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AlgLib_ver3.19/statistics.mqh
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//+------------------------------------------------------------------+
//| statistics.mqh |
//| Copyright 2003-2022 Sergey Bochkanov (ALGLIB project) |
//| Copyright 2012-2023, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
//| Implementation of ALGLIB library in MetaQuotes Language 5 |
//| |
//| The features of the library include: |
//| - Linear algebra (direct algorithms, EVD, SVD) |
//| - Solving systems of linear and non-linear equations |
//| - Interpolation |
//| - Optimization |
//| - FFT (Fast Fourier Transform) |
//| - Numerical integration |
//| - Linear and nonlinear least-squares fitting |
//| - Ordinary differential equations |
//| - Computation of special functions |
//| - Descriptive statistics and hypothesis testing |
//| - Data analysis - classification, regression |
//| - Implementing linear algebra algorithms, interpolation, etc. |
//| in high-precision arithmetic (using MPFR) |
//| |
//| This file 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 (www.fsf.org); 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. |
//+------------------------------------------------------------------+
#include "ap.mqh"
#include "alglibinternal.mqh"
#include "linalg.mqh"
#include "specialfunctions.mqh"
//+------------------------------------------------------------------+
//| basic statistics methods |
//+------------------------------------------------------------------+
class CBaseStat
{
public:
//--- basic parameters
static bool SampleMoments(const double &cx[],const int n,double &mean,double &variance,double &skewness,double &kurtosis);
static bool SampleMoments(const CRowDouble &cx,const int n,double &mean,double &variance,double &skewness,double &kurtosis);
static double SampleMean(CRowDouble &x,int n);
static double SampleVariance(CRowDouble &x,int n);
static double SampleSkewness(CRowDouble &x,int n);
static double SampleKurtosis(CRowDouble &x,int n);
static bool SampleAdev(const double &cx[],const int n,double &adev);
static bool SampleAdev(const CRowDouble &cx,const int n,double &adev);
static bool SampleMedian(const double &cx[],const int n,double &median);
static bool SampleMedian(const CRowDouble &cx,const int n,double &median);
static bool SamplePercentile(const double &cx[],const int n,const double p,double &v);
static bool SamplePercentile(const CRowDouble &cx,const int n,const double p,double &v);
//--- covariance and correlation
static double Cov2(const double &cx[],const double &cy[],const int n);
static double Cov2(const CRowDouble &cx,const CRowDouble &cy,const int n);
static double PearsonCorr2(const double &cx[],const double &cy[],const int n);
static double PearsonCorr2(const CRowDouble &cx,const CRowDouble &cy,const int n);
static double SpearmanCorr2(const double &cx[],const double &cy[],const int n);
static double SpearmanCorr2(const CRowDouble &cx,const CRowDouble &cy,const int n);
static bool CovM(const CMatrixDouble &cx,const int n,const int m,CMatrixDouble &c);
static bool PearsonCorrM(const CMatrixDouble &cx,const int n,const int m,CMatrixDouble &c);
static bool SpearmanCorrM(const CMatrixDouble &cx,const int n,const int m,CMatrixDouble &c);
static bool CovM2(const CMatrixDouble &cx,const CMatrixDouble &cy,const int n,const int m1,const int m2,CMatrixDouble &c);
static bool PearsonCorrM2(const CMatrixDouble &cx,const CMatrixDouble &cy,const int n,const int m1,const int m2,CMatrixDouble &c);
static bool SpearmanCorrM2(const CMatrixDouble &cx,const CMatrixDouble &cy,const int n,const int m1,const int m2,CMatrixDouble &c);
static void RankData(CMatrixDouble &xy,int npoints,int nfeatures);
static void RankDataCentered(CMatrixDouble &xy,int npoints,int nfeatures);
//--- obsolete functions
static double PearsonCorrelation(const double &x[],const double &y[],const int n);
static double PearsonCorrelation(const CRowDouble &x,const CRowDouble &y,const int n);
static double SpearmanRankCorrelation(const double &x[],const double &y[],const int n);
static double SpearmanRankCorrelation(const CRowDouble &x,const CRowDouble &y,const int n);
private:
static void RankDataRec(CMatrixDouble &xy,int i0,int i1,int nfeatures,bool iscentered,int basecasecost);
static void RankDataBaseCase(CMatrixDouble &xy,int i0,int i1,int nfeatures,bool iscentered,CApBuff &buf0,CApBuff &buf1);
};
//+------------------------------------------------------------------+
//| Calculation of the distribution moments: mean, variance, |
//| skewness, kurtosis. |
//| INPUT PARAMETERS: |
//| X - sample |
//| N - N>=0, sample size: |
//| * if given, only leading N elements of X are |
//| processed |
//| * if not given, automatically determined from |
//| size of X |
//| OUTPUT PARAMETERS |
//| Mean - mean. |
//| Variance- variance. |
//| Skewness- skewness (if variance<>0; zero otherwise). |
//| Kurtosis- kurtosis (if variance<>0; zero otherwise). |
//+------------------------------------------------------------------+
bool CBaseStat::SampleMoments(const double &cx[],const int n,double &mean,
double &variance,double &skewness,double &kurtosis)
{
CRowDouble CX=cx;
return(SampleMoments(CX,n,mean,variance,skewness,kurtosis));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CBaseStat::SampleMoments(const CRowDouble &cx,const int n,double &mean,
double &variance,double &skewness,double &kurtosis)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(cx.Size()>=n,__FUNCTION__+": length(x)<n"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cx,n),__FUNCTION__+": x is not finite vector"))
return(false);
//--- create variables
double v=0;
double v1=0;
double v2=0;
double stddev=0;
//--- Init, special case 'N=0'
mean=0;
variance=0;
skewness=0;
kurtosis=0;
//--- check
if(n<=0)
return(true);
//--- Mean
for(int i=0; i<n; i++)
mean+=cx[i];
mean/=n;
//--- Variance (using corrected two-pass algorithm)
if(n!=1)
{
//--- calculation
for(int i=0; i<n; i++)
v1+=CMath::Sqr(cx[i]-mean);
for(int i=0; i<n; i++)
v2+=cx[i]-mean;
v2=CMath::Sqr(v2)/n;
variance=(v1-v2)/(n-1);
//--- calculation
stddev=MathSqrt(variance);
}
else
variance=EMPTY_VALUE;
//--- Skewness and kurtosis
if(stddev!=0)
{
//--- calculation
for(int i=0; i<n; i++)
{
v=(cx[i]-mean)/stddev;
v2=CMath::Sqr(v);
skewness+=v2*v;
kurtosis+=CMath::Sqr(v2);
}
//--- change values
skewness=skewness/n;
kurtosis=kurtosis/n-3;
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Calculation of the mean. |
//| INPUT PARAMETERS: |
//| X - sample |
//| N - N>=0, sample size: |
//| * if given, only leading N elements of X are processed |
//| * if not given, automatically determined from size of X |
//| NOTE: This function return result which calculated by |
//| 'SampleMoments' function and stored at 'Mean' variable. |
//+------------------------------------------------------------------+
double CBaseStat::SampleMean(CRowDouble &x,int n)
{
//--- create variables
double mean=0;
double tmp0=0;
double tmp1=0;
double tmp2=0;
//--- function call
if(!SampleMoments(x,n,mean,tmp0,tmp1,tmp2))
return(EMPTY_VALUE);
//--- return result
return(mean);
}
//+------------------------------------------------------------------+
//| Calculation of the variance. |
//| INPUT PARAMETERS: |
//| X - sample |
//| N - N>=0, sample size: |
//| * if given, only leading N elements of X are processed |
//| * if not given, automatically determined from size of X |
//| NOTE: This function return result which calculated by |
//| 'SampleMoments' function and stored at 'Variance' variable.|
//+------------------------------------------------------------------+
double CBaseStat::SampleVariance(CRowDouble &x,int n)
{
//--- create variables
double variance=0;
double tmp0=0;
double tmp1=0;
double tmp2=0;
//--- function call
if(!SampleMoments(x,n,tmp0,variance,tmp1,tmp2))
return(EMPTY_VALUE);
//--- return result
return(variance);
}
//+------------------------------------------------------------------+
//| Calculation of the skewness. |
//| INPUT PARAMETERS: |
//| X - sample |
//| N - N>=0, sample size: |
//| * if given, only leading N elements of X are processed |
//| * if not given, automatically determined from size of X |
//| NOTE: This function return result which calculated by |
//| 'SampleMoments' function and stored at 'Skewness' variable.|
//+------------------------------------------------------------------+
double CBaseStat::SampleSkewness(CRowDouble &x,int n)
{
//--- create variables
double skewness=0;
double tmp0=0;
double tmp1=0;
double tmp2=0;
//--- function call
if(!SampleMoments(x,n,tmp0,tmp1,skewness,tmp2))
return(EMPTY_VALUE);
//--- return result
return(skewness);
}
//+------------------------------------------------------------------+
//| Calculation of the kurtosis. |
//| INPUT PARAMETERS: |
//| X - sample |
//| N - N>=0, sample size: |
//| * if given, only leading N elements of X are processed |
//| * if not given, automatically determined from size of X |
//| NOTE: This function return result which calculated by |
//| 'SampleMoments' function and stored at 'Kurtosis' variable.|
//+------------------------------------------------------------------+
double CBaseStat::SampleKurtosis(CRowDouble &x,int n)
{
//--- create variables
double kurtosis=0;
double tmp0=0;
double tmp1=0;
double tmp2=0;
//--- function call
SampleMoments(x,n,tmp0,tmp1,tmp2,kurtosis);
//--- return result
return(kurtosis);
}
//+------------------------------------------------------------------+
//| ADev |
//| Input parameters: |
//| X - sample |
//| N - N>=0, sample size: |
//| * if given, only leading N elements of X are |
//| processed |
//| * if not given, automatically determined from size |
//| of X |
//| Output parameters: |
//| ADev- ADev |
//+------------------------------------------------------------------+
bool CBaseStat::SampleAdev(const double &cx[],const int n,
double &adev)
{
CRowDouble CX=cx;
return(SampleAdev(CX,n,adev));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CBaseStat::SampleAdev(const CRowDouble &cx,const int n,
double &adev)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(CAp::Len(cx)>=n,__FUNCTION__+": length(x)<n"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cx,n),__FUNCTION__+": x is not finite vector"))
return(false);
//--- initialization
double mean=0;
adev=0;
//--- check
if(n<=0)
return(true);
//--- Mean
for(int i=0; i<n; i++)
mean+=cx[i];
mean/=n;
//--- ADev
for(int i=0; i<n; i++)
adev+=MathAbs(cx[i]-mean);
adev/=n;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Median calculation. |
//| Input parameters: |
//| X - sample (array indexes: [0..N-1]) |
//| N - N>=0, sample size: |
//| * if given, only leading N elements of X are |
//| processed |
//| * if not given, automatically determined from size |
//| of X |
//| Output parameters: |
//| Median |
//+------------------------------------------------------------------+
bool CBaseStat::SampleMedian(const double &cx[],const int n,
double &median)
{
CRowDouble X=cx;
return(SampleMedian(X,n,median));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CBaseStat::SampleMedian(const CRowDouble &cx,const int n,
double &median)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(CAp::Len(cx)>=n,__FUNCTION__+": length(x)<n"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cx,n),__FUNCTION__+": x is not finite vector"))
return(false);
//--- Some degenerate cases
median=0;
//--- check
if(n<=0)
return(true);
//--- check
if(n==1)
{
median=cx[0];
return(true);
}
//--- check
if(n==2)
{
median=0.5*(cx[0]+cx[1]);
return(true);
}
//--- Common case, N>=3.
//--- Choose X[(N-1)/2]
int i=0;
int ir=n-1;
int j=0;
int l=0;
int midp=0;
int k=(n-1)/2;
double a=0;
double tval=0;
//--- create copy
double x[];
ArrayResize(x,n);
for(int ii=0; ii<n; ii++)
x[ii]=cx[ii];
//--- if n>=3
while(true)
{
//--- check
if(ir<=l+1)
{
//--- 1 or 2 elements in partition
if(ir==l+1 && x[ir]<x[l])
{
//--- swap
tval=x[l];
x[l]=x[ir];
x[ir]=tval;
}
//--- break the cycle
break;
}
else
{
midp=(l+ir)/2;
//--- swap
tval=x[midp];
x[midp]=x[l+1];
x[l+1]=tval;
//--- check
if(x[l]>x[ir])
{
//--- swap
tval=x[l];
x[l]=x[ir];
x[ir]=tval;
}
//--- check
if(x[l+1]>x[ir])
{
//--- swap
tval=x[l+1];
x[l+1]=x[ir];
x[ir]=tval;
}
//--- check
if(x[l]>x[l+1])
{
//--- swap
tval=x[l];
x[l]=x[l+1];
x[l+1]=tval;
}
//--- change values
i=l+1;
j=ir;
a=x[l+1];
//--- cycle
while(true)
{
//--- i++
do
i++;
while(x[i]<a);
//--- j--
do
j--;
while(x[j]>a);
//--- check
if(j<i)
break;
//--- swap
tval=x[i];
x[i]=x[j];
x[j]=tval;
}
//--- change array
x[l+1]=x[j];
x[j]=a;
//--- check
if(j>=k)
ir=j-1;
//--- check
if(j<=k)
l=i;
}
}
//--- If N is odd, return result
if(n%2==1)
{
median=x[k];
return(true);
}
a=x[n-1];
for(i=k+1; i<n; i++)
if(x[i]<a)
a=x[i];
median=0.5*(x[k]+a);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Percentile calculation. |
//| Input parameters: |
//| X - sample (array indexes: [0..N-1]) |
//| N - N>=0, sample size: |
//| * if given, only leading N elements of X are |
//| processed |
//| * if not given, automatically determined from size |
//| of X |
//| P - percentile (0<=P<=1) |
//| Output parameters: |
//| V - percentile |
//+------------------------------------------------------------------+
bool CBaseStat::SamplePercentile(const double &cx[],const int n,
const double p,double &v)
{
CRowDouble X=cx;
return(SamplePercentile(X,n,p,v));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CBaseStat::SamplePercentile(const CRowDouble &cx,const int n,
const double p,double &v)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(CAp::Len(cx)>=n,__FUNCTION__+": length(x)<n"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cx,n),__FUNCTION__+": x is not finite vector"))
return(false);
//--- check
if(!CAp::Assert(CMath::IsFinite(p),__FUNCTION__+": incorrect p"))
return(false);
//--- check
if(!CAp::Assert(p>=0 && p<=1,__FUNCTION__+": incorrect p"))
return(false);
//--- check
if(p==0)
{
v=cx[0];
return(true);
}
//--- check
if(p==1)
{
v=cx[n-1];
return(true);
}
//--- initialization
int i1=0;
double t=0;
CRowDouble rbuf;
v=0;
//--- create copy
CRowDouble x=cx;
//--- sort
CTSort::TagSortFast(x,rbuf,n);
//--- calculation
t=p*(n-1);
i1=(int)MathFloor(t);
t=t-(int)MathFloor(t);
v=x[i1]*(1-t)+x[i1+1]*t;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| 2-sample covariance |
//| Input parameters: |
//| X - sample 1 (array indexes: [0..N-1]) |
//| Y - sample 2 (array indexes: [0..N-1]) |
//| N - N>=0, sample size: |
//| * if given, only N leading elements of X/Y are |
//| processed |
//| * if not given, automatically determined from |
//| input sizes |
//| Result: |
//| covariance (zero for N=0 or N=1) |
//+------------------------------------------------------------------+
double CBaseStat::Cov2(const double &cx[],const double &cy[],
const int n)
{
CRowDouble X=cx;
CRowDouble Y=cy;
return(Cov2(X,Y,n));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double CBaseStat::Cov2(const CRowDouble &cx,const CRowDouble &cy,
const int n)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CAp::Len(cx)>=n,__FUNCTION__+": length(x)<n"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CAp::Len(cy)>=n,__FUNCTION__+": length(y)<n"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cx,n),__FUNCTION__+": x is not finite vector"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cy,n),__FUNCTION__+": y is not finite vector"))
return(EMPTY_VALUE);
//--- Special case
if(n<=1)
return(0);
//--- create variables
double result=0;
double xmean=0;
double ymean=0;
double v=1.0/(double)n;
double x0=cx[0];
double y0=cy[0];
double s=0;
bool samex=true;
bool samey=true;
//--- Additonally we calculate SameX and SameY -
//--- flag variables which are set to True when
//--- all X[] (or Y[]) contain exactly same value.
//--- If at least one of them is True, we return zero
//--- (othwerwise we risk to get nonzero covariation
//--- because of roundoff).
for(int i=0; i<n; i++)
{
s=cx[i];
samex=samex && s==x0;
xmean+=s*v;
s=cy[i];
samey=samey && s==y0;
ymean+=s*v;
}
//--- check
if(samex || samey)
return(0);
//--- covariance
v=1.0/(double)(n-1);
for(int i=0; i<n; i++)
result+=v*(cx[i]-xmean)*(cy[i]-ymean);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Pearson product-moment correlation coefficient |
//| Input parameters: |
//| X - sample 1 (array indexes: [0..N-1]) |
//| Y - sample 2 (array indexes: [0..N-1]) |
//| N - N>=0, sample size: |
//| * if given, only N leading elements of X/Y are |
//| processed |
//| * if not given, automatically determined from |
//| input sizes |
//| Result: |
//| Pearson product-moment correlation coefficient |
//| (zero for N=0 or N=1) |
//+------------------------------------------------------------------+
double CBaseStat::PearsonCorr2(const double &cx[],const double &cy[],
const int n)
{
CRowDouble X=cx;
CRowDouble Y=cy;
return(PearsonCorr2(X,Y,n));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double CBaseStat::PearsonCorr2(const CRowDouble &cx,const CRowDouble &cy,
const int n)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CAp::Len(cx)>=n,__FUNCTION__+": length(x)<n"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CAp::Len(cy)>=n,__FUNCTION__+": length(y)<n"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cx,n),__FUNCTION__+": x is not finite vector"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cy,n),__FUNCTION__+": y is not finite vector"))
return(EMPTY_VALUE);
//--- Special case
if(n<=1)
return(0);
//--- create variables
double xmean=0;
double ymean=0;
double v=1.0/(double)n;
double x0=cx[0];
double y0=cy[0];
double s=0;
double xv=0;
double yv=0;
double t1=0;
double t2=0;
bool samex=true;
bool samey=true;
//--- Additonally we calculate SameX and SameY -
//--- flag variables which are set to True when
//--- all X[] (or Y[]) contain exactly same value.
//--- If at least one of them is True, we return zero
//--- (othwerwise we risk to get nonzero correlation
//--- because of roundoff).
for(int i=0; i<n; i++)
{
s=cx[i];
samex=samex && s==x0;
xmean+=s*v;
s=cy[i];
samey=samey && s==y0;
ymean+=s*v;
}
//--- check
if(samex || samey)
return(0);
//--- calculation
s=0;
for(int i=0; i<n; i++)
{
t1=cx[i]-xmean;
t2=cy[i]-ymean;
xv+=CMath::Sqr(t1);
yv+=CMath::Sqr(t2);
s+=t1*t2;
}
//--- check
if(xv==0 || yv==0)
return(0);
//--- return result
return(s/(MathSqrt(xv)*MathSqrt(yv)));
}
//+------------------------------------------------------------------+
//| Spearman's rank correlation coefficient |
//| Input parameters: |
//| X - sample 1 (array indexes: [0..N-1]) |
//| Y - sample 2 (array indexes: [0..N-1]) |
//| N - N>=0, sample size: |
//| * if given, only N leading elements of X/Y are |
//| processed |
//| * if not given, automatically determined from |
//| input sizes |
//| Result: |
//| Spearman's rank correlation coefficient |
//| (zero for N=0 or N=1) |
//+------------------------------------------------------------------+
double CBaseStat::SpearmanCorr2(const double &cx[],const double &cy[],
const int n)
{
CRowDouble X=cx;
CRowDouble Y=cy;
return(SpearmanCorr2(X,Y,n));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double CBaseStat::SpearmanCorr2(const CRowDouble &cx,const CRowDouble &cy,
const int n)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CAp::Len(cx)>=n,__FUNCTION__+": length(x)<n"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CAp::Len(cy)>=n,__FUNCTION__+": length(y)<n"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cx,n),__FUNCTION__+": x is not finite vector"))
return(EMPTY_VALUE);
//--- check
if(!CAp::Assert(CApServ::IsFiniteVector(cy,n),__FUNCTION__+": y is not finite vector"))
return(EMPTY_VALUE);
//--- Special case
if(n<=1)
return(0);
//--- create copy
CRowDouble x=cx;
CRowDouble y=cy;
CApBuff buf;
//--- change x and y
CBasicStatOps::RankX(x,n,false,buf);
CBasicStatOps::RankX(y,n,false,buf);
//--- return result
return(PearsonCorr2(x,y,n));
}
//+------------------------------------------------------------------+
//| Covariance matrix |
//| INPUT PARAMETERS: |
//| X - array[N,M], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| N - N>=0, number of observations: |
//| * if given, only leading N rows of X are used |
//| * if not given, automatically determined from input |
//| size |
//| M - M>0, number of variables: |
//| * if given, only leading M columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| OUTPUT PARAMETERS: |
//| C - array[M,M], covariance matrix (zero if N=0 or N=1) |
//+------------------------------------------------------------------+
bool CBaseStat::CovM(const CMatrixDouble &cx,const int n,const int m,
CMatrixDouble &c)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(cx.Rows()>=n,__FUNCTION__+": rows(x)<n"))
return(false);
//--- check
if(!CAp::Assert(cx.Cols()>=m || n==0,__FUNCTION__+": cols(x)<m"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cx,n,m),__FUNCTION__+": x contains infinite/NAN elements"))
return(false);
//--- create copy
CMatrixDouble x=cx;
x.Resize(n,m);
//--- N<=1, return zero
if(n<=1)
{
c=matrix<double>::Zeros(m,m);
return(true);
}
//--- create variables
CRowDouble t=x.Mean(0)+0;
CRowDouble x0=x[0]+0;
bool same[];
//--- Calculate means,
//--- check for constant columns
CAblasF::BSetAllocV(m,true,same);
c.Resize(m,m);
//--- calculation
for(int i=0; i<n; i++)
for(int j=0; j<m; j++)
same[j]=same[j] && x.Get(i,j)==x0[j];
//--- * center variables;
//--- * if we have constant columns, these columns are
//--- artificially zeroed (they must be zero in exact arithmetics,
//--- but unfortunately floating point ops are not exact).
//--- * calculate upper half of symmetric covariance matrix
for(int i=0; i<n; i++)
for(int j=0; j<m; j++)
{
//--- check
if(same[j])
x.Set(i,j,0);
else
x.Set(i,j,x.Get(i,j)-t[j]);
}
//--- calculation
CAblas::RMatrixSyrk(m,n,1.0/(double)(n-1),x,0,0,1,0.0,c,0,0,true);
//--- force symmetricity
CAblas::RMatrixEnforceSymmetricity(c,m,true);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Pearson product-moment correlation matrix |
//| INPUT PARAMETERS: |
//| X - array[N,M], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| N - N>=0, number of observations: |
//| * if given, only leading N rows of X are used |
//| * if not given, automatically determined from input |
//| size |
//| M - M>0, number of variables: |
//| * if given, only leading M columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| OUTPUT PARAMETERS: |
//| C - array[M,M], correlation matrix (zero if N=0 or N=1) |
//+------------------------------------------------------------------+
bool CBaseStat::PearsonCorrM(const CMatrixDouble &cx,const int n,
const int m,CMatrixDouble &c)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(cx.Rows()>=n,__FUNCTION__+": rows(x)<n"))
return(false);
//--- check
if(!CAp::Assert(cx.Cols()>=m || n==0,__FUNCTION__+": cols(x)<m"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cx,n,m),__FUNCTION__+": x contains infinite/NAN elements"))
return(false);
//--- calculation
CovM(cx,n,m,c);
//--- create array
vector<double> t=c.Diag(0);
t=MathSqrt(t);
//--- calculation
for(int i=0; i<m; i++)
for(int j=0; j<m; j++)
{
//--- check
if(t[i]!=0 && t[j]!=0)
c.Set(i,j,c.Get(i,j)/(t[i]*t[j]));
else
c.Set(i,j,0);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Spearman's rank correlation matrix |
//| INPUT PARAMETERS: |
//| X - array[N,M], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| N - N>=0, number of observations: |
//| * if given, only leading N rows of X are used |
//| * if not given, automatically determined from input |
//| size |
//| M - M>0, number of variables: |
//| * if given, only leading M columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| OUTPUT PARAMETERS: |
//| C - array[M,M], correlation matrix (zero if N=0 or N=1) |
//+------------------------------------------------------------------+
bool CBaseStat::SpearmanCorrM(const CMatrixDouble &cx,const int n,
const int m,CMatrixDouble &c)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(cx.Rows()>=n,__FUNCTION__+": rows(x)<n"))
return(false);
//--- check
if(!CAp::Assert(cx.Cols()>=m || n==0,__FUNCTION__+": cols(x)<m"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cx,n,m),__FUNCTION__+": x contains infinite/NAN elements"))
return(false);
//--- N<=1, return zero
if(n<=1)
{
c=matrix<double>::Zeros(m,m);
return(true);
}
//--- create copy
CMatrixDouble x;
x=cx.Transpose()+0;
//--- Replace data with ranks
x.Resize(m,n);
RankData(x,m,n);
//--- create variables and arrays
CApBuff buf;
vector<double> t;
//--- Allocate
c.Resize(m,m);
//--- prepare
//--- Calculate means,
t=x.Mean(1);
//--- * center variables;
//--- * if we have constant columns, these columns are
//--- artificialy zeroed (they must be zero in exact arithmetics,
//--- but unfortunately floating point is not exact).
//--- * calculate upper half of symmetric covariance matrix
for(int i=0; i<m; i++)
x.Row(i,x[i]-t[i]);
//--- calculation
CAblas::RMatrixSyrk(m,n,1.0/(double)(n-1),x,0,0,0,0.0,c,0,0,true);
//--- Calculate Pearson coefficients
t=MathSqrt(c.Diag()+0);
for(int i=0; i<m; i++)
for(int j=i; j<m; j++)
{
//--- check
if(t[i]!=0 && t[j]!=0)
c.Mul(i,j,1.0/(t[i]*t[j]));
else
c.Set(i,j,0.0);
}
//--- force symmetricity
CAblas::RMatrixEnforceSymmetricity(c,m,true);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Cross-covariance matrix |
//| INPUT PARAMETERS: |
//| X - array[N,M1], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| Y - array[N,M2], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| N - N>=0, number of observations: |
//| * if given, only leading N rows of X/Y are used |
//| * if not given, automatically determined from input |
//| sizes |
//| M1 - M1>0, number of variables in X: |
//| * if given, only leading M1 columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| M2 - M2>0, number of variables in Y: |
//| * if given, only leading M1 columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| OUTPUT PARAMETERS: |
//| C - array[M1,M2], cross-covariance matrix (zero if N=0 or|
//| N=1) |
//+------------------------------------------------------------------+
bool CBaseStat::CovM2(const CMatrixDouble &cx,const CMatrixDouble &cy,
const int n,const int m1,const int m2,
CMatrixDouble &c)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m1>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m2>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(cx.Rows()>=n,__FUNCTION__+": rows(x)<n"))
return(false);
//--- check
if(!CAp::Assert(cx.Cols()>=m1 || n==0,__FUNCTION__+": cols(x)<m1"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cx,n,m1),__FUNCTION__+": x contains infinite/NAN elements"))
return(false);
//--- check
if(!CAp::Assert(cy.Rows()>=n,__FUNCTION__+": rows(y)<n"))
return(false);
//--- check
if(!CAp::Assert(cy.Cols()>=m2 || n==0,__FUNCTION__+": cols(y)<m2"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cy,n,m2),__FUNCTION__+": y contains infinite/NAN elements"))
return(false);
//--- N<=1, return zero
if(n<=1)
{
c=matrix<double>::Zeros(m1,m2);
return(true);
}
//--- create copy
CMatrixDouble x=cx;
CMatrixDouble y=cy;
x.Resize(n,m1);
y.Resize(n,m2);
//--- Allocate
c.Resize(m1,m2);
//--- check sames colume values
bool samex[],samey[];
ArrayResize(samex,m1);
ArrayResize(samey,m2);
ArrayInitialize(samex,true);
ArrayInitialize(samey,true);
for(int i=1; i<n; i++)
{
for(int ix=0; ix<m1; ix++)
samex[ix]=samex[ix] && x.Get(i,ix)==x.Get(0,ix);
for(int iy=0; iy<m2; iy++)
samey[iy]=samey[iy] && y.Get(i,iy)==y.Get(0,iy);
}
//--- * calculate means
vector<double> mx=x.Mean(0);
vector<double> my=y.Mean(0);
//--- * center
for(int j=0; j<m1; j++)
if(samex[j])
x.Col(j,vector<double>::Zeros(n));
else
x.Col(j,x.Col(j)-mx[j]);
for(int j=0; j<m2; j++)
if(samey[j])
y.Col(j,vector<double>::Zeros(n));
else
y.Col(j,y.Col(j)-my[j]);
//--- calculate cross-covariance matrix
CAblas::RMatrixGemm(m1,m2,n,1.0/(double)(n-1),x,0,0,1,y,0,0,0,0.0,c,0,0);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Pearson product-moment cross-correlation matrix |
//| INPUT PARAMETERS: |
//| X - array[N,M1], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| Y - array[N,M2], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| N - N>=0, number of observations: |
//| * if given, only leading N rows of X/Y are used |
//| * if not given, automatically determined from input |
//| sizes |
//| M1 - M1>0, number of variables in X: |
//| * if given, only leading M1 columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| M2 - M2>0, number of variables in Y: |
//| * if given, only leading M1 columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| OUTPUT PARAMETERS: |
//| C - array[M1,M2], cross-correlation matrix (zero if N=0 |
//| or N=1) |
//+------------------------------------------------------------------+
bool CBaseStat::PearsonCorrM2(const CMatrixDouble &cx,const CMatrixDouble &cy,
const int n,const int m1,const int m2,
CMatrixDouble &C)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m1>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m2>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(cx.Rows()>=n,__FUNCTION__+": rows(x)<n"))
return(false);
//--- check
if(!CAp::Assert(cx.Cols()>=m1 || n==0,__FUNCTION__+": cols(x)<m1"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cx,n,m1),__FUNCTION__+": x contains infinite/NAN elements"))
return(false);
//--- check
if(!CAp::Assert(cy.Rows()>=n,__FUNCTION__+": rows(y)<n"))
return(false);
//--- check
if(!CAp::Assert(cy.Cols()>=m2 || n==0,__FUNCTION__+": cols(y)<m2"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cy,n,m2),__FUNCTION__+": y contains infinite/NAN elements"))
return(false);
//--- N<=1, return zero
if(n<=1)
{
C=matrix<double>::Zeros(m1,m2);
return(true);
}
//--- create copy
matrix<double> x=cx.ToMatrix();
matrix<double> y=cy.ToMatrix();
matrix<double> c=matrix<double>::Zeros(m1,m2);
//--- Allocate
C=matrix<double>::Zeros(m1,m2);
x.Resize(n,m1);
y.Resize(n,m2);
//--- check sames colume values
bool samex[],samey[];
ArrayResize(samex,m1);
ArrayResize(samey,m2);
ArrayInitialize(samex,true);
ArrayInitialize(samey,true);
for(int i=1; i<n; i++)
{
for(int ix=0; ix<m1; ix++)
samex[ix]=samex[ix] && x[i,ix]==x[0,ix];
for(int iy=0; iy<m2; iy++)
samey[iy]=samey[iy] && y[i,iy]==y[0,iy];
}
//--- * calculate means
vector<double> mx=x.Mean(0);
vector<double> my=y.Mean(0);
//--- * center
for(int j=0; j<m1; j++)
if(samex[j])
x.Col(vector<double>::Zeros(n),j);
else
x.Col(x.Col(j)-mx[j],j);
for(int j=0; j<m2; j++)
if(samey[j])
y.Col(vector<double>::Zeros(n),j);
else
y.Col(y.Col(j)-my[j],j);
//--- * if we have constant columns, these columns are
//--- artificially zeroed (they must be zero in exact arithmetics,
//--- but unfortunately floating point ops are not exact).
//--- * calculate column variances
vector<double> sx=MathSqrt((x*x).Sum(0)/(double)(n-1));
vector<double> sy=MathSqrt((y*y).Sum(0)/(double)(n-1));
//--- calculate cross-covariance matrix
c.GeMM(x,y,1.0/(double)(n-1),0,TRANSP_A);
//--- Divide by standard deviations
for(int i=0; i<m1; i++)
for(int j=0; j<m2; j++)
{
//--- check
if(!samex[i] && !samey[j])
C.Set(i,j,c[i,j]/(sx[i]*sy[j]));
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Spearman's rank cross-correlation matrix |
//| INPUT PARAMETERS: |
//| X - array[N,M1], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| Y - array[N,M2], sample matrix: |
//| * J-th column corresponds to J-th variable |
//| * I-th row corresponds to I-th observation |
//| N - N>=0, number of observations: |
//| * if given, only leading N rows of X/Y are used |
//| * if not given, automatically determined from input |
//| sizes |
//| M1 - M1>0, number of variables in X: |
//| * if given, only leading M1 columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| M2 - M2>0, number of variables in Y: |
//| * if given, only leading M1 columns of X are used |
//| * if not given, automatically determined from input |
//| size |
//| OUTPUT PARAMETERS: |
//| C - array[M1,M2], cross-correlation matrix (zero if N=0 |
//| or N=1) |
//+------------------------------------------------------------------+
bool CBaseStat::SpearmanCorrM2(const CMatrixDouble &cx,const CMatrixDouble &cy,
const int n,const int m1,const int m2,
CMatrixDouble &c)
{
//--- check
if(!CAp::Assert(n>=0,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m1>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(m2>=1,__FUNCTION__+": the error variable"))
return(false);
//--- check
if(!CAp::Assert(cx.Rows()>=n,__FUNCTION__+": rows(x)<n"))
return(false);
//--- check
if(!CAp::Assert(cx.Cols()>=m1 || n==0,__FUNCTION__+": cols(x)<m1"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cx,n,m1),__FUNCTION__+": x contains infinite/NAN elements"))
return(false);
//--- check
if(!CAp::Assert(cy.Rows()>=n,__FUNCTION__+": rows(y)<n"))
return(false);
//--- check
if(!CAp::Assert(cy.Cols()>=m2 || n==0,__FUNCTION__+": cols(y)<m2"))
return(false);
//--- check
if(!CAp::Assert(CApServ::IsFiniteMatrix(cy,n,m2),__FUNCTION__+": y contains infinite/NAN elements"))
return(false);
//--- N<=1, return zero
if(n<=1)
{
c=matrix<double>::Zeros(m1,m2);
return(true);
}
//--- create copy
CMatrixDouble x;
x=cx.Transpose()+0;
CMatrixDouble y;
y=cy.Transpose()+0;
x.Resize(m1,n);
y.Resize(m2,n);
//--- Replace data with ranks
RankData(x,m1,n);
RankData(y,m2,n);
//--- create variables and arrays
vector<double> t=x.Mean(1);
vector<double> sx;
vector<double> sy;
CApBuff buf;
//--- Allocate
c.Resize(m1,m2);
//--- * calculate means of X
//--- * center X
//--- * if we have constant columns, these columns are
//--- artificially zeroed (they must be zero in exact arithmetics,
//--- but unfortunately floating point ops are not exact).
