dcdflib_prb.c

计算各种随机分布的密度函数

{
  double ccdf_compute;
  double ccdf_lookup;
  double cdf_compute;
  double cdf_lookup;
  int n_data;
  double ompr;
  int s;
  double s_double;
  double pr;
  int x;
  double x_double;

  cout << "\n";
  cout << "TEST13\n";
  cout << "  CUMBIN computes the Binomial CDF\n";
  cout << "    and the complementary CDF.\n";
  cout << "  BINOMIAL_CDF_VALUES looks up some values.\n";
  cout << "\n";
  cout << "   X   S    Pr       CDF           CDF\n";
  cout << "                    (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    binomial_cdf_values ( &n_data, &x, &pr, &s, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    ompr = 1.0E+00 - pr;

    s_double = ( double ) s;
    x_double = ( double ) x;

    cumbin ( &s_double, &x_double, &pr, &ompr, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(2)  << s           << "  "
         << setw(2)  << x           << "  "
         << setw(8)  << pr          << "  "
         << setw(12) << cdf_lookup  << "  "
         << setw(12) << cdf_compute << "\n";
  }

  cout << "\n";
  cout << "   X   S    Pr       1-CDF         CCDF\n";
  cout << "                    (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    binomial_cdf_values ( &n_data, &x, &pr, &s, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    ccdf_lookup = 1.0E+00 - cdf_lookup;

    ompr = 1.0E+00 - pr;

    s_double = ( double ) s;
    x_double = ( double ) x;

    cumbin ( &s_double, &x_double, &pr, &ompr, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(2)  << s            << "  "
         << setw(2)  << x            << "  "
         << setw(8)  << pr           << "  "
         << setw(12) << ccdf_lookup  << "  "
         << setw(12) << ccdf_compute << "\n";
  }

  return;
}
//****************************************************************************80

void test14 ( void )

//****************************************************************************80
//
//  Purpose:
//
//    TEST14 tests CUMCHI, CHI_SQUARE_CDF_VALUES.
//
{
  double ccdf_compute;
  double ccdf_lookup;
  double cdf_compute;
  double cdf_lookup;
  int df;
  double df_double;
  int n_data;
  double x;

  cout << "\n";
  cout << "TEST14\n";
  cout << "  CUMCHI computes the chi square CDF\n";
  cout << "    and the complementary CDF.\n";
  cout << "  CHI_SQUARE_CDF_VALUES looks up some values.\n";
  cout << "\n";
  cout << "    X       DF    CDF           CDF\n";
  cout << "                 (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    chi_square_cdf_values ( &n_data, &df, &x, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    df_double = ( double ) df;

    cumchi ( &x, &df_double, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(8)  << x           << "  "
         << setw(2)  << df          << "  "
         << setw(12) << cdf_lookup  << "  "
         << setw(12) << cdf_compute << "\n";
  }

  cout << "\n";
  cout << "    X       DF    1-CDF         CCDF\n";
  cout << "                 (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    chi_square_cdf_values ( &n_data, &df, &x, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    ccdf_lookup = 1.0E+00 - cdf_lookup;

    df_double = ( double ) df;

    cumchi ( &x, &df_double, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(8)  << x            << "  "
         << setw(2)  << df           << "  "
         << setw(12) << ccdf_lookup  << "  "
         << setw(12) << ccdf_compute << "\n";
  }

  return;
}
//****************************************************************************80

void test15 ( void )

