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calculate classical or weighted Smirnov statistic
#include <suplib/stats.h> int stcalc( int icw, int nx, int ny, double *x, double *y, int *k, int **m, double *dstats );
int icw
classical (1) or weighted (2) Smirnov statistic
int nx
The number of observations in the first sample
int ny
The number of observations in the second sample
double *x
input: The first sample
double *y
input: The second sample
int *k
output: The number of categories in the pooled sample
int **m
output: The number of observations in each category.
double *dstats
output: the calculated statistics
stcalc
calculates statistics, number of categories
(i.e. unique values in the sample) in the pooled
sample and numbers of observations falling into each category
for the two-sample Smirnov tests for arbitrary distributions.
The following statistics are calculated.
The number of categories is returned via the k
argument. The
address of an integer array with *k
elements holding the
number of observations per category is returned via m
.
stcalc
allocates the array; the calling routine must free it.
The statistics are written to the dstats
parameter, which
is a caller-allocated array of minimum length 3.
The return value of the subroutine may have the following possible values.
0
no error
1
the nx
< 1 or ny
< 1
2
allocation of workspace failed
Original by Andrei M. Nikiforov C transcription by Diab Jerius
This code is copyrighted by the Royal Statistical Society. It may be distributed provided that no fee is charged.
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