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/*Mathlib : A C Library of Special FunctionsCopyright (C) 1999-2024 The R Core TeamThis program is free software; you can redistribute it and/or modifyit under the terms of the GNU General Public License as published bythe Free Software Foundation; either version 2 of the License, or (atyour option) any later version.This program is distributed in the hope that it will be useful, butWITHOUT ANY WARRANTY; without even the implied warranty ofMERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNUGeneral Public License for more details.You should have received a copy of the GNU General Public Licensealong with this program; if not, a copy is available athttps://www.R-project.org/Licenses/SYNOPSIS#include <Rmath.h>double dwilcox(double x, double m, double n, int give_log)double pwilcox(double x, double m, double n, int lower_tail, int log_p)double qwilcox(double x, double m, double n, int lower_tail, int log_p);double rwilcox(double m, double n)DESCRIPTIONdwilcox The density of the Wilcoxon distribution.pwilcox The distribution function of the Wilcoxon distribution.qwilcox The quantile function of the Wilcoxon distribution.rwilcox Random variates from the Wilcoxon distribution.*//*Note: the checks here for R_CheckUserInterrupt also do stack checking.calloc/free are remapped for use in R, so allocation checks are done there.freeing is completed by an on.exit action in the R wrappers.The Wilcoxon distribution is calculated using work from Andreas Loefflerhttps://upload.wikimedia.org/wikipedia/commons/f/f5/LoefflerWilcoxonMannWhitneyTest.pdfhttps://upload.wikimedia.org/wikipedia/de/1/19/MannWhitney_151102.pdf*/#include <limits.h>#include "nmath.h"#include "dpq.h"#ifndef MATHLIB_STANDALONE#include <R_ext/Utils.h>#endifstatic double *w; /* to store (one half of) the Wilcoxon distribution */static int *sigma;static int allocated_m, allocated_n, max_k;static intcwilcox_sigma(int k, int m, int n) {/* this is used in w_fill_to_k to calculate w */int s=0, d, iter1, iter2;/* the factors of k must be at most k */iter1 = m < k ? m : k;iter2 = m+n < k ? m+n : k;for (d = 1; d <= iter1; d++) s += (k%d==0)*d;for (d = n+1; d <= iter2; d++) s -= (k%d==0)*d;return s;}static voidw_fill_to_k(int m, int n, int new_k){/** lazily fill in the distribution up to new_k* store the last final index evaluated globally*/if(new_k < max_k) return;int i, k;double s;/* fill in the values for sigma */for(i=max_k+1; i<=new_k; i++)sigma[i] = cwilcox_sigma(i, m, n);/* fill in the values for the distribution */for (k=max_k+1; k<=new_k; k++) {if (k==0){w[0]=1; /* by definition 0 has only 1 partition */} else {s = 0;for (i = 0; i<k; i++){/* recursion formula */s += w[i]*sigma[k-i];}w[k] = s/k;}}max_k = new_k;return;}static voidw_init_maybe(int m, int n){/* if the size is 0 just return, no need to recall cwilcox_sigma */if (m==0 || n==0) return;/* if we need to resize, first free the existing array */if ((w || sigma) && (m > allocated_m || n > allocated_n))wilcox_free();if (!w || !sigma) { /* initialize w[] */w = (double *) calloc(((size_t) m*n)/2+1, sizeof(double));sigma = (int *) calloc(((size_t) m*n)/2+1, sizeof(int));#ifdef MATHLIB_STANDALONEif (!w || !sigma) MATHLIB_ERROR(_("wilcox allocation error %d"), 1);#endifallocated_m = m; allocated_n = n;max_k = -1;}}#ifndef MATHLIB_STANDALONEstatic int ic = 99999;#endif/* This counts the number of choices with statistic = k */static doublecwilcox(int k, int m, int n){int c, i, j,u = m * n;#ifndef MATHLIB_STANDALONEif (!ic--) {R_CheckUserInterrupt();ic = 99999;}#endifif (k < 0 || k > u)return(0);c = (int)(u / 2);if (k > c)k = u - k; /* hence k < floor(u / 2) */if (m < n) {i = m; j = n;} else {i = n; j = m;} /* hence i <= j *//* if any of these values are 0 we return k==0 */if (i == 0 || j == 0 || k == 0) return (k == 0);/** previous iterations called cwilcox(k, i, k) here if j>0 and k<j* however, I'm intentionally not doing that since `sigma` and `w` are* cached for fixed values of m,n. Swapping m,n will force a realloc* and lots of additional w_fill_to_k() calls.