* c = no. of columns or treatments
* v = degrees of freedom
* qinv = returned initial estimate
* vmax is cutoff above which degrees of freedom
* is treated as infinity.
*/
static double qinv(double p, double c, double v)
{
const static double p0 = 0.322232421088, q0 = 0.993484626060e-01;
const static double p1 = -1.0, q1 = 0.588581570495;
const static double p2 = -0.342242088547, q2 = 0.531103462366;
const static double p3 = -0.204231210125, q3 = 0.103537752850;
const static double p4 = -0.453642210148e-04, q4 = 0.38560700634e-02;
const static double c1 = 0.8832, c2 = 0.2368, c3 = 1.214, c4 = 1.208, c5 = 1.4142;
const static double vmax = 120.0;
double ps, q, t, yi;
ps = 0.5 - 0.5 * p;
yi = sqrt (log (1.0 / (ps * ps)));
t = yi + (((( yi * p4 + p3) * yi + p2) * yi + p1) * yi + p0)
/ (((( yi * q4 + q3) * yi + q2) * yi + q1) * yi + q0);
if (v < vmax) t += (t * t * t + t) / v / 4.0;
q = c1 - c2 * t;
if (v < vmax) q += -c3 / v + c4 * t / v;
return t * (q * log (c - 1.0) + c5);
}
/*
* Copenhaver, Margaret Diponzio & Holland, Burt S.
* Multiple comparisons of simple effects in
* the two-way analysis of variance with fixed effects.
* Journal of Statistical Computation and Simulation,
* Vol.30, pp.1-15, 1988.
*
* Uses the secant method to find critical values.
*
* p = confidence level (1 - alpha)
* rr = no. of rows or groups
* cc = no. of columns or treatments
* df = degrees of freedom of error term
*
*/
double qtukey(double p, double rr, double cc, double df, int lower_tail, int log_p)
{
const int maxiter = 50;
double ans = HUGE_VAL, valx0, valx1, x0, x1;
int iter;
// df must be > 1 ; there must be at least two values
if(p >= 1.0 || df < 2 || rr < 1 || cc < 2) return HUGE_VAL;
if(p < 0.0) p = 0.0;
x0 = qinv(p, cc, df); // Initial value
valx0 = ptukey(x0, rr, cc, df, true, false) - p; // Find prob(value < x0)
// Find the second iterate and prob(value < x1). If the first iterate has probability value
// exceeding p then second iterate is 1 less than first iterate; otherwise it is 1 greater.
x1 = valx0 > 0.0 ? (x1 = x0 > 1.0 ? x0-1.0 : 0.0) : (x0 + 1.0);
valx1 = ptukey(x1, rr, cc, df, true, false) - p;
for(iter=1; iter < maxiter ; iter++) { // Iterate
ans = x1 - ((valx1 * (x1 - x0)) / (valx1 - valx0));
valx0 = valx1; x0 = x1;
if (ans < 0.0) { // New iterate must be >= 0
ans = 0.0; valx1 = -p;
}
valx1 = ptukey(ans, rr, cc, df, true, false) - p; // Find prob(value < new iterate)
x1 = ans;
if (fabs(x1 - x0) < _PREC) return ans; // Convergence ?
