1 /*

     2 * Portions Copyright (c) 2009 Nokia Corporation and/or its subsidiary(-ies).

     3 * All rights reserved.

     4 * This component and the accompanying materials are made available

     5 * under the terms of "Eclipse Public License v1.0"

     6 * which accompanies this distribution, and is available

     7 * at the URL "http://www.eclipse.org/legal/epl-v10.html".

     8 *

     9 * Initial Contributors:

    10 * Nokia Corporation - initial contribution.

    11 *

    12 * Contributors:

    13 *

    14 * Description: 

    15 * The original NIST Statistical Test Suite code is placed in public domain.

    16 * (http://csrc.nist.gov/groups/ST/toolkit/rng/documentation_software.html) 

    17 * 

    18 * This software was developed at the National Institute of Standards and Technology by 

    19 * employees of the Federal Government in the course of their official duties. Pursuant

    20 * to title 17 Section 105 of the United States Code this software is not subject to 

    21 * copyright protection and is in the public domain. The NIST Statistical Test Suite is

    22 * an experimental system. NIST assumes no responsibility whatsoever for its use by other 

    23 * parties, and makes no guarantees, expressed or implied, about its quality, reliability, 

    24 * or any other characteristic. We would appreciate acknowledgment if the software is used.

    25 */

    26 

    27 #include "openc.h"

    28 #include "../include/externs.h"

    29 #include "../include/cephes.h"

    30 

    31 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *

    32 		    C U M U L A T I V E  S U M S  T E S T

    33  * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */

    34 

    35 void

    36 CumulativeSums(int n)

    37 {

    38 	int	   S, sup, inf;

    39 	int    z = 0;

    40 	int    zrev = 0;

    41 	int    k;

    42 	double	sum1, sum2, p_value;

    43 

    44 	S = 0;

    45 	sup = 0;

    46 	inf = 0;

    47 	for ( k=0; k<n; k++ ) {

    48 		epsilon[k] ? S++ : S--;

    49 		if ( S > sup )

    50 			sup++;

    51 		if ( S < inf )

    52 			inf--;

    53 		z = (sup > -inf) ? sup : -inf;

    54 		zrev = (sup-S > S-inf) ? sup-S : S-inf;

    55 	}

    56 	

    57 	// forward

    58 	sum1 = 0.0;

    59 	for ( k=(-n/z+1)/4; k<=(n/z-1)/4; k++ ) {

    60 		sum1 += cephes_normal(((4*k+1)*z)/sqrt(n));

    61 		sum1 -= cephes_normal(((4*k-1)*z)/sqrt(n));

    62 	}

    63 	sum2 = 0.0;

    64 	for ( k=(-n/z-3)/4; k<=(n/z-1)/4; k++ ) {

    65 		sum2 += cephes_normal(((4*k+3)*z)/sqrt(n));

    66 		sum2 -= cephes_normal(((4*k+1)*z)/sqrt(n));

    67 	}

    68 

    69 	p_value = 1.0 - sum1 + sum2;

    70 	

    71 	fprintf(stats[TEST_CUSUM], "\t\t      CUMULATIVE SUMS (FORWARD) TEST\n");

    72 	fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");

    73 	fprintf(stats[TEST_CUSUM], "\t\tCOMPUTATIONAL INFORMATION:\n");

    74 	fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");

    75 	fprintf(stats[TEST_CUSUM], "\t\t(a) The maximum partial sum = %d\n", z);

    76 	fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");

    77 

    78 	if ( isNegative(p_value) || isGreaterThanOne(p_value) )

    79 		fprintf(stats[TEST_CUSUM], "\t\tWARNING:  P_VALUE IS OUT OF RANGE\n");

    80 

    81 	fprintf(stats[TEST_CUSUM], "%s\t\tp_value = %f\n\n", p_value < ALPHA ? "FAILURE" : "SUCCESS", p_value);

    82 	fprintf(results[TEST_CUSUM], "%f\n", p_value);

    83 		

    84 	// backwards

    85 	sum1 = 0.0;

    86 	for ( k=(-n/zrev+1)/4; k<=(n/zrev-1)/4; k++ ) {

    87 		sum1 += cephes_normal(((4*k+1)*zrev)/sqrt(n));

    88 		sum1 -= cephes_normal(((4*k-1)*zrev)/sqrt(n));

    89 	}

    90 	sum2 = 0.0;

    91 	for ( k=(-n/zrev-3)/4; k<=(n/zrev-1)/4; k++ ) {

    92 		sum2 += cephes_normal(((4*k+3)*zrev)/sqrt(n));

    93 		sum2 -= cephes_normal(((4*k+1)*zrev)/sqrt(n));

    94 	}

    95 	p_value = 1.0 - sum1 + sum2;

    96 

    97 	fprintf(stats[TEST_CUSUM], "\t\t      CUMULATIVE SUMS (REVERSE) TEST\n");

    98 	fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");

    99 	fprintf(stats[TEST_CUSUM], "\t\tCOMPUTATIONAL INFORMATION:\n");

   100 	fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");

   101 	fprintf(stats[TEST_CUSUM], "\t\t(a) The maximum partial sum = %d\n", zrev);

   102 	fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n");

   103 

   104 	if ( isNegative(p_value) || isGreaterThanOne(p_value) )

   105 		fprintf(stats[TEST_CUSUM], "\t\tWARNING:  P_VALUE IS OUT OF RANGE\n");

   106 

   107 	fprintf(stats[TEST_CUSUM], "%s\t\tp_value = %f\n\n", p_value < ALPHA ? "FAILURE" : "SUCCESS", p_value);

   108 	fprintf(results[TEST_CUSUM], "%f\n", p_value);

   109 }