Adding upstream version 1.9.14.
Signed-off-by: Daniel Baumann <daniel@debian.org>
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136
ent/chisq.c
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136
ent/chisq.c
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/*
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Compute probability of measured Chi Square value.
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This code was developed by Gary Perlman of the Wang
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Institute (full citation below) and has been minimally
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modified for use in this program.
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*/
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#include <math.h>
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/*HEADER
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Module: z.c
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Purpose: compute approximations to normal z distribution probabilities
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Programmer: Gary Perlman
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Organization: Wang Institute, Tyngsboro, MA 01879
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Copyright: none
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Tabstops: 4
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*/
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#define Z_MAX 6.0 /* maximum meaningful z value */
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/*FUNCTION poz: probability of normal z value */
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/*ALGORITHM
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Adapted from a polynomial approximation in:
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Ibbetson D, Algorithm 209
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Collected Algorithms of the CACM 1963 p. 616
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Note:
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This routine has six digit accuracy, so it is only useful for absolute
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z values < 6. For z values >= to 6.0, poz() returns 0.0.
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*/
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static double /*VAR returns cumulative probability from -oo to z */
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poz(const double z) /*VAR normal z value */
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{
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double y, x, w;
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if (z == 0.0) {
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x = 0.0;
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} else {
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y = 0.5 * fabs(z);
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if (y >= (Z_MAX * 0.5)) {
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x = 1.0;
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} else if (y < 1.0) {
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w = y * y;
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x = ((((((((0.000124818987 * w
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-0.001075204047) * w +0.005198775019) * w
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-0.019198292004) * w +0.059054035642) * w
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-0.151968751364) * w +0.319152932694) * w
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-0.531923007300) * w +0.797884560593) * y * 2.0;
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} else {
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y -= 2.0;
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x = (((((((((((((-0.000045255659 * y
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+0.000152529290) * y -0.000019538132) * y
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-0.000676904986) * y +0.001390604284) * y
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-0.000794620820) * y -0.002034254874) * y
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+0.006549791214) * y -0.010557625006) * y
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+0.011630447319) * y -0.009279453341) * y
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+0.005353579108) * y -0.002141268741) * y
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+0.000535310849) * y +0.999936657524;
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}
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}
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return (z > 0.0 ? ((x + 1.0) * 0.5) : ((1.0 - x) * 0.5));
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}
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/*
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Module: chisq.c
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Purpose: compute approximations to chisquare distribution probabilities
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Contents: pochisq()
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Uses: poz() in z.c (Algorithm 209)
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Programmer: Gary Perlman
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Organization: Wang Institute, Tyngsboro, MA 01879
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Copyright: none
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Tabstops: 4
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*/
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#define LOG_SQRT_PI 0.5723649429247000870717135 /* log (sqrt (pi)) */
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#define I_SQRT_PI 0.5641895835477562869480795 /* 1 / sqrt (pi) */
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#define BIGX 20.0 /* max value to represent exp (x) */
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#define ex(x) (((x) < -BIGX) ? 0.0 : exp(x))
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/*FUNCTION pochisq: probability of chi sqaure value */
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/*ALGORITHM Compute probability of chi square value.
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Adapted from:
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Hill, I. D. and Pike, M. C. Algorithm 299
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Collected Algorithms for the CACM 1967 p. 243
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Updated for rounding errors based on remark in
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ACM TOMS June 1985, page 185
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*/
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double pochisq(
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const double ax, /* obtained chi-square value */
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const int df /* degrees of freedom */
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)
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{
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double x = ax;
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double a, y=0, s;
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double e, c, z;
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int even; /* true if df is an even number */
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if (x <= 0.0 || df < 1) {
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return 1.0;
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}
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a = 0.5 * x;
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even = (2 * (df / 2)) == df;
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if (df > 1) {
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y = ex(-a);
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}
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s = (even ? y : (2.0 * poz(-sqrt(x))));
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if (df > 2) {
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x = 0.5 * (df - 1.0);
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z = (even ? 1.0 : 0.5);
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if (a > BIGX) {
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e = (even ? 0.0 : LOG_SQRT_PI);
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c = log(a);
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while (z <= x) {
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e = log(z) + e;
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s += ex(c * z - a - e);
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z += 1.0;
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}
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return (s);
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} else {
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e = (even ? 1.0 : (I_SQRT_PI / sqrt(a)));
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c = 0.0;
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while (z <= x) {
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e = e * (a / z);
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c = c + e;
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z += 1.0;
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}
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return (c * y + s);
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}
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} else {
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return s;
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}
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}
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