//--- * calculate column variances
for(int i=0; i<m1; i++)
x.Row(i,x[i]-t[i]);
sx=MathSqrt(MathPow(x.ToMatrix()+0,2.0).Sum(1)/(double)(n-1));
//--- Repeat same steps for Y
t=y.Mean(1);
for(int i=0; i<m2; i++)
y.Row(i,y[i]-t[i]);
sy=MathSqrt(MathPow(y.ToMatrix()+0,2.0).Sum(1)/(double)(n-1));
//--- calculate cross-covariance matrix
CAblas::RMatrixGemm(m1,m2,n,1.0/(double)(n-1),x,0,0,0,y,0,0,1,0.0,c,0,0);
//--- Divide by standard deviations
for(int i=0; i<m1; i++)
for(int j=0; j<m2; j++)
{
//--- check
if(sx[i]!=0 && sy[j]!=0)
c.Mul(i,j,1/(sx[i]*sy[j]));
else
c.Set(i,j,0);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| This function replaces data in XY by their ranks: |
//| * XY is processed row-by-row |
//| * rows are processed separately |
//| * tied data are correctly handled (tied ranks |
//| are calculated) |
//| * ranking starts from 0, ends at NFeatures-1 |
//| * sum of within-row values is equal |
//| to (NFeatures-1)*NFeatures/2 |
//| INPUT PARAMETERS: |
//| XY - array[NPoints,NFeatures], dataset |
//| NPoints - number of points |
//| NFeatures- number of features |
//| OUTPUT PARAMETERS: |
//| XY - data are replaced by their within-row ranks; |
//| ranking starts from 0, ends at NFeatures-1 |
//+------------------------------------------------------------------+
void CBaseStat::RankData(CMatrixDouble &xy,int npoints,int nfeatures)
{
//--- create variables
CApBuff buf0;
CApBuff buf1;
int basecasecost=0;
//--- check
if(!CAp::Assert(npoints>=0,__FUNCTION__": NPoints<0"))
return;
if(!CAp::Assert(nfeatures>=1,__FUNCTION__": NFeatures<1"))
return;
if(!CAp::Assert(xy.Rows()>=npoints,__FUNCTION__": Rows(XY)<NPoints"))
return;
if(!CAp::Assert(xy.Cols()>=nfeatures || npoints==0,__FUNCTION__": Cols(XY)<NFeatures"))
return;
if(!CAp::Assert(CApServ::IsFiniteMatrix(xy,npoints,nfeatures),__FUNCTION__": XY contains infinite/NAN elements"))
return;
//--- Basecase cost is a maximum cost of basecase problems.
//--- Problems harded than that cost will be split.
//--- Problem cost is assumed to be NPoints*NFeatures*log2(NFeatures),
//--- which is proportional, but NOT equal to number of FLOPs required
//--- to solve problem.
// Try to use serial code for basecase problems, no SMP functionality, no shared pools.
//
basecasecost=10000;
if((double)(npoints*nfeatures*CApServ::LogBase2(nfeatures))<(double)(basecasecost))
{
RankDataBaseCase(xy,0,npoints,nfeatures,false,buf0,buf1);
return;
}
RankDataRec(xy,0,npoints,nfeatures,false,basecasecost);
}
//+------------------------------------------------------------------+
//| This function replaces data in XY by their CENTERED ranks: |
//| * XY is processed row-by-row |
//| * rows are processed separately |
//| * tied data are correctly handled (tied ranks are calculated) |
//| * centered ranks are just usual ranks, but centered in such way|
//| that sum of within-row values is equal to 0.0. |
//| * centering is performed by subtracting mean from each row, |
//| i.e it changes mean value, but does NOT change higher moments|
//| INPUT PARAMETERS: |
//| XY - array[NPoints,NFeatures], dataset |
//| NPoints - number of points |
//| NFeatures- number of features |
//| OUTPUT PARAMETERS: |
//| XY - data are replaced by their within-row ranks; |
//| ranking starts from 0, ends at NFeatures-1 |
//+------------------------------------------------------------------+
void CBaseStat::RankDataCentered(CMatrixDouble &xy,int npoints,int nfeatures)
{
//--- create variables
CApBuff buf0;
CApBuff buf1;
int basecasecost=0;
//--- check
if(!CAp::Assert(npoints>=0,__FUNCTION__": NPoints<0"))
return;
if(!CAp::Assert(nfeatures>=1,__FUNCTION__": NFeatures<1"))
return;
if(!CAp::Assert(xy.Rows()>=npoints,__FUNCTION__": Rows(XY)<NPoints"))
return;
if(!CAp::Assert(xy.Cols()>=nfeatures || npoints==0,__FUNCTION__": Cols(XY)<NFeatures"))
return;
if(!CAp::Assert(CApServ::IsFiniteMatrix(xy,npoints,nfeatures),__FUNCTION__": XY contains infinite/NAN elements"))
return;
//--- Basecase cost is a maximum cost of basecase problems.
//--- Problems harded than that cost will be split.
//--- Problem cost is assumed to be NPoints*NFeatures*log2(NFeatures),
//--- which is proportional, but NOT equal to number of FLOPs required
//--- to solve problem.
//--- Try to use serial code, no SMP functionality, no shared pools.
basecasecost=10000;
if((double)(npoints*nfeatures*CApServ::LogBase2(nfeatures))<(double)(basecasecost))
{
RankDataBaseCase(xy,0,npoints,nfeatures,true,buf0,buf1);
return;
}
RankDataRec(xy,0,npoints,nfeatures,true,basecasecost);
}
//+------------------------------------------------------------------+
//| Obsolete function, we recommend to use PearsonCorr2(). |
//+------------------------------------------------------------------+
double CBaseStat::PearsonCorrelation(const double &x[],
const double &y[],
const int n)
{
return(PearsonCorr2(x,y,n));
}
//+------------------------------------------------------------------+
//| Obsolete function, we recommend to use PearsonCorr2(). |
//+------------------------------------------------------------------+
double CBaseStat::PearsonCorrelation(const CRowDouble &x,
const CRowDouble &y,
const int n)
{
return(PearsonCorr2(x,y,n));
}
//+------------------------------------------------------------------+
//| Obsolete function, we recommend to use SpearmanCorr2(). |
//+------------------------------------------------------------------+
double CBaseStat::SpearmanRankCorrelation(const double &x[],
const double &y[],
const int n)
{
return(SpearmanCorr2(x,y,n));
}
//+------------------------------------------------------------------+
//| Obsolete function, we recommend to use SpearmanCorr2(). |
//+------------------------------------------------------------------+
double CBaseStat::SpearmanRankCorrelation(const CRowDouble &x,
const CRowDouble &y,
const int n)
{
return(SpearmanCorr2(x,y,n));
}
//+------------------------------------------------------------------+
//| Recurrent code for RankData(), splits problem into subproblems |
//| or calls basecase code (depending on problem complexity). |
//| INPUT PARAMETERS: |
//| XY - array[NPoints,NFeatures], dataset |
//| I0 - index of first row to process |
//| I1 - index of past-the-last row to process; this |
//| function processes half-interval [I0,I1). |
//| NFeatures- number of features |
//| IsCentered- whether ranks are centered or not: |
//| * True - ranks are centered in such way that their |
//| within-row sum is zero |
//| * False - ranks are not centered |
//| BasecaseCost-minimum cost of the problem which will be split |
//| OUTPUT PARAMETERS: |
//| XY - data in [I0,I1) are replaced by their within-row |
//| ranks; ranking starts from 0, ends at NFeatures-1 |
//+------------------------------------------------------------------+
void CBaseStat::RankDataRec(CMatrixDouble &xy,int i0,int i1,
int nfeatures,bool iscentered,
int basecasecost)
{
CApBuff buf0;
CApBuff buf1;
int im=0;
//--- check
if(!CAp::Assert(i1>=i0,__FUNCTION__": internal error"))
return;
//--- Recursively split problem, if it is too large
double problemcost=(i1-i0)*nfeatures*CApServ::LogBase2(nfeatures);
if((i1-i0)>=2 && problemcost>CApServ::SpawnLevel())
{
im=(i1+i0)/2;
RankDataRec(xy,i0,im,nfeatures,iscentered,basecasecost);
RankDataRec(xy,im,i1,nfeatures,iscentered,basecasecost);
return;
}
//--- Retrieve buffers from pool, call serial code, return buffers to pool
RankDataBaseCase(xy,i0,i1,nfeatures,iscentered,buf0,buf1);
}
//+------------------------------------------------------------------+
//| Basecase code for RankData(), performs actual work on subset |
//| of data using temporary buffer passed as parameter. |
//| INPUT PARAMETERS: |
//| XY - array[NPoints,NFeatures], dataset |
//| I0 - index of first row to process |
//| I1 - index of past-the-last row to process; |
//| this function processes half-interval [I0,I1). |
//| NFeatures- number of features |
//| IsCentered- whether ranks are centered or not: |
//| * True - ranks are centered in such way that their |
//| within-row sum is zero |
//| * False - ranks are not centered |
//| Buf0 - temporary buffers, may be empty (this function |
//| automatically allocates/reuses buffers). |
//| Buf1 - temporary buffers, may be empty (this function |
//| automatically allocates/reuses buffers). |
//| OUTPUT PARAMETERS: |
//| XY - data in [I0,I1) are replaced by their within-row |
//| ranks; ranking starts from 0, ends at NFeatures-1 |
//+------------------------------------------------------------------+
void CBaseStat::RankDataBaseCase(CMatrixDouble &xy,int i0,int i1,
int nfeatures,bool iscentered,
CApBuff &buf0,CApBuff &buf1)
{
//--- check
if(!CAp::Assert(i1>=i0,__FUNCTION__": internal error"))
return;
for(int i=i0; i<=i1-1; i++)
{
buf1.m_ra0=xy[i]+0;
CBasicStatOps::RankX(buf1.m_ra0,nfeatures,iscentered,buf0);
xy.Row(i,buf1.m_ra0);
}
}
//+------------------------------------------------------------------+
//| Correlation tests |
//+------------------------------------------------------------------+
class CCorrTests
{
public:
static void PearsonCorrSignific(const double r,const int n,double &bothTails,double &leftTail,double &rightTail);
static void SpearmanRankCorrSignific(const double r,const int n,double &bothTails,double &leftTail,double &rightTail);
private:
static double SpearmanTail5(const double s);
static double SpearmanTail6(const double s);
static double SpearmanTail7(const double s);
static double SpearmanTail8(const double s);
static double SpearmanTail9(const double s);
static double SpearmanTail(const double t,const int n);
};
//+------------------------------------------------------------------+
//| Pearson's correlation coefficient significance test |
//| This test checks hypotheses about whether X and Y are samples of|
//| two continuous distributions having zero correlation or whether |
//| their correlation is non-zero. |
//| The following tests are performed: |
//| * two-tailed test (null hypothesis - X and Y have zero |
//| correlation) |
//| * left-tailed test (null hypothesis - the correlation |
//| coefficient is greater than or equal to 0) |
//| * right-tailed test (null hypothesis - the correlation |
//| coefficient is less than or equal to 0). |
//| Requirements: |
//| * the number of elements in each sample is not less than 5 |
//| * normality of distributions of X and Y. |
//| Input parameters: |
//| R - Pearson's correlation coefficient for X and Y |
//| N - number of elements in samples, N>=5. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//+------------------------------------------------------------------+
void CCorrTests::PearsonCorrSignific(const double r,const int n,
double &bothTails,double &leftTail,
double &rightTail)
{
//--- Some special cases
if(r>=1)
{
bothTails=0.0;
leftTail=1.0;
rightTail=0.0;
return;
}
//--- check
if(r<=-1)
{
bothTails=0.0;
leftTail=0.0;
rightTail=1.0;
return;
}
//--- check
if(n<5)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
return;
}
//--- calculation
double t=r*MathSqrt((n-2)/(1-CMath::Sqr(r)));
double p=CStudenttDistr::StudenttDistribution(n-2,t);
bothTails=2*MathMin(p,1-p);
leftTail=p;
rightTail=1-p;
}
//+------------------------------------------------------------------+
//| Spearman's rank correlation coefficient significance test |
//| This test checks hypotheses about whether X and Y are samples of |
//| two continuous distributions having zero correlation or whether |
//| their correlation is non-zero. |
//| The following tests are performed: |
//| * two-tailed test (null hypothesis - X and Y have zero |
//| correlation) |
//| * left-tailed test (null hypothesis - the correlation |
//| coefficient is greater than or equal to 0) |
//| * right-tailed test (null hypothesis - the correlation |
//| coefficient is less than or equal to 0). |
//| Requirements: |
//| * the number of elements in each sample is not less than 5. |
//| The test is non-parametric and doesn't require distributions X |
//| and Y to be normal. |
//| Input parameters: |
//| R - Spearman's rank correlation coefficient for X and Y |
//| N - number of elements in samples, N>=5. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//+------------------------------------------------------------------+
void CCorrTests::SpearmanRankCorrSignific(const double r,const int n,
double &bothTails,double &leftTail,
double &rightTail)
{
//--- Special case
if(n<5)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
return;
}
//--- create variables
double t;
double p;
//--- General case
if(r>=1)
t=1.0E10;
else
{
//--- check
if(r<=-1)
t=-1.0E10;
else
t=r*MathSqrt((n-2)/(1-CMath::Sqr(r)));
}
//--- check
if(t<0)
{
p=SpearmanTail(t,n);
bothTails=2*p;
leftTail=p;
rightTail=1-p;
}
else
{
p=SpearmanTail(-t,n);
bothTails=2*p;
leftTail=1-p;
rightTail=p;
}
}
//+------------------------------------------------------------------+
//| Tail(T,N), accepts T<0 |
//+------------------------------------------------------------------+
double CCorrTests::SpearmanTail(const double t,const int n)
{
if(!CAp::Assert(t<0,__FUNCTION__+": the error variable"))
return(EMPTY_VALUE);
//--- check
if(n==5)
return(SpearmanTail5(-t));
//--- check
if(n==6)
return(SpearmanTail6(-t));
//--- check
if(n==7)
return(SpearmanTail7(-t));
//--- check
if(n==8)
return(SpearmanTail8(-t));
//--- check
if(n==9)
return(SpearmanTail9(-t));
//--- return result
return(CStudenttDistr::StudenttDistribution(n-2,t));
}
//+------------------------------------------------------------------+
//| Tail(S, 5) |
//+------------------------------------------------------------------+
double CCorrTests::SpearmanTail5(const double s)
{
//--- check
if(s<0.000e+00)
return(CStudenttDistr::StudenttDistribution(3,-s));
//--- check
if(s>=3.580e+00)
return(8.304e-03);
//--- check
if(s>=2.322e+00)
return(4.163e-02);
//--- check
if(s>=1.704e+00)
return(6.641e-02);
//--- check
if(s>=1.303e+00)
return(1.164e-01);
//--- check
if(s>=1.003e+00)
return(1.748e-01);
//--- check
if(s>=7.584e-01)
return(2.249e-01);
//--- check
if(s>=5.468e-01)
return(2.581e-01);
//--- check
if(s>=3.555e-01)
return(3.413e-01);
//--- check
if(s>=1.759e-01)
return(3.911e-01);
//--- check
if(s>=1.741e-03)
return(4.747e-01);
//--- check
if(s>=0.000e+00)
return(5.248e-01);
//--- return result
return(0);
}
//+------------------------------------------------------------------+
//| Tail(S, 6) |
//+------------------------------------------------------------------+
double CCorrTests::SpearmanTail6(const double s)
{
//--- check
if(s<1.001e+00)
return(CStudenttDistr::StudenttDistribution(4,-s));
//--- check
if(s>=5.663e+00)
return(1.366e-03);
//--- check
if(s>=3.834e+00)
return(8.350e-03);
//--- check
if(s>=2.968e+00)
return(1.668e-02);
//--- check
if(s>=2.430e+00)
return(2.921e-02);
//--- check
if(s>=2.045e+00)
return(5.144e-02);
//--- check
if(s>=1.747e+00)
return(6.797e-02);
//--- check
if(s>=1.502e+00)
return(8.752e-02);
//--- check
if(s>=1.295e+00)
return(1.210e-01);
//--- check
if(s>=1.113e+00)
return(1.487e-01);
//--- check
if(s>=1.001e+00)
return(1.780e-01);
//--- return result
return(0);
}
//+------------------------------------------------------------------+
//| Tail(S, 7) |
//+------------------------------------------------------------------+
double CCorrTests::SpearmanTail7(const double s)
{
//--- check
if(s<1.001e+00)
return(CStudenttDistr::StudenttDistribution(5,-s));
//--- check
if(s>=8.159e+00)
return(2.081e-04);
//--- check
if(s>=5.620e+00)
return(1.393e-03);
//--- check
if(s>=4.445e+00)
return(3.398e-03);
//--- check
if(s>=3.728e+00)
return(6.187e-03);
//--- check
if(s>=3.226e+00)
return(1.200e-02);
//--- check
if(s>=2.844e+00)
return(1.712e-02);
//--- check
if(s>=2.539e+00)
return(2.408e-02);
//--- check
if(s>=2.285e+00)
return(3.320e-02);
//--- check
if(s>=2.068e+00)
return(4.406e-02);
//--- check
if(s>=1.879e+00)
return(5.478e-02);
//--- check
if(s>=1.710e+00)
return(6.946e-02);
//--- check
if(s>=1.559e+00)
return(8.331e-02);
//--- check
if(s>=1.420e+00)
return(1.001e-01);
//--- check
if(s>=1.292e+00)
return(1.180e-01);
//--- check
if(s>=1.173e+00)
return(1.335e-01);
//--- check
if(s>=1.062e+00)
return(1.513e-01);
//--- check
if(s>=1.001e+00)
return(1.770e-01);
//--- return result
return(0);
}
//+------------------------------------------------------------------+
//| Tail(S, 8) |
//+------------------------------------------------------------------+
double CCorrTests::SpearmanTail8(const double s)
{
//--- check
if(s<2.001e+00)
return(CStudenttDistr::StudenttDistribution(6,-s));
//--- check
if(s>=1.103e+01)
return(2.194e-05);
//--- check
if(s>=7.685e+00)
return(2.008e-04);
//--- check
if(s>=6.143e+00)
return(5.686e-04);
//--- check
if(s>=5.213e+00)
return(1.138e-03);
//--- check
if(s>=4.567e+00)
return(2.310e-03);
//--- check
if(s>=4.081e+00)
return(3.634e-03);
//--- check
if(s>=3.697e+00)
return(5.369e-03);
//--- check
if(s>=3.381e+00)
return(7.708e-03);
//--- check
if(s>=3.114e+00)
return(1.087e-02);
//--- check
if(s>=2.884e+00)
return(1.397e-02);
//--- check
if(s>=2.682e+00)
return(1.838e-02);
//--- check
if(s>=2.502e+00)
return(2.288e-02);
//--- check
if(s>=2.340e+00)
return(2.883e-02);
//--- check
if(s>=2.192e+00)
return(3.469e-02);
//--- check
if(s>=2.057e+00)
return(4.144e-02);
//--- check
if(s>=2.001e+00)
return(4.804e-02);
//--- return result
return(0);
}
//+------------------------------------------------------------------+
//| Tail(S, 9) |
//+------------------------------------------------------------------+
double CCorrTests::SpearmanTail9(const double s)
{
//--- check
if(s<2.001e+00)
return(CStudenttDistr::StudenttDistribution(7,-s));
//--- check
if(s>=9.989e+00)
return(2.306e-05);
//--- check
if(s>=8.069e+00)
return(8.167e-05);
//--- check
if(s>=6.890e+00)
return(1.744e-04);
//--- check
if(s>=6.077e+00)
return(3.625e-04);
//--- check
if(s>=5.469e+00)
return(6.450e-04);
//--- check
if(s>=4.991e+00)
return(1.001e-03);
//--- check
if(s>=4.600e+00)
return(1.514e-03);
//--- check
if(s>=4.272e+00)
return(2.213e-03);
//--- check
if(s>=3.991e+00)
return(2.990e-03);
//--- check
if(s>=3.746e+00)
return(4.101e-03);
//--- check
if(s>=3.530e+00)
return(5.355e-03);
//--- check
if(s>=3.336e+00)
return(6.887e-03);
//--- check
if(s>=3.161e+00)
return(8.598e-03);
//--- check
if(s>=3.002e+00)
return(1.065e-02);
//--- check
if(s>=2.855e+00)
return(1.268e-02);
//--- check
if(s>=2.720e+00)
return(1.552e-02);
//--- check
if(s>=2.595e+00)
return(1.836e-02);
//--- check
if(s>=2.477e+00)
return(2.158e-02);
//--- check
if(s>=2.368e+00)
return(2.512e-02);
//--- check
if(s>=2.264e+00)
return(2.942e-02);
//--- check
if(s>=2.166e+00)
return(3.325e-02);
//--- check
if(s>=2.073e+00)
return(3.800e-02);
//--- check
if(s>=2.001e+00)
return(4.285e-02);
//--- return result
return(0);
}
//+------------------------------------------------------------------+
//| Jarque-Bera test |
//+------------------------------------------------------------------+
class CJarqueBera
{
public:
static bool JarqueBeraTest(const double &x[],const int n,double &p);
static bool JarqueBeraTest(const CRowDouble &x,const int n,double &p);
private:
static bool JarqueBeraStat(const CRowDouble &x,const int n,double &s);
static double JarqueBeraApprox(const int n,const double s);
static void JBCheb(double x,double c,double &tj,double &tj1,double &r);
static double JBTbl5(const double s);
static double JBTbl6(const double s);
static double JBTbl7(const double s);
static double JBTbl8(const double s);
static double JBTbl9(const double s);
static double JBTbl10(const double s);
static double JBTbl11(const double s);
static double JBTbl12(const double s);
static double JBTbl13(const double s);
static double JBTbl14(const double s);
static double JBTbl15(const double s);
static double JBTbl16(const double s);
static double JBTbl17(const double s);
static double JBTbl18(const double s);
static double JBTbl19(const double s);
static double JBTbl20(const double s);
static double JBTbl30(const double s);
static double JBTbl50(const double s);
static double JBTbl65(const double s);
static double JBTbl100(const double s);
static double JBTbl130(const double s);
static double JBTbl200(const double s);
static double JBTbl301(const double s);
static double JBTbl501(const double s);
static double JBTbl701(const double s);
static double JBTbl1401(const double s);
};
//+------------------------------------------------------------------+
//| Jarque-Bera test |
//| This test checks hypotheses about the fact that a given sample X |
//| is a sample of normal random variable. |
//| Requirements: |
//| * the number of elements in the sample is not less than 5. |
//| Input parameters: |
//| X - sample. Array whose index goes from 0 to N-1. |
//| N - size of the sample. N>=5 |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| Accuracy of the approximation used (5<=N<=1951): |
//| p-value relative error (5<=N<=1951) |
//| [1, 0.1] < 1% |
//| [0.1, 0.01] < 2% |
//| [0.01, 0.001] < 6% |
//| [0.001, 0] wasn't measured |
//| For N>1951 accuracy wasn't measured but it shouldn't be sharply |
//| different from table values. |
//+------------------------------------------------------------------+
bool CJarqueBera::JarqueBeraTest(const double &x[],const int n,
double &p)
{
CRowDouble X=x;
return(JarqueBeraTest(X,n,p));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CJarqueBera::JarqueBeraTest(const CRowDouble &x,const int n,
double &p)
{
//--- create a variable
double s;
//--- N is too small
if(n<5)
{
p=1.0;
return(true);
}
//--- N is large enough
if(!JarqueBeraStat(x,n,s))
return(false);
p=JarqueBeraApprox(n,s);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Jarque-Bera statistics |
//+------------------------------------------------------------------+
bool CJarqueBera::JarqueBeraStat(const CRowDouble &x,const int n,
double &s)
{
//--- check
if(!CAp::Assert(n>1,__FUNCTION__+": the error variable"))
return(false);
//--- create variables
double stddev=0;
double mean=0;
double variance=0;
double skewness=0;
double kurtosis=0;
if(!CBaseStat::SampleMoments(x,n,mean,variance,skewness,kurtosis))
return(false);
//--- check
if(variance==EMPTY_VALUE)
variance=0;
stddev=MathSqrt(variance);
//--- check
if(stddev!=0)
{
//--- Statistic
s=(double)n/(double)6*(CMath::Sqr(skewness)+CMath::Sqr(kurtosis)/4);
}
else
return(false);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Internal subroutine |
//+------------------------------------------------------------------+
double CJarqueBera::JarqueBeraApprox(const int n,const double s)
{
//--- create variables
double result;
double t1;
double t2;
double t3;
double t;
double f1;
double f2;
double f3;
double f12;
double f23;
double x=s;
//--- check
if(n<5)
return(1);
//--- N = 5..20 are tabulated
if(n>=5 && n<=20)
{
//--- check
if(n==5)
return(MathExp(JBTbl5(x)));
//--- check
if(n==6)
return(MathExp(JBTbl6(x)));
//--- check
if(n==7)
return(MathExp(JBTbl7(x)));
//--- check
if(n==8)
return(MathExp(JBTbl8(x)));
//--- check
if(n==9)
return(MathExp(JBTbl9(x)));
//--- check
if(n==10)
return(MathExp(JBTbl10(x)));
//--- check
if(n==11)
return(MathExp(JBTbl11(x)));
//--- check
if(n==12)
return(MathExp(JBTbl12(x)));
//--- check
if(n==13)
return(MathExp(JBTbl13(x)));
//--- check
if(n==14)
return(MathExp(JBTbl14(x)));
//--- check
if(n==15)
return(MathExp(JBTbl15(x)));
//--- check
if(n==16)
return(MathExp(JBTbl16(x)));
//--- check
if(n==17)
return(MathExp(JBTbl17(x)));
//--- check
if(n==18)
return(MathExp(JBTbl18(x)));
//--- check
if(n==19)
return(MathExp(JBTbl19(x)));
//--- check
if(n==20)
return(MathExp(JBTbl20(x)));
}
//--- N = 20, 30, 50 are tabulated.
//--- In-between values are interpolated
//--- using interpolating polynomial of the second degree.
if(n>20 && n<=50)
{
t1=-1.0/20.0;
t2=-1.0/30.0;
t3=-1.0/50.0;
t=-1.0/n;
//--- tabulation
f1=JBTbl20(x);
f2=JBTbl30(x);
f3=JBTbl50(x);
//--- interpolating
f12=((t-t2)*f1+(t1-t)*f2)/(t1-t2);
f23=((t-t3)*f2+(t2-t)*f3)/(t2-t3);
result=((t-t3)*f12+(t1-t)*f23)/(t1-t3);
//--- check
if(result>0)
result=0;
//--- return result
return(MathExp(result));
}
//--- N = 50, 65, 100 are tabulated.
//--- In-between values are interpolated
//--- using interpolating polynomial of the second degree.
if(n>50 && n<=100)
{
t1=-1.0/50.0;
t2=-1.0/65.0;
t3=-1.0/100.0;
t=-1.0/n;
//--- tabulation
f1=JBTbl50(x);
f2=JBTbl65(x);
f3=JBTbl100(x);
//--- interpolating
f12=((t-t2)*f1+(t1-t)*f2)/(t1-t2);
f23=((t-t3)*f2+(t2-t)*f3)/(t2-t3);
result=((t-t3)*f12+(t1-t)*f23)/(t1-t3);
//--- check
if(result>0)
result=0;
//--- return result
return(MathExp(result));
}
//--- N = 100, 130, 200 are tabulated.
//--- In-between values are interpolated
//--- using interpolating polynomial of the second degree.
if(n>100 && n<=200)
{
t1=-(1.0/100.0);
t2=-(1.0/130.0);
t3=-(1.0/200.0);
t=-(1.0/n);
//--- tabulation
f1=JBTbl100(x);
f2=JBTbl130(x);
f3=JBTbl200(x);
//--- interpolating
f12=((t-t2)*f1+(t1-t)*f2)/(t1-t2);
f23=((t-t3)*f2+(t2-t)*f3)/(t2-t3);
result=((t-t3)*f12+(t1-t)*f23)/(t1-t3);
//--- check
if(result>0)
result=0;
//--- return result
return(MathExp(result));
}
//--- N = 200, 301, 501 are tabulated.
//--- In-between values are interpolated
//--- using interpolating polynomial of the second degree.
if(n>200 && n<=501)
{
t1=-(1.0/200.0);
t2=-(1.0/301.0);
t3=-(1.0/501.0);
t=-(1.0/n);
//--- tabulation
f1=JBTbl200(x);
f2=JBTbl301(x);
f3=JBTbl501(x);
//--- interpolating
f12=((t-t2)*f1+(t1-t)*f2)/(t1-t2);
f23=((t-t3)*f2+(t2-t)*f3)/(t2-t3);
result=((t-t3)*f12+(t1-t)*f23)/(t1-t3);
//--- check
if(result>0)
result=0;
//--- return result
return(MathExp(result));
}
//--- N = 501, 701, 1401 are tabulated.
