/* * R : A Computer Language for Statistical Data Analysis * Copyright (C) 1999-2016 The R 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 * https://www.R-project.org/Licenses/ */ /* Kendall's rank correlation tau and its exact distribution in case of no ties */ #include #include #include // for floor #include /* and the exact distribution of T = (n * (n - 1) * tau + 1) / 4, which is -- if there are no ties -- the number of concordant ordered pairs */ static double ckendall(int k, int n, double **w) { int i, u; double s; u = (n * (n - 1) / 2); if ((k < 0) || (k > u)) return(0); if (w[n] == 0) { w[n] = (double *) R_alloc(u + 1, sizeof(double)); memset(w[n], '\0', sizeof(double) * (u+1)); for (i = 0; i <= u; i++) w[n][i] = -1; } if (w[n][k] < 0) { if (n == 1) w[n][k] = (k == 0); else { s = 0; for (i = 0; i < n; i++) s += ckendall(k - i, n - 1, w); w[n][k] = s; } } return(w[n][k]); } #if 0 void dkendall(int *len, double *x, int *n) { int i; double **w; w = (double **) R_alloc(*n + 1, sizeof(double *)); for (i = 0; i < *len; i++) if (fabs(x[i] - floor(x[i] + 0.5)) > 1e-7) { x[i] = 0; } else { x[i] = ckendall((int)x[i], *n) / gammafn(*n + 1, w); } } #endif static void pkendall(int len, double *Q, double *P, int n) { int i, j; double p, q; double **w; w = (double **) R_alloc(n + 1, sizeof(double *)); memset(w, '\0', sizeof(double*) * (n+1)); for (i = 0; i < len; i++) { q = floor(Q[i] + 1e-7); if (q < 0) P[i] = 0; else if (q > (n * (n - 1) / 2)) P[i] = 1; else { p = 0; for (j = 0; j <= q; j++) p += ckendall(j, n, w); P[i] = p / gammafn(n + 1); } } } #include SEXP pKendall(SEXP q, SEXP sn) { q = PROTECT(coerceVector(q, REALSXP)); int len = LENGTH(q), n = asInteger(sn); SEXP p = PROTECT(allocVector(REALSXP, len)); pkendall(len, REAL(q), REAL(p), n); UNPROTECT(2); return p; }