/* Mathlib : A C Library of Special Functions Copyright (C) 1999-2014 The R Core Team This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, a copy is available at https://www.R-project.org/Licenses/ SYNOPSIS #include double dwilcox(double x, double m, double n, int give_log) double pwilcox(double x, double m, double n, int lower_tail, int log_p) double qwilcox(double x, double m, double n, int lower_tail, int log_p); double rwilcox(double m, double n) DESCRIPTION dwilcox The density of the Wilcoxon distribution. pwilcox The distribution function of the Wilcoxon distribution. qwilcox The quantile function of the Wilcoxon distribution. rwilcox Random variates from the Wilcoxon distribution. */ /* Note: the checks here for R_CheckInterrupt also do stack checking. calloc/free are remapped for use in R, so allocation checks are done there. freeing is completed by an on.exit action in the R wrappers. */ #include "nmath.h" #include "dpq.h" #ifndef MATHLIB_STANDALONE #include #endif static double ***w; /* to store cwilcox(i,j,k) -> w[i][j][k] */ static int allocated_m, allocated_n; static void w_free(int m, int n) { int i, j; for (i = m; i >= 0; i--) { for (j = n; j >= 0; j--) { if (w[i][j] != 0) free((void *) w[i][j]); } free((void *) w[i]); } free((void *) w); w = 0; allocated_m = allocated_n = 0; } static void w_init_maybe(int m, int n) { int i; if (m > n) { i = n; n = m; m = i; } if (w && (m > allocated_m || n > allocated_n)) w_free(allocated_m, allocated_n); /* zeroes w */ if (!w) { /* initialize w[][] */ m = imax2(m, WILCOX_MAX); n = imax2(n, WILCOX_MAX); w = (double ***) calloc((size_t) m + 1, sizeof(double **)); #ifdef MATHLIB_STANDALONE if (!w) MATHLIB_ERROR(_("wilcox allocation error %d"), 1); #endif for (i = 0; i <= m; i++) { w[i] = (double **) calloc((size_t) n + 1, sizeof(double *)); #ifdef MATHLIB_STANDALONE /* the apparent leak here in the in-R case should be swept up by the on.exit action */ if (!w[i]) { /* first free all earlier allocations */ w_free(i-1, n); MATHLIB_ERROR(_("wilcox allocation error %d"), 2); } #endif } allocated_m = m; allocated_n = n; } } static void w_free_maybe(int m, int n) { if (m > WILCOX_MAX || n > WILCOX_MAX) w_free(m, n); } /* This counts the number of choices with statistic = k */ static double cwilcox(int k, int m, int n) { int c, u, i, j, l; #ifndef MATHLIB_STANDALONE R_CheckUserInterrupt(); #endif u = m * n; if (k < 0 || k > u) return(0); c = (int)(u / 2); if (k > c) k = u - k; /* hence k <= floor(u / 2) */ if (m < n) { i = m; j = n; } else { i = n; j = m; } /* hence i <= j */ if (j == 0) /* and hence i == 0 */ return (k == 0); /* We can simplify things if k is small. Consider the Mann-Whitney definition, and sort y. Then if the statistic is k, no more than k of the y's can be <= any x[i], and since they are sorted these can only be in the first k. So the count is the same as if there were just k y's. */ if (j > 0 && k < j) return cwilcox(k, i, k); if (w[i][j] == 0) { w[i][j] = (double *) calloc((size_t) c + 1, sizeof(double)); #ifdef MATHLIB_STANDALONE if (!w[i][j]) MATHLIB_ERROR(_("wilcox allocation error %d"), 3); #endif