99 lines
2.6 KiB
Text
99 lines
2.6 KiB
Text
Function integrate(a As Double, b As Double, n As Integer, f As Function(x As Double, a As Double) As Double, param As Double) As Double
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Dim As Double h = (b - a) / n
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Dim As Double sum = 0
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For i As Integer = 0 To n - 1
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Dim As Double x = a + i * h
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sum += (f(x, param) + 4 * f(x + h/2, param) + f(x + h, param)) / 6
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Next
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Return sum * h
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End Function
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Function f0(t As Double, a As Double) As Double
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Return (t ^ (a - 1)) * Exp(-t)
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End Function
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' Simple implementation of the gamma function
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Function gammaFunc(x As Double) As Double
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If x = 1 Or x = 2 Then
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Return 1
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Elseif x > 0 And x < 1 Then
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Return gammaFunc(x + 1) / x
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Elseif x > 1 Then
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Return (x - 1) * gammaFunc(x - 1)
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Else
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Return 0 ' Undefined for x <= 0
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End If
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End Function
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Function gammaIncomplete(a As Double, x As Double) As Double
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Dim As Double am1 = a - 1
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Dim As Double h = 1.5e-2
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Dim As Double y = am1
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While (f0(y, a) * (x - y) > 2e-8 And y < x)
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y += 0.4
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Wend
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If y > x Then y = x
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Dim As Double integralResult = integrate(0, y, Int(y/h), @f0, a)
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Return 1 - integralResult / gammaFunc(a)
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End Function
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Function chi2UniformDistance(ds() As Double) As Double
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Dim As Double expected = 0
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Dim As Integer i, n = Ubound(ds) - Lbound(ds) + 1
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For i = Lbound(ds) To Ubound(ds)
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expected += ds(i)
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Next
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expected /= n
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Dim As Double sum = 0
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For i = Lbound(ds) To Ubound(ds)
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sum += (ds(i) - expected) ^ 2
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Next
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Return sum / expected
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End Function
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Function chi2Probability(dof As Integer, dist As Double) As Double
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Return gammaIncomplete(0.5 * dof, 0.5 * dist)
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End Function
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Function chiIsUniform(ds() As Double, significance As Double) As Boolean
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Dim As Integer dof = Ubound(ds) - Lbound(ds)
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Dim As Double dist = chi2UniformDistance(ds())
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Return chi2Probability(dof, dist) > significance
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End Function
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' Main program
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Dim As Double dsets(1, 4) = { _
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{199809, 200665, 199607, 200270, 199649}, _
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{522573, 244456, 139979, 71531, 21461} }
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For i As Integer = 0 To 1
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Dim As Double ds(4)
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For j As Integer = 0 To 4
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ds(j) = dsets(i, j)
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Next
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Print "Dataset: ";
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For j As Integer = 0 To 4
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Print Using "###### "; ds(j);
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Next
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Print
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Dim As Integer dof = Ubound(ds) - Lbound(ds)
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Dim As Double dist = chi2UniformDistance(ds())
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Print Using "DOF: # Distance: &"; dof; dist;
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Dim As Double prob = chi2Probability(dof, dist)
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Print Using " Probability: ##.#####"; prob;
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Dim As String uniform = Iif(chiIsUniform(ds(), 0.05), "Yes", "No")
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Print " Uniform? "; uniform
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Print
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Next
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Sleep
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