}
//The process did not converge in 'maxiter' iterations
return ans;
}
//---------------------------------------------------------------------------
// END Modules from the R-project
//---------------------------------------------------------------------------
// Calendar, Date- and Time functions
// The following characters are used as format specifiers in a format string,
// all other characters are either ignored or copyied to the output
//
// Y four digits year y two digits year
// X month's full name x three character month name
// Z two digits day of month z same as Z but no leading zero
// V two digit month number v number of month
// W single letter month
// D full name of day d three characters for day name
// E two digits weekday e one or two digits weekday
// F single character day name
// H two digits for hours h hours with no leading zero
// M two digits for minutes m minutes with no leading zero
// S two digits for seconds s seconds with no leading zero
// T two digits seconds, two dec. t same as T but no leading zero
// U full precision seconds
static char *dt_month[] = {"January", "February", "March", "April", "May", "June",
"July", "August", "September", "October", "November", "December"};
static char *dt_months[] = {"Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug",
"Sep", "Oct", "Nov", "Dec"};
static int dt_monthl[] = {31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31};
static char *dt_day[] = {"Sunday", "Monday", "Tuesday", "Wednesday", "Thursday",
"Friday", "Saturday"};
static char *dt_days[] = {"Sun", "Mon", "Tue", "Wed", "Thu", "Fri", "Sat"};
static bool leapyear(int year) {
return ((year % 4 == 0 && year % 100 != 0) || year % 400 == 0);
}
int year2aday(int y)
{
int aday, y1;
y1 = y - 1900;
aday = y1 * 365;
aday += ((y1-1) >> 2 );
aday -= (y1 / 100);
aday += ((y/400)-4);
return aday;
}
static void set_dow(rlp_datetime *dt)
{
dt->dow = (dt->aday %7)+1;
}
void add_date(rlp_datetime *base, rlp_datetime *inc)
{
int i, dom;
if(base) {
if(base->month < 1) base->month = 1;
if(inc) {
base->seconds += inc->seconds;
if(base->seconds >= 60.0) {
base->minutes++; base->seconds -= 60.0;
}
base->minutes += inc->minutes;
if(base->minutes >= 60) {
base->hours++; base->minutes -= 60;
}
base->hours += inc->hours;
if(base->hours >= 24) {
base->dom++; base->hours -= 24;
}
base->year += inc->year; base->dom += inc->dom;
base->month += inc->month;
}
dom = dt_monthl[base->month-1];
if(leapyear(base->year) && base->month == 2) dom = 29;
if(base->dom > dom) {
base->month++; base->dom -= dom;
}
if(base->month > 12) {
base->year++; base->month -= 12;
}
base->aday = year2aday(base->year);
for(i = base->doy = 0; i < (base->month-1); i++) {
dom = dt_monthl[i];
if(i == 1 && leapyear(base->year)) dom = 29;
base->doy += dom;
}
base->doy += base->dom;
base->aday += base->doy; set_dow(base);
}
}
static int parse_date (rlp_datetime *dt, char *src, char *fmt)
{
int i, j, k;
char tmp_str[10];
if(!src || !src[0] || !fmt || !fmt[0]) return 0;
if(*src == '\'') src++;
for(i = j = 0; fmt[i] && src[j]; i++) {
switch (fmt[i]) {
case 'Y': case 'y': // year is numeric
if(j && src[j] == '-' || src[j] == '/' || src[j] == '.') j++;
#ifdef USE_WIN_SECURE
if(sscanf_s(src+j, "%d", &dt->year)) {
#else
if(sscanf(src+j, "%d", &dt->year)) {
#endif
if(dt->year < 0) return 0;
while(isdigit(src[j])) j++;
if(dt->year<60) dt->year += 2000;
else if(dt->year <99) dt->year += 1900;
}
else return 0;
break;
case 'X': case 'x': // month can be text
if(j && src[j] == '-' || src[j] == '/' || src[j] == '.') j++;
