cvmw2e.c

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#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "local_proto.h"


double *cramer_von_mises_exp(double *x, int n)
{
    static double y[2];
    double *xcopy, mean = 0.0, fx, fn2, sum4 = 0.0;
    int i;

    if ((xcopy = (double *)malloc(n * sizeof(double))) == NULL) {
        fprintf(stderr, "Memory error in cramer_von_mises_exp\n");
        exit(EXIT_FAILURE);
    }

    for (i = 0; i < n; ++i) {
        xcopy[i] = x[i];
        mean += x[i];
    }
    mean /= n;

    qsort(xcopy, n, sizeof(double), dcmp);

    for (i = 0; i < n; ++i) {

    /*-
    a = (2 * i + 1) * log (fx);
    b = (2 * i + 1) * (xcopy[n-i-1] * (-1.0 / mean));
    sum3 += a + b;
    */
        fx = 1 - exp(xcopy[i] * (-1.0 / mean));
        fn2 = (double)(2.0 * i + 1) / (2 * n);
        sum4 += (fx - fn2) * (fx - fn2);
    }

  /*-
  cvm = 1.0 / (n * 12) + sum4;
  cvmod = cvm * (0.16 / n + 1.0);
  */
    y[0] = (1.0 / (n * 12) + sum4) * (0.16 / n + 1.0);

#ifdef NOISY
    fprintf(stdout, "  TEST16 CVM(E) =%10.4f\n", y[0]);
#endif /* NOISY */

    free(xcopy);

    return y;
}