cvmw2n.c

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#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "local_proto.h"
 
double *Cdhc_cramer_von_mises(double *x, int n)
{
    int i;
    static double y[2];
    double mean = 0.0, sdx = 0.0, fx, sqrt2, *xcopy;
 
    sqrt2 = sqrt((double)2.0);
    y[1] = 0.0;
 
    if ((xcopy = (double *)malloc(n * sizeof(double))) == NULL) {
        fprintf(stderr, "Memory error in Cdhc_cramer_von_mises\n");
        exit(EXIT_FAILURE);
    }
 
    for (i = 0; i < n; ++i) {
        xcopy[i] = x[i];
        mean += x[i];
        sdx += x[i] * x[i];
    }
    sdx = sqrt((n * sdx - mean * mean) / (n * (n - 1.0)));
    mean /= n;
 
    qsort(xcopy, n, sizeof(double), Cdhc_dcmp);
 
    for (i = 0; i < n; ++i) {
        fx = 0.5 + Cdhc_normp((xcopy[i] - mean) / sdx / sqrt2) / 2.0;
        if (fx <= 1e-5)
            fx = 1e-5;
 
        if (fx >= 0.99999)
            fx = 0.99999;
 
        fx -= (2.0 * i + 1.0) / (2.0 * n);
        y[1] += fx * fx;
    }
    y[1] += 1.0 / (double)(n * 12);
    y[0] = y[1] * (0.5 / n + 1.0);
 
#ifdef NOISY
    fprintf(stdout, "  TEST9  CVM(N) =%10.4f\n", y[0]);
#endif /* NOISY */
 
    free(xcopy);
 
    return y;
}