tmp_str[0] = toupper(src[j]);
tmp_str[1] = tolower(src[j+1]);
tmp_str[2] = tolower(src[j+2]);
tmp_str[3] = 0;
for(k = dt->month = 0; k < 12; k++) {
if(0 == strcmp(tmp_str,dt_months[k])) {
dt->month = k+1; break;
}
}
if(dt->month) while(isalpha(src[j])) j++;
else return 0;
break;
case 'V': case 'v': // or numeric
if(j && src[j] == '-' || src[j] == '/' || src[j] == '.') j++;
#ifdef USE_WIN_SECURE
if(sscanf_s(src+j, "%d", &dt->month)) {
#else
if(sscanf(src+j, "%d", &dt->month)) {
#endif
if(dt->month <= 0 || dt->month > 12) return 0;
j++; if(isdigit(src[j])) j++;
}
else return 0;
break;
case 'Z': case 'z': // day of month is numeric
if(j && src[j] == '-' || src[j] == '/' || src[j] == '.') j++;
#ifdef USE_WIN_SECURE
if(sscanf_s(src+j, "%d", &dt->dom)) {
#else
if(sscanf(src+j, "%d", &dt->dom)) {
#endif
if(dt->dom <= 0 || dt->dom > 31) return 0;
j++; if(isdigit(src[j])) j++;
}
else return 0;
break;
case 'H': case 'h': // hours are numeric
#ifdef USE_WIN_SECURE
if(sscanf_s(src+j, "%2d", &dt->hours)) {
#else
if(sscanf(src+j, "%2d", &dt->hours)) {
#endif
if(dt->hours < 0 || dt->hours > 23) return 0;
j++; if(isdigit(src[j])) j++;
}
else return 0;
break;
case 'M': case 'm': // minutes are numeric
if(j && src[j] == ' ' || src[j] == ':') j++;
#ifdef USE_WIN_SECURE
if(sscanf_s(src+j, "%2d", &dt->minutes)) {
#else
if(sscanf(src+j, "%2d", &dt->minutes)) {
#endif
if(dt->minutes < 0 || dt->minutes >= 60) return 0;
j++; if(isdigit(src[j])) j++;
}
else return 0;
break;
case 'S': case 's': // seconds are numeric
case 'T': case 't':
if(j && src[j] == ' ' || src[j] == ':') j++;
#ifdef USE_WIN_SECURE
if(sscanf_s(src+j, "%lf", &dt->seconds)) {
#else
if(sscanf(src+j, "%lf", &dt->seconds)) {
#endif
if(dt->seconds < 0.0 || dt->seconds >= 60.0) return 0;
while(isdigit(src[j]) || src[j] == '.') j++;
}
else return 0;
dt->seconds += 1.0e-12;
break;
default:
if(fmt[i] && fmt[i] == src[j]) j++;
}
}
if(dt->year && dt->month && dt->dom) {
for(dt->doy = 0, i = dt->month-2; i >= 0; i--) {
if(i == 1) dt->doy += leapyear(dt->year) ? 29 : 28;
else dt->doy += dt_monthl[i];
}
dt->doy += dt->dom;
if(dt->year >= 1900) dt->aday = year2aday(dt->year);
dt->aday += dt->doy;
}
return j;
}
char *date2text(rlp_datetime *dt, char *fmt)
{
static char res[80];
int i, pos;
double secs;
res[0] = 0;
if(!fmt || !fmt[0] || !dt) return res;
set_dow(dt);
secs = dt->seconds;
if (secs > 59.4999) secs = 59.4999;
for(pos = i = 0; fmt[i] && pos < 70; i++) {
#ifdef USE_WIN_SECURE
switch(fmt[i]) {
case 'Y':
if(dt->year) pos+=sprintf_s(res+pos, 80-pos, "%4d", dt->year);
else pos += sprintf_s(res+pos, 80-pos, "####"); break;
case 'y':
if(dt->year) pos+=sprintf_s(res+pos, 80-pos, "%02d", (dt->year %100));
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'Z':
if(dt->dom) pos+=sprintf_s(res+pos, 80-pos, "%02d", dt->dom);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'z':
if(dt->dom) pos+=sprintf_s(res+pos, 80-pos, "%d", dt->dom);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'X':
if(dt->month >0 && dt->month < 13) pos+=sprintf_s(res+pos, 80-pos, "%s", dt_month[dt->month-1]);
else pos += sprintf_s(res+pos, 80-pos, "###"); break;
case 'x':
if(dt->month >0 && dt->month < 13) pos+=sprintf_s(res+pos, 80-pos, "%s", dt_months[dt->month-1]);
else pos += sprintf_s(res+pos, 80-pos, "###"); break;
case 'V':
if(dt->month >0 && dt->month < 13) pos+=sprintf_s(res+pos, 80-pos, "%02d", dt->month);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'v':
