TestStatistic.c

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00001 
00009 #include "party.h"
00010 
00011 
00023 void C_standardize(const double *t, const double *mu, const double *Sigma, 
00024                    int pq, double tol, double *ans) {
00025                    
00026     int i;
00027     double sd;
00028     
00029     for (i = 0; i < pq; i++) {
00030         sd = Sigma[i*pq + i]; 
00031         if (sd > tol)
00032             ans[i] = (t[i] - mu[i])/sqrt(sd);
00033         else
00034             ans[i] = 0.0;
00035     }
00036 }
00037 
00038 
00049 void C_absstandardize(const double *t, const double *mu, const double *Sigma,
00050                       int pq, double tol, double *ans) {
00051                       
00052     C_standardize(t, mu, Sigma, pq, tol, ans);
00053     C_abs(ans, pq);
00054 }
00055 
00056 
00066 double C_maxabsTestStatistic(const double *t, const double *mu, const double *Sigma,
00067                              int pq, double tol) {
00068                            
00069      double *mem, ans;
00070      
00071      mem = Calloc(pq, double);
00072      C_absstandardize(t, mu, Sigma, pq, tol, mem);
00073      ans = C_max(mem, pq);
00074      Free(mem);
00075      return(ans);
00076 }
00077 
00078 
00087 SEXP R_maxabsTestStatistic(SEXP t, SEXP mu, SEXP Sigma, SEXP tol) {
00088 
00089      SEXP ans;
00090      int pq;
00091      
00092      pq = LENGTH(t);
00093      
00094      PROTECT(ans = allocVector(REALSXP, 1));
00095      REAL(ans)[0] = C_maxabsTestStatistic(REAL(t), REAL(mu), REAL(Sigma), pq, 
00096                                           REAL(tol)[0]);
00097      UNPROTECT(1);
00098      return(ans);
00099 }
00100 
00101 
00110 double C_quadformTestStatistic(const double *t, const double *mu, 
00111                                const double *SigmaPlus, int pq) {
00112 
00113     int i, j;
00114     double quadform = 0.0, *tmmu, *tmmuSigmaPlus;
00115 
00116     tmmu = Calloc(pq, double);
00117     for (i = 0; i < pq; i++)
00118         tmmu[i] = t[i] - mu[i];
00119     
00120     tmmuSigmaPlus = Calloc(pq, double);
00121     for (i = 0; i < pq; i++)  {
00122         tmmuSigmaPlus[i] = 0.0;
00123         for (j = 0; j < pq; j++)
00124             tmmuSigmaPlus[i] += tmmu[j] * SigmaPlus[i * pq + j];
00125         quadform += tmmuSigmaPlus[i] * tmmu[i];
00126     }
00127 
00128     Free(tmmu); Free(tmmuSigmaPlus);
00129     return(quadform);
00130 }
00131 
00132 
00140 SEXP R_quadformTestStatistic(SEXP t, SEXP mu, SEXP SigmaPlus) {
00141 
00142     SEXP ans;
00143     int pq;
00144     
00145     pq = LENGTH(t);
00146     PROTECT(ans = allocVector(REALSXP, 1));
00147     REAL(ans)[0] = C_quadformTestStatistic(REAL(t), 
00148                                            REAL(mu), REAL(SigmaPlus), pq);
00149     UNPROTECT(1);
00150     return(ans);
00151 }