for (l = 0; l <= c; l++) w[i][j][l] = -1; } if (w[i][j][k] < 0) { if (j == 0) /* and hence i == 0 */ w[i][j][k] = (k == 0); else w[i][j][k] = cwilcox(k - j, i - 1, j) + cwilcox(k, i, j - 1); } return(w[i][j][k]); } double dwilcox(double x, double m, double n, int give_log) { double d; #ifdef IEEE_754 /* NaNs propagated correctly */ if (ISNAN(x) || ISNAN(m) || ISNAN(n)) return(x + m + n); #endif m = R_forceint(m); n = R_forceint(n); if (m <= 0 || n <= 0) ML_WARN_return_NAN; if (fabs(x - R_forceint(x)) > 1e-7) return(R_D__0); x = R_forceint(x); if ((x < 0) || (x > m * n)) return(R_D__0); int mm = (int) m, nn = (int) n, xx = (int) x; w_init_maybe(mm, nn); d = give_log ? log(cwilcox(xx, mm, nn)) - lchoose(m + n, n) : cwilcox(xx, mm, nn) / choose(m + n, n); return(d); } /* args have the same meaning as R function pwilcox */ double pwilcox(double q, double m, double n, int lower_tail, int log_p) { int i; double c, p; #ifdef IEEE_754 if (ISNAN(q) || ISNAN(m) || ISNAN(n)) return(q + m + n); #endif if (!R_FINITE(m) || !R_FINITE(n)) ML_WARN_return_NAN; m = R_forceint(m); n = R_forceint(n); if (m <= 0 || n <= 0) ML_WARN_return_NAN; q = floor(q + 1e-7); if (q < 0.0) return(R_DT_0); if (q >= m * n) return(R_DT_1); int mm = (int) m, nn = (int) n; w_init_maybe(mm, nn); c = choose(m + n, n); p = 0; /* Use summation of probs over the shorter range */ if (q <= (m * n / 2)) { for (i = 0; i <= q; i++) p += cwilcox(i, mm, nn) / c; } else { q = m * n - q; for (i = 0; i < q; i++) p += cwilcox(i, mm, nn) / c; lower_tail = !lower_tail; /* p = 1 - p; */ } return(R_DT_val(p)); } /* pwilcox */ /* x is 'p' in R function qwilcox */ double qwilcox(double x, double m, double n, int lower_tail, int log_p) { double c, p; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(m) || ISNAN(n)) return(x + m + n); #endif if(!R_FINITE(x) || !R_FINITE(m) || !R_FINITE(n)) ML_WARN_return_NAN; R_Q_P01_check(x); m = R_forceint(m); n = R_forceint(n); if (m <= 0 || n <= 0) ML_WARN_return_NAN; if (x == R_DT_0) return(0); if (x == R_DT_1) return(m * n); if(log_p || !lower_tail) x = R_DT_qIv(x); /* lower_tail,non-log "p" */ int mm = (int) m, nn = (int) n; w_init_maybe(mm, nn); c = choose(m + n, n); p = 0; int q = 0; if (x <= 0.5) { x = x - 10 * DBL_EPSILON; for (;;) { p += cwilcox(q, mm, nn) / c; if (p >= x) break; q++; } } else { x = 1 - x + 10 * DBL_EPSILON; for (;;) { p += cwilcox(q, mm, nn) / c; if (p > x) { q = (int) (m * n - q); break; } q++; } } return(q); } double rwilcox(double m, double n) { int i, j, k, *x; double r; #ifdef IEEE_754 /* NaNs propagated correctly */ if (ISNAN(m) || ISNAN(n)) return(m + n); #endif m = R_forceint(m); n = R_forceint(n); if ((m < 0) || (n < 0)) ML_WARN_return_NAN; if ((m == 0) || (n == 0)) return(0); r = 0.0; k = (int) (m + n); x = (int *) calloc((size_t) k, sizeof(int)); #ifdef MATHLIB_STANDALONE if (!x) MATHLIB_ERROR(_("wilcox allocation error %d"), 4); #endif for (i = 0; i < k; i++) x[i] = i; for (i = 0; i < n; i++) { j = (int) R_unif_index(k); r += x[j]; x[j] = x[--k]; } free(x); return(r - n * (n - 1) / 2); } void wilcox_free(void) { w_free_maybe(allocated_m, allocated_n); }