if(dt->month >0 && dt->month < 13) pos+=sprintf_s(res+pos, 80-pos, "%d", dt->month);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'W':
if(dt->month >0 && dt->month < 13) pos+=sprintf_s(res+pos, 80-pos, "%c", dt_month[dt->month-1][0]);
else pos += sprintf_s(res+pos, 80-pos, "#"); break;
case 'D':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf_s(res+pos, 80-pos, "%s", dt_day[dt->dow-1]);
else pos += sprintf_s(res+pos, 80-pos, "###"); break;
case 'd':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf_s(res+pos, 80-pos, "%s", dt_days[dt->dow-1]);
else pos += sprintf_s(res+pos, 80-pos, "###"); break;
case 'E':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf_s(res+pos, 80-pos, "%02d", dt->dow);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'e':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf_s(res+pos, 80-pos, "%d", dt->dow);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'F':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf_s(res+pos, 80-pos, "%c", dt_day[dt->dow-1][0]);
else pos += sprintf_s(res+pos, 80-pos, "#"); break;
case 'H':
if(dt->hours >=0 && dt->hours < 24) pos+=sprintf_s(res+pos, 80-pos, "%02d", dt->hours);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'h':
if(dt->hours >=0 && dt->hours < 24) pos+=sprintf_s(res+pos, 80-pos, "%d", dt->hours);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'M':
if(dt->minutes >=0 && dt->minutes < 60) pos+=sprintf_s(res+pos, 80-pos, "%02d", dt->minutes);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'm':
if(dt->minutes >=0 && dt->minutes < 60) pos+=sprintf_s(res+pos, 80-pos, "%d", dt->minutes);
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'S':
if(dt->seconds >=0.0 && dt->seconds < 60.0) pos+=sprintf_s(res+pos, 80-pos, "%02d", iround(secs));
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 's':
if(dt->seconds >=0.0 && dt->seconds < 60.0) pos+=sprintf_s(res+pos, 80-pos, "%d", iround(secs));
else pos += sprintf_s(res+pos, 80-pos, "##"); break;
case 'T':
if(dt->seconds >=0.0 && dt->seconds < 60.0) pos+=sprintf_s(res+pos, 80-pos, "%02.2lf", dt->seconds);
else pos += sprintf_s(res+pos, 80-pos, "##.##"); break;
case 't':
if(dt->seconds >=0.0 && dt->seconds < 60.0) pos+=sprintf_s(res+pos, 80-pos, "%.2lf", dt->seconds);
else pos += sprintf_s(res+pos, 80-pos, "##.##"); break;
default:
pos += sprintf_s(res+pos, 80-pos, "%c", fmt[i]); break;
}
#else
switch(fmt[i]) {
case 'Y':
if(dt->year) pos+=sprintf(res+pos, "%4d", dt->year);
else pos += sprintf(res+pos, "####"); break;
case 'y':
if(dt->year) pos+=sprintf(res+pos, "%02d", (dt->year %100));
else pos += sprintf(res+pos, "##"); break;
case 'Z':
if(dt->dom) pos+=sprintf(res+pos, "%02d", dt->dom);
else pos += sprintf(res+pos, "##"); break;
case 'z':
if(dt->dom) pos+=sprintf(res+pos, "%d", dt->dom);
else pos += sprintf(res+pos, "##"); break;
case 'X':
if(dt->month >0 && dt->month < 13) pos+=sprintf(res+pos, "%s", dt_month[dt->month-1]);
else pos += sprintf(res+pos, "###"); break;
case 'x':
if(dt->month >0 && dt->month < 13) pos+=sprintf(res+pos, "%s", dt_months[dt->month-1]);
else pos += sprintf(res+pos, "###"); break;
case 'V':
if(dt->month >0 && dt->month < 13) pos+=sprintf(res+pos, "%02d", dt->month);
else pos += sprintf(res+pos, "##"); break;
case 'v':
if(dt->month >0 && dt->month < 13) pos+=sprintf(res+pos, "%d", dt->month);
else pos += sprintf(res+pos, "##"); break;
case 'W':
if(dt->month >0 && dt->month < 13) pos+=sprintf(res+pos, "%c", dt_month[dt->month-1][0]);
else pos += sprintf(res+pos, "#"); break;