//--- In-between values are interpolated
//--- using interpolating polynomial of the second degree.
if(n>501 && n<=1401)
{
t1=-(1.0/501.0);
t2=-(1.0/701.0);
t3=-(1.0/1401.0);
t=-(1.0/n);
//--- tabulation
f1=JBTbl501(x);
f2=JBTbl701(x);
f3=JBTbl1401(x);
//--- interpolating
f12=((t-t2)*f1+(t1-t)*f2)/(t1-t2);
f23=((t-t3)*f2+(t2-t)*f3)/(t2-t3);
result=((t-t3)*f12+(t1-t)*f23)/(t1-t3);
//--- check
if(result>0)
result=0;
//--- return result
return(MathExp(result));
}
//--- get result
result=-(0.5*x)+(JBTbl1401(x)+0.5*x)*MathSqrt((double)1401/(double)n);
//--- check
if(result>0)
result=0;
//--- return result
return(MathExp(result));
}
//+------------------------------------------------------------------+
//| Internal subroutine |
//+------------------------------------------------------------------+
void CJarqueBera::JBCheb(double x,double c,double &tj,double &tj1,
double &r)
{
double t;
//--- change values
r+=c*tj;
t=2*x*tj1-tj;
tj=tj1;
tj1=t;
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 5 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl5(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=0.4000)
{
x=2*s/0.400000-1;
tj=1;
tj1=x;
JBCheb(x,-1.097885e-20,tj,tj1,result);
JBCheb(x,-2.854501e-20,tj,tj1,result);
JBCheb(x,-1.756616e-20,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=1.1000)
{
x=2*(s-0.400000)/0.700000-1;
tj=1;
tj1=x;
JBCheb(x,-1.324545e+00,tj,tj1,result);
JBCheb(x,-1.075941e+00,tj,tj1,result);
JBCheb(x,-9.772272e-01,tj,tj1,result);
JBCheb(x,3.175686e-01,tj,tj1,result);
JBCheb(x,-1.576162e-01,tj,tj1,result);
JBCheb(x,1.126861e-01,tj,tj1,result);
JBCheb(x,-3.434425e-02,tj,tj1,result);
JBCheb(x,-2.790359e-01,tj,tj1,result);
JBCheb(x,2.809178e-02,tj,tj1,result);
JBCheb(x,-5.479704e-01,tj,tj1,result);
JBCheb(x,3.717040e-02,tj,tj1,result);
JBCheb(x,-5.294170e-01,tj,tj1,result);
JBCheb(x,2.880632e-02,tj,tj1,result);
JBCheb(x,-3.023344e-01,tj,tj1,result);
JBCheb(x,1.601531e-02,tj,tj1,result);
JBCheb(x,-7.920403e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(5.188419e+02*(s-1.100000e+00))-4.767297e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 6 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl6(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=0.2500)
{
x=2*(s-0.000000)/0.250000-1;
tj=1;
tj1=x;
JBCheb(x,-2.274707e-04,tj,tj1,result);
JBCheb(x,-5.700471e-04,tj,tj1,result);
JBCheb(x,-3.425764e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=1.3000)
{
x=2*(s-0.250000)/1.050000-1;
tj=1;
tj1=x;
JBCheb(x,-1.339000e+00,tj,tj1,result);
JBCheb(x,-2.011104e+00,tj,tj1,result);
JBCheb(x,-8.168177e-01,tj,tj1,result);
JBCheb(x,-1.085666e-01,tj,tj1,result);
JBCheb(x,7.738606e-02,tj,tj1,result);
JBCheb(x,7.022876e-02,tj,tj1,result);
JBCheb(x,3.462402e-02,tj,tj1,result);
JBCheb(x,6.908270e-03,tj,tj1,result);
JBCheb(x,-8.230772e-03,tj,tj1,result);
JBCheb(x,-1.006996e-02,tj,tj1,result);
JBCheb(x,-5.410222e-03,tj,tj1,result);
JBCheb(x,-2.893768e-03,tj,tj1,result);
JBCheb(x,8.114564e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=1.8500)
{
x=2*(s-1.300000)/0.550000-1;
tj=1;
tj1=x;
JBCheb(x,-6.794311e+00,tj,tj1,result);
JBCheb(x,-3.578700e+00,tj,tj1,result);
JBCheb(x,-1.394664e+00,tj,tj1,result);
JBCheb(x,-7.928290e-01,tj,tj1,result);
JBCheb(x,-4.813273e-01,tj,tj1,result);
JBCheb(x,-3.076063e-01,tj,tj1,result);
JBCheb(x,-1.835380e-01,tj,tj1,result);
JBCheb(x,-1.013013e-01,tj,tj1,result);
JBCheb(x,-5.058903e-02,tj,tj1,result);
JBCheb(x,-1.856915e-02,tj,tj1,result);
JBCheb(x,-6.710887e-03,tj,tj1,result);
//---
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.770029e+02*(s-1.850000e+00))-1.371015e+01;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 7 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl7(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=1.4000)
{
x=2*(s-0.000000)/1.400000-1;
tj=1;
tj1=x;
JBCheb(x,-1.093681e+00,tj,tj1,result);
JBCheb(x,-1.695911e+00,tj,tj1,result);
JBCheb(x,-7.473192e-01,tj,tj1,result);
JBCheb(x,-1.203236e-01,tj,tj1,result);
JBCheb(x,6.590379e-02,tj,tj1,result);
JBCheb(x,6.291876e-02,tj,tj1,result);
JBCheb(x,3.132007e-02,tj,tj1,result);
JBCheb(x,9.411147e-03,tj,tj1,result);
JBCheb(x,-1.180067e-03,tj,tj1,result);
JBCheb(x,-3.487610e-03,tj,tj1,result);
JBCheb(x,-2.436561e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=3.0000)
{
x=2*(s-1.400000)/1.600000-1;
tj=1;
tj1=x;
JBCheb(x,-5.947854e+00,tj,tj1,result);
JBCheb(x,-2.772675e+00,tj,tj1,result);
JBCheb(x,-4.707912e-01,tj,tj1,result);
JBCheb(x,-1.691171e-01,tj,tj1,result);
JBCheb(x,-4.132795e-02,tj,tj1,result);
JBCheb(x,-1.481310e-02,tj,tj1,result);
JBCheb(x,2.867536e-03,tj,tj1,result);
JBCheb(x,8.772327e-04,tj,tj1,result);
JBCheb(x,5.033387e-03,tj,tj1,result);
JBCheb(x,-1.378277e-03,tj,tj1,result);
JBCheb(x,-2.497964e-03,tj,tj1,result);
JBCheb(x,-3.636814e-03,tj,tj1,result);
JBCheb(x,-9.581640e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=3.2000)
{
x=2*(s-3.000000)/0.200000-1;
tj=1;
tj1=x;
JBCheb(x,-7.511008e+00,tj,tj1,result);
JBCheb(x,-8.140472e-01,tj,tj1,result);
JBCheb(x,1.682053e+00,tj,tj1,result);
JBCheb(x,-2.568561e-02,tj,tj1,result);
JBCheb(x,-1.933930e+00,tj,tj1,result);
JBCheb(x,-8.140472e-01,tj,tj1,result);
JBCheb(x,-3.895025e+00,tj,tj1,result);
JBCheb(x,-8.140472e-01,tj,tj1,result);
JBCheb(x,-1.933930e+00,tj,tj1,result);
JBCheb(x,-2.568561e-02,tj,tj1,result);
JBCheb(x,1.682053e+00,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.824116e+03*(s-3.200000e+00))-1.440330e+01;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 8 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl8(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=1.3000)
{
x=2*(s-0.000000)/1.300000-1;
tj=1;
tj1=x;
JBCheb(x,-7.199015e-01,tj,tj1,result);
JBCheb(x,-1.095921e+00,tj,tj1,result);
JBCheb(x,-4.736828e-01,tj,tj1,result);
JBCheb(x,-1.047438e-01,tj,tj1,result);
JBCheb(x,-2.484320e-03,tj,tj1,result);
JBCheb(x,7.937923e-03,tj,tj1,result);
JBCheb(x,4.810470e-03,tj,tj1,result);
JBCheb(x,2.139780e-03,tj,tj1,result);
JBCheb(x,6.708443e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=2.0000)
{
x=2*(s-1.300000)/0.700000-1;
tj=1;
tj1=x;
JBCheb(x,-3.378966e+00,tj,tj1,result);
JBCheb(x,-7.802461e-01,tj,tj1,result);
JBCheb(x,1.547593e-01,tj,tj1,result);
JBCheb(x,-6.241042e-02,tj,tj1,result);
JBCheb(x,1.203274e-02,tj,tj1,result);
JBCheb(x,5.201990e-03,tj,tj1,result);
JBCheb(x,-5.125597e-03,tj,tj1,result);
JBCheb(x,1.584426e-03,tj,tj1,result);
JBCheb(x,2.546069e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=5.0000)
{
x=2*(s-2.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.828366e+00,tj,tj1,result);
JBCheb(x,-3.137533e+00,tj,tj1,result);
JBCheb(x,-5.016671e-01,tj,tj1,result);
JBCheb(x,-1.745637e-01,tj,tj1,result);
JBCheb(x,-5.189801e-02,tj,tj1,result);
JBCheb(x,-1.621610e-02,tj,tj1,result);
JBCheb(x,-6.741122e-03,tj,tj1,result);
JBCheb(x,-4.516368e-03,tj,tj1,result);
JBCheb(x,3.552085e-04,tj,tj1,result);
JBCheb(x,2.787029e-03,tj,tj1,result);
JBCheb(x,5.359774e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(5.087028e+00*(s-5.000000e+00))-1.071300e+01;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 9 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl9(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=1.3000)
{
x=2*(s-0.000000)/1.300000-1;
tj=1;
tj1=x;
JBCheb(x,-6.279320e-01,tj,tj1,result);
JBCheb(x,-9.277151e-01,tj,tj1,result);
JBCheb(x,-3.669339e-01,tj,tj1,result);
JBCheb(x,-7.086149e-02,tj,tj1,result);
JBCheb(x,-1.333816e-03,tj,tj1,result);
JBCheb(x,3.871249e-03,tj,tj1,result);
JBCheb(x,2.007048e-03,tj,tj1,result);
JBCheb(x,7.482245e-04,tj,tj1,result);
JBCheb(x,2.355615e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=2.0000)
{
x=2*(s-1.300000)/0.700000-1;
tj=1;
tj1=x;
JBCheb(x,-2.981430e+00,tj,tj1,result);
JBCheb(x,-7.972248e-01,tj,tj1,result);
JBCheb(x,1.747737e-01,tj,tj1,result);
JBCheb(x,-3.808530e-02,tj,tj1,result);
JBCheb(x,-7.888305e-03,tj,tj1,result);
JBCheb(x,9.001302e-03,tj,tj1,result);
JBCheb(x,-1.378767e-03,tj,tj1,result);
JBCheb(x,-1.108510e-03,tj,tj1,result);
JBCheb(x,5.915372e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=7.0000)
{
x=2*(s-2.000000)/5.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.387463e+00,tj,tj1,result);
JBCheb(x,-2.845231e+00,tj,tj1,result);
JBCheb(x,-1.809956e-01,tj,tj1,result);
JBCheb(x,-7.543461e-02,tj,tj1,result);
JBCheb(x,-4.880397e-03,tj,tj1,result);
JBCheb(x,-1.160074e-02,tj,tj1,result);
JBCheb(x,-7.356527e-03,tj,tj1,result);
JBCheb(x,-4.394428e-03,tj,tj1,result);
JBCheb(x,9.619892e-04,tj,tj1,result);
JBCheb(x,-2.758763e-04,tj,tj1,result);
JBCheb(x,4.790977e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(2.020952e+00*(s-7.000000e+00))-9.516623e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 10 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl10(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=1.2000)
{
x=2*(s-0.000000)/1.200000-1;
tj=1;
tj1=x;
JBCheb(x,-4.590993e-01,tj,tj1,result);
JBCheb(x,-6.562730e-01,tj,tj1,result);
JBCheb(x,-2.353934e-01,tj,tj1,result);
JBCheb(x,-4.069933e-02,tj,tj1,result);
JBCheb(x,-1.849151e-03,tj,tj1,result);
JBCheb(x,8.931406e-04,tj,tj1,result);
JBCheb(x,3.636295e-04,tj,tj1,result);
JBCheb(x,1.178340e-05,tj,tj1,result);
JBCheb(x,-8.917749e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=2.0000)
{
x=2*(s-1.200000)/0.800000-1;
tj=1;
tj1=x;
JBCheb(x,-2.537658e+00,tj,tj1,result);
JBCheb(x,-9.962401e-01,tj,tj1,result);
JBCheb(x,1.838715e-01,tj,tj1,result);
JBCheb(x,1.055792e-02,tj,tj1,result);
JBCheb(x,-2.580316e-02,tj,tj1,result);
JBCheb(x,1.781701e-03,tj,tj1,result);
JBCheb(x,3.770362e-03,tj,tj1,result);
JBCheb(x,-4.838983e-04,tj,tj1,result);
JBCheb(x,-6.999052e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=7.0000)
{
x=2*(s-2.000000)/5.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.337524e+00,tj,tj1,result);
JBCheb(x,-1.877029e+00,tj,tj1,result);
JBCheb(x,4.734650e-02,tj,tj1,result);
JBCheb(x,-4.249254e-02,tj,tj1,result);
JBCheb(x,3.320250e-03,tj,tj1,result);
JBCheb(x,-6.432266e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(8.711035e-01*(s-7.000000e+00))-7.212811e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 11 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl11(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=1.2000)
{
x=2*(s-0.000000)/1.200000-1;
tj=1;
tj1=x;
JBCheb(x,-4.339517e-01,tj,tj1,result);
JBCheb(x,-6.051558e-01,tj,tj1,result);
JBCheb(x,-2.000992e-01,tj,tj1,result);
JBCheb(x,-3.022547e-02,tj,tj1,result);
JBCheb(x,-9.808401e-04,tj,tj1,result);
JBCheb(x,5.592870e-04,tj,tj1,result);
JBCheb(x,3.575081e-04,tj,tj1,result);
JBCheb(x,2.086173e-04,tj,tj1,result);
JBCheb(x,6.089011e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=2.2500)
{
x=2*(s-1.200000)/1.050000-1;
tj=1;
tj1=x;
JBCheb(x,-2.523221e+00,tj,tj1,result);
JBCheb(x,-1.068388e+00,tj,tj1,result);
JBCheb(x,2.179661e-01,tj,tj1,result);
JBCheb(x,-1.555524e-03,tj,tj1,result);
JBCheb(x,-3.238964e-02,tj,tj1,result);
JBCheb(x,7.364320e-03,tj,tj1,result);
JBCheb(x,4.895771e-03,tj,tj1,result);
JBCheb(x,-1.762774e-03,tj,tj1,result);
JBCheb(x,-8.201340e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=8.0000)
{
x=2*(s-2.250000)/5.750000-1;
tj=1;
tj1=x;
JBCheb(x,-5.212179e+00,tj,tj1,result);
JBCheb(x,-1.684579e+00,tj,tj1,result);
JBCheb(x,8.299519e-02,tj,tj1,result);
JBCheb(x,-3.606261e-02,tj,tj1,result);
JBCheb(x,7.310869e-03,tj,tj1,result);
JBCheb(x,-3.320115e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(5.715445e-01*(s-8.000000e+00))-6.845834e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 12 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl12(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=1.0000)
{
x=2*(s-0.000000)/1.000000-1;
tj=1;
tj1=x;
JBCheb(x,-2.736742e-01,tj,tj1,result);
JBCheb(x,-3.657836e-01,tj,tj1,result);
JBCheb(x,-1.047209e-01,tj,tj1,result);
JBCheb(x,-1.319599e-02,tj,tj1,result);
JBCheb(x,-5.545631e-04,tj,tj1,result);
JBCheb(x,9.280445e-05,tj,tj1,result);
JBCheb(x,2.815679e-05,tj,tj1,result);
JBCheb(x,-2.213519e-05,tj,tj1,result);
JBCheb(x,1.256838e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=3.0000)
{
x=2*(s-1.000000)/2.000000-1;
tj=1;
tj1=x;
JBCheb(x,-2.573947e+00,tj,tj1,result);
JBCheb(x,-1.515287e+00,tj,tj1,result);
JBCheb(x,3.611880e-01,tj,tj1,result);
JBCheb(x,-3.271311e-02,tj,tj1,result);
JBCheb(x,-6.495815e-02,tj,tj1,result);
JBCheb(x,4.141186e-02,tj,tj1,result);
JBCheb(x,7.180886e-04,tj,tj1,result);
JBCheb(x,-1.388211e-02,tj,tj1,result);
JBCheb(x,4.890761e-03,tj,tj1,result);
JBCheb(x,3.233175e-03,tj,tj1,result);
JBCheb(x,-2.946156e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=12.0000)
{
x=2*(s-3.000000)/9.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.947819e+00,tj,tj1,result);
JBCheb(x,-2.034157e+00,tj,tj1,result);
JBCheb(x,6.878986e-02,tj,tj1,result);
JBCheb(x,-4.078603e-02,tj,tj1,result);
JBCheb(x,6.990977e-03,tj,tj1,result);
JBCheb(x,-2.866215e-03,tj,tj1,result);
JBCheb(x,3.897866e-03,tj,tj1,result);
JBCheb(x,2.512252e-03,tj,tj1,result);
JBCheb(x,2.073743e-03,tj,tj1,result);
JBCheb(x,3.022621e-03,tj,tj1,result);
JBCheb(x,1.501343e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(2.877243e-01*(s-1.200000e+01))-7.936839e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 13 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl13(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=1.0000)
{
x=2*(s-0.000000)/1.000000-1;
tj=1;
tj1=x;
JBCheb(x,-2.713276e-01,tj,tj1,result);
JBCheb(x,-3.557541e-01,tj,tj1,result);
JBCheb(x,-9.459092e-02,tj,tj1,result);
JBCheb(x,-1.044145e-02,tj,tj1,result);
JBCheb(x,-2.546132e-04,tj,tj1,result);
JBCheb(x,1.002374e-04,tj,tj1,result);
JBCheb(x,2.349456e-05,tj,tj1,result);
JBCheb(x,-7.025669e-05,tj,tj1,result);
JBCheb(x,-1.590242e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=3.0000)
{
x=2*(s-1.000000)/2.000000-1;
tj=1;
tj1=x;
JBCheb(x,-2.454383e+00,tj,tj1,result);
JBCheb(x,-1.467539e+00,tj,tj1,result);
JBCheb(x,3.270774e-01,tj,tj1,result);
JBCheb(x,-8.075763e-03,tj,tj1,result);
JBCheb(x,-6.611647e-02,tj,tj1,result);
JBCheb(x,2.990785e-02,tj,tj1,result);
JBCheb(x,8.109212e-03,tj,tj1,result);
JBCheb(x,-1.135031e-02,tj,tj1,result);
JBCheb(x,5.915919e-04,tj,tj1,result);
JBCheb(x,3.522390e-03,tj,tj1,result);
JBCheb(x,-1.144701e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=13.0000)
{
x=2*(s-3.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.736127e+00,tj,tj1,result);
JBCheb(x,-1.920809e+00,tj,tj1,result);
JBCheb(x,1.175858e-01,tj,tj1,result);
JBCheb(x,-4.002049e-02,tj,tj1,result);
JBCheb(x,1.158966e-02,tj,tj1,result);
JBCheb(x,-3.157781e-03,tj,tj1,result);
JBCheb(x,2.762172e-03,tj,tj1,result);
JBCheb(x,5.780347e-04,tj,tj1,result);
JBCheb(x,-1.193310e-03,tj,tj1,result);
JBCheb(x,-2.442421e-05,tj,tj1,result);
JBCheb(x,2.547756e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(2.799944e-01*(s-1.300000e+01))-7.566269e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 14 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl14(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=1.0000)
{
x=2*(s-0.000000)/1.000000-1;
tj=1;
tj1=x;
JBCheb(x,-2.698527e-01,tj,tj1,result);
JBCheb(x,-3.479081e-01,tj,tj1,result);
JBCheb(x,-8.640733e-02,tj,tj1,result);
JBCheb(x,-8.466899e-03,tj,tj1,result);
JBCheb(x,-1.469485e-04,tj,tj1,result);
JBCheb(x,2.150009e-05,tj,tj1,result);
JBCheb(x,1.965975e-05,tj,tj1,result);
JBCheb(x,-4.710210e-05,tj,tj1,result);
JBCheb(x,-1.327808e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=3.0000)
{
x=2*(s-1.000000)/2.000000-1;
tj=1;
tj1=x;
JBCheb(x,-2.350359e+00,tj,tj1,result);
JBCheb(x,-1.421365e+00,tj,tj1,result);
JBCheb(x,2.960468e-01,tj,tj1,result);
JBCheb(x,1.149167e-02,tj,tj1,result);
JBCheb(x,-6.361109e-02,tj,tj1,result);
JBCheb(x,1.976022e-02,tj,tj1,result);
JBCheb(x,1.082700e-02,tj,tj1,result);
JBCheb(x,-8.563328e-03,tj,tj1,result);
JBCheb(x,-1.453123e-03,tj,tj1,result);
JBCheb(x,2.917559e-03,tj,tj1,result);
JBCheb(x,-1.151067e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-3.000000)/12.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.746892e+00,tj,tj1,result);
JBCheb(x,-2.010441e+00,tj,tj1,result);
JBCheb(x,1.566146e-01,tj,tj1,result);
JBCheb(x,-5.129690e-02,tj,tj1,result);
JBCheb(x,1.929724e-02,tj,tj1,result);
JBCheb(x,-2.524227e-03,tj,tj1,result);
JBCheb(x,3.192933e-03,tj,tj1,result);
JBCheb(x,-4.254730e-04,tj,tj1,result);
JBCheb(x,1.620685e-03,tj,tj1,result);
JBCheb(x,7.289618e-04,tj,tj1,result);
JBCheb(x,-2.112350e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(2.590621e-01*(s-1.500000e+01))-7.632238e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 15 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl15(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=2.0000)
{
x=2*(s-0.000000)/2.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.043660e+00,tj,tj1,result);
JBCheb(x,-1.361653e+00,tj,tj1,result);
JBCheb(x,-3.009497e-01,tj,tj1,result);
JBCheb(x,4.951784e-02,tj,tj1,result);
JBCheb(x,4.377903e-02,tj,tj1,result);
JBCheb(x,1.003253e-02,tj,tj1,result);
JBCheb(x,-1.271309e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=5.0000)
{
x=2*(s-2.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-3.582778e+00,tj,tj1,result);
JBCheb(x,-8.349578e-01,tj,tj1,result);
JBCheb(x,9.476514e-02,tj,tj1,result);
JBCheb(x,-2.717385e-02,tj,tj1,result);
JBCheb(x,1.222591e-02,tj,tj1,result);
JBCheb(x,-6.635124e-03,tj,tj1,result);
JBCheb(x,2.815993e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=17.0000)
{
x=2*(s-5.000000)/12.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.115476e+00,tj,tj1,result);
JBCheb(x,-1.655936e+00,tj,tj1,result);
JBCheb(x,8.404310e-02,tj,tj1,result);
JBCheb(x,-2.663794e-02,tj,tj1,result);
JBCheb(x,8.868618e-03,tj,tj1,result);
JBCheb(x,1.381447e-03,tj,tj1,result);
JBCheb(x,9.444801e-04,tj,tj1,result);
JBCheb(x,-1.581503e-04,tj,tj1,result);
JBCheb(x,-9.468696e-04,tj,tj1,result);
JBCheb(x,1.728509e-03,tj,tj1,result);
JBCheb(x,1.206470e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.927937e-01*(s-1.700000e+01))-7.700983e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 16 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl16(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=2.0000)
{
x=2*(s-0.000000)/2.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.002570e+00,tj,tj1,result);
JBCheb(x,-1.298141e+00,tj,tj1,result);
JBCheb(x,-2.832803e-01,tj,tj1,result);
JBCheb(x,3.877026e-02,tj,tj1,result);
JBCheb(x,3.539436e-02,tj,tj1,result);
JBCheb(x,8.439658e-03,tj,tj1,result);
JBCheb(x,-4.756911e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=5.0000)
{
x=2*(s-2.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-3.486198e+00,tj,tj1,result);
JBCheb(x,-8.242944e-01,tj,tj1,result);
JBCheb(x,1.020002e-01,tj,tj1,result);
JBCheb(x,-3.130531e-02,tj,tj1,result);
JBCheb(x,1.512373e-02,tj,tj1,result);
JBCheb(x,-8.054876e-03,tj,tj1,result);
JBCheb(x,3.556839e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=20.0000)
{
x=2*(s-5.000000)/15.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.241608e+00,tj,tj1,result);
JBCheb(x,-1.832655e+00,tj,tj1,result);
JBCheb(x,1.340545e-01,tj,tj1,result);
JBCheb(x,-3.361143e-02,tj,tj1,result);
JBCheb(x,1.283219e-02,tj,tj1,result);
JBCheb(x,3.484549e-03,tj,tj1,result);
JBCheb(x,1.805968e-03,tj,tj1,result);
JBCheb(x,-2.057243e-03,tj,tj1,result);
JBCheb(x,-1.454439e-03,tj,tj1,result);
JBCheb(x,-2.177513e-03,tj,tj1,result);
JBCheb(x,-1.819209e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(2.391580e-01*(s-2.000000e+01))-7.963205e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 17 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl17(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=3.0000)
{
x=2*(s-0.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.566973e+00,tj,tj1,result);
JBCheb(x,-1.810330e+00,tj,tj1,result);
JBCheb(x,-4.840039e-02,tj,tj1,result);
JBCheb(x,2.337294e-01,tj,tj1,result);
JBCheb(x,-5.383549e-04,tj,tj1,result);
JBCheb(x,-5.556515e-02,tj,tj1,result);
JBCheb(x,-8.656965e-03,tj,tj1,result);
JBCheb(x,1.404569e-02,tj,tj1,result);
JBCheb(x,6.447867e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=6.0000)
{
x=2*(s-3.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-3.905684e+00,tj,tj1,result);
JBCheb(x,-6.222920e-01,tj,tj1,result);
JBCheb(x,4.146667e-02,tj,tj1,result);
JBCheb(x,-4.809176e-03,tj,tj1,result);
JBCheb(x,1.057028e-03,tj,tj1,result);
JBCheb(x,-1.211838e-04,tj,tj1,result);
JBCheb(x,-4.099683e-04,tj,tj1,result);
JBCheb(x,1.161105e-04,tj,tj1,result);
JBCheb(x,2.225465e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=24.0000)
{
x=2*(s-6.000000)/18.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.594282e+00,tj,tj1,result);
JBCheb(x,-1.917838e+00,tj,tj1,result);
JBCheb(x,1.455980e-01,tj,tj1,result);
JBCheb(x,-2.999589e-02,tj,tj1,result);
JBCheb(x,5.604263e-03,tj,tj1,result);
JBCheb(x,-3.484445e-03,tj,tj1,result);
JBCheb(x,-1.819937e-03,tj,tj1,result);
JBCheb(x,-2.930390e-03,tj,tj1,result);
JBCheb(x,2.771761e-04,tj,tj1,result);
JBCheb(x,-6.232581e-04,tj,tj1,result);
JBCheb(x,-7.029083e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(2.127771e-01*(s-2.400000e+01))-8.400197e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 18 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl18(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=3.0000)
{
x=2*(s-0.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.526802e+00,tj,tj1,result);
JBCheb(x,-1.762373e+00,tj,tj1,result);
JBCheb(x,-5.598890e-02,tj,tj1,result);
JBCheb(x,2.189437e-01,tj,tj1,result);
JBCheb(x,5.971721e-03,tj,tj1,result);
JBCheb(x,-4.823067e-02,tj,tj1,result);
JBCheb(x,-1.064501e-02,tj,tj1,result);
JBCheb(x,1.014932e-02,tj,tj1,result);
JBCheb(x,5.953513e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=6.0000)
{
x=2*(s-3.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-3.818669e+00,tj,tj1,result);
JBCheb(x,-6.070918e-01,tj,tj1,result);
JBCheb(x,4.277196e-02,tj,tj1,result);
JBCheb(x,-4.879817e-03,tj,tj1,result);
JBCheb(x,6.887357e-04,tj,tj1,result);
JBCheb(x,1.638451e-05,tj,tj1,result);
JBCheb(x,1.502800e-04,tj,tj1,result);
JBCheb(x,-3.165796e-05,tj,tj1,result);
JBCheb(x,5.034960e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=20.0000)
{
x=2*(s-6.000000)/14.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.010656e+00,tj,tj1,result);
JBCheb(x,-1.496296e+00,tj,tj1,result);
JBCheb(x,1.002227e-01,tj,tj1,result);
JBCheb(x,-2.338250e-02,tj,tj1,result);
JBCheb(x,4.137036e-03,tj,tj1,result);
JBCheb(x,-2.586202e-03,tj,tj1,result);
JBCheb(x,-9.736384e-04,tj,tj1,result);
JBCheb(x,1.332251e-03,tj,tj1,result);
JBCheb(x,1.877982e-03,tj,tj1,result);
JBCheb(x,-1.160963e-05,tj,tj1,result);
JBCheb(x,-2.547247e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.684623e-01*(s-2.000000e+01))-7.428883e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 19 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl19(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=3.0000)
{
x=2*(s-0.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.490213e+00,tj,tj1,result);
JBCheb(x,-1.719633e+00,tj,tj1,result);
JBCheb(x,-6.459123e-02,tj,tj1,result);
JBCheb(x,2.034878e-01,tj,tj1,result);
JBCheb(x,1.113868e-02,tj,tj1,result);
JBCheb(x,-4.030922e-02,tj,tj1,result);
JBCheb(x,-1.054022e-02,tj,tj1,result);
JBCheb(x,7.525623e-03,tj,tj1,result);
JBCheb(x,5.277360e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=6.0000)
{
x=2*(s-3.000000)/3.000000-1;
tj=1;
tj1=x;
JBCheb(x,-3.744750e+00,tj,tj1,result);
JBCheb(x,-5.977749e-01,tj,tj1,result);
JBCheb(x,4.223716e-02,tj,tj1,result);
JBCheb(x,-5.363889e-03,tj,tj1,result);
JBCheb(x,5.711774e-04,tj,tj1,result);
JBCheb(x,-5.557257e-04,tj,tj1,result);
JBCheb(x,4.254794e-04,tj,tj1,result);
JBCheb(x,9.034207e-05,tj,tj1,result);
JBCheb(x,5.498107e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=20.0000)
{
x=2*(s-6.000000)/14.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.872768e+00,tj,tj1,result);
JBCheb(x,-1.430689e+00,tj,tj1,result);
JBCheb(x,1.136575e-01,tj,tj1,result);
JBCheb(x,-1.726627e-02,tj,tj1,result);
JBCheb(x,3.421110e-03,tj,tj1,result);
JBCheb(x,-1.581510e-03,tj,tj1,result);
JBCheb(x,-5.559520e-04,tj,tj1,result);
JBCheb(x,-6.838208e-04,tj,tj1,result);
JBCheb(x,8.428839e-04,tj,tj1,result);
JBCheb(x,-7.170682e-04,tj,tj1,result);
JBCheb(x,-6.006647e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.539373e-01*(s-2.000000e+01))-7.206941e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 20 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl20(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.854794e+00,tj,tj1,result);
JBCheb(x,-1.948947e+00,tj,tj1,result);
JBCheb(x,1.632184e-01,tj,tj1,result);
JBCheb(x,2.139397e-01,tj,tj1,result);
JBCheb(x,-1.006237e-01,tj,tj1,result);
JBCheb(x,-3.810031e-02,tj,tj1,result);
JBCheb(x,3.573620e-02,tj,tj1,result);
JBCheb(x,9.951242e-03,tj,tj1,result);
JBCheb(x,-1.274092e-02,tj,tj1,result);
JBCheb(x,-3.464196e-03,tj,tj1,result);
JBCheb(x,4.882139e-03,tj,tj1,result);
JBCheb(x,1.575144e-03,tj,tj1,result);
JBCheb(x,-1.822804e-03,tj,tj1,result);
JBCheb(x,-7.061348e-04,tj,tj1,result);
JBCheb(x,5.908404e-04,tj,tj1,result);
JBCheb(x,1.978353e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.030989e+00,tj,tj1,result);
JBCheb(x,-1.327151e+00,tj,tj1,result);
JBCheb(x,1.346404e-01,tj,tj1,result);
JBCheb(x,-2.840051e-02,tj,tj1,result);
JBCheb(x,7.578551e-03,tj,tj1,result);
JBCheb(x,-9.813886e-04,tj,tj1,result);
JBCheb(x,5.905973e-05,tj,tj1,result);
JBCheb(x,-5.358489e-04,tj,tj1,result);
JBCheb(x,-3.450795e-04,tj,tj1,result);
JBCheb(x,-6.941157e-04,tj,tj1,result);
JBCheb(x,-7.432418e-04,tj,tj1,result);
JBCheb(x,-2.070537e-04,tj,tj1,result);
JBCheb(x,9.375654e-04,tj,tj1,result);
JBCheb(x,5.367378e-04,tj,tj1,result);
JBCheb(x,9.890859e-04,tj,tj1,result);
JBCheb(x,6.679782e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-7.015854e+00,tj,tj1,result);
JBCheb(x,-7.487737e-01,tj,tj1,result);
JBCheb(x,2.244254e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.318007e-01*(s-2.500000e+01))-7.742185e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 30 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl30(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.630822e+00,tj,tj1,result);
JBCheb(x,-1.724298e+00,tj,tj1,result);
JBCheb(x,7.872756e-02,tj,tj1,result);
JBCheb(x,1.658268e-01,tj,tj1,result);
JBCheb(x,-3.573597e-02,tj,tj1,result);
JBCheb(x,-2.994157e-02,tj,tj1,result);
JBCheb(x,5.994825e-03,tj,tj1,result);
JBCheb(x,7.394303e-03,tj,tj1,result);
JBCheb(x,-5.785029e-04,tj,tj1,result);
JBCheb(x,-1.990264e-03,tj,tj1,result);
JBCheb(x,-1.037838e-04,tj,tj1,result);
JBCheb(x,6.755546e-04,tj,tj1,result);
JBCheb(x,1.774473e-04,tj,tj1,result);
JBCheb(x,-2.821395e-04,tj,tj1,result);
JBCheb(x,-1.392603e-04,tj,tj1,result);
JBCheb(x,1.353313e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.539322e+00,tj,tj1,result);
JBCheb(x,-1.197018e+00,tj,tj1,result);
JBCheb(x,1.396848e-01,tj,tj1,result);
JBCheb(x,-2.804293e-02,tj,tj1,result);
JBCheb(x,6.867928e-03,tj,tj1,result);
JBCheb(x,-2.768758e-03,tj,tj1,result);
JBCheb(x,5.211792e-04,tj,tj1,result);
JBCheb(x,4.925799e-04,tj,tj1,result);
JBCheb(x,5.046235e-04,tj,tj1,result);
JBCheb(x,-9.536469e-05,tj,tj1,result);
JBCheb(x,-6.489642e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.263462e+00,tj,tj1,result);
JBCheb(x,-6.177316e-01,tj,tj1,result);
JBCheb(x,2.590637e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.028212e-01*(s-2.500000e+01))-6.855288e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 50 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl50(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.436279e+00,tj,tj1,result);
JBCheb(x,-1.519711e+00,tj,tj1,result);
JBCheb(x,1.148699e-02,tj,tj1,result);
JBCheb(x,1.001204e-01,tj,tj1,result);
JBCheb(x,-3.207620e-03,tj,tj1,result);
JBCheb(x,-1.034778e-02,tj,tj1,result);
JBCheb(x,-1.220322e-03,tj,tj1,result);
JBCheb(x,1.033260e-03,tj,tj1,result);
JBCheb(x,2.588280e-04,tj,tj1,result);
JBCheb(x,-1.851653e-04,tj,tj1,result);
JBCheb(x,-1.287733e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.234645e+00,tj,tj1,result);
JBCheb(x,-1.189127e+00,tj,tj1,result);
JBCheb(x,1.429738e-01,tj,tj1,result);
JBCheb(x,-3.058822e-02,tj,tj1,result);
JBCheb(x,9.086776e-03,tj,tj1,result);
JBCheb(x,-1.445783e-03,tj,tj1,result);
JBCheb(x,1.311671e-03,tj,tj1,result);
JBCheb(x,-7.261298e-04,tj,tj1,result);
JBCheb(x,6.496987e-04,tj,tj1,result);
JBCheb(x,2.605249e-04,tj,tj1,result);
JBCheb(x,8.162282e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.921095e+00,tj,tj1,result);
JBCheb(x,-5.888603e-01,tj,tj1,result);
JBCheb(x,3.080113e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(9.313116e-02*(s-2.500000e+01))-6.479154e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 65 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl65(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.360024e+00,tj,tj1,result);
JBCheb(x,-1.434631e+00,tj,tj1,result);
JBCheb(x,-6.514580e-03,tj,tj1,result);
JBCheb(x,7.332038e-02,tj,tj1,result);
