runs_test.c File Reference

Runs test: defines if residuals of two data arrays are independent. More...

#include "libtpcmodel.h"

Go to the source code of this file.

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

Detailed Description

Runs test: defines if residuals of two data arrays are independent.

Author

Kaisa Liukko, Vesa Oikonen

Definition in file runs_test.c.

Function Documentation

mrl_between_tacs()

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 103 of file runs_test.c.

  {
  int mrl=0, rl=0;
  char last_sign=0, sign;
 
  if(y1==NULL || y2==NULL) return(0);
  for(int i=0; i<n; i++) {
    if(isnan(y1[i]) || isnan(y2[i])) continue;
    if(y1[i]>y2[i]) sign=1; else if(y1[i]<y2[i]) sign=-1; else sign=0;
    if(sign!=last_sign) {
      rl=0; last_sign=sign;
    } else {
      if(sign!=0) {rl++; if(rl>mrl) mrl=rl;}
    }
  }
  return(mrl);
}

residuals()

int 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 56 of file runs_test.c.

  {
  if(d1==NULL || d2==NULL || Nr<1 || Rnr==NULL || Nminus==NULL || Nplus==NULL) return(1);
 
  int i, *sign;
  double *res;
 
  /* Allocate memory for residuals */
  res=(double*)malloc((Nr)*sizeof(double));
  sign=(int*)malloc((Nr)*sizeof(int));
  if(res==NULL || sign==NULL) return(2);
 
  /* get residuals into res, nr of negative residuals in Nminus */
  /* nr of positive residuals into Nplus */
  /* Sign of each residual is saved into sign */
  /* and if sign is different from the last residual, increase runs nr */
  *Nminus=0; *Nplus=0; *Rnr=1;
  for(i=0; i<Nr; i++) {
    res[i]=d1[i]-d2[i];
    if(res[i]<0.0) {
      *Nminus+=1; sign[i]=-1;
    } else {
      *Nplus+=1; sign[i]=1;
    }
    if(i>0) if(sign[i]!=sign[i-1]) *Rnr+=1;
  }
  free(res); free(sign);
  return(0);
}

Referenced by runs_test().

runs_test()

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 12 of file runs_test.c.

  {
  int R=1, Nneg=0, Npos=0, NN;
  double expect, var, Z, pvalue=0.0, a, b;
  if(alpha<=0.0) alpha=5.0;
 
  residuals(data1, data2, N, &R, &Nneg, &Npos);
  //printf("* R=%d  Nneg=%d  Npos=%d\n", R, Nneg, Npos); 
 
  /* Expectation value for R. See Cobelli p. 262*/
  NN=2*Nneg*Npos;
  if(NN<1) {if(p!=NULL) *p=pvalue; return -1;}
  expect=(double)NN/(double)N + 1.0;
 
  /* Variance for R. See Cobelli Eq 8.6.4 p. 262*/
  a=(double)NN*(double)(NN-N); b=(double)(N-1)*(double)N*(double)N;
  var=a/b;
 
  /* R->Z that tends to _standardized_ normal distribution */
  Z=((double)R-expect)/sqrt(var); // printf("  Z=%g\n", Z);
  /* Get propability of getting value Z from normal distribution*/
  pvalue=ndtr(Z); if(p!=NULL) *p=pvalue;
 
  if (pvalue<0.01*alpha) return -1;
  else return 0;
}