case 'D':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf(res+pos, "%s", dt_day[dt->dow-1]);
else pos += sprintf(res+pos, "###"); break;
case 'd':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf(res+pos, "%s", dt_days[dt->dow-1]);
else pos += sprintf(res+pos, "###"); break;
case 'E':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf(res+pos, "%02d", dt->dow);
else pos += sprintf(res+pos, "##"); break;
case 'e':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf(res+pos, "%d", dt->dow);
else pos += sprintf(res+pos, "##"); break;
case 'F':
if(dt->dow >0 && dt->dow < 8) pos+=sprintf(res+pos, "%c", dt_day[dt->dow-1][0]);
else pos += sprintf(res+pos, "#"); break;
case 'H':
if(dt->hours >=0 && dt->hours < 24) pos+=sprintf(res+pos, "%02d", dt->hours);
else pos += sprintf(res+pos, "##"); break;
case 'h':
if(dt->hours >=0 && dt->hours < 24) pos+=sprintf(res+pos, "%d", dt->hours);
else pos += sprintf(res+pos, "##"); break;
case 'M':
if(dt->minutes >=0 && dt->minutes < 60) pos+=sprintf(res+pos, "%02d", dt->minutes);
else pos += sprintf(res+pos, "##"); break;
case 'm':
if(dt->minutes >=0 && dt->minutes < 60) pos+=sprintf(res+pos, "%d", dt->minutes);
else pos += sprintf(res+pos, "##"); break;
case 'S':
if(dt->seconds >=0.0 && dt->seconds < 60.0) pos+=sprintf(res+pos, "%02d", iround(secs));
else pos += sprintf(res+pos, "##"); break;
case 's':
if(dt->seconds >=0.0 && dt->seconds < 60.0) pos+=sprintf(res+pos, "%d", iround(secs));
else pos += sprintf(res+pos, "##"); break;
case 'T':
if(dt->seconds >=0.0 && dt->seconds < 60.0) pos+=sprintf(res+pos, "%02.2lf", dt->seconds);
else pos += sprintf(res+pos, "##.##"); break;
case 't':
if(dt->seconds >=0.0 && dt->seconds < 60.0) pos+=sprintf(res+pos, "%.2lf", dt->seconds);
else pos += sprintf(res+pos, "##.##"); break;
default:
pos += sprintf(res+pos, "%c", fmt[i]); break;
}
#endif
}
res[pos] = 0;
return res;
}
double date2value(rlp_datetime *dt)
{
double res;
if(!dt) return 0.0;
res = dt->seconds/60.0 + (double)dt->minutes;
res = res/60.0 + (double)dt->hours;
res = res/24.0 + (double)dt->aday;
return res;
}
void parse_datevalue(rlp_datetime *dt, double dv)
{
int i, j, d;
if(!dt || dv < 0.0) return;
if(dv > 1.0) {
dt->aday = (int)floor(dv);
dt->year = (int)(dv/365.2425);
d = (int)floor(dv);
do {
dt->doy = d - 365*dt->year;
dt->doy -= ((dt->year-1)>>2);
dt->doy += ((dt->year)/100);
dt->doy -= ((dt->year+300)/400);
if(dt->doy < 1) dt->year--;
}while(dt->doy < 1);
dt->year += 1900;
for(i = dt->month = 0, d = dt->doy; i < 12 && d > 0; i++) {
if(i == 1 && d > (j = (leapyear(dt->year)) ? 29 : 28)) d -= j;
else if(i != 1 && d > dt_monthl[i]) d -= dt_monthl[i];
else break;
}
dt->month = i+1; dt->dom = d;
}
dv -= floor(dv); dv *= 24.0;
dt->hours = (int)floor(dv); dv -= floor(dv);
dv *= 60.0; dt->minutes = (int)floor(dv);
dv -= floor(dv); dt->seconds = dv *60.0 + 1.0e-12;
if(dt->seconds > 59.9999) {
dt->seconds = 0.0; dt->minutes++;
if(dt->minutes == 60) {
dt->hours++; dt->minutes = 0;
}
}
}
static char *dt_popfmt[] = {"Z.V.Y H:M:S", "Z/V/Y H:M:S", "Z-V-Y H:M:S", "Z.X.Y H:M:S",
"Y.V.Z H:M:S", "Y-X-Z H:M:S", "H:M:S", 0L};
bool date_value(char *desc, char *fmt, double *value)
{
int i;
rlp_datetime dt;
dt.year = dt.aday = dt.doy = dt.month = dt.dom = dt.dow = dt.hours = dt.minutes = 0;
dt.seconds = 0.0;
if(!value || !desc || !desc[0]) return false;
if(fmt && fmt[0]) {
if(parse_date(&dt, desc, fmt)) {
*value = date2value(&dt); return true;
}
}
else {
if(parse_date(&dt, desc, defs.fmt_datetime)) {
*value = date2value(&dt); return true;
}
}
for(i=0; dt_popfmt[i]; i++) {