JBCheb(x,1.158197e-03,tj,tj1,result);
JBCheb(x,-5.121233e-03,tj,tj1,result);
JBCheb(x,-1.051056e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.148601e+00,tj,tj1,result);
JBCheb(x,-1.214233e+00,tj,tj1,result);
JBCheb(x,1.487977e-01,tj,tj1,result);
JBCheb(x,-3.424720e-02,tj,tj1,result);
JBCheb(x,1.116715e-02,tj,tj1,result);
JBCheb(x,-4.043152e-03,tj,tj1,result);
JBCheb(x,1.718149e-03,tj,tj1,result);
JBCheb(x,-1.313701e-03,tj,tj1,result);
JBCheb(x,3.097305e-04,tj,tj1,result);
JBCheb(x,2.181031e-04,tj,tj1,result);
JBCheb(x,1.256975e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.858951e+00,tj,tj1,result);
JBCheb(x,-5.895179e-01,tj,tj1,result);
JBCheb(x,2.933237e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(9.443768e-02*(s-2.500000e+01))-6.419137e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 100 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl100(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.257021e+00,tj,tj1,result);
JBCheb(x,-1.313418e+00,tj,tj1,result);
JBCheb(x,-1.628931e-02,tj,tj1,result);
JBCheb(x,4.264287e-02,tj,tj1,result);
JBCheb(x,1.518487e-03,tj,tj1,result);
JBCheb(x,-1.499826e-03,tj,tj1,result);
JBCheb(x,-4.836044e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.056508e+00,tj,tj1,result);
JBCheb(x,-1.279690e+00,tj,tj1,result);
JBCheb(x,1.665746e-01,tj,tj1,result);
JBCheb(x,-4.290012e-02,tj,tj1,result);
JBCheb(x,1.487632e-02,tj,tj1,result);
JBCheb(x,-5.704465e-03,tj,tj1,result);
JBCheb(x,2.211669e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.866099e+00,tj,tj1,result);
JBCheb(x,-6.399767e-01,tj,tj1,result);
JBCheb(x,2.498208e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.080097e-01*(s-2.500000e+01))-6.481094e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 130 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl130(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.207999e+00,tj,tj1,result);
JBCheb(x,-1.253864e+00,tj,tj1,result);
JBCheb(x,-1.618032e-02,tj,tj1,result);
JBCheb(x,3.112729e-02,tj,tj1,result);
JBCheb(x,1.210546e-03,tj,tj1,result);
JBCheb(x,-4.732602e-04,tj,tj1,result);
JBCheb(x,-2.410527e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.026324e+00,tj,tj1,result);
JBCheb(x,-1.331990e+00,tj,tj1,result);
JBCheb(x,1.779129e-01,tj,tj1,result);
JBCheb(x,-4.674749e-02,tj,tj1,result);
JBCheb(x,1.669077e-02,tj,tj1,result);
JBCheb(x,-5.679136e-03,tj,tj1,result);
JBCheb(x,8.833221e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-5.893951e+00,tj,tj1,result);
JBCheb(x,-6.475304e-01,tj,tj1,result);
JBCheb(x,3.116734e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.045722e-01*(s-2.500000e+01))-6.510314e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 200 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl200(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.146155e+00,tj,tj1,result);
JBCheb(x,-1.177398e+00,tj,tj1,result);
JBCheb(x,-1.297970e-02,tj,tj1,result);
JBCheb(x,1.869745e-02,tj,tj1,result);
JBCheb(x,1.717288e-04,tj,tj1,result);
JBCheb(x,-1.982108e-04,tj,tj1,result);
JBCheb(x,6.427636e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.034235e+00,tj,tj1,result);
JBCheb(x,-1.455006e+00,tj,tj1,result);
JBCheb(x,1.942996e-01,tj,tj1,result);
JBCheb(x,-4.973795e-02,tj,tj1,result);
JBCheb(x,1.418812e-02,tj,tj1,result);
JBCheb(x,-3.156778e-03,tj,tj1,result);
JBCheb(x,4.896705e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.086071e+00,tj,tj1,result);
JBCheb(x,-7.152176e-01,tj,tj1,result);
JBCheb(x,3.725393e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.132404e-01*(s-2.500000e+01))-6.764034e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 301 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl301(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.104290e+00,tj,tj1,result);
JBCheb(x,-1.125800e+00,tj,tj1,result);
JBCheb(x,-9.595847e-03,tj,tj1,result);
JBCheb(x,1.219666e-02,tj,tj1,result);
JBCheb(x,1.502210e-04,tj,tj1,result);
JBCheb(x,-6.414543e-05,tj,tj1,result);
JBCheb(x,6.754115e-05,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.065955e+00,tj,tj1,result);
JBCheb(x,-1.582060e+00,tj,tj1,result);
JBCheb(x,2.004472e-01,tj,tj1,result);
JBCheb(x,-4.709092e-02,tj,tj1,result);
JBCheb(x,1.105779e-02,tj,tj1,result);
JBCheb(x,1.197391e-03,tj,tj1,result);
JBCheb(x,-8.386780e-04,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.311384e+00,tj,tj1,result);
JBCheb(x,-7.918763e-01,tj,tj1,result);
JBCheb(x,3.626584e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.293626e-01*(s-2.500000e+01))-7.066995e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 501 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl501(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.067426e+00,tj,tj1,result);
JBCheb(x,-1.079765e+00,tj,tj1,result);
JBCheb(x,-5.463005e-03,tj,tj1,result);
JBCheb(x,6.875659e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.127574e+00,tj,tj1,result);
JBCheb(x,-1.740694e+00,tj,tj1,result);
JBCheb(x,2.044502e-01,tj,tj1,result);
JBCheb(x,-3.746714e-02,tj,tj1,result);
JBCheb(x,3.810594e-04,tj,tj1,result);
JBCheb(x,1.197111e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.628194e+00,tj,tj1,result);
JBCheb(x,-8.846221e-01,tj,tj1,result);
JBCheb(x,4.386405e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.418332e-01*(s-2.500000e+01))-7.468952e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 701 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl701(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.050999e+00,tj,tj1,result);
JBCheb(x,-1.059769e+00,tj,tj1,result);
JBCheb(x,-3.922680e-03,tj,tj1,result);
JBCheb(x,4.847054e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.192182e+00,tj,tj1,result);
JBCheb(x,-1.860007e+00,tj,tj1,result);
JBCheb(x,1.963942e-01,tj,tj1,result);
JBCheb(x,-2.838711e-02,tj,tj1,result);
JBCheb(x,-2.893112e-04,tj,tj1,result);
JBCheb(x,2.159788e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-6.917851e+00,tj,tj1,result);
JBCheb(x,-9.817020e-01,tj,tj1,result);
JBCheb(x,5.383727e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(1.532706e-01*(s-2.500000e+01))-7.845715e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tabulation at the size of the array is 1401 |
//+------------------------------------------------------------------+
double CJarqueBera::JBTbl1401(const double s)
{
//--- create variables
double result=0;
double x;
double tj;
double tj1;
//--- check
if(s<=4.0000)
{
x=2*(s-0.000000)/4.000000-1;
tj=1;
tj1=x;
JBCheb(x,-1.026266e+00,tj,tj1,result);
JBCheb(x,-1.030061e+00,tj,tj1,result);
JBCheb(x,-1.259222e-03,tj,tj1,result);
JBCheb(x,2.536254e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=15.0000)
{
x=2*(s-4.000000)/11.000000-1;
tj=1;
tj1=x;
JBCheb(x,-4.329849e+00,tj,tj1,result);
JBCheb(x,-2.095443e+00,tj,tj1,result);
JBCheb(x,1.759363e-01,tj,tj1,result);
JBCheb(x,-7.751359e-03,tj,tj1,result);
JBCheb(x,-6.124368e-03,tj,tj1,result);
JBCheb(x,-1.793114e-03,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
//--- check
if(s<=25.0000)
{
x=2*(s-15.000000)/10.000000-1;
tj=1;
tj1=x;
JBCheb(x,-7.544330e+00,tj,tj1,result);
JBCheb(x,-1.225382e+00,tj,tj1,result);
JBCheb(x,5.392349e-02,tj,tj1,result);
//--- check
if(result>0)
result=0;
//--- return result
return(result);
}
result=-(2.019375e-01*(s-2.500000e+01))-8.715788e+00;
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Mann-Whitney U-test |
//+------------------------------------------------------------------+
class CMannWhitneyU
{
public:
static void CMannWhitneyUTest(const double &x[],const int n,const double &y[],const int m,double &bothTails,double &leftTail,double &rightTail);
static void CMannWhitneyUTest(const CRowDouble &x,const int n,const CRowDouble &y,const int m,double &bothTails,double &leftTail,double &rightTail);
private:
static void UCheb(const double x,const double c,double &tj,double &tj1,double &r);
static double UThreePointInterpolate(const double p1,const double p2,const double p3,const int n);
static double USigma(double s,const int n1,const int n2);
static double USigma000(const int n1,const int n2);
static double USigma075(const int n1,const int n2);
static double USigma150(const int n1,const int n2);
static double USigma225(const int n1,const int n2);
static double USigma300(const int n1,const int n2);
static double USigma333(const int n1,const int n2);
static double USigma367(const int n1,const int n2);
static double USigma400(const int n1,const int n2);
static double UTbln5n5(const double s);
static double UTbln5n6(const double s);
static double UTbln5n7(const double s);
static double UTbln5n8(const double s);
static double UTbln5n9(const double s);
static double UTbln5n10(const double s);
static double UTbln5n11(const double s);
static double UTbln5n12(const double s);
static double UTbln5n13(const double s);
static double UTbln5n14(const double s);
static double UTbln5n15(const double s);
static double UTbln5n16(const double s);
static double UTbln5n17(const double s);
static double UTbln5n18(const double s);
static double UTbln5n19(const double s);
static double UTbln5n20(const double s);
static double UTbln5n21(const double s);
static double UTbln5n22(const double s);
static double UTbln5n23(const double s);
static double UTbln5n24(const double s);
static double UTbln5n25(const double s);
static double UTbln5n26(const double s);
static double UTbln5n27(const double s);
static double UTbln5n28(const double s);
static double UTbln5n29(const double s);
static double UTbln5n30(const double s);
static double UTbln5n100(const double s);
static double UTbln6n6(const double s);
static double UTbln6n7(const double s);
static double UTbln6n8(const double s);
static double UTbln6n9(const double s);
static double UTbln6n10(const double s);
static double UTbln6n11(const double s);
static double UTbln6n12(const double s);
static double UTbln6n13(const double s);
static double UTbln6n14(const double s);
static double UTbln6n15(const double s);
static double UTbln6n30(const double s);
static double UTbln6n100(const double s);
static double UTbln7n7(const double s);
static double UTbln7n8(const double s);
static double UTbln7n9(const double s);
static double UTbln7n10(const double s);
static double UTbln7n11(const double s);
static double UTbln7n12(const double s);
static double UTbln7n13(const double s);
static double UTbln7n14(const double s);
static double UTbln7n15(const double s);
static double UTbln7n30(const double s);
static double UTbln7n100(const double s);
static double UTbln8n8(const double s);
static double UTbln8n9(const double s);
static double UTbln8n10(const double s);
static double UTbln8n11(const double s);
static double UTbln8n12(const double s);
static double UTbln8n13(const double s);
static double UTbln8n14(const double s);
static double UTbln8n15(const double s);
static double UTbln8n30(const double s);
static double UTbln8n100(const double s);
static double UTbln9n9(const double s);
static double UTbln9n10(const double s);
static double UTbln9n11(const double s);
static double UTbln9n12(const double s);
static double UTbln9n13(const double s);
static double UTbln9n14(const double s);
static double UTbln9n15(const double s);
static double UTbln9n30(const double s);
static double UTbln9n100(const double s);
static double UTbln10n10(const double s);
static double UTbln10n11(const double s);
static double UTbln10n12(const double s);
static double UTbln10n13(const double s);
static double UTbln10n14(const double s);
static double UTbln10n15(const double s);
static double UTbln10n30(const double s);
static double UTbln10n100(const double s);
static double UTbln11n11(const double s);
static double UTbln11n12(const double s);
static double UTbln11n13(const double s);
static double UTbln11n14(const double s);
static double UTbln11n15(const double s);
static double UTbln11n30(const double s);
static double UTbln11n100(const double s);
static double UTbln12n12(const double s);
static double UTbln12n13(const double s);
static double UTbln12n14(const double s);
static double UTbln12n15(const double s);
static double UTbln12n30(const double s);
static double UTbln12n100(const double s);
static double UTbln13n13(const double s);
static double UTbln13n14(const double s);
static double UTbln13n15(const double s);
static double UTbln13n30(const double s);
static double UTbln13n100(const double s);
static double UTbln14n14(const double s);
static double UTbln14n15(const double s);
static double UTbln14n30(const double s);
static double UTbln14n100(const double s);
};
//+------------------------------------------------------------------+
//| Mann-Whitney U-test |
//| This test checks hypotheses about whether X and Y are samples of |
//| two continuous distributions of the same shape and same median or|
//| whether their medians are different. |
//| The following tests are performed: |
//| * two-tailed test (null hypothesis - the medians are equal) |
//| * left-tailed test (null hypothesis - the median of the first|
//| sample is greater than or equal to the median of the second|
//| sample) |
//| * right-tailed test (null hypothesis - the median of the |
//| first sample is less than or equal to the median of the |
//| second sample). |
//| Requirements: |
//| * the samples are independent |
//| * X and Y are continuous distributions (or discrete |
//| distributions well- approximating continuous distributions)|
//| * distributions of X and Y have the same shape. The only |
//| possible difference is their position (i.e. the value of |
//| the median) |
//| * the number of elements in each sample is not less than 5 |
//| * the scale of measurement should be ordinal, interval or |
//| ratio (i.e. the test could not be applied to nominal |
//| variables). |
//| The test is non-parametric and doesn't require distributions to |
//| be normal. |
//| Input parameters: |
//| X - sample 1. Array whose index goes from 0 to N-1. |
//| N - size of the sample. N>=5 |
//| Y - sample 2. Array whose index goes from 0 to M-1. |
//| M - size of the sample. M>=5 |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| To calculate p-values, special approximation is used. This |
//| method lets us calculate p-values with satisfactory accuracy in |
//| interval [0.0001, 1]. There is no approximation outside the |
//| [0.0001, 1] interval. Therefore, if the significance level |
//| outlies this interval, the test returns 0.0001. |
//| Relative precision of approximation of p-value: |
//| N M Max.err. Rms.err. |
//| 5..10 N..10 1.4e-02 6.0e-04 |
//| 5..10 N..100 2.2e-02 5.3e-06 |
//| 10..15 N..15 1.0e-02 3.2e-04 |
//| 10..15 N..100 1.0e-02 2.2e-05 |
//| 15..100 N..100 6.1e-03 2.7e-06 |
//| For N,M>100 accuracy checks weren't put into practice, but taking|
//| into account characteristics of asymptotic approximation used, |
//| precision should not be sharply different from the values for |
//| interval [5, 100]. |
//+------------------------------------------------------------------+
void CMannWhitneyU::CMannWhitneyUTest(const double &x[],const int n,
const double &y[],const int m,
double &bothTails,double &leftTail,
double &rightTail)
{
CRowDouble X=x;
CRowDouble Y=y;
CMannWhitneyUTest(X,n,Y,m,bothTails,leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CMannWhitneyU::CMannWhitneyUTest(const CRowDouble &x,const int n,
const CRowDouble &y,const int m,
double &bothTails,double &leftTail,
double &rightTail)
{
//--- Prepare
if(n<=4 || m<=4)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
return;
}
//--- create variables
int i=0;
int j=0;
int k=0;
int t=0;
double tmp=0;
int tmpi=0;
int ns=n+m;
vector<double> r;
int c[];
double u=0;
double p=0;
double mp=0;
double s=0;
double sigma=0;
double mu=0;
int tiecount=0;
int tiesize[];
//--- allocation
r=x.ToVector();
r.Resize(ns);
ArrayResize(c,ns);
ArrayInitialize(c,0);
//--- fiiling arrays
for(i=0; i<m; i++)
r[n+i]=y[i];
ArrayFill(c,n,m,1);
//--- sort {R, C}
if(ns!=1)
{
i=2;
//--- cycle
do
{
t=i;
//--- cycle
while(t!=1)
{
k=t/2;
//--- check
if(r[k-1]>=r[t-1])
t=1;
else
{
//--- change positions
tmp=r[k-1];
r[k-1]=r[t-1];
r[t-1]=tmp;
tmpi=c[k-1];
c[k-1]=c[t-1];
c[t-1]=tmpi;
t=k;
}
}
i++;
}
while(i<=ns);
//--- change value
i=ns-1;
do
{
//--- change positions
tmp=r[i];
r[i]=r[0];
r[0]=tmp;
tmpi=c[i];
c[i]=c[0];
c[0]=tmpi;
t=1;
//--- cycle
while(t!=0)
{
k=2*t;
//--- check
if(k>i)
t=0;
else
{
//--- check
if(k<i)
if(r[k]>r[k-1])
k++;
//--- check
if(r[t-1]>=r[k-1])
t=0;
else
{
//--- change positions
tmp=r[k-1];
r[k-1]=r[t-1];
r[t-1]=tmp;
tmpi=c[k-1];
c[k-1]=c[t-1];
c[t-1]=tmpi;
t=k;
}
}
}
i--;
}
while(i>=1);
}
//--- compute tied ranks
i=0;
tiecount=0;
ArrayResizeAL(tiesize,ns);
//--- cycle
while(i<ns)
{
j=i+1;
while(j<ns)
{
//--- check
if(r[j]!=r[i])
break;
j++;
}
for(k=i; k<j; k++)
r[k]=1+(double)(i+j-1)/2.0;
//--- change values
tiesize[tiecount]=j-i;
tiecount++;
i=j;
}
//--- Compute U
u=0;
for(i=0; i<ns; i++)
{
if(c[i]==0)
u+=r[i];
}
u=n*(m+(n+1)/2.0)-u;
//--- Result
mu=n*m/2.0;
tmp=ns*(CMath::Sqr(ns)-1)/12.0;
for(i=0; i<tiecount; i++)
tmp-=tiesize[i]*(CMath::Sqr(tiesize[i])-1)/12.0;
//--- calculation sigma
sigma=MathSqrt((double)(m*n)/(double)ns/(ns-1)*tmp);
s=(u-mu)/sigma;
//--- check
if(s<=0)
{
p=MathExp(USigma(-((u-mu)/sigma),n,m));
mp=1-MathExp(USigma(-((u-1-mu)/sigma),n,m));
}
else
{
mp=MathExp(USigma((u-mu)/sigma,n,m));
p=1-MathExp(USigma((u+1-mu)/sigma,n,m));
}
//--- get parameters
leftTail=CApServ::BoundVal(MathMax(mp,1.0E-4),0.0001,0.2500);
rightTail=CApServ::BoundVal(MathMax(p,1.0E-4),0.0001,0.2500);
bothTails=2*MathMin(leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| Sequential Chebyshev interpolation. |
//+------------------------------------------------------------------+
void CMannWhitneyU::UCheb(const double x,const double c,double &tj,
double &tj1,double &r)
{
double t;
//--- change values
r=r+c*tj;
t=2*x*tj1-tj;
tj=tj1;
tj1=t;
}
//+------------------------------------------------------------------+
//| Three-point polynomial interpolation. |
//+------------------------------------------------------------------+
double CMannWhitneyU::UThreePointInterpolate(const double p1,
const double p2,
const double p3,
const int n)
{
//--- interpolating
double t1=1.0/15.0;
double t2=1.0/30.0;
double t3=1.0/100.0;
double t=1.0/n;
double p12=((t-t2)*p1+(t1-t)*p2)/(t1-t2);
double p23=((t-t3)*p2+(t2-t)*p3)/(t2-t3);
//--- return result
return(((t-t3)*p12+(t1-t)*p23)/(t1-t3));
}
//+------------------------------------------------------------------+
//| Tail(0, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma000(const int n1,const int n2)
{
//--- interpolating
double p1=UThreePointInterpolate(-6.76984e-01,-6.83700e-01,-6.89873e-01,n2);
double p2=UThreePointInterpolate(-6.83700e-01,-6.87311e-01,-6.90957e-01,n2);
double p3=UThreePointInterpolate(-6.89873e-01,-6.90957e-01,-6.92175e-01,n2);
//--- return result
return(UThreePointInterpolate(p1,p2,p3,n1));
}
//+------------------------------------------------------------------+
//| Tail(0.75, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma075(const int n1,const int n2)
{
//--- interpolating
double p1=UThreePointInterpolate(-1.44500e+00,-1.45906e+00,-1.47063e+00,n2);
double p2=UThreePointInterpolate(-1.45906e+00,-1.46856e+00,-1.47644e+00,n2);
double p3=UThreePointInterpolate(-1.47063e+00,-1.47644e+00,-1.48100e+00,n2);
//--- return result
return(UThreePointInterpolate(p1,p2,p3,n1));
}
//+------------------------------------------------------------------+
//| Tail(1.5, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma150(const int n1,const int n2)
{
//--- interpolating
double p1=UThreePointInterpolate(-2.65380e+00,-2.67352e+00,-2.69011e+00,n2);
double p2=UThreePointInterpolate(-2.67352e+00,-2.68591e+00,-2.69659e+00,n2);
double p3=UThreePointInterpolate(-2.69011e+00,-2.69659e+00,-2.70192e+00,n2);
//--- return result
return(UThreePointInterpolate(p1,p2,p3,n1));
}
//+------------------------------------------------------------------+
//| Tail(2.25, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma225(const int n1,const int n2)
{
//--- interpolating
double p1=UThreePointInterpolate(-4.41465e+00,-4.42260e+00,-4.43702e+00,n2);
double p2=UThreePointInterpolate(-4.42260e+00,-4.41639e+00,-4.41928e+00,n2);
double p3=UThreePointInterpolate(-4.43702e+00,-4.41928e+00,-4.41030e+00,n2);
//--- return result
return(UThreePointInterpolate(p1,p2,p3,n1));
}
//+------------------------------------------------------------------+
//| Tail(3.0, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma300(const int n1,const int n2)
{
//--- interpolating
double p1=UThreePointInterpolate(-6.89839e+00,-6.83477e+00,-6.82340e+00,n2);
double p2=UThreePointInterpolate(-6.83477e+00,-6.74559e+00,-6.71117e+00,n2);
double p3=UThreePointInterpolate(-6.82340e+00,-6.71117e+00,-6.64929e+00,n2);
//--- return result
return(UThreePointInterpolate(p1,p2,p3,n1));
}
//+------------------------------------------------------------------+
//| Tail(3.33, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma333(const int n1,const int n2)
{
//--- interpolating
double p1=UThreePointInterpolate(-8.31272e+00,-8.17096e+00,-8.13125e+00,n2);
double p2=UThreePointInterpolate(-8.17096e+00,-8.00156e+00,-7.93245e+00,n2);
double p3=UThreePointInterpolate(-8.13125e+00,-7.93245e+00,-7.82502e+00,n2);
//--- return result
return(UThreePointInterpolate(p1,p2,p3,n1));
}
//+------------------------------------------------------------------+
//| Tail(3.66, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma367(const int n1,const int n2)
{
//--- interpolating
double p1=UThreePointInterpolate(-9.98837e+00,-9.70844e+00,-9.62087e+00,n2);
double p2=UThreePointInterpolate(-9.70844e+00,-9.41156e+00,-9.28998e+00,n2);
double p3=UThreePointInterpolate(-9.62087e+00,-9.28998e+00,-9.11686e+00,n2);
//--- return result
return(UThreePointInterpolate(p1,p2,p3,n1));
}
//+------------------------------------------------------------------+
//| Tail(4.0, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma400(const int n1,const int n2)
{
//--- interpolating
double p1=UThreePointInterpolate(-1.20250e+01,-1.14911e+01,-1.13231e+01,n2);
double p2=UThreePointInterpolate(-1.14911e+01,-1.09927e+01,-1.07937e+01,n2);
double p3=UThreePointInterpolate(-1.13231e+01,-1.07937e+01,-1.05285e+01,n2);
//--- return result
return(UThreePointInterpolate(p1,p2,p3,n1));
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 5) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n5(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/2.611165e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-2.596264e+00,tj,tj1,result);
UCheb(x,-2.412086e+00,tj,tj1,result);
UCheb(x,-4.858542e-01,tj,tj1,result);
UCheb(x,-5.614282e-02,tj,tj1,result);
UCheb(x,3.372686e-03,tj,tj1,result);
UCheb(x,8.524731e-03,tj,tj1,result);
UCheb(x,4.435331e-03,tj,tj1,result);
UCheb(x,1.284665e-03,tj,tj1,result);
UCheb(x,4.184141e-03,tj,tj1,result);
UCheb(x,5.298360e-03,tj,tj1,result);
UCheb(x,7.447272e-04,tj,tj1,result);
UCheb(x,-3.938769e-03,tj,tj1,result);
UCheb(x,-4.276205e-03,tj,tj1,result);
UCheb(x,-1.138481e-03,tj,tj1,result);
UCheb(x,8.684625e-04,tj,tj1,result);
UCheb(x,1.558104e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 6) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n6(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/2.738613e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-2.810459e+00,tj,tj1,result);
UCheb(x,-2.684429e+00,tj,tj1,result);
UCheb(x,-5.712858e-01,tj,tj1,result);
UCheb(x,-8.009324e-02,tj,tj1,result);
UCheb(x,-6.644391e-03,tj,tj1,result);
UCheb(x,6.034173e-03,tj,tj1,result);
UCheb(x,4.953498e-03,tj,tj1,result);
UCheb(x,3.279293e-03,tj,tj1,result);
UCheb(x,3.563485e-03,tj,tj1,result);
UCheb(x,4.971952e-03,tj,tj1,result);
UCheb(x,3.506309e-03,tj,tj1,result);
UCheb(x,-1.541406e-04,tj,tj1,result);
UCheb(x,-3.283205e-03,tj,tj1,result);
UCheb(x,-3.016347e-03,tj,tj1,result);
UCheb(x,-1.221626e-03,tj,tj1,result);
UCheb(x,-1.286752e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 7) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n7(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/2.841993e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-2.994677e+00,tj,tj1,result);
UCheb(x,-2.923264e+00,tj,tj1,result);
UCheb(x,-6.506190e-01,tj,tj1,result);
UCheb(x,-1.054280e-01,tj,tj1,result);
UCheb(x,-1.794587e-02,tj,tj1,result);
UCheb(x,1.726290e-03,tj,tj1,result);
UCheb(x,4.534180e-03,tj,tj1,result);
UCheb(x,4.517845e-03,tj,tj1,result);
UCheb(x,3.904428e-03,tj,tj1,result);
UCheb(x,3.882443e-03,tj,tj1,result);
UCheb(x,3.482988e-03,tj,tj1,result);
UCheb(x,2.114875e-03,tj,tj1,result);
UCheb(x,-1.515082e-04,tj,tj1,result);
UCheb(x,-1.996056e-03,tj,tj1,result);
UCheb(x,-2.293581e-03,tj,tj1,result);
UCheb(x,-2.349444e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 8) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n8(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/2.927700e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.155727e+00,tj,tj1,result);
UCheb(x,-3.135078e+00,tj,tj1,result);
UCheb(x,-7.247203e-01,tj,tj1,result);
UCheb(x,-1.309697e-01,tj,tj1,result);
UCheb(x,-2.993725e-02,tj,tj1,result);
UCheb(x,-3.567219e-03,tj,tj1,result);
UCheb(x,3.383704e-03,tj,tj1,result);
UCheb(x,5.002188e-03,tj,tj1,result);
UCheb(x,4.487322e-03,tj,tj1,result);
UCheb(x,3.443899e-03,tj,tj1,result);
UCheb(x,2.688270e-03,tj,tj1,result);
UCheb(x,2.600339e-03,tj,tj1,result);
UCheb(x,1.874948e-03,tj,tj1,result);
UCheb(x,1.811593e-04,tj,tj1,result);
UCheb(x,-1.072353e-03,tj,tj1,result);
UCheb(x,-2.659457e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 9) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n9(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.298162e+00,tj,tj1,result);
UCheb(x,-3.325016e+00,tj,tj1,result);
UCheb(x,-7.939852e-01,tj,tj1,result);
UCheb(x,-1.563029e-01,tj,tj1,result);
UCheb(x,-4.222652e-02,tj,tj1,result);
UCheb(x,-9.195200e-03,tj,tj1,result);
UCheb(x,1.445665e-03,tj,tj1,result);
UCheb(x,5.204792e-03,tj,tj1,result);
UCheb(x,4.775217e-03,tj,tj1,result);
UCheb(x,3.527781e-03,tj,tj1,result);
UCheb(x,2.221948e-03,tj,tj1,result);
UCheb(x,2.242968e-03,tj,tj1,result);
UCheb(x,2.607959e-03,tj,tj1,result);
UCheb(x,1.771285e-03,tj,tj1,result);
UCheb(x,6.694026e-04,tj,tj1,result);
UCheb(x,-1.481190e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 10) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n10(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.061862e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.425360e+00,tj,tj1,result);
UCheb(x,-3.496710e+00,tj,tj1,result);
UCheb(x,-8.587658e-01,tj,tj1,result);
UCheb(x,-1.812005e-01,tj,tj1,result);
UCheb(x,-5.427637e-02,tj,tj1,result);
UCheb(x,-1.515702e-02,tj,tj1,result);
UCheb(x,-5.406867e-04,tj,tj1,result);
UCheb(x,4.796295e-03,tj,tj1,result);
UCheb(x,5.237591e-03,tj,tj1,result);
UCheb(x,3.654249e-03,tj,tj1,result);
UCheb(x,2.181165e-03,tj,tj1,result);
UCheb(x,2.011665e-03,tj,tj1,result);
UCheb(x,2.417927e-03,tj,tj1,result);
UCheb(x,2.534880e-03,tj,tj1,result);
UCheb(x,1.791255e-03,tj,tj1,result);
UCheb(x,1.871512e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 11) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n11(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.115427e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.539959e+00,tj,tj1,result);
UCheb(x,-3.652998e+00,tj,tj1,result);
UCheb(x,-9.196503e-01,tj,tj1,result);
UCheb(x,-2.054363e-01,tj,tj1,result);
UCheb(x,-6.618848e-02,tj,tj1,result);
UCheb(x,-2.109411e-02,tj,tj1,result);
UCheb(x,-2.786668e-03,tj,tj1,result);
UCheb(x,4.215648e-03,tj,tj1,result);
UCheb(x,5.484220e-03,tj,tj1,result);
UCheb(x,3.935991e-03,tj,tj1,result);
UCheb(x,2.396191e-03,tj,tj1,result);
UCheb(x,1.894177e-03,tj,tj1,result);
UCheb(x,2.206979e-03,tj,tj1,result);
UCheb(x,2.519055e-03,tj,tj1,result);
UCheb(x,2.210326e-03,tj,tj1,result);
UCheb(x,1.189679e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 12) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n12(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.162278e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.644007e+00,tj,tj1,result);
UCheb(x,-3.796173e+00,tj,tj1,result);
UCheb(x,-9.771177e-01,tj,tj1,result);
UCheb(x,-2.290043e-01,tj,tj1,result);
UCheb(x,-7.794686e-02,tj,tj1,result);
UCheb(x,-2.702110e-02,tj,tj1,result);
UCheb(x,-5.185959e-03,tj,tj1,result);
UCheb(x,3.416259e-03,tj,tj1,result);
UCheb(x,5.592056e-03,tj,tj1,result);
UCheb(x,4.201530e-03,tj,tj1,result);
UCheb(x,2.754365e-03,tj,tj1,result);
UCheb(x,1.978945e-03,tj,tj1,result);
UCheb(x,2.012032e-03,tj,tj1,result);
UCheb(x,2.304579e-03,tj,tj1,result);
UCheb(x,2.100378e-03,tj,tj1,result);
UCheb(x,1.728269e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.203616e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.739120e+00,tj,tj1,result);
UCheb(x,-3.928117e+00,tj,tj1,result);
UCheb(x,-1.031605e+00,tj,tj1,result);
UCheb(x,-2.519403e-01,tj,tj1,result);
