src/math/np.c

   1 /* PSPP - a program for statistical analysis.
   2    Copyright (C) 2008, 2009, 2011 Free Software Foundation, Inc.
   3
   4    This program is free software: you can redistribute it and/or modify
   5    it under the terms of the GNU General Public License as published by
   6    the Free Software Foundation, either version 3 of the License, or
   7    (at your option) any later version.
   8
   9    This program is distributed in the hope that it will be useful,
  10    but WITHOUT ANY WARRANTY; without even the implied warranty of
  11    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  12    GNU General Public License for more details.
  13
  14    You should have received a copy of the GNU General Public License
  15    along with this program.  If not, see <http://www.gnu.org/licenses/>. */
  16
  17 #include <config.h>
  18
  19 #include "math/np.h"
  20
  21 #include <gsl/gsl_cdf.h>
  22 #include <math.h>
  23 #include <stdlib.h>
  24
  25 #include "data/case.h"
  26 #include "data/casewriter.h"
  27 #include "libpspp/cast.h"
  28 #include "libpspp/compiler.h"
  29 #include "libpspp/misc.h"
  30 #include "math/moments.h"
  31
  32 #include "gl/xalloc.h"
  33
  34 static void
  35 destroy (struct statistic *stat)
  36 {
  37   struct np *np = UP_CAST (stat, struct np, parent.parent);
  38   free (np);
  39 }
  40
  41 static void
  42 acc (struct statistic *s, const struct ccase *cx UNUSED,
  43      double c, double cc, double y)
  44 {
  45   struct np *np = UP_CAST (s, struct np, parent.parent);
  46   double rank = np->prev_cc + (c + 1) / 2.0;
  47
  48   double ns = gsl_cdf_ugaussian_Pinv (rank / (np->n + 1));
  49
  50   double z = (y - np->mean) / np->stddev;
  51
  52   double dns = z - ns;
  53
  54   maximize (&np->ns_max, ns);
  55   minimize (&np->ns_min, ns);
  56
  57   maximize (&np->dns_max, dns);
  58   minimize (&np->dns_min, dns);
  59
  60   maximize (&np->y_max, y);
  61   minimize (&np->y_min, y);
  62
  63   struct ccase *cp = case_create (casewriter_get_proto (np->writer));
  64   *case_num_rw_idx (cp, NP_IDX_Y) = y;
  65   *case_num_rw_idx (cp, NP_IDX_NS) = ns;
  66   *case_num_rw_idx (cp, NP_IDX_DNS) = dns;
  67   casewriter_write (np->writer, cp);
  68
  69   np->prev_cc = cc;
  70 }
  71
  72 /* Creates and returns a data structure whose accumulated results can be used
  73    to produce a normal probability plot.  The caller must supply the weighted
  74    sample size N and the mean MEAN and variance VAR of the distribution, then
  75    feed in the data with order_stats_accumulate() or
  76    order_stats_accumulate_idx().
  77
  78    There is no function to produce the results, which appear in "struct np" for
  79    passing directly to np_plot_create() or dnp_plot_create().
  80
  81    The caller must eventually destroy the returned structure, with
  82    statistic_destroy(). */
  83 struct np *
  84 np_create (double n, double mean, double var)
  85 {
  86   struct caseproto *proto = caseproto_create ();
  87   for (size_t i = 0; i < n_NP_IDX; i++)
  88     proto = caseproto_add_width (proto, 0);
  89   struct casewriter *writer = autopaging_writer_create (proto);
  90   caseproto_unref (proto);
  91
  92   struct np *np = xmalloc (sizeof *np);
  93   *np = (struct np) {
  94     .parent = {
  95       .parent = {
  96         .destroy = destroy,
  97       },
  98       .accumulate = acc,
  99     },
 100     .n = n,
 101     .mean = mean,
 102     .stddev = sqrt (var),
 103     .ns_min = DBL_MAX,
 104     .ns_max = -DBL_MAX,
 105     .dns_min = DBL_MAX,
 106     .dns_max = -DBL_MAX,
 107     .y_min = DBL_MAX,
 108     .y_max = -DBL_MAX,
 109     .writer = writer,
 110   };
 111   return np;
 112 }