/*
* Mathlib : A C Library of Special Functions
* Copyright (C) 1998 Ross Ihaka
* Copyright (C) 2000-9 The R Development Core Team
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, a copy is available at
* http://www.r-project.org/Licenses/
*/
package jdistlib;
import static java.lang.Math.*;
import static jdistlib.math.Constants.*;
import jdistlib.generic.GenericDistribution;
import jdistlib.math.MathFunctions;
import jdistlib.rng.RandomEngine;
public class SignRank extends GenericDistribution {
protected double[] w;
protected int n;
public SignRank(int n) {
this.n = n;
int c = (n * (n + 1) / 4);
w = new double[c+1];
}
protected double count(int k, int n) {
int c, u, j;
u = n * (n + 1) / 2;
c = (u / 2);
if (k < 0 || k > u)
return 0;
if (k > c)
k = u - k;
if (n == 1)
return 1.;
if (w[0] == 1.)
return w[k];
w[0] = w[1] = 1.;
for(j=2; j < n+1; ++j) {
int i, end = min(j*(j+1)/2, c);
for(i=end; i >= j; --i) {
w[i] += w[i-j];
}
}
return w[k];
}
public double density(int x, boolean give_log) {
double d;
/* NaNs propagated correctly */
if (Double.isNaN(x)) return(x + n);
//n = floor(n + 0.5);
//if (n <= 0) return Double.NaN;
// if (isNonInt(x)) return(R_D__0);
// x = floor(x + 0.5);
if ((x < 0) || (x > (n * (n + 1) / 2)))
return(give_log? Double.NEGATIVE_INFINITY : 0.);
//d = R_D_exp(log(csignrank(x, n)) - n * M_LN2);
d = log(count(x, n)) - n * M_LN2;
return (give_log ? (d) : exp(d));
}
public double cumulative(int x, boolean lower_tail, boolean log_p) {
int i;
double f, p;
if (Double.isNaN(x)) return(x + n);
//if (Double.isInfinite(n)) return Double.NaN;
//n = floor(n + 0.5);
//if (n <= 0) return Double.NaN;
//x = floor(x + 1e-7);
if (x < 0.0) return(lower_tail ? (log_p ? Double.NEGATIVE_INFINITY : 0.) : (log_p ? 0. : 1.));
if (x >= n * (n + 1) / 2)
return(lower_tail ? (log_p ? 0. : 1.) : (log_p ? Double.NEGATIVE_INFINITY : 0.));
f = exp(- n * M_LN2);
p = 0;
if (x <= (n * (n + 1) / 4)) {
for (i = 0; i <= x; i++)
p += count(i, n) * f;
}
else {
x = n * (n + 1) / 2 - x;
for (i = 0; i < x; i++)
p += count(i, n) * f;
lower_tail = !lower_tail; /* p = 1 - p; */
}
//return(R_DT_val(p));
return (lower_tail ? (log_p ? log(p) : (p)) : (log_p ? log1p(-(p)) : (0.5 - (p) + 0.5)));
}
public double quantile(double x, boolean lower_tail, boolean log_p) {
double f, p;//, q;
int q;
if (Double.isNaN(x)) return(x + n);
if (MathFunctions.isInfinite(x)) return Double.NaN;
//R_Q_P01_check(x);
if ((log_p && x > 0) || (!log_p && (x < 0 || x > 1)) ) return Double.NaN;
//n = floor(n + 0.5);
//if (n <= 0) return Double.NaN;
if (x == (lower_tail ? (log_p ? Double.NEGATIVE_INFINITY : 0.) : (log_p ? 0. : 1.)))
return(0);
if (x == (lower_tail ? (log_p ? 0. : 1.) : (log_p ? Double.NEGATIVE_INFINITY : 0.)))
return(n * (n + 1) / 2);
if(log_p || !lower_tail)
//x = R_DT_qIv(x); /* lower_tail,non-log "p" */
x = (log_p ? (lower_tail ? exp(x) : - expm1(x)) : (lower_tail ? (x) : (0.5 - (x) + 0.5)));
//w_init_maybe(n);
f = exp(- n * M_LN2);
p = 0;
q = 0;
if (x <= 0.5) {
x = x - 10 * DBL_EPSILON;
for (;;) {
p += count(q, n) * f;
if (p >= x)
break;
q++;
}
}
else {
x = 1 - x + 10 * DBL_EPSILON;
for (;;) {
p += count(q, n) * f;
if (p > x) {
q = n * (n + 1) / 2 - q;
break;
}
q++;
}
}
return(q);
}
public void setRandomEngine(RandomEngine rand)
{ random = rand; }
public RandomEngine getRandomEngine()
{ return random; }
public double random()
{ return random(random); }
public double random(RandomEngine rr) {
if (n == 0) return 0;
double r = 0.0;
for (int i = 0; i < n; )
r += (++i) * rint(rr.nextDouble()); // (++i) * floor(rr.nextDouble() + 0.5);
return r;
}
public double[] random(int n, RandomEngine r) {
double[] rand = new double[n];
for (int i = 0; i < n; i++)
rand[i] = random(r);
return rand;
}
@Override
public double density(double x, boolean log) {
return density((int) x, log);
}
@Override
public double cumulative(double p, boolean lower_tail, boolean log_p) {
return cumulative((int) p, lower_tail, log_p);
}
}
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