if(parse_date(&dt, desc, dt_popfmt[i])) {
*value = date2value(&dt); return true;
}
}
return false;
}
char *value_date(double dv, char *fmt)
{
rlp_datetime dt;
parse_datevalue(&dt, dv);
return date2text(&dt, fmt ? fmt : defs.fmt_date);
}
double now_today()
{
double res = 0.0;
time_t ti = time(0L);
#ifdef USE_WIN_SECURE
char dtbuff[80];
ctime_s(dtbuff, 80, &ti);
date_value(dtbuff+4, "x z H:M:S Y", &res);
#else
date_value(ctime(&ti)+4, "x z H:M:S Y", &res);
#endif
return res;
}
void split_date(double dv, int *y, int *mo, int *dom, int *dow, int *doy, int *h, int *m, double *s)
{
rlp_datetime dt;
parse_datevalue(&dt, dv);
set_dow(&dt);
if(y) *y = dt.year; if(mo) *mo = dt.month;
if(dom) *dom = dt.dom; if(dow) *dow = dt.dow;
if(doy) *doy = dt.doy; if(h) *h = dt.hours;
if(m) *m = dt.minutes; if(s) *s = dt.seconds;
}
//---------------------------------------------------------------------------
// Use the Delauney triangulation to create a 3D mesh of dispersed data
//
Triangle* Triangulate1(char *xr, char *yr, char *zr, DataObj *data)
{
AccRange *rX, *rY, *rZ;
int i, j, n, rx, cx, ry, cy, rz, cz;
double zMin;
fPOINT3D *da;
fRECT lim;
Triangle *trl, *trn;
Triangulate *tria;
rX = rY = rZ = 0L; trl = trn = 0L;
if((rX = new AccRange(xr)) && (rY = new AccRange(yr)) && (rZ = new AccRange(zr))
&& rX->GetFirst(&cx, &rx) && rY->GetFirst(&cy, &ry) && rZ->GetFirst(&cz, &rz)
&& (n = rX->CountItems()) && (da = (fPOINT3D*)malloc(n * sizeof(fPOINT3D)))
&& (trl = new Triangle()) && (trn = new Triangle())) {
//get minima and maxima
for(i = j = 0; i < n; i++) {
if(rX->GetNext(&cx, &rx) && rY->GetNext(&cy, &ry) && rZ->GetNext(&cz, &rz)) {
data->GetValue(rx, cx, &da[j].fx); data->GetValue(ry, cy, &da[j].fy);
data->GetValue(rz, cz, &da[j].fz); j++;
}
}
if(!j) {
free(da); delete rX; delete rY; delete rZ; return trl;
}
for(i = 0, j = n; i < n; i++) {
if(i) {
if(da[i].fx < lim.Xmin) lim.Xmin = da[i].fx; if(da[i].fx > lim.Xmax) lim.Xmax = da[i].fx;
if(da[i].fy < lim.Ymin) lim.Ymin = da[i].fy; if(da[i].fy > lim.Ymax) lim.Ymax = da[i].fy;
if(da[i].fz < zMin) zMin = da[i].fz;
}
else {
lim.Xmax = lim.Xmin = da[i].fx; lim.Ymax = lim.Ymin = da[i].fy; zMin = da[i].fz;
}
}
//setup two super triangles
trl->pt[0].fz = trl->pt[1].fz = trl->pt[2].fz = zMin;
trn->pt[0].fz = trn->pt[1].fz = trn->pt[2].fz = zMin;
trl->pt[0].fx = trn->pt[0].fx = trl->pt[2].fx = lim.Xmin;
trl->pt[0].fy = trn->pt[0].fy = trn->pt[1].fy = lim.Ymin;
trl->pt[1].fx = trn->pt[2].fx = trn->pt[1].fx = lim.Xmax;
trl->pt[1].fy = trn->pt[2].fy = trl->pt[2].fy = lim.Ymax;
trl->SetRect(); trn->SetRect();
trl->next = trn; trn->next = 0L;
//do triangulation
tria = new Triangulate(trl);
for(i = 0; i < n; i++) {
tria->AddVertex(&da[i]);
}
free(da);
}
if(rX) delete rX; if(rY) delete rY; if(rZ) delete rZ;
trl = tria->trl; delete tria; return trl;
}
Ribbon *SurfTria(GraphObj *parent, DataObj *data, char *xr, char *yr, char *zr)
{
Triangle *trl, *trc, *trn;
int i, j, n, npl;
double tmp;
Plane3D **planes;
trl = Triangulate1(xr, zr, yr, data);
for(i = 0, trc = trl; trc; i++) trc = trc->next;
if((n = i) && (planes = (Plane3D**)malloc(n*sizeof(Plane3D*))))
for(i = npl = 0, trc = trl; trc && i < n; i++) {
for(j = 0; j < 4; j++) { //swap y and z values;
tmp = trc->pt[j].fz; trc->pt[j].fz = trc->pt[j].fy; trc->pt[j].fy = tmp;
}
planes[npl++] = new Plane3D(0L, data, trc->pt, 4);
trn = trc->next; delete trc; trc = trn;
}
if(npl) return new Ribbon(parent, data, (GraphObj**)planes, npl);
return 0L;
}
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