#include "mconf.h"
#include <float.h>
#include <math.h>
#include <assert.h>
#include "dd_real.h"

Include dependency graph for kolmogorov.c:

Classes
struct	ThreeProbs

Macros
#define	_MAX_EXPONENT 960

#define	add_dd dd_add_d_d

#define	add_DD dd_add

#define	add_Dd dd_add_dd_d

#define	add_dD dd_add_d_dd

#define	CLIP(X, LOW, HIGH) ((X) < LOW ? LOW : MIN(X, HIGH))

#define	div_dd dd_div_d_d

#define	div_DD dd_div

#define	div_Dd dd_div_dd_d

#define	div_dD dd_div_d_dd

#define	frexpD dd_frexp

#define	KOLMOG_CUTOVER 0.82

#define	ldexpD dd_ldexp

#define	log1pD dd_log1p

#define	logD dd_log

#define	LOGSQRT2PI 0.91893853320467274178032973640561764

#define	MAX(a, b) (((a) < (b)) ? (b) : (a))

#define	MIN(a, b) (((a) < (b)) ? (a) : (b))

#define	mul_dd dd_mul_d_d

#define	mul_DD dd_mul

#define	mul_Dd dd_mul_dd_d

#define	mul_dD dd_mul_d_dd

#define	neg_D dd_neg

#define	RETURN_3PROBS(PSF, PCDF, PDF)

#define	RETURN_M_E(MAND, EXPT)

#define	SM_UPPER_MAX_TERMS 3

#define	SM_UPPERSUM_MIN_N 10

#define	sub_dd dd_sub_d_d

#define	sub_DD dd_sub

#define	sub_Dd dd_sub_dd_d

#define	sub_dD dd_sub_d_dd

#define	valueD dd_to_double

Typedefs
typedef struct ThreeProbs	ThreeProbs

Functions
static double	_kolmogi (double psf, double pcdf)

static ThreeProbs	_kolmogorov (double x)

static ThreeProbs	_smirnov (int n, double x)

static double	_smirnovi (int n, double psf, double pcdf)

static int	_within_tol (double x, double y, double atol, double rtol)

static void	computeAv (int n, double x, int v, double2 Cman, int Cexpt, double2 pt1, double2 pt2, double2 *pAv)

double	kolmogc (double x)

double	kolmogci (double p)

double	kolmogi (double p)

double	kolmogorov (double x)

double	kolmogp (double x)

static double	logpow4 (double a, double b, double c, double d, int m)

static double2	logpow4_D (double a, double b, double c, double d, int m)

static double	modNX (int n, double x, int pNXFloor, double pNX)

static double	nextPowerOf2 (double x)

static double	pow2 (double a, double b, int m)

static double2	pow2Scaled_D (double2 a, int m, int *pExponent)

static double	pow4 (double a, double b, double c, double d, int m)

static double2	pow4_D (double a, double b, double c, double d, int m)

static double2	pow_D (double2 a, int m)

double	smirnov (int n, double d)

double	smirnovc (int n, double d)

double	smirnovci (int n, double p)

double	smirnovi (int n, double p)

double	smirnovp (int n, double d)

static void	updateBinomial (double2 Cman, int Cexpt, int n, int j)

Variables
static const double	_rtol = 2*DBL_EPSILON

static const double	_xtol = DBL_EPSILON

static const int	MIN_EXPABLE = (-708 - 38)

double	MINLOG

const int	SMIRNOV_MAX_COMPUTE_N = 1000000

Macro Definition Documentation

◆ _MAX_EXPONENT

#define _MAX_EXPONENT 960

Definition at line 549 of file kolmogorov.c.

◆ add_dd

#define add_dd dd_add_d_d

Definition at line 131 of file kolmogorov.c.

◆ add_DD

#define add_DD dd_add

Definition at line 136 of file kolmogorov.c.

◆ add_Dd

#define add_Dd dd_add_dd_d

Definition at line 140 of file kolmogorov.c.

◆ add_dD

#define add_dD dd_add_d_dd

Definition at line 141 of file kolmogorov.c.

◆ CLIP

#define CLIP	(	X,
		LOW,
		HIGH
	)	((X) < LOW ? LOW : MIN(X, HIGH))

Definition at line 85 of file kolmogorov.c.

◆ div_dd

#define div_dd dd_div_d_d

Definition at line 135 of file kolmogorov.c.

◆ div_DD

#define div_DD dd_div

Definition at line 139 of file kolmogorov.c.

◆ div_Dd

#define div_Dd dd_div_dd_d

Definition at line 146 of file kolmogorov.c.

◆ div_dD

#define div_dD dd_div_d_dd

Definition at line 147 of file kolmogorov.c.

◆ frexpD

#define frexpD dd_frexp

Definition at line 148 of file kolmogorov.c.