UCheb(x,-8.962648e-02,tj,tj1,result);
UCheb(x,-3.292183e-02,tj,tj1,result);
UCheb(x,-7.809293e-03,tj,tj1,result);
UCheb(x,2.465156e-03,tj,tj1,result);
UCheb(x,5.456278e-03,tj,tj1,result);
UCheb(x,4.446055e-03,tj,tj1,result);
UCheb(x,3.109490e-03,tj,tj1,result);
UCheb(x,2.218256e-03,tj,tj1,result);
UCheb(x,1.941479e-03,tj,tj1,result);
UCheb(x,2.058603e-03,tj,tj1,result);
UCheb(x,1.824402e-03,tj,tj1,result);
UCheb(x,1.830947e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.240370e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.826559e+00,tj,tj1,result);
UCheb(x,-4.050370e+00,tj,tj1,result);
UCheb(x,-1.083408e+00,tj,tj1,result);
UCheb(x,-2.743164e-01,tj,tj1,result);
UCheb(x,-1.012030e-01,tj,tj1,result);
UCheb(x,-3.884686e-02,tj,tj1,result);
UCheb(x,-1.059656e-02,tj,tj1,result);
UCheb(x,1.327521e-03,tj,tj1,result);
UCheb(x,5.134026e-03,tj,tj1,result);
UCheb(x,4.584201e-03,tj,tj1,result);
UCheb(x,3.440618e-03,tj,tj1,result);
UCheb(x,2.524133e-03,tj,tj1,result);
UCheb(x,1.990007e-03,tj,tj1,result);
UCheb(x,1.887334e-03,tj,tj1,result);
UCheb(x,1.534977e-03,tj,tj1,result);
UCheb(x,1.705395e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.851572e+00,tj,tj1,result);
UCheb(x,-4.082033e+00,tj,tj1,result);
UCheb(x,-1.095983e+00,tj,tj1,result);
UCheb(x,-2.814595e-01,tj,tj1,result);
UCheb(x,-1.073148e-01,tj,tj1,result);
UCheb(x,-4.420213e-02,tj,tj1,result);
UCheb(x,-1.517175e-02,tj,tj1,result);
UCheb(x,-2.344180e-03,tj,tj1,result);
UCheb(x,2.371393e-03,tj,tj1,result);
UCheb(x,2.711443e-03,tj,tj1,result);
UCheb(x,2.228569e-03,tj,tj1,result);
UCheb(x,1.683483e-03,tj,tj1,result);
UCheb(x,1.267112e-03,tj,tj1,result);
UCheb(x,1.156044e-03,tj,tj1,result);
UCheb(x,9.131316e-04,tj,tj1,result);
UCheb(x,1.301023e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 16) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n16(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.852210e+00,tj,tj1,result);
UCheb(x,-4.077482e+00,tj,tj1,result);
UCheb(x,-1.091186e+00,tj,tj1,result);
UCheb(x,-2.797282e-01,tj,tj1,result);
UCheb(x,-1.084994e-01,tj,tj1,result);
UCheb(x,-4.667054e-02,tj,tj1,result);
UCheb(x,-1.843909e-02,tj,tj1,result);
UCheb(x,-5.456732e-03,tj,tj1,result);
UCheb(x,-5.039830e-04,tj,tj1,result);
UCheb(x,4.723508e-04,tj,tj1,result);
UCheb(x,3.940608e-04,tj,tj1,result);
UCheb(x,1.478285e-04,tj,tj1,result);
UCheb(x,-1.649144e-04,tj,tj1,result);
UCheb(x,-4.237703e-04,tj,tj1,result);
UCheb(x,-4.707410e-04,tj,tj1,result);
UCheb(x,-1.874293e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 17) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n17(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.851752e+00,tj,tj1,result);
UCheb(x,-4.071259e+00,tj,tj1,result);
UCheb(x,-1.084700e+00,tj,tj1,result);
UCheb(x,-2.758898e-01,tj,tj1,result);
UCheb(x,-1.073846e-01,tj,tj1,result);
UCheb(x,-4.684838e-02,tj,tj1,result);
UCheb(x,-1.964936e-02,tj,tj1,result);
UCheb(x,-6.782442e-03,tj,tj1,result);
UCheb(x,-1.956362e-03,tj,tj1,result);
UCheb(x,-5.984727e-04,tj,tj1,result);
UCheb(x,-5.196936e-04,tj,tj1,result);
UCheb(x,-5.558262e-04,tj,tj1,result);
UCheb(x,-8.690746e-04,tj,tj1,result);
UCheb(x,-1.364855e-03,tj,tj1,result);
UCheb(x,-1.401006e-03,tj,tj1,result);
UCheb(x,-1.546748e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 18) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n18(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.850840e+00,tj,tj1,result);
UCheb(x,-4.064799e+00,tj,tj1,result);
UCheb(x,-1.077651e+00,tj,tj1,result);
UCheb(x,-2.712659e-01,tj,tj1,result);
UCheb(x,-1.049217e-01,tj,tj1,result);
UCheb(x,-4.571333e-02,tj,tj1,result);
UCheb(x,-1.929809e-02,tj,tj1,result);
UCheb(x,-6.752044e-03,tj,tj1,result);
UCheb(x,-1.949464e-03,tj,tj1,result);
UCheb(x,-3.896101e-04,tj,tj1,result);
UCheb(x,-4.614460e-05,tj,tj1,result);
UCheb(x,1.384357e-04,tj,tj1,result);
UCheb(x,-6.489113e-05,tj,tj1,result);
UCheb(x,-6.445725e-04,tj,tj1,result);
UCheb(x,-8.945636e-04,tj,tj1,result);
UCheb(x,-1.424653e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 19) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n19(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.850027e+00,tj,tj1,result);
UCheb(x,-4.059159e+00,tj,tj1,result);
UCheb(x,-1.071106e+00,tj,tj1,result);
UCheb(x,-2.669960e-01,tj,tj1,result);
UCheb(x,-1.022780e-01,tj,tj1,result);
UCheb(x,-4.442555e-02,tj,tj1,result);
UCheb(x,-1.851335e-02,tj,tj1,result);
UCheb(x,-6.433865e-03,tj,tj1,result);
UCheb(x,-1.514465e-03,tj,tj1,result);
UCheb(x,1.332989e-04,tj,tj1,result);
UCheb(x,8.606099e-04,tj,tj1,result);
UCheb(x,1.341945e-03,tj,tj1,result);
UCheb(x,1.402164e-03,tj,tj1,result);
UCheb(x,1.039761e-03,tj,tj1,result);
UCheb(x,5.512831e-04,tj,tj1,result);
UCheb(x,-3.284427e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 20) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n20(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.849651e+00,tj,tj1,result);
UCheb(x,-4.054729e+00,tj,tj1,result);
UCheb(x,-1.065747e+00,tj,tj1,result);
UCheb(x,-2.636243e-01,tj,tj1,result);
UCheb(x,-1.003234e-01,tj,tj1,result);
UCheb(x,-4.372789e-02,tj,tj1,result);
UCheb(x,-1.831551e-02,tj,tj1,result);
UCheb(x,-6.763090e-03,tj,tj1,result);
UCheb(x,-1.830626e-03,tj,tj1,result);
UCheb(x,-2.122384e-04,tj,tj1,result);
UCheb(x,8.108328e-04,tj,tj1,result);
UCheb(x,1.557983e-03,tj,tj1,result);
UCheb(x,1.945666e-03,tj,tj1,result);
UCheb(x,1.965696e-03,tj,tj1,result);
UCheb(x,1.493236e-03,tj,tj1,result);
UCheb(x,1.162591e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 21) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n21(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.849649e+00,tj,tj1,result);
UCheb(x,-4.051155e+00,tj,tj1,result);
UCheb(x,-1.061430e+00,tj,tj1,result);
UCheb(x,-2.608869e-01,tj,tj1,result);
UCheb(x,-9.902788e-02,tj,tj1,result);
UCheb(x,-4.346562e-02,tj,tj1,result);
UCheb(x,-1.874709e-02,tj,tj1,result);
UCheb(x,-7.682887e-03,tj,tj1,result);
UCheb(x,-3.026206e-03,tj,tj1,result);
UCheb(x,-1.534551e-03,tj,tj1,result);
UCheb(x,-4.990575e-04,tj,tj1,result);
UCheb(x,3.713334e-04,tj,tj1,result);
UCheb(x,9.737011e-04,tj,tj1,result);
UCheb(x,1.304571e-03,tj,tj1,result);
UCheb(x,1.133110e-03,tj,tj1,result);
UCheb(x,1.123457e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 22) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n22(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.849598e+00,tj,tj1,result);
UCheb(x,-4.047605e+00,tj,tj1,result);
UCheb(x,-1.057264e+00,tj,tj1,result);
UCheb(x,-2.579513e-01,tj,tj1,result);
UCheb(x,-9.749602e-02,tj,tj1,result);
UCheb(x,-4.275137e-02,tj,tj1,result);
UCheb(x,-1.881768e-02,tj,tj1,result);
UCheb(x,-8.177374e-03,tj,tj1,result);
UCheb(x,-3.981056e-03,tj,tj1,result);
UCheb(x,-2.696290e-03,tj,tj1,result);
UCheb(x,-1.886803e-03,tj,tj1,result);
UCheb(x,-1.085378e-03,tj,tj1,result);
UCheb(x,-4.675242e-04,tj,tj1,result);
UCheb(x,-5.426367e-05,tj,tj1,result);
UCheb(x,1.039613e-04,tj,tj1,result);
UCheb(x,2.662378e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 23) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n23(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.849269e+00,tj,tj1,result);
UCheb(x,-4.043761e+00,tj,tj1,result);
UCheb(x,-1.052735e+00,tj,tj1,result);
UCheb(x,-2.544683e-01,tj,tj1,result);
UCheb(x,-9.517503e-02,tj,tj1,result);
UCheb(x,-4.112082e-02,tj,tj1,result);
UCheb(x,-1.782070e-02,tj,tj1,result);
UCheb(x,-7.549483e-03,tj,tj1,result);
UCheb(x,-3.747329e-03,tj,tj1,result);
UCheb(x,-2.694263e-03,tj,tj1,result);
UCheb(x,-2.147141e-03,tj,tj1,result);
UCheb(x,-1.526209e-03,tj,tj1,result);
UCheb(x,-1.039173e-03,tj,tj1,result);
UCheb(x,-7.235615e-04,tj,tj1,result);
UCheb(x,-4.656546e-04,tj,tj1,result);
UCheb(x,-3.014423e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 24) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n24(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.848925e+00,tj,tj1,result);
UCheb(x,-4.040178e+00,tj,tj1,result);
UCheb(x,-1.048355e+00,tj,tj1,result);
UCheb(x,-2.510198e-01,tj,tj1,result);
UCheb(x,-9.261134e-02,tj,tj1,result);
UCheb(x,-3.915864e-02,tj,tj1,result);
UCheb(x,-1.627423e-02,tj,tj1,result);
UCheb(x,-6.307345e-03,tj,tj1,result);
UCheb(x,-2.732992e-03,tj,tj1,result);
UCheb(x,-1.869652e-03,tj,tj1,result);
UCheb(x,-1.494176e-03,tj,tj1,result);
UCheb(x,-1.047533e-03,tj,tj1,result);
UCheb(x,-7.178439e-04,tj,tj1,result);
UCheb(x,-5.424171e-04,tj,tj1,result);
UCheb(x,-3.829195e-04,tj,tj1,result);
UCheb(x,-2.840810e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 25) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n25(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.848937e+00,tj,tj1,result);
UCheb(x,-4.037512e+00,tj,tj1,result);
UCheb(x,-1.044866e+00,tj,tj1,result);
UCheb(x,-2.483269e-01,tj,tj1,result);
UCheb(x,-9.063682e-02,tj,tj1,result);
UCheb(x,-3.767778e-02,tj,tj1,result);
UCheb(x,-1.508540e-02,tj,tj1,result);
UCheb(x,-5.332756e-03,tj,tj1,result);
UCheb(x,-1.881511e-03,tj,tj1,result);
UCheb(x,-1.124041e-03,tj,tj1,result);
UCheb(x,-8.368456e-04,tj,tj1,result);
UCheb(x,-4.930499e-04,tj,tj1,result);
UCheb(x,-2.779630e-04,tj,tj1,result);
UCheb(x,-2.029528e-04,tj,tj1,result);
UCheb(x,-1.658678e-04,tj,tj1,result);
UCheb(x,-1.289695e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 26) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n26(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.849416e+00,tj,tj1,result);
UCheb(x,-4.035915e+00,tj,tj1,result);
UCheb(x,-1.042493e+00,tj,tj1,result);
UCheb(x,-2.466021e-01,tj,tj1,result);
UCheb(x,-8.956432e-02,tj,tj1,result);
UCheb(x,-3.698914e-02,tj,tj1,result);
UCheb(x,-1.465689e-02,tj,tj1,result);
UCheb(x,-5.035254e-03,tj,tj1,result);
UCheb(x,-1.674614e-03,tj,tj1,result);
UCheb(x,-9.492734e-04,tj,tj1,result);
UCheb(x,-7.014021e-04,tj,tj1,result);
UCheb(x,-3.944953e-04,tj,tj1,result);
UCheb(x,-2.255750e-04,tj,tj1,result);
UCheb(x,-2.075841e-04,tj,tj1,result);
UCheb(x,-1.989330e-04,tj,tj1,result);
UCheb(x,-2.134862e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 27) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n27(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.850070e+00,tj,tj1,result);
UCheb(x,-4.034815e+00,tj,tj1,result);
UCheb(x,-1.040650e+00,tj,tj1,result);
UCheb(x,-2.453117e-01,tj,tj1,result);
UCheb(x,-8.886426e-02,tj,tj1,result);
UCheb(x,-3.661702e-02,tj,tj1,result);
UCheb(x,-1.452346e-02,tj,tj1,result);
UCheb(x,-5.002476e-03,tj,tj1,result);
UCheb(x,-1.720126e-03,tj,tj1,result);
UCheb(x,-1.001400e-03,tj,tj1,result);
UCheb(x,-7.729826e-04,tj,tj1,result);
UCheb(x,-4.740640e-04,tj,tj1,result);
UCheb(x,-3.206333e-04,tj,tj1,result);
UCheb(x,-3.366093e-04,tj,tj1,result);
UCheb(x,-3.193471e-04,tj,tj1,result);
UCheb(x,-3.804091e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 28) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n28(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.850668e+00,tj,tj1,result);
UCheb(x,-4.033786e+00,tj,tj1,result);
UCheb(x,-1.038853e+00,tj,tj1,result);
UCheb(x,-2.440281e-01,tj,tj1,result);
UCheb(x,-8.806020e-02,tj,tj1,result);
UCheb(x,-3.612883e-02,tj,tj1,result);
UCheb(x,-1.420436e-02,tj,tj1,result);
UCheb(x,-4.787982e-03,tj,tj1,result);
UCheb(x,-1.535230e-03,tj,tj1,result);
UCheb(x,-8.263121e-04,tj,tj1,result);
UCheb(x,-5.849609e-04,tj,tj1,result);
UCheb(x,-2.863967e-04,tj,tj1,result);
UCheb(x,-1.391610e-04,tj,tj1,result);
UCheb(x,-1.720294e-04,tj,tj1,result);
UCheb(x,-1.952273e-04,tj,tj1,result);
UCheb(x,-2.901413e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 29) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n29(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.851217e+00,tj,tj1,result);
UCheb(x,-4.032834e+00,tj,tj1,result);
UCheb(x,-1.037113e+00,tj,tj1,result);
UCheb(x,-2.427762e-01,tj,tj1,result);
UCheb(x,-8.719146e-02,tj,tj1,result);
UCheb(x,-3.557172e-02,tj,tj1,result);
UCheb(x,-1.375498e-02,tj,tj1,result);
UCheb(x,-4.452033e-03,tj,tj1,result);
UCheb(x,-1.187516e-03,tj,tj1,result);
UCheb(x,-4.916936e-04,tj,tj1,result);
UCheb(x,-2.065533e-04,tj,tj1,result);
UCheb(x,1.067301e-04,tj,tj1,result);
UCheb(x,2.615824e-04,tj,tj1,result);
UCheb(x,2.432244e-04,tj,tj1,result);
UCheb(x,1.417795e-04,tj,tj1,result);
UCheb(x,4.710038e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.851845e+00,tj,tj1,result);
UCheb(x,-4.032148e+00,tj,tj1,result);
UCheb(x,-1.035679e+00,tj,tj1,result);
UCheb(x,-2.417758e-01,tj,tj1,result);
UCheb(x,-8.655330e-02,tj,tj1,result);
UCheb(x,-3.522132e-02,tj,tj1,result);
UCheb(x,-1.352106e-02,tj,tj1,result);
UCheb(x,-4.326911e-03,tj,tj1,result);
UCheb(x,-1.064969e-03,tj,tj1,result);
UCheb(x,-3.813321e-04,tj,tj1,result);
UCheb(x,-5.683881e-05,tj,tj1,result);
UCheb(x,2.813346e-04,tj,tj1,result);
UCheb(x,4.627085e-04,tj,tj1,result);
UCheb(x,4.832107e-04,tj,tj1,result);
UCheb(x,3.519336e-04,tj,tj1,result);
UCheb(x,2.888530e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 5, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln5n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.250000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.877940e+00,tj,tj1,result);
UCheb(x,-4.039324e+00,tj,tj1,result);
UCheb(x,-1.022243e+00,tj,tj1,result);
UCheb(x,-2.305825e-01,tj,tj1,result);
UCheb(x,-7.960119e-02,tj,tj1,result);
UCheb(x,-3.112000e-02,tj,tj1,result);
UCheb(x,-1.138868e-02,tj,tj1,result);
UCheb(x,-3.418164e-03,tj,tj1,result);
UCheb(x,-9.174520e-04,tj,tj1,result);
UCheb(x,-5.489617e-04,tj,tj1,result);
UCheb(x,-3.878301e-04,tj,tj1,result);
UCheb(x,-1.302233e-04,tj,tj1,result);
UCheb(x,1.054113e-05,tj,tj1,result);
UCheb(x,2.458862e-05,tj,tj1,result);
UCheb(x,-4.186591e-06,tj,tj1,result);
UCheb(x,-2.623412e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 6) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n6(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/2.882307e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.054075e+00,tj,tj1,result);
UCheb(x,-2.998804e+00,tj,tj1,result);
UCheb(x,-6.681518e-01,tj,tj1,result);
UCheb(x,-1.067578e-01,tj,tj1,result);
UCheb(x,-1.709435e-02,tj,tj1,result);
UCheb(x,9.952661e-04,tj,tj1,result);
UCheb(x,3.641700e-03,tj,tj1,result);
UCheb(x,2.304572e-03,tj,tj1,result);
UCheb(x,3.336275e-03,tj,tj1,result);
UCheb(x,4.770385e-03,tj,tj1,result);
UCheb(x,5.401891e-03,tj,tj1,result);
UCheb(x,2.246148e-03,tj,tj1,result);
UCheb(x,-1.442663e-03,tj,tj1,result);
UCheb(x,-2.502866e-03,tj,tj1,result);
UCheb(x,-2.105855e-03,tj,tj1,result);
UCheb(x,-4.739371e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 7) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n7(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.265287e+00,tj,tj1,result);
UCheb(x,-3.274613e+00,tj,tj1,result);
UCheb(x,-7.582352e-01,tj,tj1,result);
UCheb(x,-1.334293e-01,tj,tj1,result);
UCheb(x,-2.915502e-02,tj,tj1,result);
UCheb(x,-4.108091e-03,tj,tj1,result);
UCheb(x,1.546701e-03,tj,tj1,result);
UCheb(x,2.298827e-03,tj,tj1,result);
UCheb(x,2.891501e-03,tj,tj1,result);
UCheb(x,4.313717e-03,tj,tj1,result);
UCheb(x,4.989501e-03,tj,tj1,result);
UCheb(x,3.914594e-03,tj,tj1,result);
UCheb(x,1.062372e-03,tj,tj1,result);
UCheb(x,-1.158841e-03,tj,tj1,result);
UCheb(x,-1.596443e-03,tj,tj1,result);
UCheb(x,-1.185662e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 8) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n8(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.098387e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.450954e+00,tj,tj1,result);
UCheb(x,-3.520462e+00,tj,tj1,result);
UCheb(x,-8.420299e-01,tj,tj1,result);
UCheb(x,-1.604853e-01,tj,tj1,result);
UCheb(x,-4.165840e-02,tj,tj1,result);
UCheb(x,-1.008756e-02,tj,tj1,result);
UCheb(x,-6.723402e-04,tj,tj1,result);
UCheb(x,1.843521e-03,tj,tj1,result);
UCheb(x,2.883405e-03,tj,tj1,result);
UCheb(x,3.720980e-03,tj,tj1,result);
UCheb(x,4.301709e-03,tj,tj1,result);
UCheb(x,3.948034e-03,tj,tj1,result);
UCheb(x,2.776243e-03,tj,tj1,result);
UCheb(x,8.623736e-04,tj,tj1,result);
UCheb(x,-3.742068e-04,tj,tj1,result);
UCheb(x,-9.796927e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 9) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n9(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.181981e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.616113e+00,tj,tj1,result);
UCheb(x,-3.741650e+00,tj,tj1,result);
UCheb(x,-9.204487e-01,tj,tj1,result);
UCheb(x,-1.873068e-01,tj,tj1,result);
UCheb(x,-5.446794e-02,tj,tj1,result);
UCheb(x,-1.632286e-02,tj,tj1,result);
UCheb(x,-3.266481e-03,tj,tj1,result);
UCheb(x,1.280067e-03,tj,tj1,result);
UCheb(x,2.780687e-03,tj,tj1,result);
UCheb(x,3.480242e-03,tj,tj1,result);
UCheb(x,3.592200e-03,tj,tj1,result);
UCheb(x,3.581019e-03,tj,tj1,result);
UCheb(x,3.264231e-03,tj,tj1,result);
UCheb(x,2.347174e-03,tj,tj1,result);
UCheb(x,1.167535e-03,tj,tj1,result);
UCheb(x,-1.092185e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 10) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n10(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.253957e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.764382e+00,tj,tj1,result);
UCheb(x,-3.942366e+00,tj,tj1,result);
UCheb(x,-9.939896e-01,tj,tj1,result);
UCheb(x,-2.137812e-01,tj,tj1,result);
UCheb(x,-6.720270e-02,tj,tj1,result);
UCheb(x,-2.281070e-02,tj,tj1,result);
UCheb(x,-5.901060e-03,tj,tj1,result);
UCheb(x,3.824937e-04,tj,tj1,result);
UCheb(x,2.802812e-03,tj,tj1,result);
UCheb(x,3.258132e-03,tj,tj1,result);
UCheb(x,3.233536e-03,tj,tj1,result);
UCheb(x,3.085530e-03,tj,tj1,result);
UCheb(x,3.212151e-03,tj,tj1,result);
UCheb(x,3.001329e-03,tj,tj1,result);
UCheb(x,2.226048e-03,tj,tj1,result);
UCheb(x,1.035298e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 11) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n11(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.316625e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.898597e+00,tj,tj1,result);
UCheb(x,-4.125710e+00,tj,tj1,result);
UCheb(x,-1.063297e+00,tj,tj1,result);
UCheb(x,-2.396852e-01,tj,tj1,result);
UCheb(x,-7.990126e-02,tj,tj1,result);
UCheb(x,-2.927977e-02,tj,tj1,result);
UCheb(x,-8.726500e-03,tj,tj1,result);
UCheb(x,-5.858745e-04,tj,tj1,result);
UCheb(x,2.654590e-03,tj,tj1,result);
UCheb(x,3.217736e-03,tj,tj1,result);
UCheb(x,2.989770e-03,tj,tj1,result);
UCheb(x,2.768493e-03,tj,tj1,result);
UCheb(x,2.924364e-03,tj,tj1,result);
UCheb(x,3.140215e-03,tj,tj1,result);
UCheb(x,2.647914e-03,tj,tj1,result);
UCheb(x,1.924802e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 12) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n12(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.371709e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.020941e+00,tj,tj1,result);
UCheb(x,-4.294250e+00,tj,tj1,result);
UCheb(x,-1.128842e+00,tj,tj1,result);
UCheb(x,-2.650389e-01,tj,tj1,result);
UCheb(x,-9.248611e-02,tj,tj1,result);
UCheb(x,-3.578510e-02,tj,tj1,result);
UCheb(x,-1.162852e-02,tj,tj1,result);
UCheb(x,-1.746982e-03,tj,tj1,result);
UCheb(x,2.454209e-03,tj,tj1,result);
UCheb(x,3.128042e-03,tj,tj1,result);
UCheb(x,2.936650e-03,tj,tj1,result);
UCheb(x,2.530794e-03,tj,tj1,result);
UCheb(x,2.665192e-03,tj,tj1,result);
UCheb(x,2.994144e-03,tj,tj1,result);
UCheb(x,2.662249e-03,tj,tj1,result);
UCheb(x,2.368541e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.420526e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.133167e+00,tj,tj1,result);
UCheb(x,-4.450016e+00,tj,tj1,result);
UCheb(x,-1.191088e+00,tj,tj1,result);
UCheb(x,-2.898220e-01,tj,tj1,result);
UCheb(x,-1.050249e-01,tj,tj1,result);
UCheb(x,-4.226901e-02,tj,tj1,result);
UCheb(x,-1.471113e-02,tj,tj1,result);
UCheb(x,-3.007470e-03,tj,tj1,result);
UCheb(x,2.049420e-03,tj,tj1,result);
UCheb(x,3.059074e-03,tj,tj1,result);
UCheb(x,2.881249e-03,tj,tj1,result);
UCheb(x,2.452780e-03,tj,tj1,result);
UCheb(x,2.441805e-03,tj,tj1,result);
UCheb(x,2.787493e-03,tj,tj1,result);
UCheb(x,2.483957e-03,tj,tj1,result);
UCheb(x,2.481590e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.450000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.201268e+00,tj,tj1,result);
UCheb(x,-4.542568e+00,tj,tj1,result);
UCheb(x,-1.226965e+00,tj,tj1,result);
UCheb(x,-3.046029e-01,tj,tj1,result);
UCheb(x,-1.136657e-01,tj,tj1,result);
UCheb(x,-4.786757e-02,tj,tj1,result);
UCheb(x,-1.843748e-02,tj,tj1,result);
UCheb(x,-5.588022e-03,tj,tj1,result);
UCheb(x,2.253029e-04,tj,tj1,result);
UCheb(x,1.667188e-03,tj,tj1,result);
UCheb(x,1.788330e-03,tj,tj1,result);
UCheb(x,1.474545e-03,tj,tj1,result);
UCheb(x,1.540494e-03,tj,tj1,result);
UCheb(x,1.951188e-03,tj,tj1,result);
UCheb(x,1.863323e-03,tj,tj1,result);
UCheb(x,2.220904e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.450000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.195689e+00,tj,tj1,result);
UCheb(x,-4.526567e+00,tj,tj1,result);
UCheb(x,-1.213617e+00,tj,tj1,result);
UCheb(x,-2.975035e-01,tj,tj1,result);
UCheb(x,-1.118480e-01,tj,tj1,result);
UCheb(x,-4.859142e-02,tj,tj1,result);
UCheb(x,-2.083312e-02,tj,tj1,result);
UCheb(x,-8.298720e-03,tj,tj1,result);
UCheb(x,-2.766708e-03,tj,tj1,result);
UCheb(x,-1.026356e-03,tj,tj1,result);
UCheb(x,-9.093113e-04,tj,tj1,result);
UCheb(x,-1.135168e-03,tj,tj1,result);
UCheb(x,-1.136376e-03,tj,tj1,result);
UCheb(x,-8.190870e-04,tj,tj1,result);
UCheb(x,-4.435972e-04,tj,tj1,result);
UCheb(x,1.413129e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.450000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.166269e+00,tj,tj1,result);
UCheb(x,-4.427399e+00,tj,tj1,result);
UCheb(x,-1.118239e+00,tj,tj1,result);
UCheb(x,-2.360847e-01,tj,tj1,result);
UCheb(x,-7.745885e-02,tj,tj1,result);
UCheb(x,-3.025041e-02,tj,tj1,result);
UCheb(x,-1.187179e-02,tj,tj1,result);
UCheb(x,-4.432089e-03,tj,tj1,result);
UCheb(x,-1.408451e-03,tj,tj1,result);
UCheb(x,-4.388774e-04,tj,tj1,result);
UCheb(x,-2.795560e-04,tj,tj1,result);
UCheb(x,-2.304136e-04,tj,tj1,result);
UCheb(x,-1.258516e-04,tj,tj1,result);
UCheb(x,-4.180236e-05,tj,tj1,result);
UCheb(x,-4.388679e-06,tj,tj1,result);
UCheb(x,4.836027e-06,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 6, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln6n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.450000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.181350e+00,tj,tj1,result);
UCheb(x,-4.417919e+00,tj,tj1,result);
UCheb(x,-1.094201e+00,tj,tj1,result);
UCheb(x,-2.195883e-01,tj,tj1,result);
UCheb(x,-6.818937e-02,tj,tj1,result);
UCheb(x,-2.514202e-02,tj,tj1,result);
UCheb(x,-9.125047e-03,tj,tj1,result);
UCheb(x,-3.022148e-03,tj,tj1,result);
UCheb(x,-7.284181e-04,tj,tj1,result);
UCheb(x,-1.157766e-04,tj,tj1,result);
UCheb(x,-1.023752e-04,tj,tj1,result);
UCheb(x,-1.127985e-04,tj,tj1,result);
UCheb(x,-5.221690e-05,tj,tj1,result);
UCheb(x,-3.516179e-06,tj,tj1,result);
UCheb(x,9.501398e-06,tj,tj1,result);
UCheb(x,9.380220e-06,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 7) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n7(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.130495e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.501264e+00,tj,tj1,result);
UCheb(x,-3.584790e+00,tj,tj1,result);
UCheb(x,-8.577311e-01,tj,tj1,result);
UCheb(x,-1.617002e-01,tj,tj1,result);
UCheb(x,-4.145186e-02,tj,tj1,result);
UCheb(x,-1.023462e-02,tj,tj1,result);
UCheb(x,-1.408251e-03,tj,tj1,result);
UCheb(x,8.626515e-04,tj,tj1,result);
UCheb(x,2.072492e-03,tj,tj1,result);
UCheb(x,3.722926e-03,tj,tj1,result);
UCheb(x,5.095445e-03,tj,tj1,result);
UCheb(x,4.842602e-03,tj,tj1,result);
UCheb(x,2.751427e-03,tj,tj1,result);
UCheb(x,2.008927e-04,tj,tj1,result);
UCheb(x,-9.892431e-04,tj,tj1,result);
UCheb(x,-8.772386e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 8) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n8(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.240370e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.709965e+00,tj,tj1,result);
UCheb(x,-3.862154e+00,tj,tj1,result);
UCheb(x,-9.504541e-01,tj,tj1,result);
UCheb(x,-1.900195e-01,tj,tj1,result);
UCheb(x,-5.439995e-02,tj,tj1,result);
UCheb(x,-1.678028e-02,tj,tj1,result);
UCheb(x,-4.485540e-03,tj,tj1,result);
UCheb(x,-4.437047e-04,tj,tj1,result);
UCheb(x,1.440092e-03,tj,tj1,result);
UCheb(x,3.114227e-03,tj,tj1,result);
UCheb(x,4.516569e-03,tj,tj1,result);
UCheb(x,4.829457e-03,tj,tj1,result);
UCheb(x,3.787550e-03,tj,tj1,result);
UCheb(x,1.761866e-03,tj,tj1,result);
UCheb(x,1.991911e-04,tj,tj1,result);
UCheb(x,-4.533481e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 9) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n9(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.334314e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.896550e+00,tj,tj1,result);
UCheb(x,-4.112671e+00,tj,tj1,result);
UCheb(x,-1.037277e+00,tj,tj1,result);
UCheb(x,-2.181695e-01,tj,tj1,result);
UCheb(x,-6.765190e-02,tj,tj1,result);
UCheb(x,-2.360116e-02,tj,tj1,result);
UCheb(x,-7.695960e-03,tj,tj1,result);
UCheb(x,-1.780578e-03,tj,tj1,result);
UCheb(x,8.963843e-04,tj,tj1,result);
UCheb(x,2.616148e-03,tj,tj1,result);
UCheb(x,3.852104e-03,tj,tj1,result);
UCheb(x,4.390744e-03,tj,tj1,result);
UCheb(x,4.014041e-03,tj,tj1,result);
UCheb(x,2.888101e-03,tj,tj1,result);
UCheb(x,1.467474e-03,tj,tj1,result);
UCheb(x,4.004611e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 10) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n10(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.415650e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.064844e+00,tj,tj1,result);
UCheb(x,-4.340749e+00,tj,tj1,result);
UCheb(x,-1.118888e+00,tj,tj1,result);
UCheb(x,-2.459730e-01,tj,tj1,result);
UCheb(x,-8.097781e-02,tj,tj1,result);
UCheb(x,-3.057688e-02,tj,tj1,result);
UCheb(x,-1.097406e-02,tj,tj1,result);
UCheb(x,-3.209262e-03,tj,tj1,result);
UCheb(x,4.065641e-04,tj,tj1,result);
UCheb(x,2.196677e-03,tj,tj1,result);
UCheb(x,3.313994e-03,tj,tj1,result);
UCheb(x,3.827157e-03,tj,tj1,result);
UCheb(x,3.822284e-03,tj,tj1,result);
UCheb(x,3.389090e-03,tj,tj1,result);
UCheb(x,2.340850e-03,tj,tj1,result);
UCheb(x,1.395172e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 11) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n11(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.486817e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.217795e+00,tj,tj1,result);
UCheb(x,-4.549783e+00,tj,tj1,result);
UCheb(x,-1.195905e+00,tj,tj1,result);
UCheb(x,-2.733093e-01,tj,tj1,result);
UCheb(x,-9.428447e-02,tj,tj1,result);
UCheb(x,-3.760093e-02,tj,tj1,result);
UCheb(x,-1.431676e-02,tj,tj1,result);
UCheb(x,-4.717152e-03,tj,tj1,result);
UCheb(x,-1.032199e-04,tj,tj1,result);
UCheb(x,1.832423e-03,tj,tj1,result);
UCheb(x,2.905979e-03,tj,tj1,result);
UCheb(x,3.302799e-03,tj,tj1,result);
UCheb(x,3.464371e-03,tj,tj1,result);
UCheb(x,3.456211e-03,tj,tj1,result);
UCheb(x,2.736244e-03,tj,tj1,result);
UCheb(x,2.140712e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 12) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n12(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.500000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.235822e+00,tj,tj1,result);
UCheb(x,-4.564100e+00,tj,tj1,result);
UCheb(x,-1.190813e+00,tj,tj1,result);
UCheb(x,-2.686546e-01,tj,tj1,result);
UCheb(x,-9.395083e-02,tj,tj1,result);
UCheb(x,-3.967359e-02,tj,tj1,result);
UCheb(x,-1.747096e-02,tj,tj1,result);
UCheb(x,-8.304144e-03,tj,tj1,result);
UCheb(x,-3.903198e-03,tj,tj1,result);
UCheb(x,-2.134906e-03,tj,tj1,result);
UCheb(x,-1.175035e-03,tj,tj1,result);
UCheb(x,-7.266224e-04,tj,tj1,result);
UCheb(x,-1.892931e-04,tj,tj1,result);
UCheb(x,5.604706e-04,tj,tj1,result);
UCheb(x,9.070459e-04,tj,tj1,result);
UCheb(x,1.427010e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.500000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.222204e+00,tj,tj1,result);
UCheb(x,-4.532300e+00,tj,tj1,result);
UCheb(x,-1.164642e+00,tj,tj1,result);
UCheb(x,-2.523768e-01,tj,tj1,result);
UCheb(x,-8.531984e-02,tj,tj1,result);
UCheb(x,-3.467857e-02,tj,tj1,result);
UCheb(x,-1.483804e-02,tj,tj1,result);
UCheb(x,-6.524136e-03,tj,tj1,result);
UCheb(x,-3.077740e-03,tj,tj1,result);
UCheb(x,-1.745218e-03,tj,tj1,result);
UCheb(x,-1.602085e-03,tj,tj1,result);
UCheb(x,-1.828831e-03,tj,tj1,result);
UCheb(x,-1.994070e-03,tj,tj1,result);
UCheb(x,-1.873879e-03,tj,tj1,result);
UCheb(x,-1.341937e-03,tj,tj1,result);
UCheb(x,-8.706444e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.500000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.211763e+00,tj,tj1,result);
UCheb(x,-4.507542e+00,tj,tj1,result);
UCheb(x,-1.143640e+00,tj,tj1,result);
UCheb(x,-2.395755e-01,tj,tj1,result);
UCheb(x,-7.808020e-02,tj,tj1,result);
UCheb(x,-3.044259e-02,tj,tj1,result);
UCheb(x,-1.182308e-02,tj,tj1,result);
UCheb(x,-4.057325e-03,tj,tj1,result);
UCheb(x,-5.724255e-04,tj,tj1,result);
UCheb(x,8.303900e-04,tj,tj1,result);
UCheb(x,1.113148e-03,tj,tj1,result);
UCheb(x,8.102514e-04,tj,tj1,result);
UCheb(x,3.559442e-04,tj,tj1,result);
UCheb(x,4.634986e-05,tj,tj1,result);
UCheb(x,-8.776476e-05,tj,tj1,result);
UCheb(x,1.054489e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.500000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.204898e+00,tj,tj1,result);