//****************************************************************************80
//
//  Purpose:
//
//    TEST15 tests CUMCHN, CHI_NONCENTRAL_CDF_VALUES.
//
{
  double ccdf_compute;
  double ccdf_lookup;
  double cdf_compute;
  double cdf_lookup;
  int df;
  double df_double;
  double lambda;
  int n_data;
  double x;

  cout << "\n";
  cout << "TEST15\n";
  cout << "  CUMCHN computes the cumulative density\n";
  cout << "    function for the noncentral chi-squared\n";
  cout << "    distribution.\n";
  cout << "  CHI_NONCENTRAL_CDF_VALUES looks up some values.\n";
  cout << "\n";
  cout << "    DF    Lambda    X         CDF           CDF\n";
  cout << "                             (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    chi_noncentral_cdf_values ( &n_data, &x, &lambda, &df, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    df_double = ( double ) df;

    cumchn ( &x, &df_double, &lambda, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(6)  << df          << "  "
         << setw(8)  << lambda      << "  "
         << setw(8)  << x           << "  "
         << setw(12) << cdf_lookup  << "  "
         << setw(12) << cdf_compute << "\n";
  }

  cout << "\n";
  cout << "    DF    Lambda    X         1-CDF         CCDF\n";
  cout << "                             (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    chi_noncentral_cdf_values ( &n_data, &x, &lambda, &df, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    ccdf_lookup = 1.0E+00 - cdf_lookup;

    df_double = ( double ) df;

    cumchn ( &x, &df_double, &lambda, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(6)  << df           << "  "
         << setw(8)  << lambda       << "  "
         << setw(8)  << x            << "  "
         << setw(12) << ccdf_lookup  << "  "
         << setw(12) << ccdf_compute << "\n";
  }

  return;
}
//****************************************************************************80

void test16 ( void )

//****************************************************************************80
//
//  Purpose:
//
//    TEST16 tests CUMF, F_CDF_VALUES.
//
{
  double ccdf_compute;
  double ccdf_lookup;
  double cdf_compute;
  double cdf_lookup;
  int dfd;
  double dfd_double;
  int dfn;
  double dfn_double;
  int n_data;
  double x;

  cout << "\n";
  cout << "TEST16\n";
  cout << "  CUMF computes the F CDF\n";
  cout << "    and the complementary CDF.\n";
  cout << "  F_CDF_VALUES looks up some values.\n";
  cout << "\n";
  cout << "    X      DFN DFD    CDF           CDF\n";
  cout << "                     (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    f_cdf_values ( &n_data, &dfn, &dfd, &x, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    dfn_double = ( double ) dfn;
    dfd_double = ( double ) dfd;

    cumf ( &x, &dfn_double, &dfd_double, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(8)  << x           << "  "
         << setw(2)  << dfn         << "  "
         << setw(2)  << dfd         << "  "
         << setw(12) << cdf_lookup  << "  "
         << setw(12) << cdf_compute << "\n";

  }

  cout << "\n";
  cout << "    X      DFN DFD    1-CDF         CCDF\n";
  cout << "                     (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    f_cdf_values ( &n_data, &dfn, &dfd, &x, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    ccdf_lookup = 1.0E+00 - cdf_lookup;

    dfn_double = ( double ) dfn;
    dfd_double = ( double ) dfd;

    cumf ( &x, &dfn_double, &dfd_double, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(8)  << x            << "  "
         << setw(2)  << dfn          << "  "
         << setw(2)  << dfd          << "  "
         << setw(12) << ccdf_lookup  << "  "
         << setw(12) << ccdf_compute << "\n";
  }

  return;
}
//****************************************************************************80

void test17 ( void )

//****************************************************************************80
//
//  Purpose:
//
//    TEST17 tests CUMFNC, F_NONCENTRAL_CDF_VALUES.
//
{
  double ccdf_compute;
  double ccdf_lookup;
  double cdf_compute;
  double cdf_lookup;
  int dfd;
  double dfd_double;
  int dfn;
  double dfn_double;
  double lambda;
  int n_data;
  double x;

  cout << "\n";
  cout << "TEST17\n";
  cout << "  CUMFNC computes the noncentral F CDF\n";
  cout << "    and the complementary CDF.\n";
  cout << "  F_NONCENTRAL_CDF_VALUES looks up some values.\n";
  cout << "\n";
  cout << "    X      DFN DFD    LAMBDA    CDF           CDF\n";
  cout << "                               (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    f_noncentral_cdf_values ( &n_data, &dfn, &dfd, &lambda, &x, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    dfn_double = ( double ) dfn;
    dfd_double = ( double ) dfd;

