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/*
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* Portions Copyright (c) 2009 Nokia Corporation and/or its subsidiary(-ies).
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* All rights reserved.
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* This component and the accompanying materials are made available
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* under the terms of "Eclipse Public License v1.0"
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* which accompanies this distribution, and is available
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* at the URL "http://www.eclipse.org/legal/epl-v10.html".
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*
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* Initial Contributors:
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* Nokia Corporation - initial contribution.
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*
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* Contributors:
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*
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* Description:
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* The original NIST Statistical Test Suite code is placed in public domain.
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* (http://csrc.nist.gov/groups/ST/toolkit/rng/documentation_software.html)
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*
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* This software was developed at the National Institute of Standards and Technology by
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* employees of the Federal Government in the course of their official duties. Pursuant
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* to title 17 Section 105 of the United States Code this software is not subject to
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* copyright protection and is in the public domain. The NIST Statistical Test Suite is
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* an experimental system. NIST assumes no responsibility whatsoever for its use by other
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* parties, and makes no guarantees, expressed or implied, about its quality, reliability,
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* or any other characteristic. We would appreciate acknowledgment if the software is used.
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*/
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#include "openc.h"
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#include "../include/externs.h"
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#include "../include/cephes.h"
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
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C U M U L A T I V E S U M S T E S T
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* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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void
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CumulativeSums(int n)
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{
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int S, sup, inf;
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int z = 0;
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int zrev = 0;
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int k;
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double sum1, sum2, p_value;
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S = 0;
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sup = 0;
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inf = 0;
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for ( k=0; k<n; k++ ) {
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epsilon[k] ? S++ : S--;
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if ( S > sup )
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sup++;
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if ( S < inf )
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inf--;
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z = (sup > -inf) ? sup : -inf;
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zrev = (sup-S > S-inf) ? sup-S : S-inf;
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}
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// forward
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sum1 = 0.0;
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for ( k=(-n/z+1)/4; k<=(n/z-1)/4; k++ ) {
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sum1 += cephes_normal(((4*k+1)*z)/sqrt(n));
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sum1 -= cephes_normal(((4*k-1)*z)/sqrt(n));
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}
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sum2 = 0.0;
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for ( k=(-n/z-3)/4; k<=(n/z-1)/4; k++ ) {
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sum2 += cephes_normal(((4*k+3)*z)/sqrt(n));
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sum2 -= cephes_normal(((4*k+1)*z)/sqrt(n));
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}
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p_value = 1.0 - sum1 + sum2;
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fprintf(stats[TEST_CUSUM], "\t\t CUMULATIVE SUMS (FORWARD) TEST\n");
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fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");
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fprintf(stats[TEST_CUSUM], "\t\tCOMPUTATIONAL INFORMATION:\n");
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fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");
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fprintf(stats[TEST_CUSUM], "\t\t(a) The maximum partial sum = %d\n", z);
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fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");
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if ( isNegative(p_value) || isGreaterThanOne(p_value) )
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fprintf(stats[TEST_CUSUM], "\t\tWARNING: P_VALUE IS OUT OF RANGE\n");
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fprintf(stats[TEST_CUSUM], "%s\t\tp_value = %f\n\n", p_value < ALPHA ? "FAILURE" : "SUCCESS", p_value);
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fprintf(results[TEST_CUSUM], "%f\n", p_value);
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// backwards
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sum1 = 0.0;
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for ( k=(-n/zrev+1)/4; k<=(n/zrev-1)/4; k++ ) {
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sum1 += cephes_normal(((4*k+1)*zrev)/sqrt(n));
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sum1 -= cephes_normal(((4*k-1)*zrev)/sqrt(n));
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}
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sum2 = 0.0;
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for ( k=(-n/zrev-3)/4; k<=(n/zrev-1)/4; k++ ) {
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sum2 += cephes_normal(((4*k+3)*zrev)/sqrt(n));
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sum2 -= cephes_normal(((4*k+1)*zrev)/sqrt(n));
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}
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p_value = 1.0 - sum1 + sum2;
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fprintf(stats[TEST_CUSUM], "\t\t CUMULATIVE SUMS (REVERSE) TEST\n");
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fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");
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fprintf(stats[TEST_CUSUM], "\t\tCOMPUTATIONAL INFORMATION:\n");
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fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");
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fprintf(stats[TEST_CUSUM], "\t\t(a) The maximum partial sum = %d\n", zrev);
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fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");
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if ( isNegative(p_value) || isGreaterThanOne(p_value) )
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fprintf(stats[TEST_CUSUM], "\t\tWARNING: P_VALUE IS OUT OF RANGE\n");
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fprintf(stats[TEST_CUSUM], "%s\t\tp_value = %f\n\n", p_value < ALPHA ? "FAILURE" : "SUCCESS", p_value);
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fprintf(results[TEST_CUSUM], "%f\n", p_value);
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}
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