UCheb(x,-4.489960e+00,tj,tj1,result);
UCheb(x,-1.129172e+00,tj,tj1,result);
UCheb(x,-2.316741e-01,tj,tj1,result);
UCheb(x,-7.506107e-02,tj,tj1,result);
UCheb(x,-2.983676e-02,tj,tj1,result);
UCheb(x,-1.258013e-02,tj,tj1,result);
UCheb(x,-5.262515e-03,tj,tj1,result);
UCheb(x,-1.984156e-03,tj,tj1,result);
UCheb(x,-3.912108e-04,tj,tj1,result);
UCheb(x,8.974023e-05,tj,tj1,result);
UCheb(x,6.056195e-05,tj,tj1,result);
UCheb(x,-2.090842e-04,tj,tj1,result);
UCheb(x,-5.232620e-04,tj,tj1,result);
UCheb(x,-5.816339e-04,tj,tj1,result);
UCheb(x,-7.020421e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.500000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.176536e+00,tj,tj1,result);
UCheb(x,-4.398705e+00,tj,tj1,result);
UCheb(x,-1.045481e+00,tj,tj1,result);
UCheb(x,-1.821982e-01,tj,tj1,result);
UCheb(x,-4.962304e-02,tj,tj1,result);
UCheb(x,-1.698132e-02,tj,tj1,result);
UCheb(x,-6.062667e-03,tj,tj1,result);
UCheb(x,-2.282353e-03,tj,tj1,result);
UCheb(x,-8.014836e-04,tj,tj1,result);
UCheb(x,-2.035683e-04,tj,tj1,result);
UCheb(x,-1.004137e-05,tj,tj1,result);
UCheb(x,3.801453e-06,tj,tj1,result);
UCheb(x,-1.920705e-05,tj,tj1,result);
UCheb(x,-2.518735e-05,tj,tj1,result);
UCheb(x,-1.821501e-05,tj,tj1,result);
UCheb(x,-1.801008e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 7, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln7n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.500000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.188337e+00,tj,tj1,result);
UCheb(x,-4.386949e+00,tj,tj1,result);
UCheb(x,-1.022834e+00,tj,tj1,result);
UCheb(x,-1.686517e-01,tj,tj1,result);
UCheb(x,-4.323516e-02,tj,tj1,result);
UCheb(x,-1.399392e-02,tj,tj1,result);
UCheb(x,-4.644333e-03,tj,tj1,result);
UCheb(x,-1.617044e-03,tj,tj1,result);
UCheb(x,-5.031396e-04,tj,tj1,result);
UCheb(x,-8.792066e-05,tj,tj1,result);
UCheb(x,2.675457e-05,tj,tj1,result);
UCheb(x,1.673416e-05,tj,tj1,result);
UCheb(x,-6.258552e-06,tj,tj1,result);
UCheb(x,-8.174214e-06,tj,tj1,result);
UCheb(x,-3.073644e-06,tj,tj1,result);
UCheb(x,-1.349958e-06,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 8) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n8(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.360672e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-3.940217e+00,tj,tj1,result);
UCheb(x,-4.168913e+00,tj,tj1,result);
UCheb(x,-1.051485e+00,tj,tj1,result);
UCheb(x,-2.195325e-01,tj,tj1,result);
UCheb(x,-6.775196e-02,tj,tj1,result);
UCheb(x,-2.385506e-02,tj,tj1,result);
UCheb(x,-8.244902e-03,tj,tj1,result);
UCheb(x,-2.525632e-03,tj,tj1,result);
UCheb(x,2.771275e-04,tj,tj1,result);
UCheb(x,2.332874e-03,tj,tj1,result);
UCheb(x,4.079599e-03,tj,tj1,result);
UCheb(x,4.882551e-03,tj,tj1,result);
UCheb(x,4.407944e-03,tj,tj1,result);
UCheb(x,2.769844e-03,tj,tj1,result);
UCheb(x,1.062433e-03,tj,tj1,result);
UCheb(x,5.872535e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 9) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n9(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.464102e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.147004e+00,tj,tj1,result);
UCheb(x,-4.446939e+00,tj,tj1,result);
UCheb(x,-1.146155e+00,tj,tj1,result);
UCheb(x,-2.488561e-01,tj,tj1,result);
UCheb(x,-8.144561e-02,tj,tj1,result);
UCheb(x,-3.116917e-02,tj,tj1,result);
UCheb(x,-1.205667e-02,tj,tj1,result);
UCheb(x,-4.515661e-03,tj,tj1,result);
UCheb(x,-7.618616e-04,tj,tj1,result);
UCheb(x,1.599011e-03,tj,tj1,result);
UCheb(x,3.457324e-03,tj,tj1,result);
UCheb(x,4.482917e-03,tj,tj1,result);
UCheb(x,4.488267e-03,tj,tj1,result);
UCheb(x,3.469823e-03,tj,tj1,result);
UCheb(x,1.957591e-03,tj,tj1,result);
UCheb(x,8.058326e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 10) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n10(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.554093e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.334282e+00,tj,tj1,result);
UCheb(x,-4.700860e+00,tj,tj1,result);
UCheb(x,-1.235253e+00,tj,tj1,result);
UCheb(x,-2.778489e-01,tj,tj1,result);
UCheb(x,-9.527324e-02,tj,tj1,result);
UCheb(x,-3.862885e-02,tj,tj1,result);
UCheb(x,-1.589781e-02,tj,tj1,result);
UCheb(x,-6.507355e-03,tj,tj1,result);
UCheb(x,-1.717526e-03,tj,tj1,result);
UCheb(x,9.215726e-04,tj,tj1,result);
UCheb(x,2.848696e-03,tj,tj1,result);
UCheb(x,3.918854e-03,tj,tj1,result);
UCheb(x,4.219614e-03,tj,tj1,result);
UCheb(x,3.753761e-03,tj,tj1,result);
UCheb(x,2.573688e-03,tj,tj1,result);
UCheb(x,1.602177e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 11) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n11(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.600000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.421882e+00,tj,tj1,result);
UCheb(x,-4.812457e+00,tj,tj1,result);
UCheb(x,-1.266153e+00,tj,tj1,result);
UCheb(x,-2.849344e-01,tj,tj1,result);
UCheb(x,-9.971527e-02,tj,tj1,result);
UCheb(x,-4.258944e-02,tj,tj1,result);
UCheb(x,-1.944820e-02,tj,tj1,result);
UCheb(x,-9.894685e-03,tj,tj1,result);
UCheb(x,-5.031836e-03,tj,tj1,result);
UCheb(x,-2.514330e-03,tj,tj1,result);
UCheb(x,-6.351660e-04,tj,tj1,result);
UCheb(x,6.206748e-04,tj,tj1,result);
UCheb(x,1.492600e-03,tj,tj1,result);
UCheb(x,2.005338e-03,tj,tj1,result);
UCheb(x,1.780099e-03,tj,tj1,result);
UCheb(x,1.673599e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 12) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n12(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.600000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.398211e+00,tj,tj1,result);
UCheb(x,-4.762214e+00,tj,tj1,result);
UCheb(x,-1.226296e+00,tj,tj1,result);
UCheb(x,-2.603837e-01,tj,tj1,result);
UCheb(x,-8.643223e-02,tj,tj1,result);
UCheb(x,-3.502438e-02,tj,tj1,result);
UCheb(x,-1.544574e-02,tj,tj1,result);
UCheb(x,-7.647734e-03,tj,tj1,result);
UCheb(x,-4.442259e-03,tj,tj1,result);
UCheb(x,-3.011484e-03,tj,tj1,result);
UCheb(x,-2.384758e-03,tj,tj1,result);
UCheb(x,-1.998259e-03,tj,tj1,result);
UCheb(x,-1.659985e-03,tj,tj1,result);
UCheb(x,-1.331046e-03,tj,tj1,result);
UCheb(x,-8.638478e-04,tj,tj1,result);
UCheb(x,-6.056785e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.600000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.380670e+00,tj,tj1,result);
UCheb(x,-4.724511e+00,tj,tj1,result);
UCheb(x,-1.195851e+00,tj,tj1,result);
UCheb(x,-2.420511e-01,tj,tj1,result);
UCheb(x,-7.609928e-02,tj,tj1,result);
UCheb(x,-2.893999e-02,tj,tj1,result);
UCheb(x,-1.115919e-02,tj,tj1,result);
UCheb(x,-4.291410e-03,tj,tj1,result);
UCheb(x,-1.339664e-03,tj,tj1,result);
UCheb(x,-1.801548e-04,tj,tj1,result);
UCheb(x,2.534710e-04,tj,tj1,result);
UCheb(x,2.793250e-04,tj,tj1,result);
UCheb(x,1.806718e-04,tj,tj1,result);
UCheb(x,1.384624e-04,tj,tj1,result);
UCheb(x,1.120582e-04,tj,tj1,result);
UCheb(x,2.936453e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.600000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.368494e+00,tj,tj1,result);
UCheb(x,-4.697171e+00,tj,tj1,result);
UCheb(x,-1.174440e+00,tj,tj1,result);
UCheb(x,-2.300621e-01,tj,tj1,result);
UCheb(x,-7.087393e-02,tj,tj1,result);
UCheb(x,-2.685826e-02,tj,tj1,result);
UCheb(x,-1.085254e-02,tj,tj1,result);
UCheb(x,-4.525658e-03,tj,tj1,result);
UCheb(x,-1.966647e-03,tj,tj1,result);
UCheb(x,-7.453388e-04,tj,tj1,result);
UCheb(x,-3.826066e-04,tj,tj1,result);
UCheb(x,-3.501958e-04,tj,tj1,result);
UCheb(x,-5.336297e-04,tj,tj1,result);
UCheb(x,-8.251972e-04,tj,tj1,result);
UCheb(x,-8.118456e-04,tj,tj1,result);
UCheb(x,-9.415959e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.600000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.358397e+00,tj,tj1,result);
UCheb(x,-4.674485e+00,tj,tj1,result);
UCheb(x,-1.155941e+00,tj,tj1,result);
UCheb(x,-2.195780e-01,tj,tj1,result);
UCheb(x,-6.544830e-02,tj,tj1,result);
UCheb(x,-2.426183e-02,tj,tj1,result);
UCheb(x,-9.309902e-03,tj,tj1,result);
UCheb(x,-3.650956e-03,tj,tj1,result);
UCheb(x,-1.068874e-03,tj,tj1,result);
UCheb(x,1.538544e-04,tj,tj1,result);
UCheb(x,8.192525e-04,tj,tj1,result);
UCheb(x,1.073905e-03,tj,tj1,result);
UCheb(x,1.079673e-03,tj,tj1,result);
UCheb(x,9.423572e-04,tj,tj1,result);
UCheb(x,6.579647e-04,tj,tj1,result);
UCheb(x,4.765904e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.600000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.318823e+00,tj,tj1,result);
UCheb(x,-4.567159e+00,tj,tj1,result);
UCheb(x,-1.064864e+00,tj,tj1,result);
UCheb(x,-1.688413e-01,tj,tj1,result);
UCheb(x,-4.153712e-02,tj,tj1,result);
UCheb(x,-1.309389e-02,tj,tj1,result);
UCheb(x,-4.226861e-03,tj,tj1,result);
UCheb(x,-1.523815e-03,tj,tj1,result);
UCheb(x,-5.780987e-04,tj,tj1,result);
UCheb(x,-2.166866e-04,tj,tj1,result);
UCheb(x,-6.922431e-05,tj,tj1,result);
UCheb(x,-1.466397e-05,tj,tj1,result);
UCheb(x,-5.690036e-06,tj,tj1,result);
UCheb(x,-1.008185e-05,tj,tj1,result);
UCheb(x,-9.271903e-06,tj,tj1,result);
UCheb(x,-7.534751e-06,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 8, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln8n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.600000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.324531e+00,tj,tj1,result);
UCheb(x,-4.547071e+00,tj,tj1,result);
UCheb(x,-1.038129e+00,tj,tj1,result);
UCheb(x,-1.541549e-01,tj,tj1,result);
UCheb(x,-3.525605e-02,tj,tj1,result);
UCheb(x,-1.044992e-02,tj,tj1,result);
UCheb(x,-3.085713e-03,tj,tj1,result);
UCheb(x,-1.017871e-03,tj,tj1,result);
UCheb(x,-3.459226e-04,tj,tj1,result);
UCheb(x,-1.092064e-04,tj,tj1,result);
UCheb(x,-2.024349e-05,tj,tj1,result);
UCheb(x,7.366347e-06,tj,tj1,result);
UCheb(x,6.385637e-06,tj,tj1,result);
UCheb(x,8.321722e-08,tj,tj1,result);
UCheb(x,-1.439286e-06,tj,tj1,result);
UCheb(x,-3.058079e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 9) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n9(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.576237e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.372857e+00,tj,tj1,result);
UCheb(x,-4.750859e+00,tj,tj1,result);
UCheb(x,-1.248233e+00,tj,tj1,result);
UCheb(x,-2.792868e-01,tj,tj1,result);
UCheb(x,-9.559372e-02,tj,tj1,result);
UCheb(x,-3.894941e-02,tj,tj1,result);
UCheb(x,-1.643256e-02,tj,tj1,result);
UCheb(x,-7.091370e-03,tj,tj1,result);
UCheb(x,-2.285034e-03,tj,tj1,result);
UCheb(x,6.112997e-04,tj,tj1,result);
UCheb(x,2.806229e-03,tj,tj1,result);
UCheb(x,4.150741e-03,tj,tj1,result);
UCheb(x,4.509825e-03,tj,tj1,result);
UCheb(x,3.891051e-03,tj,tj1,result);
UCheb(x,2.485013e-03,tj,tj1,result);
UCheb(x,1.343653e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 10) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n10(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.516726e+00,tj,tj1,result);
UCheb(x,-4.939333e+00,tj,tj1,result);
UCheb(x,-1.305046e+00,tj,tj1,result);
UCheb(x,-2.935326e-01,tj,tj1,result);
UCheb(x,-1.029141e-01,tj,tj1,result);
UCheb(x,-4.420592e-02,tj,tj1,result);
UCheb(x,-2.053140e-02,tj,tj1,result);
UCheb(x,-1.065930e-02,tj,tj1,result);
UCheb(x,-5.523581e-03,tj,tj1,result);
UCheb(x,-2.544888e-03,tj,tj1,result);
UCheb(x,-1.813741e-04,tj,tj1,result);
UCheb(x,1.510631e-03,tj,tj1,result);
UCheb(x,2.536057e-03,tj,tj1,result);
UCheb(x,2.833815e-03,tj,tj1,result);
UCheb(x,2.189692e-03,tj,tj1,result);
UCheb(x,1.615050e-03,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 11) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n11(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.481308e+00,tj,tj1,result);
UCheb(x,-4.867483e+00,tj,tj1,result);
UCheb(x,-1.249072e+00,tj,tj1,result);
UCheb(x,-2.591790e-01,tj,tj1,result);
UCheb(x,-8.400128e-02,tj,tj1,result);
UCheb(x,-3.341992e-02,tj,tj1,result);
UCheb(x,-1.463680e-02,tj,tj1,result);
UCheb(x,-7.487211e-03,tj,tj1,result);
UCheb(x,-4.671196e-03,tj,tj1,result);
UCheb(x,-3.343472e-03,tj,tj1,result);
UCheb(x,-2.544146e-03,tj,tj1,result);
UCheb(x,-1.802335e-03,tj,tj1,result);
UCheb(x,-1.117084e-03,tj,tj1,result);
UCheb(x,-6.217443e-04,tj,tj1,result);
UCheb(x,-2.858766e-04,tj,tj1,result);
UCheb(x,-3.193687e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 12) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n12(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.456776e+00,tj,tj1,result);
UCheb(x,-4.817037e+00,tj,tj1,result);
UCheb(x,-1.209788e+00,tj,tj1,result);
UCheb(x,-2.362108e-01,tj,tj1,result);
UCheb(x,-7.171356e-02,tj,tj1,result);
UCheb(x,-2.661557e-02,tj,tj1,result);
UCheb(x,-1.026141e-02,tj,tj1,result);
UCheb(x,-4.361908e-03,tj,tj1,result);
UCheb(x,-2.093885e-03,tj,tj1,result);
UCheb(x,-1.298389e-03,tj,tj1,result);
UCheb(x,-9.663603e-04,tj,tj1,result);
UCheb(x,-7.768522e-04,tj,tj1,result);
UCheb(x,-5.579015e-04,tj,tj1,result);
UCheb(x,-2.868677e-04,tj,tj1,result);
UCheb(x,-7.440652e-05,tj,tj1,result);
UCheb(x,1.523037e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.438840e+00,tj,tj1,result);
UCheb(x,-4.779308e+00,tj,tj1,result);
UCheb(x,-1.180614e+00,tj,tj1,result);
UCheb(x,-2.196489e-01,tj,tj1,result);
UCheb(x,-6.346621e-02,tj,tj1,result);
UCheb(x,-2.234857e-02,tj,tj1,result);
UCheb(x,-7.796211e-03,tj,tj1,result);
UCheb(x,-2.575715e-03,tj,tj1,result);
UCheb(x,-5.525647e-04,tj,tj1,result);
UCheb(x,1.964651e-04,tj,tj1,result);
UCheb(x,4.275235e-04,tj,tj1,result);
UCheb(x,4.299124e-04,tj,tj1,result);
UCheb(x,3.397416e-04,tj,tj1,result);
UCheb(x,2.295781e-04,tj,tj1,result);
UCheb(x,1.237619e-04,tj,tj1,result);
UCheb(x,7.269692e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.425981e+00,tj,tj1,result);
UCheb(x,-4.751545e+00,tj,tj1,result);
UCheb(x,-1.159543e+00,tj,tj1,result);
UCheb(x,-2.086570e-01,tj,tj1,result);
UCheb(x,-5.917446e-02,tj,tj1,result);
UCheb(x,-2.120112e-02,tj,tj1,result);
UCheb(x,-8.175519e-03,tj,tj1,result);
UCheb(x,-3.515473e-03,tj,tj1,result);
UCheb(x,-1.727772e-03,tj,tj1,result);
UCheb(x,-9.070629e-04,tj,tj1,result);
UCheb(x,-5.677569e-04,tj,tj1,result);
UCheb(x,-3.876953e-04,tj,tj1,result);
UCheb(x,-3.233502e-04,tj,tj1,result);
UCheb(x,-3.508182e-04,tj,tj1,result);
UCheb(x,-3.120389e-04,tj,tj1,result);
UCheb(x,-3.847212e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.414952e+00,tj,tj1,result);
UCheb(x,-4.727612e+00,tj,tj1,result);
UCheb(x,-1.140634e+00,tj,tj1,result);
UCheb(x,-1.981231e-01,tj,tj1,result);
UCheb(x,-5.382635e-02,tj,tj1,result);
UCheb(x,-1.853575e-02,tj,tj1,result);
UCheb(x,-6.571051e-03,tj,tj1,result);
UCheb(x,-2.567625e-03,tj,tj1,result);
UCheb(x,-9.214197e-04,tj,tj1,result);
UCheb(x,-2.448700e-04,tj,tj1,result);
UCheb(x,1.712669e-04,tj,tj1,result);
UCheb(x,4.015050e-04,tj,tj1,result);
UCheb(x,5.438610e-04,tj,tj1,result);
UCheb(x,6.301363e-04,tj,tj1,result);
UCheb(x,5.309386e-04,tj,tj1,result);
UCheb(x,5.164772e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.370720e+00,tj,tj1,result);
UCheb(x,-4.615712e+00,tj,tj1,result);
UCheb(x,-1.050023e+00,tj,tj1,result);
UCheb(x,-1.504775e-01,tj,tj1,result);
UCheb(x,-3.318265e-02,tj,tj1,result);
UCheb(x,-9.646826e-03,tj,tj1,result);
UCheb(x,-2.741492e-03,tj,tj1,result);
UCheb(x,-8.735360e-04,tj,tj1,result);
UCheb(x,-2.966911e-04,tj,tj1,result);
UCheb(x,-1.100738e-04,tj,tj1,result);
UCheb(x,-4.348991e-05,tj,tj1,result);
UCheb(x,-1.527687e-05,tj,tj1,result);
UCheb(x,-2.917286e-06,tj,tj1,result);
UCheb(x,3.397466e-07,tj,tj1,result);
UCheb(x,-2.360175e-07,tj,tj1,result);
UCheb(x,-9.892252e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 9, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln9n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.372506e+00,tj,tj1,result);
UCheb(x,-4.590966e+00,tj,tj1,result);
UCheb(x,-1.021758e+00,tj,tj1,result);
UCheb(x,-1.359849e-01,tj,tj1,result);
UCheb(x,-2.755519e-02,tj,tj1,result);
UCheb(x,-7.533166e-03,tj,tj1,result);
UCheb(x,-1.936659e-03,tj,tj1,result);
UCheb(x,-5.634913e-04,tj,tj1,result);
UCheb(x,-1.730053e-04,tj,tj1,result);
UCheb(x,-5.791845e-05,tj,tj1,result);
UCheb(x,-2.030682e-05,tj,tj1,result);
UCheb(x,-5.228663e-06,tj,tj1,result);
UCheb(x,8.631175e-07,tj,tj1,result);
UCheb(x,1.636749e-06,tj,tj1,result);
UCheb(x,4.404599e-07,tj,tj1,result);
UCheb(x,-2.789872e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 10, 10) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln10n10(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.468831e+00,tj,tj1,result);
UCheb(x,-4.844398e+00,tj,tj1,result);
UCheb(x,-1.231728e+00,tj,tj1,result);
UCheb(x,-2.486073e-01,tj,tj1,result);
UCheb(x,-7.781321e-02,tj,tj1,result);
UCheb(x,-2.971425e-02,tj,tj1,result);
UCheb(x,-1.215371e-02,tj,tj1,result);
UCheb(x,-5.828451e-03,tj,tj1,result);
UCheb(x,-3.419872e-03,tj,tj1,result);
UCheb(x,-2.430165e-03,tj,tj1,result);
UCheb(x,-1.740363e-03,tj,tj1,result);
UCheb(x,-1.049211e-03,tj,tj1,result);
UCheb(x,-3.269371e-04,tj,tj1,result);
UCheb(x,2.211393e-04,tj,tj1,result);
UCheb(x,4.232314e-04,tj,tj1,result);
UCheb(x,3.016081e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 10, 11) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln10n11(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.437998e+00,tj,tj1,result);
UCheb(x,-4.782296e+00,tj,tj1,result);
UCheb(x,-1.184732e+00,tj,tj1,result);
UCheb(x,-2.219585e-01,tj,tj1,result);
UCheb(x,-6.457012e-02,tj,tj1,result);
UCheb(x,-2.296008e-02,tj,tj1,result);
UCheb(x,-8.481501e-03,tj,tj1,result);
UCheb(x,-3.527940e-03,tj,tj1,result);
UCheb(x,-1.953426e-03,tj,tj1,result);
UCheb(x,-1.563840e-03,tj,tj1,result);
UCheb(x,-1.574403e-03,tj,tj1,result);
UCheb(x,-1.535775e-03,tj,tj1,result);
UCheb(x,-1.338037e-03,tj,tj1,result);
UCheb(x,-1.002654e-03,tj,tj1,result);
UCheb(x,-5.852676e-04,tj,tj1,result);
UCheb(x,-3.318132e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 10, 12) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln10n12(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.416082e+00,tj,tj1,result);
UCheb(x,-4.737458e+00,tj,tj1,result);
UCheb(x,-1.150952e+00,tj,tj1,result);
UCheb(x,-2.036884e-01,tj,tj1,result);
UCheb(x,-5.609030e-02,tj,tj1,result);
UCheb(x,-1.908684e-02,tj,tj1,result);
UCheb(x,-6.439666e-03,tj,tj1,result);
UCheb(x,-2.162647e-03,tj,tj1,result);
UCheb(x,-6.451601e-04,tj,tj1,result);
UCheb(x,-2.148757e-04,tj,tj1,result);
UCheb(x,-1.803981e-04,tj,tj1,result);
UCheb(x,-2.731621e-04,tj,tj1,result);
UCheb(x,-3.346903e-04,tj,tj1,result);
UCheb(x,-3.013151e-04,tj,tj1,result);
UCheb(x,-1.956148e-04,tj,tj1,result);
UCheb(x,-2.438381e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 10, 13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln10n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.399480e+00,tj,tj1,result);
UCheb(x,-4.702863e+00,tj,tj1,result);
UCheb(x,-1.124829e+00,tj,tj1,result);
UCheb(x,-1.897428e-01,tj,tj1,result);
UCheb(x,-4.979802e-02,tj,tj1,result);
UCheb(x,-1.634368e-02,tj,tj1,result);
UCheb(x,-5.180461e-03,tj,tj1,result);
UCheb(x,-1.484926e-03,tj,tj1,result);
UCheb(x,-7.864376e-05,tj,tj1,result);
UCheb(x,4.186576e-04,tj,tj1,result);
UCheb(x,5.886925e-04,tj,tj1,result);
UCheb(x,5.836828e-04,tj,tj1,result);
UCheb(x,5.074756e-04,tj,tj1,result);
UCheb(x,4.209547e-04,tj,tj1,result);
UCheb(x,2.883266e-04,tj,tj1,result);
UCheb(x,2.380143e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 10, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln10n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.386924e+00,tj,tj1,result);
UCheb(x,-4.676124e+00,tj,tj1,result);
UCheb(x,-1.104740e+00,tj,tj1,result);
UCheb(x,-1.793826e-01,tj,tj1,result);
UCheb(x,-4.558886e-02,tj,tj1,result);
UCheb(x,-1.492462e-02,tj,tj1,result);
UCheb(x,-5.052903e-03,tj,tj1,result);
UCheb(x,-1.917782e-03,tj,tj1,result);
UCheb(x,-7.878696e-04,tj,tj1,result);
UCheb(x,-3.576046e-04,tj,tj1,result);
UCheb(x,-1.764551e-04,tj,tj1,result);
UCheb(x,-9.288778e-05,tj,tj1,result);
UCheb(x,-4.757658e-05,tj,tj1,result);
UCheb(x,-2.299101e-05,tj,tj1,result);
UCheb(x,-9.265197e-06,tj,tj1,result);
UCheb(x,-2.384503e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 10, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln10n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.376846e+00,tj,tj1,result);
UCheb(x,-4.654247e+00,tj,tj1,result);
UCheb(x,-1.088083e+00,tj,tj1,result);
UCheb(x,-1.705945e-01,tj,tj1,result);
UCheb(x,-4.169677e-02,tj,tj1,result);
UCheb(x,-1.317213e-02,tj,tj1,result);
UCheb(x,-4.264836e-03,tj,tj1,result);
UCheb(x,-1.548024e-03,tj,tj1,result);
UCheb(x,-6.633910e-04,tj,tj1,result);
UCheb(x,-3.505621e-04,tj,tj1,result);
UCheb(x,-2.658588e-04,tj,tj1,result);
UCheb(x,-2.320254e-04,tj,tj1,result);
UCheb(x,-2.175277e-04,tj,tj1,result);
UCheb(x,-2.122317e-04,tj,tj1,result);
UCheb(x,-1.675688e-04,tj,tj1,result);
UCheb(x,-1.661363e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 10, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln10n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.333977e+00,tj,tj1,result);
UCheb(x,-4.548099e+00,tj,tj1,result);
UCheb(x,-1.004444e+00,tj,tj1,result);
UCheb(x,-1.291014e-01,tj,tj1,result);
UCheb(x,-2.523674e-02,tj,tj1,result);
UCheb(x,-6.828211e-03,tj,tj1,result);
UCheb(x,-1.716917e-03,tj,tj1,result);
UCheb(x,-4.894256e-04,tj,tj1,result);
UCheb(x,-1.433371e-04,tj,tj1,result);
UCheb(x,-4.522675e-05,tj,tj1,result);
UCheb(x,-1.764192e-05,tj,tj1,result);
UCheb(x,-9.140235e-06,tj,tj1,result);
UCheb(x,-5.629230e-06,tj,tj1,result);
UCheb(x,-3.541895e-06,tj,tj1,result);
UCheb(x,-1.944946e-06,tj,tj1,result);
UCheb(x,-1.726360e-06,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 10, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln10n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.650000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.334008e+00,tj,tj1,result);
UCheb(x,-4.522316e+00,tj,tj1,result);
UCheb(x,-9.769627e-01,tj,tj1,result);
UCheb(x,-1.158110e-01,tj,tj1,result);
UCheb(x,-2.053650e-02,tj,tj1,result);
UCheb(x,-5.242235e-03,tj,tj1,result);
UCheb(x,-1.173571e-03,tj,tj1,result);
UCheb(x,-3.033661e-04,tj,tj1,result);
UCheb(x,-7.824732e-05,tj,tj1,result);
UCheb(x,-2.084420e-05,tj,tj1,result);
UCheb(x,-6.610036e-06,tj,tj1,result);
UCheb(x,-2.728155e-06,tj,tj1,result);
UCheb(x,-1.217130e-06,tj,tj1,result);
UCheb(x,-2.340966e-07,tj,tj1,result);
UCheb(x,2.001235e-07,tj,tj1,result);
UCheb(x,1.694052e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 11, 11) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln11n11(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.519760e+00,tj,tj1,result);
UCheb(x,-4.880694e+00,tj,tj1,result);
UCheb(x,-1.200698e+00,tj,tj1,result);
UCheb(x,-2.174092e-01,tj,tj1,result);
UCheb(x,-6.072304e-02,tj,tj1,result);
UCheb(x,-2.054773e-02,tj,tj1,result);
UCheb(x,-6.506613e-03,tj,tj1,result);
UCheb(x,-1.813942e-03,tj,tj1,result);
UCheb(x,-1.223644e-04,tj,tj1,result);
UCheb(x,2.417416e-04,tj,tj1,result);
UCheb(x,2.499166e-04,tj,tj1,result);
UCheb(x,1.194332e-04,tj,tj1,result);
UCheb(x,7.369096e-05,tj,tj1,result);
UCheb(x,1.968590e-04,tj,tj1,result);
UCheb(x,2.630532e-04,tj,tj1,result);
UCheb(x,5.061000e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 11, 12) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln11n12(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.495790e+00,tj,tj1,result);
UCheb(x,-4.832622e+00,tj,tj1,result);
UCheb(x,-1.165420e+00,tj,tj1,result);
UCheb(x,-1.987306e-01,tj,tj1,result);
UCheb(x,-5.265621e-02,tj,tj1,result);
UCheb(x,-1.723537e-02,tj,tj1,result);
UCheb(x,-5.347406e-03,tj,tj1,result);
UCheb(x,-1.353464e-03,tj,tj1,result);
UCheb(x,6.613369e-05,tj,tj1,result);
UCheb(x,5.102522e-04,tj,tj1,result);
UCheb(x,5.237709e-04,tj,tj1,result);
UCheb(x,3.665652e-04,tj,tj1,result);
UCheb(x,1.626903e-04,tj,tj1,result);
UCheb(x,-1.167518e-05,tj,tj1,result);
UCheb(x,-8.564455e-05,tj,tj1,result);
UCheb(x,-1.047320e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 11, 13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln11n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.477880e+00,tj,tj1,result);
UCheb(x,-4.796242e+00,tj,tj1,result);
UCheb(x,-1.138769e+00,tj,tj1,result);
UCheb(x,-1.851739e-01,tj,tj1,result);
UCheb(x,-4.722104e-02,tj,tj1,result);
UCheb(x,-1.548304e-02,tj,tj1,result);
UCheb(x,-5.176683e-03,tj,tj1,result);
UCheb(x,-1.817895e-03,tj,tj1,result);
UCheb(x,-5.842451e-04,tj,tj1,result);
UCheb(x,-8.935870e-05,tj,tj1,result);
UCheb(x,8.421777e-05,tj,tj1,result);
UCheb(x,1.238831e-04,tj,tj1,result);
UCheb(x,8.867026e-05,tj,tj1,result);
UCheb(x,1.458255e-05,tj,tj1,result);
UCheb(x,-3.306259e-05,tj,tj1,result);
UCheb(x,-8.961487e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 11, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln11n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.463683e+00,tj,tj1,result);
UCheb(x,-4.766969e+00,tj,tj1,result);
UCheb(x,-1.117082e+00,tj,tj1,result);
UCheb(x,-1.739574e-01,tj,tj1,result);
UCheb(x,-4.238865e-02,tj,tj1,result);
UCheb(x,-1.350306e-02,tj,tj1,result);
UCheb(x,-4.425871e-03,tj,tj1,result);
UCheb(x,-1.640172e-03,tj,tj1,result);
UCheb(x,-6.660633e-04,tj,tj1,result);
UCheb(x,-2.879883e-04,tj,tj1,result);
UCheb(x,-1.349658e-04,tj,tj1,result);
UCheb(x,-6.271795e-05,tj,tj1,result);
UCheb(x,-3.304544e-05,tj,tj1,result);
UCheb(x,-3.024201e-05,tj,tj1,result);
UCheb(x,-2.816867e-05,tj,tj1,result);
UCheb(x,-4.596787e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 11, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln11n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.452526e+00,tj,tj1,result);
UCheb(x,-4.743570e+00,tj,tj1,result);
UCheb(x,-1.099705e+00,tj,tj1,result);
UCheb(x,-1.650612e-01,tj,tj1,result);
UCheb(x,-3.858285e-02,tj,tj1,result);
UCheb(x,-1.187036e-02,tj,tj1,result);
UCheb(x,-3.689241e-03,tj,tj1,result);
UCheb(x,-1.294360e-03,tj,tj1,result);
UCheb(x,-5.072623e-04,tj,tj1,result);
UCheb(x,-2.278008e-04,tj,tj1,result);
UCheb(x,-1.322382e-04,tj,tj1,result);
UCheb(x,-9.131558e-05,tj,tj1,result);
UCheb(x,-7.305669e-05,tj,tj1,result);
UCheb(x,-6.825627e-05,tj,tj1,result);
UCheb(x,-5.332689e-05,tj,tj1,result);
UCheb(x,-6.120973e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 11, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln11n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.402621e+00,tj,tj1,result);
UCheb(x,-4.627440e+00,tj,tj1,result);
UCheb(x,-1.011333e+00,tj,tj1,result);
UCheb(x,-1.224126e-01,tj,tj1,result);
UCheb(x,-2.232856e-02,tj,tj1,result);
UCheb(x,-5.859347e-03,tj,tj1,result);
UCheb(x,-1.377381e-03,tj,tj1,result);
UCheb(x,-3.756709e-04,tj,tj1,result);
UCheb(x,-1.033230e-04,tj,tj1,result);
UCheb(x,-2.875472e-05,tj,tj1,result);
UCheb(x,-8.608399e-06,tj,tj1,result);
UCheb(x,-3.102943e-06,tj,tj1,result);
UCheb(x,-1.740693e-06,tj,tj1,result);
UCheb(x,-1.343139e-06,tj,tj1,result);
UCheb(x,-9.196878e-07,tj,tj1,result);
UCheb(x,-6.658062e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 11, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln11n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.398795e+00,tj,tj1,result);
UCheb(x,-4.596486e+00,tj,tj1,result);
UCheb(x,-9.814761e-01,tj,tj1,result);
UCheb(x,-1.085187e-01,tj,tj1,result);
UCheb(x,-1.766529e-02,tj,tj1,result);
UCheb(x,-4.379425e-03,tj,tj1,result);
UCheb(x,-8.986351e-04,tj,tj1,result);
UCheb(x,-2.214705e-04,tj,tj1,result);
UCheb(x,-5.360075e-05,tj,tj1,result);
UCheb(x,-1.260869e-05,tj,tj1,result);
UCheb(x,-3.033307e-06,tj,tj1,result);
UCheb(x,-7.727087e-07,tj,tj1,result);
UCheb(x,-3.393883e-07,tj,tj1,result);
UCheb(x,-2.242989e-07,tj,tj1,result);
UCheb(x,-1.111928e-07,tj,tj1,result);
UCheb(x,3.898823e-09,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 12, 12) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln12n12(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.472616e+00,tj,tj1,result);
UCheb(x,-4.786627e+00,tj,tj1,result);
UCheb(x,-1.132099e+00,tj,tj1,result);
UCheb(x,-1.817523e-01,tj,tj1,result);
UCheb(x,-4.570179e-02,tj,tj1,result);
UCheb(x,-1.479511e-02,tj,tj1,result);
UCheb(x,-4.799492e-03,tj,tj1,result);
UCheb(x,-1.565350e-03,tj,tj1,result);
UCheb(x,-3.530139e-04,tj,tj1,result);
UCheb(x,1.380132e-04,tj,tj1,result);
UCheb(x,3.242761e-04,tj,tj1,result);
UCheb(x,3.576269e-04,tj,tj1,result);
UCheb(x,3.018771e-04,tj,tj1,result);
UCheb(x,1.933911e-04,tj,tj1,result);
UCheb(x,9.002799e-05,tj,tj1,result);
UCheb(x,-2.022048e-06,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 12,13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln12n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.454800e+00,tj,tj1,result);
UCheb(x,-4.750794e+00,tj,tj1,result);
UCheb(x,-1.105988e+00,tj,tj1,result);
UCheb(x,-1.684754e-01,tj,tj1,result);
UCheb(x,-4.011826e-02,tj,tj1,result);
UCheb(x,-1.262579e-02,tj,tj1,result);
UCheb(x,-4.044492e-03,tj,tj1,result);
UCheb(x,-1.478741e-03,tj,tj1,result);
UCheb(x,-5.322165e-04,tj,tj1,result);
UCheb(x,-1.621104e-04,tj,tj1,result);
UCheb(x,4.068753e-05,tj,tj1,result);
UCheb(x,1.468396e-04,tj,tj1,result);
UCheb(x,2.056235e-04,tj,tj1,result);
UCheb(x,2.327375e-04,tj,tj1,result);
UCheb(x,1.914877e-04,tj,tj1,result);
UCheb(x,1.784191e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 12, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln12n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.440910e+00,tj,tj1,result);