◆ KOLMOG_CUTOVER

#define KOLMOG_CUTOVER 0.82

Definition at line 63 of file kolmogorov.c.

◆ ldexpD

#define ldexpD dd_ldexp

Definition at line 149 of file kolmogorov.c.

◆ log1pD

#define log1pD dd_log1p

Definition at line 151 of file kolmogorov.c.

◆ logD

#define logD dd_log

Definition at line 150 of file kolmogorov.c.

◆ LOGSQRT2PI

#define LOGSQRT2PI 0.91893853320467274178032973640561764

Definition at line 100 of file kolmogorov.c.

◆ MAX

#define MAX	(	a,
		b
	)	(((a) < (b)) ? (b) : (a))

Definition at line 90 of file kolmogorov.c.

◆ MIN

#define MIN	(	a,
		b
	)	(((a) < (b)) ? (a) : (b))

Definition at line 87 of file kolmogorov.c.

◆ mul_dd

#define mul_dd dd_mul_d_d

Definition at line 133 of file kolmogorov.c.

◆ mul_DD

#define mul_DD dd_mul

Definition at line 138 of file kolmogorov.c.

◆ mul_Dd

#define mul_Dd dd_mul_dd_d

Definition at line 144 of file kolmogorov.c.

◆ mul_dD

#define mul_dD dd_mul_d_dd

Definition at line 145 of file kolmogorov.c.

◆ neg_D

#define neg_D dd_neg

Definition at line 134 of file kolmogorov.c.

◆ RETURN_3PROBS

#define RETURN_3PROBS	(	PSF,
		PCDF,
		PDF
	)

Value:

    ret.cdf = (PCDF);                 \
    ret.sf = (PSF);                   \
    ret.pdf = (PDF);                  \
    return ret;

Definition at line 110 of file kolmogorov.c.

◆ RETURN_M_E

#define RETURN_M_E	(	MAND,
		EXPT
	)

Value:

*pExponent = EXPT;\

return MAND;

Definition at line 551 of file kolmogorov.c.

◆ SM_UPPER_MAX_TERMS

#define SM_UPPER_MAX_TERMS 3

Definition at line 78 of file kolmogorov.c.

◆ SM_UPPERSUM_MIN_N

#define SM_UPPERSUM_MIN_N 10

Definition at line 79 of file kolmogorov.c.

◆ sub_dd

#define sub_dd dd_sub_d_d

Definition at line 132 of file kolmogorov.c.

◆ sub_DD

#define sub_DD dd_sub

Definition at line 137 of file kolmogorov.c.

◆ sub_Dd

#define sub_Dd dd_sub_dd_d

Definition at line 142 of file kolmogorov.c.

◆ sub_dD

#define sub_dD dd_sub_d_dd

Definition at line 143 of file kolmogorov.c.

◆ valueD

#define valueD dd_to_double

Definition at line 130 of file kolmogorov.c.

Typedef Documentation

◆ ThreeProbs

typedef struct ThreeProbs ThreeProbs

Function Documentation

◆ _kolmogi()

static double _kolmogi	(	double	psf,
		double	pcdf
	)

static

Definition at line 256 of file kolmogorov.c.

◆ _kolmogorov()

static ThreeProbs _kolmogorov ( double x )

static

Definition at line 159 of file kolmogorov.c.

◆ _smirnov()

static ThreeProbs _smirnov	(	int	n,
		double	x
	)

static

Definition at line 715 of file kolmogorov.c.

◆ _smirnovi()

static double _smirnovi	(	int	n,
		double	psf,
		double	pcdf
	)

static

Definition at line 903 of file kolmogorov.c.

◆ _within_tol()

static int _within_tol	(	double	x,
		double	y,
		double	atol,
		double	rtol
	)

static

Definition at line 120 of file kolmogorov.c.

◆ computeAv()

static void computeAv	(	int	n,
		double	x,
		int	v,
		double2	Cman,
		int	Cexpt,
		double2 *	pt1,
		double2 *	pt2,
		double2 *	pAv
	)

static

Definition at line 695 of file kolmogorov.c.

◆ kolmogc()

double kolmogc ( double x )

Definition at line 393 of file kolmogorov.c.

◆ kolmogci()

double kolmogci ( double p )

Definition at line 429 of file kolmogorov.c.

◆ kolmogi()

double kolmogi ( double p )

Definition at line 417 of file kolmogorov.c.

◆ kolmogorov()

double kolmogorov ( double x )

Definition at line 384 of file kolmogorov.c.

◆ kolmogp()

double kolmogp ( double x )

Definition at line 402 of file kolmogorov.c.

◆ logpow4()

static double logpow4	(	double	a,
		double	b,
		double	c,
		double	d,
		int	m
	)

static

Definition at line 684 of file kolmogorov.c.

