/* nag_runs_test (g08eac) Example Program. * * Copyright 2000 Numerical Algorithms Group. * * Mark 6, 2000. * * Mark 8 revised, 2004 */ #include #include #include #include #include int main(void) { /* Integer scalar and array declarations */ Integer exit_status = 0; Integer nruns, lstate; Integer *state = 0; /* NAG structures */ NagError fail; /* Double scalar and array declarations */ double chi, df, p, *x = 0; /* Choose the base generator */ Nag_BaseRNG genid = Nag_Basic; Integer subid = 0; /* Set the seed */ Integer seed[] = { 324213 }; Integer lseed = 1; /* Set the size of the (randomly generated) dataset */ Integer n = 10000; /* Set the the length of the longest run */ Integer max_run = 6; /* Initialise the error structure */ INIT_FAIL(fail); printf("nag_runs_test (g08eac) Example Program Results\n"); /* Get the length of the state array */ lstate = -1; nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Allocate arrays */ if (!(x = NAG_ALLOC(n, double)) || !(state = NAG_ALLOC(lstate, Integer))) { printf("Allocation failure\n"); exit_status = -1; goto END; } /* Initialise the generator to a repeatable sequence */ nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Generate vector of n uniform variates between 0.0 and 1.0 */ nag_rand_uniform(n, 0.0, 1.0, state, x, &fail); /* nag_runs_test (g08eac). * Performs the runs up or runs down test for randomness */ nag_runs_test(n, x, max_run, &nruns, &chi, &df, &p, &fail); /* Display the results */ if (fail.code == NE_NOERROR || fail.code == NE_G08EA_RUNS) { printf("\n"); printf("Total number of runs found = %10ld\n", nruns); if (fail.code == NE_G08EA_RUNS) printf( "** Note : the number of runs requested were not found.\n"); printf("\n"); printf("Chisq = %10.4f\n", chi); printf("DF = %8.2f\n", df); printf("Prob = %10.4f\n", p); } else { printf("Error from nag_runs_test (g08eac).\n%s\n", fail.message); exit_status = 1; goto END; } END: if (x) NAG_FREE(x); if (state) NAG_FREE(state); return exit_status; }