UCheb(x,-4.722404e+00,tj,tj1,result);
UCheb(x,-1.085254e+00,tj,tj1,result);
UCheb(x,-1.579439e-01,tj,tj1,result);
UCheb(x,-3.563738e-02,tj,tj1,result);
UCheb(x,-1.066730e-02,tj,tj1,result);
UCheb(x,-3.129346e-03,tj,tj1,result);
UCheb(x,-1.014531e-03,tj,tj1,result);
UCheb(x,-3.129679e-04,tj,tj1,result);
UCheb(x,-8.000909e-05,tj,tj1,result);
UCheb(x,1.996174e-05,tj,tj1,result);
UCheb(x,6.377924e-05,tj,tj1,result);
UCheb(x,8.936304e-05,tj,tj1,result);
UCheb(x,1.051098e-04,tj,tj1,result);
UCheb(x,9.025820e-05,tj,tj1,result);
UCheb(x,8.730585e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 12, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln12n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.430123e+00,tj,tj1,result);
UCheb(x,-4.700008e+00,tj,tj1,result);
UCheb(x,-1.068971e+00,tj,tj1,result);
UCheb(x,-1.499725e-01,tj,tj1,result);
UCheb(x,-3.250897e-02,tj,tj1,result);
UCheb(x,-9.473145e-03,tj,tj1,result);
UCheb(x,-2.680008e-03,tj,tj1,result);
UCheb(x,-8.483350e-04,tj,tj1,result);
UCheb(x,-2.766992e-04,tj,tj1,result);
UCheb(x,-9.891081e-05,tj,tj1,result);
UCheb(x,-4.015140e-05,tj,tj1,result);
UCheb(x,-1.977756e-05,tj,tj1,result);
UCheb(x,-8.707414e-06,tj,tj1,result);
UCheb(x,1.114786e-06,tj,tj1,result);
UCheb(x,6.238865e-06,tj,tj1,result);
UCheb(x,1.381445e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 12, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln12n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.380023e+00,tj,tj1,result);
UCheb(x,-4.585782e+00,tj,tj1,result);
UCheb(x,-9.838583e-01,tj,tj1,result);
UCheb(x,-1.103394e-01,tj,tj1,result);
UCheb(x,-1.834015e-02,tj,tj1,result);
UCheb(x,-4.635212e-03,tj,tj1,result);
UCheb(x,-9.948212e-04,tj,tj1,result);
UCheb(x,-2.574169e-04,tj,tj1,result);
UCheb(x,-6.747980e-05,tj,tj1,result);
UCheb(x,-1.833672e-05,tj,tj1,result);
UCheb(x,-5.722433e-06,tj,tj1,result);
UCheb(x,-2.181038e-06,tj,tj1,result);
UCheb(x,-1.206473e-06,tj,tj1,result);
UCheb(x,-9.716003e-07,tj,tj1,result);
UCheb(x,-7.476434e-07,tj,tj1,result);
UCheb(x,-7.217700e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 12, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln12n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.700000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.374567e+00,tj,tj1,result);
UCheb(x,-4.553481e+00,tj,tj1,result);
UCheb(x,-9.541334e-01,tj,tj1,result);
UCheb(x,-9.701907e-02,tj,tj1,result);
UCheb(x,-1.414757e-02,tj,tj1,result);
UCheb(x,-3.404103e-03,tj,tj1,result);
UCheb(x,-6.234388e-04,tj,tj1,result);
UCheb(x,-1.453762e-04,tj,tj1,result);
UCheb(x,-3.311060e-05,tj,tj1,result);
UCheb(x,-7.317501e-06,tj,tj1,result);
UCheb(x,-1.713888e-06,tj,tj1,result);
UCheb(x,-3.309583e-07,tj,tj1,result);
UCheb(x,-4.019804e-08,tj,tj1,result);
UCheb(x,1.224829e-09,tj,tj1,result);
UCheb(x,-1.349019e-08,tj,tj1,result);
UCheb(x,-1.893302e-08,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 13, 13) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln13n13(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.541046e+00,tj,tj1,result);
UCheb(x,-4.859047e+00,tj,tj1,result);
UCheb(x,-1.130164e+00,tj,tj1,result);
UCheb(x,-1.689719e-01,tj,tj1,result);
UCheb(x,-3.950693e-02,tj,tj1,result);
UCheb(x,-1.231455e-02,tj,tj1,result);
UCheb(x,-3.976550e-03,tj,tj1,result);
UCheb(x,-1.538455e-03,tj,tj1,result);
UCheb(x,-7.245603e-04,tj,tj1,result);
UCheb(x,-4.142647e-04,tj,tj1,result);
UCheb(x,-2.831434e-04,tj,tj1,result);
UCheb(x,-2.032483e-04,tj,tj1,result);
UCheb(x,-1.488405e-04,tj,tj1,result);
UCheb(x,-1.156927e-04,tj,tj1,result);
UCheb(x,-7.949279e-05,tj,tj1,result);
UCheb(x,-7.532700e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 13, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln13n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.525655e+00,tj,tj1,result);
UCheb(x,-4.828341e+00,tj,tj1,result);
UCheb(x,-1.108110e+00,tj,tj1,result);
UCheb(x,-1.579552e-01,tj,tj1,result);
UCheb(x,-3.488307e-02,tj,tj1,result);
UCheb(x,-1.032328e-02,tj,tj1,result);
UCheb(x,-2.988741e-03,tj,tj1,result);
UCheb(x,-9.766394e-04,tj,tj1,result);
UCheb(x,-3.388950e-04,tj,tj1,result);
UCheb(x,-1.338179e-04,tj,tj1,result);
UCheb(x,-6.133440e-05,tj,tj1,result);
UCheb(x,-3.023518e-05,tj,tj1,result);
UCheb(x,-1.110570e-05,tj,tj1,result);
UCheb(x,4.202332e-06,tj,tj1,result);
UCheb(x,1.056132e-05,tj,tj1,result);
UCheb(x,1.536323e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 13, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln13n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.513585e+00,tj,tj1,result);
UCheb(x,-4.803952e+00,tj,tj1,result);
UCheb(x,-1.090686e+00,tj,tj1,result);
UCheb(x,-1.495310e-01,tj,tj1,result);
UCheb(x,-3.160314e-02,tj,tj1,result);
UCheb(x,-9.073124e-03,tj,tj1,result);
UCheb(x,-2.480313e-03,tj,tj1,result);
UCheb(x,-7.478239e-04,tj,tj1,result);
UCheb(x,-2.140914e-04,tj,tj1,result);
UCheb(x,-5.311541e-05,tj,tj1,result);
UCheb(x,-2.677105e-06,tj,tj1,result);
UCheb(x,1.115464e-05,tj,tj1,result);
UCheb(x,1.578563e-05,tj,tj1,result);
UCheb(x,2.044604e-05,tj,tj1,result);
UCheb(x,1.888939e-05,tj,tj1,result);
UCheb(x,2.395644e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 13, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln13n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.455999e+00,tj,tj1,result);
UCheb(x,-4.678434e+00,tj,tj1,result);
UCheb(x,-9.995491e-01,tj,tj1,result);
UCheb(x,-1.078100e-01,tj,tj1,result);
UCheb(x,-1.705220e-02,tj,tj1,result);
UCheb(x,-4.258739e-03,tj,tj1,result);
UCheb(x,-8.671526e-04,tj,tj1,result);
UCheb(x,-2.185458e-04,tj,tj1,result);
UCheb(x,-5.507764e-05,tj,tj1,result);
UCheb(x,-1.411446e-05,tj,tj1,result);
UCheb(x,-4.044355e-06,tj,tj1,result);
UCheb(x,-1.285765e-06,tj,tj1,result);
UCheb(x,-5.345282e-07,tj,tj1,result);
UCheb(x,-3.066940e-07,tj,tj1,result);
UCheb(x,-1.962037e-07,tj,tj1,result);
UCheb(x,-1.723644e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 13, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln13n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.446787e+00,tj,tj1,result);
UCheb(x,-4.640804e+00,tj,tj1,result);
UCheb(x,-9.671552e-01,tj,tj1,result);
UCheb(x,-9.364990e-02,tj,tj1,result);
UCheb(x,-1.274444e-02,tj,tj1,result);
UCheb(x,-3.047440e-03,tj,tj1,result);
UCheb(x,-5.161439e-04,tj,tj1,result);
UCheb(x,-1.171729e-04,tj,tj1,result);
UCheb(x,-2.562171e-05,tj,tj1,result);
UCheb(x,-5.359762e-06,tj,tj1,result);
UCheb(x,-1.275494e-06,tj,tj1,result);
UCheb(x,-2.747635e-07,tj,tj1,result);
UCheb(x,-5.700292e-08,tj,tj1,result);
UCheb(x,-2.565559e-09,tj,tj1,result);
UCheb(x,5.005396e-09,tj,tj1,result);
UCheb(x,3.335794e-09,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 14, 14) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln14n14(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.510624e+00,tj,tj1,result);
UCheb(x,-4.798584e+00,tj,tj1,result);
UCheb(x,-1.087107e+00,tj,tj1,result);
UCheb(x,-1.478532e-01,tj,tj1,result);
UCheb(x,-3.098050e-02,tj,tj1,result);
UCheb(x,-8.855986e-03,tj,tj1,result);
UCheb(x,-2.409083e-03,tj,tj1,result);
UCheb(x,-7.299536e-04,tj,tj1,result);
UCheb(x,-2.176177e-04,tj,tj1,result);
UCheb(x,-6.479417e-05,tj,tj1,result);
UCheb(x,-1.812761e-05,tj,tj1,result);
UCheb(x,-5.225872e-06,tj,tj1,result);
UCheb(x,4.516521e-07,tj,tj1,result);
UCheb(x,6.730551e-06,tj,tj1,result);
UCheb(x,9.237563e-06,tj,tj1,result);
UCheb(x,1.611820e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 14, 15) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln14n15(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.498681e+00,tj,tj1,result);
UCheb(x,-4.774668e+00,tj,tj1,result);
UCheb(x,-1.070267e+00,tj,tj1,result);
UCheb(x,-1.399348e-01,tj,tj1,result);
UCheb(x,-2.807239e-02,tj,tj1,result);
UCheb(x,-7.845763e-03,tj,tj1,result);
UCheb(x,-2.071773e-03,tj,tj1,result);
UCheb(x,-6.261698e-04,tj,tj1,result);
UCheb(x,-2.011695e-04,tj,tj1,result);
UCheb(x,-7.305946e-05,tj,tj1,result);
UCheb(x,-3.879295e-05,tj,tj1,result);
UCheb(x,-2.999439e-05,tj,tj1,result);
UCheb(x,-2.904438e-05,tj,tj1,result);
UCheb(x,-2.944986e-05,tj,tj1,result);
UCheb(x,-2.373908e-05,tj,tj1,result);
UCheb(x,-2.140794e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 14, 30) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln14n30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.440378e+00,tj,tj1,result);
UCheb(x,-4.649587e+00,tj,tj1,result);
UCheb(x,-9.807829e-01,tj,tj1,result);
UCheb(x,-9.989753e-02,tj,tj1,result);
UCheb(x,-1.463646e-02,tj,tj1,result);
UCheb(x,-3.586580e-03,tj,tj1,result);
UCheb(x,-6.745917e-04,tj,tj1,result);
UCheb(x,-1.635398e-04,tj,tj1,result);
UCheb(x,-3.923172e-05,tj,tj1,result);
UCheb(x,-9.446699e-06,tj,tj1,result);
UCheb(x,-2.613892e-06,tj,tj1,result);
UCheb(x,-8.214073e-07,tj,tj1,result);
UCheb(x,-3.651683e-07,tj,tj1,result);
UCheb(x,-2.272777e-07,tj,tj1,result);
UCheb(x,-1.464988e-07,tj,tj1,result);
UCheb(x,-1.109803e-07,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 14, 100) |
//+------------------------------------------------------------------+
double CMannWhitneyU::UTbln14n100(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/3.750000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
UCheb(x,-4.429701e+00,tj,tj1,result);
UCheb(x,-4.610577e+00,tj,tj1,result);
UCheb(x,-9.482675e-01,tj,tj1,result);
UCheb(x,-8.605550e-02,tj,tj1,result);
UCheb(x,-1.062151e-02,tj,tj1,result);
UCheb(x,-2.525154e-03,tj,tj1,result);
UCheb(x,-3.835983e-04,tj,tj1,result);
UCheb(x,-8.411440e-05,tj,tj1,result);
UCheb(x,-1.744901e-05,tj,tj1,result);
UCheb(x,-3.318850e-06,tj,tj1,result);
UCheb(x,-7.692100e-07,tj,tj1,result);
UCheb(x,-1.536270e-07,tj,tj1,result);
UCheb(x,-3.705888e-08,tj,tj1,result);
UCheb(x,-7.999599e-09,tj,tj1,result);
UCheb(x,-2.908395e-09,tj,tj1,result);
UCheb(x,1.546923e-09,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, N1, N2) |
//+------------------------------------------------------------------+
double CMannWhitneyU::USigma(double s,const int n1,const int n2)
{
//--- create variables
double f0;
double f1;
double f2;
double f3;
double f4;
double s0;
double s1;
double s2;
double s3;
double s4;
//--- n1=5,n2=5,6,7...
if(MathMin(n1,n2)==5)
{
//--- check
if(MathMax(n1,n2)==5)
return(UTbln5n5(s));
//--- check
if(MathMax(n1,n2)==6)
return(UTbln5n6(s));
//--- check
if(MathMax(n1,n2)==7)
return(UTbln5n7(s));
//--- check
if(MathMax(n1,n2)==8)
return(UTbln5n8(s));
//--- check
if(MathMax(n1,n2)==9)
return(UTbln5n9(s));
//--- check
if(MathMax(n1,n2)==10)
return(UTbln5n10(s));
//--- check
if(MathMax(n1,n2)==11)
return(UTbln5n11(s));
//--- check
if(MathMax(n1,n2)==12)
return(UTbln5n12(s));
//--- check
if(MathMax(n1,n2)==13)
return(UTbln5n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln5n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln5n15(s));
//--- check
if(MathMax(n1,n2)==16)
return(UTbln5n16(s));
//--- check
if(MathMax(n1,n2)==17)
return(UTbln5n17(s));
//--- check
if(MathMax(n1,n2)==18)
return(UTbln5n18(s));
//--- check
if(MathMax(n1,n2)==19)
return(UTbln5n19(s));
//--- check
if(MathMax(n1,n2)==20)
return(UTbln5n20(s));
//--- check
if(MathMax(n1,n2)==21)
return(UTbln5n21(s));
//--- check
if(MathMax(n1,n2)==22)
return(UTbln5n22(s));
//--- check
if(MathMax(n1,n2)==23)
return(UTbln5n23(s));
//--- check
if(MathMax(n1,n2)==24)
return(UTbln5n24(s));
//--- check
if(MathMax(n1,n2)==25)
return(UTbln5n25(s));
//--- check
if(MathMax(n1,n2)==26)
return(UTbln5n26(s));
//--- check
if(MathMax(n1,n2)==27)
return(UTbln5n27(s));
//--- check
if(MathMax(n1,n2)==28)
return(UTbln5n28(s));
//--- check
if(MathMax(n1,n2)==29)
return(UTbln5n29(s));
//--- check
if(MathMax(n1,n2)>29)
{
f0=UTbln5n15(s);
f1=UTbln5n30(s);
f2=UTbln5n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=6,n2=6,7,8...
if(MathMin(n1,n2)==6)
{
//--- check
if(MathMax(n1,n2)==6)
return(UTbln6n6(s));
//--- check
if(MathMax(n1,n2)==7)
return(UTbln6n7(s));
//--- check
if(MathMax(n1,n2)==8)
return(UTbln6n8(s));
//--- check
if(MathMax(n1,n2)==9)
return(UTbln6n9(s));
//--- check
if(MathMax(n1,n2)==10)
return(UTbln6n10(s));
//--- check
if(MathMax(n1,n2)==11)
return(UTbln6n11(s));
//--- check
if(MathMax(n1,n2)==12)
return(UTbln6n12(s));
//--- check
if(MathMax(n1,n2)==13)
return(UTbln6n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln6n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln6n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln6n15(s);
f1=UTbln6n30(s);
f2=UTbln6n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=7,n2=7,8,9...
if(MathMin(n1,n2)==7)
{
//--- check
if(MathMax(n1,n2)==7)
return(UTbln7n7(s));
//--- check
if(MathMax(n1,n2)==8)
return(UTbln7n8(s));
//--- check
if(MathMax(n1,n2)==9)
return(UTbln7n9(s));
//--- check
if(MathMax(n1,n2)==10)
return(UTbln7n10(s));
//--- check
if(MathMax(n1,n2)==11)
return(UTbln7n11(s));
//--- check
if(MathMax(n1,n2)==12)
return(UTbln7n12(s));
//--- check
if(MathMax(n1,n2)==13)
return(UTbln7n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln7n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln7n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln7n15(s);
f1=UTbln7n30(s);
f2=UTbln7n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=8,n2=8,9,10...
if(MathMin(n1,n2)==8)
{
//--- check
if(MathMax(n1,n2)==8)
return(UTbln8n8(s));
//--- check
if(MathMax(n1,n2)==9)
return(UTbln8n9(s));
//--- check
if(MathMax(n1,n2)==10)
return(UTbln8n10(s));
//--- check
if(MathMax(n1,n2)==11)
return(UTbln8n11(s));
//--- check
if(MathMax(n1,n2)==12)
return(UTbln8n12(s));
//--- check
if(MathMax(n1,n2)==13)
return(UTbln8n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln8n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln8n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln8n15(s);
f1=UTbln8n30(s);
f2=UTbln8n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=9,n2=9,10,11...
if(MathMin(n1,n2)==9)
{
//--- check
if(MathMax(n1,n2)==9)
return(UTbln9n9(s));
//--- check
if(MathMax(n1,n2)==10)
return(UTbln9n10(s));
//--- check
if(MathMax(n1,n2)==11)
return(UTbln9n11(s));
//--- check
if(MathMax(n1,n2)==12)
return(UTbln9n12(s));
//--- check
if(MathMax(n1,n2)==13)
return(UTbln9n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln9n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln9n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln9n15(s);
f1=UTbln9n30(s);
f2=UTbln9n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=10,n2=10,11,12...
if(MathMin(n1,n2)==10)
{
//--- check
if(MathMax(n1,n2)==10)
return(UTbln10n10(s));
//--- check
if(MathMax(n1,n2)==11)
return(UTbln10n11(s));
//--- check
if(MathMax(n1,n2)==12)
return(UTbln10n12(s));
//--- check
if(MathMax(n1,n2)==13)
return(UTbln10n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln10n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln10n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln10n15(s);
f1=UTbln10n30(s);
f2=UTbln10n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=11,n2=11,12,13...
if(MathMin(n1,n2)==11)
{
//--- check
if(MathMax(n1,n2)==11)
return(UTbln11n11(s));
//--- check
if(MathMax(n1,n2)==12)
return(UTbln11n12(s));
//--- check
if(MathMax(n1,n2)==13)
return(UTbln11n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln11n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln11n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln11n15(s);
f1=UTbln11n30(s);
f2=UTbln11n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=12,n2=12,13,14...
if(MathMin(n1,n2)==12)
{
//--- check
if(MathMax(n1,n2)==12)
return(UTbln12n12(s));
//--- check
if(MathMax(n1,n2)==13)
return(UTbln12n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln12n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln12n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln12n15(s);
f1=UTbln12n30(s);
f2=UTbln12n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=13,n2=13,14,15...
if(MathMin(n1,n2)==13)
{
//--- check
if(MathMax(n1,n2)==13)
return(UTbln13n13(s));
//--- check
if(MathMax(n1,n2)==14)
return(UTbln13n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln13n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln13n15(s);
f1=UTbln13n30(s);
f2=UTbln13n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1=14,n2=14,15...
if(MathMin(n1,n2)==14)
{
//--- check
if(MathMax(n1,n2)==14)
return(UTbln14n14(s));
//--- check
if(MathMax(n1,n2)==15)
return(UTbln14n15(s));
//--- check
if(MathMax(n1,n2)>15)
{
f0=UTbln14n15(s);
f1=UTbln14n30(s);
f2=UTbln14n100(s);
//--- return result
return(UThreePointInterpolate(f0,f1,f2,MathMax(n1,n2)));
}
}
//--- n1>=15,n2>=15...
if(s>4)
s=4;
//--- check
if(s<3)
{
//--- calculation
s0=0.000000e+00;
f0=USigma000(n1,n2);
s1=7.500000e-01;
f1=USigma075(n1,n2);
s2=1.500000e+00;
f2=USigma150(n1,n2);
s3=2.250000e+00;
f3=USigma225(n1,n2);
s4=3.000000e+00;
f4=USigma300(n1,n2);
//--- calculation result
f1=((s-s0)*f1-(s-s1)*f0)/(s1-s0);
f2=((s-s0)*f2-(s-s2)*f0)/(s2-s0);
f3=((s-s0)*f3-(s-s3)*f0)/(s3-s0);
f4=((s-s0)*f4-(s-s4)*f0)/(s4-s0);
f2=((s-s1)*f2-(s-s2)*f1)/(s2-s1);
f3=((s-s1)*f3-(s-s3)*f1)/(s3-s1);
f4=((s-s1)*f4-(s-s4)*f1)/(s4-s1);
f3=((s-s2)*f3-(s-s3)*f2)/(s3-s2);
f4=((s-s2)*f4-(s-s4)*f2)/(s4-s2);
f4=((s-s3)*f4-(s-s4)*f3)/(s4-s3);
//--- return result
return(f4);
}
//--- else
s0=3.000000e+00;
f0=USigma300(n1,n2);
s1=3.333333e+00;
f1=USigma333(n1,n2);
s2=3.666667e+00;
f2=USigma367(n1,n2);
s3=4.000000e+00;
f3=USigma400(n1,n2);
//--- calculation result
f1=((s-s0)*f1-(s-s1)*f0)/(s1-s0);
f2=((s-s0)*f2-(s-s2)*f0)/(s2-s0);
f3=((s-s0)*f3-(s-s3)*f0)/(s3-s0);
f2=((s-s1)*f2-(s-s2)*f1)/(s2-s1);
f3=((s-s1)*f3-(s-s3)*f1)/(s3-s1);
f3=((s-s2)*f3-(s-s3)*f2)/(s3-s2);
//--- return result
return(f3);
}
//+------------------------------------------------------------------+
//| Sign test |
//+------------------------------------------------------------------+
class CSignTest
{
public:
static void OneSampleSignTest(const double &x[],const int n,const double median,double &bothTails,double &leftTail,double &rightTail);
static void OneSampleSignTest(const CRowDouble &x,const int n,const double median,double &bothTails,double &leftTail,double &rightTail);
};
//+------------------------------------------------------------------+
//| Sign test |
//| This test checks three hypotheses about the median of the given |
//| sample. |
//| The following tests are performed: |
//| * two-tailed test (null hypothesis - the median is equal to |
//| the given value) |
//| * left-tailed test (null hypothesis - the median is greater |
//| than or equal to the given value) |
//| * right-tailed test (null hypothesis - the median is less |
//| than or equal to the given value) |
//| Requirements: |
//| * the scale of measurement should be ordinal, interval or |
//| ratio (i.e. the test could not be applied to nominal |
//| variables). |
//| The test is non-parametric and doesn't require distribution X to |
//| be normal |
//| Input parameters: |
//| X - sample. Array whose index goes from 0 to N-1. |
//| N - size of the sample. |
//| Median - assumed median value. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance levelthe null hypothesis is |
//| rejected. |
//| While calculating p-values high-precision binomial distribution |
//| approximation is used, so significance levels have about 15 exact|
//| digits. |
//+------------------------------------------------------------------+
void CSignTest::OneSampleSignTest(const double &x[],const int n,
const double median,double &bothTails,
double &leftTail,double &rightTail)
{
CRowDouble X=x;
OneSampleSignTest(X,n,median,bothTails,leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CSignTest::OneSampleSignTest(const CRowDouble &x,const int n,
const double median,double &bothTails,
double &leftTail,double &rightTail)
{
//--- check
if(n<=1)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
return;
}
//--- Calculate:
//--- GTCnt - count of x[i]>Median
//--- NECnt - count of x[i]<>Median
int greater=0;
int noteql=0;
//--- calculation
for(int i=0; i<n; i++)
{
//--- check
if(x[i]>median)
greater++;
//--- check
if(x[i]!=median)
noteql++;
}
//--- check
if(noteql==0)
{
//--- all x[i] are equal to Median.
//--- So we can conclude that Median is a true median :)
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
return;
}
//--- calculation
bothTails=MathMin(2*CBinomialDistr::BinomialDistribution(MathMin(greater,noteql-greater),noteql,0.5),1.0);
leftTail=CBinomialDistr::BinomialDistribution(greater,noteql,0.5);
rightTail=CBinomialDistr::BinomialComplDistribution(greater-1,noteql,0.5);
}
//+------------------------------------------------------------------+
//| Studentt tests |
//+------------------------------------------------------------------+
class CStudentTests
{
public:
static void StudentTest1(const double &x[],const int n,const double mean,double &bothTails,double &leftTail,double &rightTail);
static void StudentTest1(const CRowDouble &x,const int n,const double mean,double &bothTails,double &leftTail,double &rightTail);
static void StudentTest2(const double &x[],const int n,const double &y[],const int m,double &bothTails,double &leftTail,double &rightTail);
static void StudentTest2(const CRowDouble &x,const int n,const CRowDouble &y,const int m,double &bothTails,double &leftTail,double &rightTail);
static void UnequalVarianceTest(const double &x[],const int n,const double &y[],const int m,double &bothTails,double &leftTail,double &rightTail);
static void UnequalVarianceTest(const CRowDouble &x,const int n,const CRowDouble &y,const int m,double &bothTails,double &leftTail,double &rightTail);
};
//+------------------------------------------------------------------+
//| One-sample t-test |
//| This test checks three hypotheses about the mean of the given |
//| sample. The following tests are performed: |
//| * two-tailed test (null hypothesis - the mean is equal to the|
//| given value) |
//| * left-tailed test (null hypothesis - the mean is greater |
//| than or equal to the given value) |
//| * right-tailed test (null hypothesis - the mean is less than |
//| or equal to the given value). |
//| The test is based on the assumption that a given sample has a |
//| normal distribution and an unknown dispersion. If the |
//| distribution sharply differs from normal, the test will work |
//| incorrectly. |
//| Input parameters: |
//| X - sample. Array whose index goes from 0 to N-1. |
//| N - size of sample. |
//| Mean - assumed value of the mean. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//+------------------------------------------------------------------+
void CStudentTests::StudentTest1(const double &x[],const int n,
const double mean,double &bothTails,
double &leftTail,double &rightTail)
{
CRowDouble X=x;
StudentTest1(X,n,mean,bothTails,leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CStudentTests::StudentTest1(const CRowDouble&x,const int n,
const double mean,double&bothTails,
double&leftTail,double&rightTail)
{
//--- check
if(n<=0)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- create variables
int i;
double xmean=0;
double xvariance=0;
double xstddev=0;
double v1=0;
double v2=0;
double stat=0;
double s=0;
double x0=x[0];
bool samex=true;
//--- Mean
for(i=0; i<n; i++)
{
xmean+=x[i];
samex=samex && x0==x[i];
}
if(samex)
xmean=x0;
else
xmean=xmean/n;
//--- Variance (using corrected two-pass algorithm)
if(n!=1 && !samex)
{
for(i=0; i<n; i++)
v1+=CMath::Sqr(x[i]-xmean);
for(i=0; i<n; i++)
v2+=x[i]-xmean;
v2=CMath::Sqr(v2)/n;
//--- calculation
xvariance=(v1-v2)/(n-1);
//--- check
if(xvariance<0)
xvariance=0;
xstddev=MathSqrt(xvariance);
}
//--- check
if(xstddev==0)
{
if(xmean==mean)
bothTails=1.0;
else
bothTails=0.0;
if(xmean>=mean)
leftTail=1.0;
else
leftTail=0.0;
if(xmean<=mean)
rightTail=1.0;
else
rightTail=0.0;
//--- exit the function
return;
}
//--- Statistic
stat=(xmean-mean)/(xstddev/MathSqrt(n));
s=CStudenttDistr::StudenttDistribution(n-1,stat);
//--- get parameters
bothTails=2*MathMin(s,1-s);
leftTail=s;
rightTail=1-s;
}
//+------------------------------------------------------------------+
//| Two-sample pooled test |
//| This test checks three hypotheses about the mean of the given |
//| samples. The following tests are performed: |
//| * two-tailed test (null hypothesis - the means are equal) |
//| * left-tailed test (null hypothesis - the mean of the first |
//| sample is greater than or equal to the mean of the second |
//| sample) |
//| * right-tailed test (null hypothesis - the mean of the first |
//| sample is less than or equal to the mean of the second |
//| sample). |
//| Test is based on the following assumptions: |
//| * given samples have normal distributions |
//| * dispersions are equal |
//| * samples are independent. |
//| Input parameters: |
//| X - sample 1. Array whose index goes from 0 to N-1. |
//| N - size of sample. |
//| Y - sample 2. Array whose index goes from 0 to M-1. |
//| M - size of sample. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//+------------------------------------------------------------------+
void CStudentTests::StudentTest2(const double&x[],const int n,
const double&y[],const int m,
double&bothTails,double&leftTail,
double&rightTail)
{
CRowDouble X=x;
CRowDouble Y=y;
StudentTest2(X,n,Y,m,bothTails,leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CStudentTests::StudentTest2(const CRowDouble &x,const int n,
const CRowDouble &y,const int m,
double&bothTails,double&leftTail,
double&rightTail)
{
//--- check
if(n<=0 || m<=0)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- create variables
int i=0;
double xmean=0;
double ymean=0;
double stat=0;
double s=0;
double p=0;
double x0=x[0];
double y0=y[0];
bool samex=true;
bool samey=true;
//--- Mean
for(i=0; i<n; i++)
{
xmean=xmean+x[i];
samex=samex && x0==x[i];
}
if(samex)
xmean=x0;
else
xmean=xmean/n;
//--- y
for(i=0; i<m; i++)
{
ymean=ymean+y[i];
samey=samey && y0==y[i];
}
if(samey)
ymean=y0;
else
ymean=ymean/m;
//--- S
if((n+m)>2)
{
for(i=0; i<n; i++)
s+=CMath::Sqr(x[i]-xmean);
for(i=0; i<m; i++)
s+=CMath::Sqr(y[i]-ymean);
s=MathSqrt(s*(1.0/(double)n+1.0/(double)m)/(n+m-2));
}
//--- check
if(s==0)
{
if(xmean==ymean)
bothTails=1.0;
else
bothTails=0.0;
if(xmean>=ymean)
leftTail=1.0;
else
leftTail=0.0;
if(xmean<=ymean)
rightTail=1.0;
else
rightTail=0.0;
//--- exit the function
return;
}
//--- Statistic
stat=(xmean-ymean)/s;
p=CStudenttDistr::StudenttDistribution(n+m-2,stat);
//--- get parameters
bothTails=2*MathMin(p,1-p);
leftTail=p;
rightTail=1-p;
}
//+------------------------------------------------------------------+
//| Two-sample unpooled test |
//| This test checks three hypotheses about the mean of the given |
//| samples. The following tests are performed: |
//| * two-tailed test (null hypothesis - the means are equal) |
//| * left-tailed test (null hypothesis - the mean of the first |
//| sample is greater than or equal to the mean of the second |
//| sample) |
//| * right-tailed test (null hypothesis - the mean of the first |
//| sample is less than or equal to the mean of the second |
//| sample). |
//| Test is based on the following assumptions: |
//| * given samples have normal distributions |
//| * samples are independent. |
//| Dispersion equality is not required |
//| Input parameters: |
//| X - sample 1. Array whose index goes from 0 to N-1. |
//| N - size of the sample. |
//| Y - sample 2. Array whose index goes from 0 to M-1. |
//| M - size of the sample. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//+------------------------------------------------------------------+
void CStudentTests::UnequalVarianceTest(const double&x[],const int n,
const double&y[],const int m,
double&bothTails,double&leftTail,
double&rightTail)
{
CRowDouble X=x;
CRowDouble Y=y;
UnequalVarianceTest(X,n,Y,m,bothTails,leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CStudentTests::UnequalVarianceTest(const CRowDouble &x,const int n,
const CRowDouble &y,const int m,
double&bothTails,double&leftTail,
double&rightTail)
{
//--- check
if(n<=0 || m<=0)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- create variables
int i;
double xmean=0;
double ymean=0;
double xvar=0;
double yvar=0;
double df=0;
double p=0;
double stat=0;
double c=0;
bool samex=true;
bool samey=true;
//--- Mean
for(i=0; i<n; i++)
{
xmean+=x[i];
samex=samex && x[0]==x[i];
}
if(samex)
xmean=x[0];
else
xmean=xmean/n;
for(i=0; i<=m-1; i++)
{
ymean+=y[i];
samey=samey && y[0]==y[i];
}
if(samey)
ymean=y[0];
else
ymean=ymean/m;
//--- Variance (using corrected two-pass algorithm)
if(n>1 && !samex)
{
for(i=0; i<n; i++)
xvar+=CMath::Sqr(x[i]-xmean);
xvar=xvar/(n-1);
}
if(m>1 && !samey)
{
for(i=0; i<m; i++)
yvar+=CMath::Sqr(y[i]-ymean);
yvar=yvar/(m-1);
}
//--- Handle different special cases
//--- (one or both variances are zero).
if(xvar==0.0 && yvar==0.0)
{
if( xmean==ymean )
bothTails=1.0;
else
bothTails=0.0;
if( xmean>=ymean )
leftTail=1.0;
else
leftTail=0.0;
if( xmean<=ymean )
rightTail=1.0;
else
rightTail=0.0;
return;
}
if(xvar==0.0)
{
//--- X is constant, unpooled 2-sample test reduces to 1-sample test.