◆ logpow4_D()

static double2 logpow4_D	(	double	a,
		double	b,
		double	c,
		double	d,
		int	m
	)

static

Definition at line 650 of file kolmogorov.c.

◆ modNX()

static double modNX	(	int	n,
		double	x,
		int *	pNXFloor,
		double *	pNX
	)

static

Definition at line 460 of file kolmogorov.c.

◆ nextPowerOf2()

static double nextPowerOf2 ( double x )

static

Definition at line 444 of file kolmogorov.c.

◆ pow2()

static double pow2	(	double	a,
		double	b,
		int	m
	)

static

Definition at line 540 of file kolmogorov.c.

◆ pow2Scaled_D()

static double2 pow2Scaled_D	(	double2	a,
		int	m,
		int *	pExponent
	)

static

Definition at line 557 of file kolmogorov.c.

◆ pow4()

static double pow4	(	double	a,
		double	b,
		double	c,
		double	d,
		int	m
	)

static

Definition at line 642 of file kolmogorov.c.

◆ pow4_D()

static double2 pow4_D	(	double	a,
		double	b,
		double	c,
		double	d,
		int	m
	)

static

Definition at line 619 of file kolmogorov.c.

◆ pow_D()

static double2 pow_D	(	double2	a,
		int	m
	)

static

Definition at line 508 of file kolmogorov.c.

◆ smirnov()

double smirnov	(	int	n,
		double	d
	)

Definition at line 1079 of file kolmogorov.c.

◆ smirnovc()

double smirnovc	(	int	n,
		double	d
	)

Definition at line 1090 of file kolmogorov.c.

◆ smirnovci()

double smirnovci	(	int	n,
		double	p
	)

Definition at line 1141 of file kolmogorov.c.

◆ smirnovi()

double smirnovi	(	int	n,
		double	p
	)

Definition at line 1132 of file kolmogorov.c.

◆ smirnovp()

double smirnovp	(	int	n,
		double	d
	)

Definition at line 1106 of file kolmogorov.c.

◆ updateBinomial()

static void updateBinomial	(	double2 *	Cman,
		int *	Cexpt,
		int	n,
		int	j
	)

static

Definition at line 495 of file kolmogorov.c.

Variable Documentation

◆ _rtol

const double _rtol = 2*DBL_EPSILON

static

Definition at line 117 of file kolmogorov.c.

◆ _xtol

const double _xtol = DBL_EPSILON

static

Definition at line 116 of file kolmogorov.c.

◆ MIN_EXPABLE

const int MIN_EXPABLE = (-708 - 38)

static

Definition at line 97 of file kolmogorov.c.

◆ MINLOG

double MINLOG

Definition at line 60 of file const.c.

◆ SMIRNOV_MAX_COMPUTE_N

const int SMIRNOV_MAX_COMPUTE_N = 1000000

Definition at line 70 of file kolmogorov.c.

Classes

Macros

Typedefs

Functions

Variables

Macro Definition Documentation

◆ _MAX_EXPONENT

◆ add_dd

◆ add_DD

◆ add_Dd

◆ add_dD

◆ CLIP

◆ div_dd

◆ div_DD

◆ div_Dd

◆ div_dD

◆ frexpD

◆ KOLMOG_CUTOVER

◆ ldexpD

◆ log1pD

◆ logD

◆ LOGSQRT2PI

◆ MAX

◆ MIN

◆ mul_dd

◆ mul_DD

◆ mul_Dd

◆ mul_dD

◆ neg_D

◆ RETURN_3PROBS

◆ RETURN_M_E

◆ SM_UPPER_MAX_TERMS

◆ SM_UPPERSUM_MIN_N

◆ sub_dd

◆ sub_DD

◆ sub_Dd

◆ sub_dD

◆ valueD

Typedef Documentation

◆ ThreeProbs

Function Documentation

◆ _kolmogi()

◆ _kolmogorov()

◆ _smirnov()

◆ _smirnovi()

◆ _within_tol()

◆ computeAv()

◆ kolmogc()

◆ kolmogci()

◆ kolmogi()

◆ kolmogorov()

◆ kolmogp()

◆ logpow4()

◆ logpow4_D()

◆ modNX()

◆ nextPowerOf2()

◆ pow2()

◆ pow2Scaled_D()

◆ pow4()

◆ pow4_D()

◆ pow_D()

◆ smirnov()

◆ smirnovc()

◆ smirnovci()

◆ smirnovi()

◆ smirnovp()

◆ updateBinomial()

Variable Documentation

◆ _rtol

◆ _xtol

◆ MIN_EXPABLE

◆ MINLOG

◆ SMIRNOV_MAX_COMPUTE_N