runs_test.c File Reference

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <string.h>
#include "include/runs_test.h"
#include "include/normaldistr.h"

Include dependency graph for runs_test.c:

Go to the source code of this file.

Functions
int	runs_test (double *data1, double *data2, int N, double alpha, double *p)
void	residuals (double *d1, double *d2, int Nr, int *Rnr, int *Nminus, int *Nplus)
int	mrl_between_tacs (double y1[], double y2[], int n)

---

Function Documentation

int mrl_between_tacs	(	double	y1[],
		double	y2[],
		int	n
	)

Calculates the maximum run length between given two arrays of data.

Returns:

Returns the MRL.

Definition at line 148 of file runs_test.c.

void residuals	(	double *	d1,
		double *	d2,
		int	Nr,
		int *	Rnr,
		int *	Nminus,
		int *	Nplus
	)

Residuals function calculates the nr of runs (a sequence of consecutive positive or negative residuals) and nr of negative and positive residuals for two data arrays.

Returns:

Returns 0, if ok.

Parameters:

d1	double array with data points
d2	double array with data points
Nr	number of data points in both arrays
Rnr	nr of runs
Nminus	nr of negative residuals
Nplus	nr of positive residuals

Definition at line 100 of file runs_test.c.

Referenced by runs_test(), and test_runst().

int runs_test	(	double *	data1,
		double *	data2,
		int	N,
		double	alpha,
		double *	p
	)

Runs_test function tests if residuals of two data arrays are independent.

Returns:

Returns 0, if residuals are independent, -1, if residuals are dependent and >0 in case of an error.

Parameters:

data1	double array with data points
data2	double array with data points
N	number of data points in both arrays
alpha	significance level percentage (set to negative value to use default 5%)
p	calculated probability p; enter NULL if not needed

Definition at line 56 of file runs_test.c.

References ndtr(), R, and residuals().

Referenced by test_runst().

Here is the call graph for this function: