/* Mathlib : A C Library of Special Functions Copyright (C) 1999-2024 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/ SYNOPSIS #include 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) DESCRIPTION dwilcox 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 Loeffler https://upload.wikimedia.org/wikipedia/commons/f/f5/LoefflerWilcoxonMannWhitneyTest.pdf https://upload.wikimedia.org/wikipedia/de/1/19/MannWhitney_151102.pdf */ #include #include "nmath.h" #include "dpq.h" #ifndef MATHLIB_STANDALONE #include #endif static double *w; /* to store (one half of) the Wilcoxon distribution */ static int *sigma; static int allocated_m, allocated_n, max_k; static int cwilcox_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 void w_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 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_STANDALONE if (!w || !sigma) MATHLIB_ERROR(_("wilcox allocation error %d"), 1); #endif allocated_m = m; allocated_n = n; max_k = -1; } } #ifndef MATHLIB_STANDALONE static int ic = 99999; #endif /* This counts the number of choices with statistic = k */ static double cwilcox(int k, int m, int n) { int c, i, j, u = m * n; #ifndef MATHLIB_STANDALONE if (!ic--) { R_CheckUserInterrupt(); ic = 99999; } #endif if (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 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_754 if (ISNAN(q) || ISNAN(m) || ISNAN(n)) return(q + m + n); #endif if (!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_754 if (ISNAN(x) || ISNAN(m) || ISNAN(n)) return(x + m + n); #endif if(!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); #endif m = 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_STANDALONE if (!x) MATHLIB_ERROR(_("wilcox allocation error %d"), 4); #endif for (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; }