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1 /* |
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2 * Portions Copyright (c) 2009 Nokia Corporation and/or its subsidiary(-ies). |
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3 * All rights reserved. |
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4 * This component and the accompanying materials are made available |
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5 * under the terms of "Eclipse Public License v1.0" |
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6 * which accompanies this distribution, and is available |
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7 * at the URL "http://www.eclipse.org/legal/epl-v10.html". |
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8 * |
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9 * Initial Contributors: |
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10 * Nokia Corporation - initial contribution. |
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11 * |
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12 * Contributors: |
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13 * |
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14 * Description: |
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15 * The original NIST Statistical Test Suite code is placed in public domain. |
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16 * (http://csrc.nist.gov/groups/ST/toolkit/rng/documentation_software.html) |
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17 * |
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18 * This software was developed at the National Institute of Standards and Technology by |
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19 * employees of the Federal Government in the course of their official duties. Pursuant |
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20 * to title 17 Section 105 of the United States Code this software is not subject to |
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21 * copyright protection and is in the public domain. The NIST Statistical Test Suite is |
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22 * an experimental system. NIST assumes no responsibility whatsoever for its use by other |
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23 * parties, and makes no guarantees, expressed or implied, about its quality, reliability, |
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24 * or any other characteristic. We would appreciate acknowledgment if the software is used. |
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25 */ |
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26 |
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27 #include "openc.h" |
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28 #include "../include/externs.h" |
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29 #include "../include/cephes.h" |
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30 |
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31 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * |
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32 C U M U L A T I V E S U M S T E S T |
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33 * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ |
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34 |
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35 void |
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36 CumulativeSums(int n) |
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37 { |
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38 int S, sup, inf; |
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39 int z = 0; |
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40 int zrev = 0; |
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41 int k; |
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42 double sum1, sum2, p_value; |
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43 |
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44 S = 0; |
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45 sup = 0; |
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46 inf = 0; |
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47 for ( k=0; k<n; k++ ) { |
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48 epsilon[k] ? S++ : S--; |
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49 if ( S > sup ) |
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50 sup++; |
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51 if ( S < inf ) |
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52 inf--; |
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53 z = (sup > -inf) ? sup : -inf; |
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54 zrev = (sup-S > S-inf) ? sup-S : S-inf; |
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55 } |
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56 |
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57 // forward |
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58 sum1 = 0.0; |
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59 for ( k=(-n/z+1)/4; k<=(n/z-1)/4; k++ ) { |
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60 sum1 += cephes_normal(((4*k+1)*z)/sqrt(n)); |
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61 sum1 -= cephes_normal(((4*k-1)*z)/sqrt(n)); |
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62 } |
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63 sum2 = 0.0; |
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64 for ( k=(-n/z-3)/4; k<=(n/z-1)/4; k++ ) { |
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65 sum2 += cephes_normal(((4*k+3)*z)/sqrt(n)); |
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66 sum2 -= cephes_normal(((4*k+1)*z)/sqrt(n)); |
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67 } |
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68 |
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69 p_value = 1.0 - sum1 + sum2; |
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70 |
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71 fprintf(stats[TEST_CUSUM], "\t\t CUMULATIVE SUMS (FORWARD) TEST\n"); |
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72 fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
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73 fprintf(stats[TEST_CUSUM], "\t\tCOMPUTATIONAL INFORMATION:\n"); |
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74 fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
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75 fprintf(stats[TEST_CUSUM], "\t\t(a) The maximum partial sum = %d\n", z); |
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76 fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
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77 |
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78 if ( isNegative(p_value) || isGreaterThanOne(p_value) ) |
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79 fprintf(stats[TEST_CUSUM], "\t\tWARNING: P_VALUE IS OUT OF RANGE\n"); |
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80 |
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81 fprintf(stats[TEST_CUSUM], "%s\t\tp_value = %f\n\n", p_value < ALPHA ? "FAILURE" : "SUCCESS", p_value); |
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82 fprintf(results[TEST_CUSUM], "%f\n", p_value); |
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83 |
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84 // backwards |
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85 sum1 = 0.0; |
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86 for ( k=(-n/zrev+1)/4; k<=(n/zrev-1)/4; k++ ) { |
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87 sum1 += cephes_normal(((4*k+1)*zrev)/sqrt(n)); |
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88 sum1 -= cephes_normal(((4*k-1)*zrev)/sqrt(n)); |
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89 } |
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90 sum2 = 0.0; |
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91 for ( k=(-n/zrev-3)/4; k<=(n/zrev-1)/4; k++ ) { |
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92 sum2 += cephes_normal(((4*k+3)*zrev)/sqrt(n)); |
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93 sum2 -= cephes_normal(((4*k+1)*zrev)/sqrt(n)); |
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94 } |
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95 p_value = 1.0 - sum1 + sum2; |
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96 |
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97 fprintf(stats[TEST_CUSUM], "\t\t CUMULATIVE SUMS (REVERSE) TEST\n"); |
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98 fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
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99 fprintf(stats[TEST_CUSUM], "\t\tCOMPUTATIONAL INFORMATION:\n"); |
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100 fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
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101 fprintf(stats[TEST_CUSUM], "\t\t(a) The maximum partial sum = %d\n", zrev); |
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102 fprintf(stats[TEST_CUSUM], "\t\t-------------------------------------------\n"); |
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103 |
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104 if ( isNegative(p_value) || isGreaterThanOne(p_value) ) |
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105 fprintf(stats[TEST_CUSUM], "\t\tWARNING: P_VALUE IS OUT OF RANGE\n"); |
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106 |
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107 fprintf(stats[TEST_CUSUM], "%s\t\tp_value = %f\n\n", p_value < ALPHA ? "FAILURE" : "SUCCESS", p_value); |
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108 fprintf(results[TEST_CUSUM], "%f\n", p_value); |
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109 } |