*//* initialize space for the distribution if it doesn't yet exist */if(!w || !sigma || i != allocated_m || j != allocated_n)w_init_maybe(i,j);/* fill in values up to k (caching results) */w_fill_to_k(i,j,k);return w[k];}double dwilcox(double x, double m, double n, int give_log){#ifdef IEEE_754/* NaNs propagated correctly */if (ISNAN(x) || ISNAN(m) || ISNAN(n))return(x + m + n);#endifm = R_forceint(m);n = R_forceint(n);if (m <= 0 || n <= 0)ML_WARN_return_NAN;if (R_nonint(x))return(R_D__0);x = R_forceint(x);if ((x < 0) || (x > m * n))return(R_D__0);if (m > INT_MAX)MATHLIB_ERROR("m(%g) > INT_MAX", m);if (n > INT_MAX)MATHLIB_ERROR("n(%g) > INT_MAX", n);if (x > INT_MAX)MATHLIB_ERROR("x(%g) > INT_MAX", x);int mm = (int) m, nn = (int) n, xx = (int) x;double d = give_log ?log(cwilcox(xx, mm, nn)) - lchoose(m + n, n) :cwilcox(xx, mm, nn) / choose(m + n, n);return(d);}/* args have the same meaning as R function pwilcox */double pwilcox(double q, double m, double n, int lower_tail, int log_p){#ifdef IEEE_754if (ISNAN(q) || ISNAN(m) || ISNAN(n))return(q + m + n);#endifif (!R_FINITE(m) || !R_FINITE(n))ML_WARN_return_NAN;m = R_forceint(m);n = R_forceint(n);if (m <= 0 || n <= 0)ML_WARN_return_NAN;q = floor(q + 1e-7);if (q < 0.0)return(R_DT_0);if (q >= m * n)return(R_DT_1);if (m > INT_MAX)MATHLIB_ERROR("m(%g) > INT_MAX", m);if (n > INT_MAX)MATHLIB_ERROR("n(%g) > INT_MAX", n);int mm = (int) m, nn = (int) n;double c = choose(m + n, n),p = 0;/* Use summation of probs over the shorter range */if (q <= (m * n / 2)) {for (int i = 0; i <= q; i++)p += cwilcox(i, mm, nn) / c;}else {q = m * n - q;for (int i = 0; i < q; i++)p += cwilcox(i, mm, nn) / c;lower_tail = !lower_tail; /* p = 1 - p; */}return(R_DT_val(p));} /* pwilcox *//* x is 'p' in R function qwilcox */double qwilcox(double x, double m, double n, int lower_tail, int log_p){#ifdef IEEE_754if (ISNAN(x) || ISNAN(m) || ISNAN(n))return(x + m + n);#endifif(!R_FINITE(x) || !R_FINITE(m) || !R_FINITE(n))ML_WARN_return_NAN;R_Q_P01_check(x);m = R_forceint(m);n = R_forceint(n);if (m <= 0 || n <= 0)ML_WARN_return_NAN;if (x == R_DT_0)return(0);if (x == R_DT_1)return(m * n);if(log_p || !lower_tail)x = R_DT_qIv(x); /* lower_tail,non-log "p" */if (m > INT_MAX)MATHLIB_ERROR("m(%g) > INT_MAX", m);if (n > INT_MAX)MATHLIB_ERROR("n(%g) > INT_MAX", n);int mm = (int) m, nn = (int) n;double c = choose(m + n, n),p = 0.;int q = 0;if (x <= 0.5) {x = x - 10 * DBL_EPSILON;for (;;) {p += cwilcox(q, mm, nn) / c;if (p >= x)break;q++;}}else {x = 1 - x + 10 * DBL_EPSILON;for (;;) {p += cwilcox(q, mm, nn) / c;if (p > x) {q = (int) (m * n - q);break;}q++;}}return(q);}double rwilcox(double m, double n){int i, j, k, *x;double r;#ifdef IEEE_754/* NaNs propagated correctly */if (ISNAN(m) || ISNAN(n))return(m + n);#endifm = R_forceint(m);n = R_forceint(n);if ((m < 0) || (n < 0))ML_WARN_return_NAN;if ((m == 0) || (n == 0))return(0);r = 0.0;if ((m + n) > INT_MAX)MATHLIB_ERROR("m+n(%g) > INT_MAX", m + n);k = (int) (m + n);x = (int *) calloc((size_t) k, sizeof(int));#ifdef MATHLIB_STANDALONEif (!x) MATHLIB_ERROR(_("wilcox allocation error %d"), 4);#endiffor (i = 0; i < k; i++)x[i] = i;for (i = 0; i < n; i++) {j = (int) R_unif_index(k);r += x[j];x[j] = x[--k];}free(x);return(r - n * (n - 1) / 2);}void wilcox_free(void){free(w);free(sigma);w = NULL; sigma = NULL;allocated_m = allocated_n = 0;max_k = -1;}