    cumfnc ( &x, &dfn_double, &dfd_double, &lambda, &cdf_compute, 
      &ccdf_compute );

    cout << "  "
         << setw(8)  << x           << "  "
         << setw(2)  << dfn         << "  "
         << setw(2)  << dfd         << "  "
         << setw(8)  << lambda      << "  "
         << setw(12) << cdf_lookup  << "  "
         << setw(12) << cdf_compute << "\n";
  }

  cout << "\n";
  cout << "    X      DFN DFD    LAMBDA    1-CDF         CCDF\n";
  cout << "                               (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    f_noncentral_cdf_values ( &n_data, &dfn, &dfd, &lambda, &x, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    ccdf_lookup = 1.0E+00 - cdf_lookup;

    dfn_double = ( double ) dfn;
    dfd_double = ( double ) dfd;

    cumfnc ( &x, &dfn_double, &dfd_double, &lambda, &cdf_compute, 
      &ccdf_compute );

    cout << "  "
         << setw(8)  << x            << "  "
         << setw(2)  << dfn          << "  "
         << setw(2)  << dfd          << "  "
         << setw(8)  << lambda       << "  "
         << setw(12) << ccdf_lookup  << "  "
         << setw(12) << ccdf_compute << "\n";
  }

  return;
}
//****************************************************************************80

void test18 ( void )

//****************************************************************************80
//
//  Purpose:
//
//    TEST18 tests CUMGAM, GAMMA_INC_VALUES.
//
{
  double a;
  double ccdf_compute;
  double ccdf_lookup;
  double cdf_compute;
  double cdf_lookup;
  int n_data;
  double x;

  cout << "\n";
  cout << "TEST18\n";
  cout << "  CUMGAM computes the Gamma CDF\n";
  cout << "    and the complementary CDF.\n";
  cout << "  GAMMA_INC_VALUES looks up some values.\n";
  cout << "\n";
  cout << "    A         X         CDF           CDF\n";
  cout << "                        (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    gamma_inc_values ( &n_data, &a, &x, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    cumgam ( &x, &a, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(8)  << a           << "  "
         << setw(8)  << x           << "  "
         << setw(12) << cdf_lookup  << "  "
         << setw(12) << cdf_compute << "\n";
  }

  cout << "\n";
  cout << "    A         X         CDF           CDF\n";
  cout << "                        (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    gamma_inc_values ( &n_data, &a, &x, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }

    ccdf_lookup = 1.0E+00 - cdf_lookup;

    cumgam ( &x, &a, &cdf_compute, &ccdf_compute );

    cout << "  "
         << setw(8)  << a            << "  "
         << setw(8)  << x            << "  "
         << setw(12) << ccdf_lookup  << "  "
         << setw(12) << ccdf_compute << "\n";
  }

  return;
}
//****************************************************************************80

void test19 ( void )

//****************************************************************************80
//
//  Purpose:
//
//    TEST19 tests CUMNBN, NEGATIVE_BINOMIAL_CDF_VALUES.
//
{
  double ccdf_compute;
  double ccdf_lookup;
  double cdf_compute;
  double cdf_lookup;
  int f;
  double f_double;
  int n_data;
  double ompr;
  int s;
  double s_double;
  double pr;

  cout << "\n";
  cout << "TEST19\n";
  cout << "  CUMNBN computes the Negative Binomial CDF\n";
  cout << "    and the complementary CDF.\n";
  cout << "  NEGATIVE_BINOMIAL_CDF_VALUES looks up some values.\n";
  cout << "\n";
  cout << "   F   S    Pr       CDF           CDF\n";
  cout << "                     (Lookup)      (Computed)\n";
  cout << "\n";

  n_data = 0;

  for ( ; ; )
  {
    negative_binomial_cdf_values ( &n_data, &f, &s, &pr, &cdf_lookup );

    if ( n_data == 0 )
    {
      break;
    }