author | Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com> |
Tue, 31 Aug 2010 16:34:26 +0300 | |
branch | RCL_3 |
changeset 43 | c1f20ce4abcf |
permissions | -rw-r--r-- |
43
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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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|
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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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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * |
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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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|
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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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|
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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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|
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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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|
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p_value = 1.0 - sum1 + sum2; |
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|
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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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|
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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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|
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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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// 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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96 |
|
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fprintf(stats[TEST_CUSUM], "\t\t CUMULATIVE SUMS (REVERSE) TEST\n"); |
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diff
changeset
|
98 |
fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
99 |
fprintf(stats[TEST_CUSUM], "\t\tCOMPUTATIONAL INFORMATION:\n"); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
100 |
fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
101 |
fprintf(stats[TEST_CUSUM], "\t\t(a) The maximum partial sum = %d\n", zrev); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
102 |
fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
103 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
104 |
if ( isNegative(p_value) || isGreaterThanOne(p_value) ) |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
105 |
fprintf(stats[TEST_CUSUM], "\t\tWARNING: P_VALUE IS OUT OF RANGE\n"); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
106 |
|
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
107 |
fprintf(stats[TEST_CUSUM], "%s\t\tp_value = %f\n\n", p_value < ALPHA ? "FAILURE" : "SUCCESS", p_value); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
108 |
fprintf(results[TEST_CUSUM], "%f\n", p_value); |
c1f20ce4abcf
Revision: 201035
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff
changeset
|
109 |
} |