/* * 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 dsignrank(double x, double n, int give_log) * double psignrank(double x, double n, int lower_tail, int log_p) * double qsignrank(double x, double n, int lower_tail, int log_p) * double rsignrank(double n) * * DESCRIPTION * * dsignrank The density of the Wilcoxon Signed Rank distribution. * psignrank The distribution function of the Wilcoxon Signed Rank * distribution. * qsignrank The quantile function of the Wilcoxon Signed Rank * distribution. * rsignrank Random variates from the Wilcoxon Signed Rank * distribution. */ #include "nmath.h" #include "dpq.h" static double *w; static int allocated_n; static void w_free(void) { if (!w) return; free((void *) w); w = 0; allocated_n = 0; } void signrank_free(void) { w_free(); } static void w_init_maybe(int n) { int u, c; u = n * (n + 1) / 2; c = (u / 2); if (w) { if(n != allocated_n) { w_free(); } else return; } if(!w) { w = (double *) calloc((size_t) c + 1, sizeof(double)); #ifdef MATHLIB_STANDALONE if (!w) MATHLIB_ERROR("%s", _("signrank allocation error")); #endif allocated_n = n; } } static double csignrank(int k, int n) { int c, u, j; #ifndef MATHLIB_STANDALONE R_CheckUserInterrupt(); #endif u = n * (n + 1) / 2; c = (u / 2); if (k < 0 || k > u) return 0; if (k > c) k = u - k; if (n == 1) return 1.; if (w[0] == 1.) return w[k]; w[0] = w[1] = 1.; for(j = 2; j < n+1; ++j) { int i, end = imin2(j*(j+1)/2, c); for(i = end; i >= j; --i) w[i] += w[i-j]; } return w[k]; } double dsignrank(double x, double n, int give_log) { double d; #ifdef IEEE_754 /* NaNs propagated correctly */ if (ISNAN(x) || ISNAN(n)) return(x + n); #endif n = R_forceint(n); if (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 > (n * (n + 1) / 2))) return(R_D__0); int nn = (int) n; w_init_maybe(nn); d = R_D_exp(log(csignrank((int) x, nn)) - n * M_LN2); return(d); } double psignrank(double x, double n, int lower_tail, int log_p) { int i; double f, p; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(n)) return(x + n); #endif if (!R_FINITE(n)) ML_WARN_return_NAN; n = R_forceint(n); if (n <= 0) ML_WARN_return_NAN; x = R_forceint(x + 1e-7); if (x < 0.0) return(R_DT_0); if (x >= n * (n + 1) / 2) return(R_DT_1); int nn = (int) n; w_init_maybe(nn); f = exp(- n * M_LN2); p = 0; if (x <= (n * (n + 1) / 4)) { for (i = 0; i <= x; i++) p += csignrank(i, nn) * f; } else { x = n * (n + 1) / 2 - x; for (i = 0; i < x; i++) p += csignrank(i, nn) * f; lower_tail = !lower_tail; /* p = 1 - p; */ } return(R_DT_val(p)); } /* psignrank() */ double qsignrank(double x, double n, int lower_tail, int log_p) { double f, p; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(n)) return(x + n); #endif if (!R_FINITE(x) || !R_FINITE(n)) ML_WARN_return_NAN; R_Q_P01_check(x); n = R_forceint(n); if (n <= 0) ML_WARN_return_NAN; if (x == R_DT_0) return(0); if (x == R_DT_1) return(n * (n + 1) / 2); if(log_p || !lower_tail) x = R_DT_qIv(x); /* lower_tail,non-log "p" */ int nn = (int) n; w_init_maybe(nn); f = exp(- n * M_LN2); p = 0; int q = 0; if (x <= 0.5) { x = x - 10 * DBL_EPSILON; for (;;) { p += csignrank(q, nn) * f; if (p >= x) break; q++; } } else { x = 1 - x + 10 * DBL_EPSILON; for (;;) { p += csignrank(q, nn) * f; if (p > x) { q = (int)(n * (n + 1) / 2 - q); break; } q++; } } return(q); } double rsignrank(double n) { int i, k; double r; #ifdef IEEE_754 /* NaNs propagated correctly */ if (ISNAN(n)) return(n); #endif n = R_forceint(n); if (n < 0) ML_WARN_return_NAN; if (n == 0) return(0); r = 0.0; k = (int) n; for (i = 0; i < k; ) { r += (++i) * floor(unif_rand() + 0.5); } return(r); }