//--- NOTE: right-tail and left-tail must be passed to 1-sample
//--- t-test in reverse order because we reverse order of
//--- of samples.
StudentTest1(y,m,xmean,bothTails,rightTail,leftTail);
return;
}
if(yvar==0.0)
{
//--- Y is constant, unpooled 2-sample test reduces to 1-sample test.
StudentTest1(x,n,ymean,bothTails,leftTail,rightTail);
return;
}
//--- Statistic
c=xvar/n+yvar/m;
stat=(xmean-ymean)/MathSqrt(c);
c=xvar/n/(c);
df=(n-1.0)*(m-1.0)/((m-1.0)*CMath::Sqr(c)+(n-1.0)*CMath::Sqr(1.0-c));
//--- check
if(stat>0)
p=1-0.5*CIncBetaF::IncompleteBeta(df/2.0,0.5,df/(df+CMath::Sqr(stat)));
else
p=0.5*CIncBetaF::IncompleteBeta(df/2.0,0.5,df/(df+CMath::Sqr(stat)));
//--- get parameters
bothTails=2*MathMin(p,1-p);
leftTail=p;
rightTail=1-p;
}
//+------------------------------------------------------------------+
//| Variance tests |
//+------------------------------------------------------------------+
class CVarianceTests
{
public:
static void FTest(const double &x[],const int n,const double &y[],const int m,double &bothTails,double &leftTail,double &rightTail);
static void FTest(const CRowDouble &x,const int n,const CRowDouble &y,const int m,double &bothTails,double &leftTail,double &rightTail);
static void OneSampleVarianceTest(const double &x[],const int n,const double variance,double &bothTails,double &leftTail,double &rightTail);
static void OneSampleVarianceTest(const CRowDouble&x,const int n,const double variance,double&bothTails,double&leftTail,double&rightTail);
};
//+------------------------------------------------------------------+
//| Two-sample F-test |
//| This test checks three hypotheses about dispersions of the given |
//| samples. The following tests are performed: |
//| * two-tailed test (null hypothesis - the dispersions are |
//| equal) |
//| * left-tailed test (null hypothesis - the dispersion of the |
//| first sample is greater than or equal to the dispersion of |
//| the second sample). |
//| * right-tailed test (null hypothesis - the dispersion of the |
//| first sample is less than or equal to the dispersion of |
//| the second sample) |
//| The test is based on the following assumptions: |
//| * the given samples have normal distributions |
//| * the samples are independent. |
//| Input parameters: |
//| X - sample 1. Array whose index goes from 0 to N-1. |
//| N - sample size. |
//| Y - sample 2. Array whose index goes from 0 to M-1. |
//| M - sample size. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//+------------------------------------------------------------------+
void CVarianceTests::FTest(const double &x[],const int n,const double &y[],
const int m,double &bothTails,double &leftTail,
double &rightTail)
{
CRowDouble X=x;
CRowDouble Y=y;
CVarianceTests::FTest(X,n,Y,m,bothTails,leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CVarianceTests::FTest(const CRowDouble &x,const int n,const CRowDouble &y,
const int m,double &bothTails,double &leftTail,
double &rightTail)
{
//--- check
if(n<=2 || m<=2)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- create variables
int i;
double xmean=0;
double ymean=0;
double xvar=0;
double yvar=0;
int df1=0;
int df2=0;
double stat=0;
//--- Mean
for(i=0; i<=n-1; i++)
xmean+=x[i];
xmean=xmean/n;
for(i=0; i<=m-1; i++)
ymean+=y[i];
ymean=ymean/m;
//--- Variance (using corrected two-pass algorithm)
for(i=0; i<n; i++)
xvar+=CMath::Sqr(x[i]-xmean);
xvar=xvar/(n-1);
for(i=0; i<m; i++)
yvar+=CMath::Sqr(y[i]-ymean);
yvar=yvar/(m-1);
//--- check
if((double)(xvar)==(double)(0) || (double)(yvar)==(double)(0))
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- Statistic
df1=n-1;
df2=m-1;
stat=MathMin(xvar/yvar,yvar/xvar);
//--- get parameters
bothTails=1-(CFDistr::FDistribution(df1,df2,1/stat)-CFDistr::FDistribution(df1,df2,stat));
leftTail=CFDistr::FDistribution(df1,df2,xvar/yvar);
rightTail=1-leftTail;
}
//+------------------------------------------------------------------+
//| One-sample chi-square test |
//| This test checks three hypotheses about the dispersion of the |
//| given sample The following tests are performed: |
//| * two-tailed test (null hypothesis - the dispersion equals |
//| the given number) |
//| * left-tailed test (null hypothesis - the dispersion is |
//| greater than or equal to the given number) |
//| * right-tailed test (null hypothesis - dispersion is less |
//| than or equal to the given number). |
//| Test is based on the following assumptions: |
//| * the given sample has a normal distribution. |
//| Input parameters: |
//| X - sample 1. Array whose index goes from 0 to |
//| N-1. |
//| N - size of the sample. |
//| Variance - dispersion value to compare with. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//+------------------------------------------------------------------+
void CVarianceTests::OneSampleVarianceTest(const double &x[],
const int n,
const double variance,
double &bothTails,
double &leftTail,
double &rightTail)
{
CRowDouble X=x;
OneSampleVarianceTest(X,n,variance,bothTails,leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CVarianceTests::OneSampleVarianceTest(const CRowDouble &x,
const int n,
const double variance,
double &bothTails,
double &leftTail,
double &rightTail)
{
//--- create variables
int i;
double xmean=0;
double xvar=0;
double s=0;
double stat=0;
//--- check
if(n<=1)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- Variance
for(i=0; i<n; i++)
xmean+=x[i];
xmean=xmean/n;
for(i=0; i<n; i++)
xvar+=CMath::Sqr(x[i]-xmean);
xvar=xvar/(n-1);
//--- check
if(xvar==0)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- Statistic
stat=(n-1)*xvar/variance;
s=CChiSquareDistr::ChiSquareDistribution(n-1,stat);
//--- get parameters
bothTails=2*MathMin(s,1-s);
leftTail=s;
rightTail=1-leftTail;
}
//+------------------------------------------------------------------+
//| Wilcoxon signed-rank test |
//+------------------------------------------------------------------+
class CWilcoxonSignedRank
{
public:
static void WilcoxonSignedRankTest(const double &cx[],const int n,const double e,double &bothTails,double &leftTail,double &rightTail);
static void WilcoxonSignedRankTest(const CRowDouble &cx,const int n,const double e,double &bothTails,double &leftTail,double &rightTail);
private:
static void WCheb(const double x,const double c,double &tj,double &tj1,double &r);
//--- calculation sigma
static double WSigma(const double s,const int n);
static double W5(const double s);
static double W6(const double s);
static double W7(const double s);
static double W8(const double s);
static double W9(const double s);
static double W10(const double s);
static double W11(const double s);
static double W12(const double s);
static double W13(const double s);
static double W14(const double s);
static double W15(const double s);
static double W16(const double s);
static double W17(const double s);
static double W18(const double s);
static double W19(const double s);
static double W20(const double s);
static double W21(const double s);
static double W22(const double s);
static double W23(const double s);
static double W24(const double s);
static double W25(const double s);
static double W26(const double s);
static double W27(const double s);
static double W28(const double s);
static double W29(const double s);
static double W30(const double s);
static double W40(const double s);
static double W60(const double s);
static double W120(const double s);
static double W200(const double s);
};
//+------------------------------------------------------------------+
//| Wilcoxon signed-rank test |
//| This test checks three hypotheses about the median of the given |
//| sample. The following tests are performed: |
//| * two-tailed test (null hypothesis - the median is equal to |
//| the given value) |
//| * left-tailed test (null hypothesis - the median is greater |
//| than or equal to the given value) |
//| * right-tailed test (null hypothesis - the median is less |
//| than or equal to the given value) |
//| Requirements: |
//| * the scale of measurement should be ordinal, interval or |
//| ratio (i.e. the test could not be applied to nominal |
//| variables). |
//| * the distribution should be continuous and symmetric |
//| relative to its median. |
//| * number of distinct values in the X array should be greater |
//| than 4 |
//| The test is non-parametric and doesn't require distribution X to |
//| be normal |
//| Input parameters: |
//| X - sample. Array whose index goes from 0 to N-1. |
//| N - size of the sample. |
//| Median - assumed median value. |
//| Output parameters: |
//| BothTails - p-value for two-tailed test. |
//| If BothTails is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| LeftTail - p-value for left-tailed test. |
//| If LeftTail is less than the given |
//| significance level, the null hypothesis is |
//| rejected. |
//| RightTail - p-value for right-tailed test. |
//| If RightTail is less than the given |
//| significance level the null hypothesis is |
//| rejected. |
//| To calculate p-values, special approximation is used. This method|
//| lets us calculate p-values with two decimal places in interval |
//| [0.0001, 1]. |
//| "Two decimal places" does not sound very impressive, but in |
//| practice the relative error of less than 1% is enough to make a |
//| decision. |
//| There is no approximation outside the [0.0001, 1] interval. |
//| Therefore, if the significance level outlies this interval, the |
//| test returns 0.0001. |
//+------------------------------------------------------------------+
void CWilcoxonSignedRank::WilcoxonSignedRankTest(const double &cx[],
const int n,
const double e,
double &bothTails,
double &leftTail,
double &rightTail)
{
CRowDouble X=cx;
WilcoxonSignedRankTest(X,n,e,bothTails,leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CWilcoxonSignedRank::WilcoxonSignedRankTest(const CRowDouble &cx,
const int n,
const double e,
double &bothTails,
double &leftTail,
double &rightTail)
{
//--- create variables
int i=0;
int j=0;
int k=0;
int t=0;
double tmp=0;
int tmpi=0;
int ns=0;
vector<double> r;
int c[];
double w=0;
double p=0;
double mp=0;
double s=0;
double sigma=0;
double mu=0;
//--- create copy
vector<double> x=cx.ToVector();
x.Resize(n);
//--- Prepare
if(n<5)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- calculation ns
for(i=0; i<n; i++)
{
//--- check
if(x[i]==e)
continue;
x[ns]=x[i];
ns++;
}
//--- check
if(ns<5)
{
bothTails=1.0;
leftTail=1.0;
rightTail=1.0;
//--- exit the function
return;
}
//--- allocation
x.Resize(ns);
r=MathAbs(x-e);
ArrayResizeAL(c,ns);
for(i=0; i<ns; i++)
c[i]=i;
//--- sort {R, C}
if(ns!=1)
{
i=2;
//--- cycle
do
{
t=i;
//--- cycle
while(t!=1)
{
k=t/2;
//--- check
if(r[k-1]>=r[t-1])
t=1;
else
{
//--- change values
tmp=r[k-1];
r[k-1]=r[t-1];
r[t-1]=tmp;
tmpi=c[k-1];
c[k-1]=c[t-1];
c[t-1]=tmpi;
t=k;
}
}
i++;
}
while(i<=ns);
//--- change value
i=ns-1;
//--- cycle
do
{
//--- change values
tmp=r[i];
r[i]=r[0];
r[0]=tmp;
tmpi=c[i];
c[i]=c[0];
c[0]=tmpi;
t=1;
//--- cycle
while(t!=0)
{
k=2*t;
//--- check
if(k>i)
t=0;
else
{
//--- check
if(k<i)
{
//--- check
if(r[k]>r[k-1])
k++;
}
//--- check
if(r[t-1]>=r[k-1])
t=0;
else
{
//--- change values
tmp=r[k-1];
r[k-1]=r[t-1];
r[t-1]=tmp;
tmpi=c[k-1];
c[k-1]=c[t-1];
c[t-1]=tmpi;
t=k;
}
}
}
i--;
}
while(i>=1);
}
//--- compute tied ranks
i=0;
while(i<ns)
{
j=i+1;
while(j<ns)
{
//--- check
if(r[j]!=r[i])
break;
j++;
}
for(k=i; k<j; k++)
r[k]=1+(double)(i+j-1)/2.0;
i=j;
}
//--- Compute W+
w=0;
for(i=0; i<ns; i++)
{
if(x[c[i]]>e)
w+=r[i];
}
//--- Result
mu=(double)(ns*(ns+1))/4.0;
sigma=MathSqrt((double)(ns*(ns+1)*(2*ns+1))/24.0);
s=(w-mu)/sigma;
//--- check
if(s<=0)
{
p=MathExp(WSigma(-((w-mu)/sigma),ns));
mp=1-MathExp(WSigma(-((w-1-mu)/sigma),ns));
}
else
{
mp=MathExp(WSigma((w-mu)/sigma,ns));
p=1-MathExp(WSigma((w+1-mu)/sigma,ns));
}
//--- get parameters
leftTail=MathMax(p,1.0E-4);
rightTail=MathMax(mp,1.0E-4);
bothTails=2*MathMin(leftTail,rightTail);
}
//+------------------------------------------------------------------+
//| Sequential Chebyshev interpolation. |
//+------------------------------------------------------------------+
void CWilcoxonSignedRank::WCheb(const double x,const double c,
double &tj,double &tj1,double &r)
{
double t;
//--- change values
r+=c*tj;
t=2*x*tj1-tj;
tj=tj1;
tj1=t;
}
//+------------------------------------------------------------------+
//| Tail(S, 5) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W5(const double s)
{
//--- create variables
int w=(int)MathRound(-(3.708099e+00*s)+7.500000e+00);
double r=0;
//--- check
if(w>=7)
r=-6.931e-01;
//--- check
if(w==6)
r=-9.008e-01;
//--- check
if(w==5)
r=-1.163e+00;
//--- check
if(w==4)
r=-1.520e+00;
//--- check
if(w==3)
r=-1.856e+00;
//--- check
if(w==2)
r=-2.367e+00;
//--- check
if(w==1)
r=-2.773e+00;
//--- check
if(w<=0)
r=-3.466e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 6) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W6(const double s)
{
//--- create variables
int w=(int)MathRound(-(4.769696e+00*s)+1.050000e+01);
double r=0;
//--- check
if(w>=10)
r=-6.931e-01;
//--- check
if(w==9)
r=-8.630e-01;
//--- check
if(w==8)
r=-1.068e+00;
//--- check
if(w==7)
r=-1.269e+00;
//--- check
if(w==6)
r=-1.520e+00;
//--- check
if(w==5)
r=-1.856e+00;
//--- check
if(w==4)
r=-2.213e+00;
//--- check
if(w==3)
r=-2.549e+00;
//--- check
if(w==2)
r=-3.060e+00;
//--- check
if(w==1)
r=-3.466e+00;
//--- check
if(w<=0)
r=-4.159e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 7) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W7(const double s)
{
//--- create variables
int w=(int)MathRound(-(5.916080e+00*s)+1.400000e+01);
double r=0;
//--- check
if(w>=14)
r=-6.325e-01;
//--- check
if(w==13)
r=-7.577e-01;
//--- check
if(w==12)
r=-9.008e-01;
//--- check
if(w==11)
r=-1.068e+00;
//--- check
if(w==10)
r=-1.241e+00;
//--- check
if(w==9)
r=-1.451e+00;
//--- check
if(w==8)
r=-1.674e+00;
//--- check
if(w==7)
r=-1.908e+00;
//--- check
if(w==6)
r=-2.213e+00;
//--- check
if(w==5)
r=-2.549e+00;
//--- check
if(w==4)
r=-2.906e+00;
//--- check
if(w==3)
r=-3.243e+00;
//--- check
if(w==2)
r=-3.753e+00;
//--- check
if(w==1)
r=-4.159e+00;
//--- check
if(w<=0)
r=-4.852e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 8) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W8(const double s)
{
//--- create variables
int w=(int)MathRound(-(7.141428e+00*s)+1.800000e+01);
double r=0;
//--- check
if(w>=18)
r=-6.399e-01;
//--- check
if(w==17)
r=-7.494e-01;
//--- check
if(w==16)
r=-8.630e-01;
//--- check
if(w==15)
r=-9.913e-01;
//--- check
if(w==14)
r=-1.138e+00;
//--- check
if(w==13)
r=-1.297e+00;
//--- check
if(w==12)
r=-1.468e+00;
//--- check
if(w==11)
r=-1.653e+00;
//--- check
if(w==10)
r=-1.856e+00;
//--- check
if(w==9)
r=-2.079e+00;
//--- check
if(w==8)
r=-2.326e+00;
//--- check
if(w==7)
r=-2.601e+00;
//--- check
if(w==6)
r=-2.906e+00;
//--- check
if(w==5)
r=-3.243e+00;
//--- check
if(w==4)
r=-3.599e+00;
//--- check
if(w==3)
r=-3.936e+00;
//--- check
if(w==2)
r=-4.447e+00;
//--- check
if(w==1)
r=-4.852e+00;
//--- check
if(w<=0)
r=-5.545e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 9) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W9(const double s)
{
//--- create variables
int w=(int)MathRound(-(8.440972e+00*s)+2.250000e+01);
double r=0;
//--- check
if(w>=22)
r=-6.931e-01;
//--- check
if(w==21)
r=-7.873e-01;
//--- check
if(w==20)
r=-8.912e-01;
//--- check
if(w==19)
r=-1.002e+00;
//--- check
if(w==18)
r=-1.120e+00;
//--- check
if(w==17)
r=-1.255e+00;
//--- check
if(w==16)
r=-1.394e+00;
//--- check
if(w==15)
r=-1.547e+00;
//--- check
if(w==14)
r=-1.717e+00;
//--- check
if(w==13)
r=-1.895e+00;
//--- check
if(w==12)
r=-2.079e+00;
//--- check
if(w==11)
r=-2.287e+00;
//--- check
if(w==10)
r=-2.501e+00;
//--- check
if(w==9)
r=-2.742e+00;
//--- check
if(w==8)
r=-3.019e+00;
//--- check
if(w==7)
r=-3.294e+00;
//--- check
if(w==6)
r=-3.599e+00;
//--- check
if(w==5)
r=-3.936e+00;
//--- check
if(w==4)
r=-4.292e+00;
//--- check
if(w==3)
r=-4.629e+00;
//--- check
if(w==2)
r=-5.140e+00;
//--- check
if(w==1)
r=-5.545e+00;
//--- check
if(w<=0)
r=-6.238e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 10) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W10(const double s)
{
//--- create variables
int w=(int)MathRound(-(9.810708e+00*s)+2.750000e+01);
double r=0;
//--- check
if(w>=27)
r=-6.931e-01;
//--- check
if(w==26)
r=-7.745e-01;
//--- check
if(w==25)
r=-8.607e-01;
//--- check
if(w==24)
r=-9.551e-01;
//--- check
if(w==23)
r=-1.057e+00;
//--- check
if(w==22)
r=-1.163e+00;
//--- check
if(w==21)
r=-1.279e+00;
//--- check
if(w==20)
r=-1.402e+00;
//--- check
if(w==19)
r=-1.533e+00;
//--- check
if(w==18)
r=-1.674e+00;
//--- check
if(w==17)
r=-1.826e+00;
//--- check
if(w==16)
r=-1.983e+00;
//--- check
if(w==15)
r=-2.152e+00;
//--- check
if(w==14)
r=-2.336e+00;
//--- check
if(w==13)
r=-2.525e+00;
//--- check
if(w==12)
r=-2.727e+00;
//--- check
if(w==11)
r=-2.942e+00;
//--- check
if(w==10)
r=-3.170e+00;
//--- check
if(w==9)
r=-3.435e+00;
//--- check
if(w==8)
r=-3.713e+00;
//--- check
if(w==7)
r=-3.987e+00;
//--- check
if(w==6)
r=-4.292e+00;
//--- check
if(w==5)
r=-4.629e+00;
//--- check
if(w==4)
r=-4.986e+00;
//--- check
if(w==3)
r=-5.322e+00;
//--- check
if(w==2)
r=-5.833e+00;
//--- check
if(w==1)
r=-6.238e+00;
//--- check
if(w<=0)
r=-6.931e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 11) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W11(const double s)
{
//--- create variables
int w=(int)MathRound(-(1.124722e+01*s)+3.300000e+01);
double r=0;
//--- check
if(w>=33)
r=-6.595e-01;
//--- check
if(w==32)
r=-7.279e-01;
//--- check
if(w==31)
r=-8.002e-01;
//--- check
if(w==30)
r=-8.782e-01;
//--- check
if(w==29)
r=-9.615e-01;
//--- check
if(w==28)
r=-1.050e+00;
//--- check
if(w==27)
r=-1.143e+00;
//--- check
if(w==26)
r=-1.243e+00;
//--- check
if(w==25)
r=-1.348e+00;
//--- check
if(w==24)
r=-1.459e+00;
//--- check
if(w==23)
r=-1.577e+00;
//--- check
if(w==22)
r=-1.700e+00;
//--- check
if(w==21)
r=-1.832e+00;
//--- check
if(w==20)
r=-1.972e+00;
//--- check
if(w==19)
r=-2.119e+00;
//--- check
if(w==18)
r=-2.273e+00;
//--- check
if(w==17)
r=-2.437e+00;
//--- check
if(w==16)
r=-2.607e+00;
//--- check
if(w==15)
r=-2.788e+00;
//--- check
if(w==14)
r=-2.980e+00;
//--- check
if(w==13)
r=-3.182e+00;
//--- check
if(w==12)
r=-3.391e+00;
//--- check
if(w==11)
r=-3.617e+00;
//--- check
if(w==10)
r=-3.863e+00;
//--- check
if(w==9)
r=-4.128e+00;
//--- check
if(w==8)
r=-4.406e+00;
//--- check
if(w==7)
r=-4.680e+00;
//--- check
if(w==6)
r=-4.986e+00;
//--- check
if(w==5)
r=-5.322e+00;
//--- check
if(w==4)
r=-5.679e+00;
//--- check
if(w==3)
r=-6.015e+00;
//--- check
if(w==2)
r=-6.526e+00;
//--- check
if(w==1)
r=-6.931e+00;
//--- check
if(w<=0)
r=-7.625e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 12) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W12(const double s)
{
//--- create variables
int w=(int)MathRound(-(1.274755e+01*s)+3.900000e+01);
double r=0;
//--- check
if(w>=39)
r=-6.633e-01;
//--- check
if(w==38)
r=-7.239e-01;
//--- check
if(w==37)
r=-7.878e-01;
//--- check
if(w==36)
r=-8.556e-01;
//--- check
if(w==35)
r=-9.276e-01;
//--- check
if(w==34)
r=-1.003e+00;
//--- check
if(w==33)
r=-1.083e+00;
//--- check
if(w==32)
r=-1.168e+00;
//--- check
if(w==31)
r=-1.256e+00;
//--- check
if(w==30)
r=-1.350e+00;
//--- check
if(w==29)
r=-1.449e+00;
//--- check
if(w==28)
r=-1.552e+00;
//--- check
if(w==27)
r=-1.660e+00;
//--- check
if(w==26)
r=-1.774e+00;
//--- check
if(w==25)
r=-1.893e+00;
//--- check
if(w==24)
r=-2.017e+00;
//--- check
if(w==23)
r=-2.148e+00;
//--- check
if(w==22)
r=-2.285e+00;
//--- check
if(w==21)
r=-2.429e+00;
//--- check
if(w==20)
r=-2.581e+00;
//--- check
if(w==19)
r=-2.738e+00;
//--- check
if(w==18)
r=-2.902e+00;
//--- check
if(w==17)
r=-3.076e+00;
//--- check
if(w==16)
r=-3.255e+00;
//--- check
if(w==15)
r=-3.443e+00;
//--- check
if(w==14)
r=-3.645e+00;
//--- check
if(w==13)
r=-3.852e+00;
//--- check
if(w==12)
r=-4.069e+00;
//--- check
if(w==11)
r=-4.310e+00;
//--- check
if(w==10)
r=-4.557e+00;
//--- check
if(w==9)
r=-4.821e+00;
//--- check
if(w==8)
r=-5.099e+00;
//--- check
if(w==7)
r=-5.373e+00;
//--- check
if(w==6)
r=-5.679e+00;
//--- check
if(w==5)
r=-6.015e+00;
//--- check
if(w==4)
r=-6.372e+00;
//--- check
if(w==3)
r=-6.708e+00;
//--- check
if(w==2)
r=-7.219e+00;
//--- check
if(w==1)
r=-7.625e+00;
//--- check
if(w<=0)
r=-8.318e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 13) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W13(const double s)
{
//--- create variables
int w=(int)MathRound(-(1.430909e+01*s)+4.550000e+01);
double r=0;
//--- check
if(w>=45)
r=-6.931e-01;
//--- check
if(w==44)
r=-7.486e-01;
//--- check
if(w==43)
r=-8.068e-01;
//--- check
if(w==42)
r=-8.683e-01;
//--- check
if(w==41)
r=-9.328e-01;
//--- check
if(w==40)
r=-1.001e+00;
//--- check
if(w==39)
r=-1.072e+00;
//--- check
if(w==38)
r=-1.146e+00;
//--- check
if(w==37)
r=-1.224e+00;
//--- check
if(w==36)
r=-1.306e+00;
//--- check
if(w==35)
r=-1.392e+00;
//--- check
if(w==34)
r=-1.481e+00;
//--- check
if(w==33)
r=-1.574e+00;
//--- check
if(w==32)
r=-1.672e+00;
//--- check
if(w==31)
r=-1.773e+00;
//--- check
if(w==30)
r=-1.879e+00;
//--- check
if(w==29)
r=-1.990e+00;
//--- check
if(w==28)
r=-2.104e+00;
//--- check
if(w==27)
r=-2.224e+00;
//--- check
if(w==26)
r=-2.349e+00;
//--- check
if(w==25)
r=-2.479e+00;
//--- check
if(w==24)
r=-2.614e+00;
//--- check
if(w==23)
r=-2.755e+00;
//--- check
if(w==22)
r=-2.902e+00;
//--- check
if(w==21)
r=-3.055e+00;
//--- check
if(w==20)
r=-3.215e+00;
//--- check
if(w==19)
r=-3.380e+00;
//--- check
if(w==18)
r=-3.551e+00;
//--- check
if(w==17)
r=-3.733e+00;
//--- check
if(w==16)
r=-3.917e+00;
//--- check
if(w==15)
r=-4.113e+00;
//--- check
if(w==14)
r=-4.320e+00;
//--- check
if(w==13)
r=-4.534e+00;
//--- check
if(w==12)
r=-4.762e+00;
//--- check
if(w==11)
r=-5.004e+00;
//--- check
if(w==10)
r=-5.250e+00;
//--- check
if(w==9)
r=-5.514e+00;
//--- check
if(w==8)
r=-5.792e+00;
//--- check
if(w==7)
r=-6.066e+00;
//--- check
if(w==6)
r=-6.372e+00;
//--- check
if(w==5)
r=-6.708e+00;
//--- check
if(w==4)
r=-7.065e+00;
//--- check
if(w==3)
r=-7.401e+00;
//--- check
if(w==2)
r=-7.912e+00;
//--- check
if(w==1)
r=-8.318e+00;
//--- check
if(w<=0)
r=-9.011e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 14) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W14(const double s)
{
//--- create variables
int w=(int)MathRound(-(1.592953e+01*s)+5.250000e+01);
double r=0;
//--- check
if(w>=52)
r=-6.931e-01;
//--- check
if(w==51)
r=-7.428e-01;
//--- check
if(w==50)
r=-7.950e-01;
//--- check
if(w==49)
r=-8.495e-01;
//--- check
if(w==48)
r=-9.067e-01;
//--- check
if(w==47)
r=-9.664e-01;
//--- check
if(w==46)
r=-1.029e+00;
//--- check
if(w==45)
r=-1.094e+00;
//--- check
if(w==44)
r=-1.162e+00;
//--- check
if(w==43)
r=-1.233e+00;
//--- check
if(w==42)
r=-1.306e+00;
//--- check
if(w==41)
r=-1.383e+00;
//--- check
if(w==40)
r=-1.463e+00;
//--- check
if(w==39)
r=-1.546e+00;
//--- check
if(w==38)
r=-1.632e+00;
//--- check
if(w==37)
r=-1.722e+00;
//--- check
if(w==36)
r=-1.815e+00;
//--- check
if(w==35)
r=-1.911e+00;
//--- check
if(w==34)
r=-2.011e+00;
//--- check
if(w==33)
r=-2.115e+00;
//--- check
if(w==32)
r=-2.223e+00;
//--- check
if(w==31)
r=-2.334e+00;
//--- check
if(w==30)
r=-2.450e+00;
//--- check
if(w==29)
r=-2.570e+00;
//--- check
if(w==28)
r=-2.694e+00;
//--- check
if(w==27)
r=-2.823e+00;
//--- check
if(w==26)
r=-2.956e+00;
//--- check
if(w==25)
r=-3.095e+00;
//--- check
if(w==24)
r=-3.238e+00;
//--- check
if(w==23)
r=-3.387e+00;
//--- check
if(w==22)
r=-3.541e+00;
//--- check
if(w==21)
r=-3.700e+00;
//--- check
if(w==20)
r=-3.866e+00;
//--- check
if(w==19)
r=-4.038e+00;
//--- check
if(w==18)
r=-4.215e+00;
//--- check
if(w==17)
r=-4.401e+00;
//--- check
if(w==16)
r=-4.592e+00;
//--- check
if(w==15)
r=-4.791e+00;
//--- check
if(w==14)
r=-5.004e+00;
//--- check
if(w==13)
r=-5.227e+00;
//--- check
if(w==12)
r=-5.456e+00;
//--- check
if(w==11)
r=-5.697e+00;
//--- check
if(w==10)
r=-5.943e+00;
//--- check
if(w==9)
r=-6.208e+00;
//--- check
if(w==8)
r=-6.485e+00;
//--- check
if(w==7)
r=-6.760e+00;
//--- check
if(w==6)
r=-7.065e+00;
//--- check
if(w==5)
r=-7.401e+00;
//--- check
if(w==4)
r=-7.758e+00;
//--- check
if(w==3)
r=-8.095e+00;
//--- check
if(w==2)
r=-8.605e+00;
//--- check
if(w==1)
r=-9.011e+00;
//--- check
if(w<=0)
r=-9.704e+00;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 15) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W15(const double s)
{
//--- create variables
int w=(int)MathRound(-(1.760682e+01*s)+6.000000e+01);
double r=0;
//--- check
if(w>=60)
r=-6.714e-01;
//--- check
if(w==59)
r=-7.154e-01;
//--- check
if(w==58)
r=-7.613e-01;
//--- check
if(w==57)
r=-8.093e-01;
//--- check
if(w==56)
r=-8.593e-01;
//--- check
if(w==55)
r=-9.114e-01;
//--- check
if(w==54)
r=-9.656e-01;
//--- check
if(w==53)
r=-1.022e+00;
//--- check
if(w==52)
r=-1.081e+00;
//--- check
if(w==51)
r=-1.142e+00;
//--- check
if(w==50)
r=-1.205e+00;
//--- check
if(w==49)
r=-1.270e+00;
//--- check
if(w==48)
r=-1.339e+00;
//--- check
if(w==47)
r=-1.409e+00;
//--- check
if(w==46)
r=-1.482e+00;
//--- check
if(w==45)
r=-1.558e+00;
//--- check
if(w==44)
r=-1.636e+00;
//--- check
if(w==43)
r=-1.717e+00;
//--- check
if(w==42)
r=-1.801e+00;
//--- check
if(w==41)
r=-1.888e+00;
//--- check
if(w==40)
r=-1.977e+00;
//--- check
if(w==39)
r=-2.070e+00;
//--- check
if(w==38)
r=-2.166e+00;
//--- check
if(w==37)
r=-2.265e+00;
//--- check
if(w==36)
r=-2.366e+00;
//--- check
if(w==35)
r=-2.472e+00;
//--- check
if(w==34)
r=-2.581e+00;
//--- check
if(w==33)
r=-2.693e+00;
//--- check
if(w==32)
r=-2.809e+00;
//--- check
if(w==31)
r=-2.928e+00;
//--- check
if(w==30)
r=-3.051e+00;
//--- check
if(w==29)
r=-3.179e+00;
//--- check
if(w==28)
r=-3.310e+00;
//--- check
if(w==27)
r=-3.446e+00;
//--- check
if(w==26)
r=-3.587e+00;
//--- check
if(w==25)
r=-3.732e+00;
//--- check
if(w==24)
r=-3.881e+00;
//--- check
if(w==23)
r=-4.036e+00;
//--- check
if(w==22)
r=-4.195e+00;
//--- check
if(w==21)
r=-4.359e+00;
//--- check
if(w==20)
r=-4.531e+00;
//--- check
if(w==19)
r=-4.707e+00;
//--- check
if(w==18)
r=-4.888e+00;
//--- check
if(w==17)
r=-5.079e+00;
//--- check
if(w==16)
r=-5.273e+00;
//--- check
if(w==15)
r=-5.477e+00;
//--- check
if(w==14)
r=-5.697e+00;
//--- check
if(w==13)
r=-5.920e+00;
//--- check
if(w==12)
r=-6.149e+00;
//--- check
if(w==11)
r=-6.390e+00;
//--- check
if(w==10)
r=-6.636e+00;
//--- check
if(w==9)
r=-6.901e+00;
//--- check
if(w==8)
r=-7.178e+00;
//--- check
if(w==7)
r=-7.453e+00;
//--- check
if(w==6)
r=-7.758e+00;
//--- check
if(w==5)
r=-8.095e+00;
//--- check
if(w==4)
r=-8.451e+00;
//--- check
if(w==3)
r=-8.788e+00;
//--- check
if(w==2)
r=-9.299e+00;
//--- check
if(w==1)
r=-9.704e+00;
//--- check
if(w<=0)
r=-1.040e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 16) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W16(const double s)
{
//--- create variables
int w=(int)MathRound(-(1.933908e+01*s)+6.800000e+01);
double r=0;
//--- check
if(w>=68)
r=-6.733e-01;
//--- check
if(w==67)
r=-7.134e-01;
//--- check
if(w==66)
r=-7.551e-01;
//--- check
if(w==65)
r=-7.986e-01;
//--- check
if(w==64)
r=-8.437e-01;
//--- check
if(w==63)
r=-8.905e-01;
//--- check
if(w==62)
r=-9.391e-01;
//--- check
if(w==61)
r=-9.895e-01;
//--- check
if(w==60)
r=-1.042e+00;
//--- check
if(w==59)
r=-1.096e+00;
//--- check
if(w==58)
r=-1.152e+00;
//--- check
if(w==57)
r=-1.210e+00;
//--- check
if(w==56)
r=-1.270e+00;
//--- check
if(w==55)
r=-1.331e+00;
//--- check
if(w==54)
r=-1.395e+00;
//--- check
if(w==53)
r=-1.462e+00;
//--- check
if(w==52)
r=-1.530e+00;
//--- check
if(w==51)
r=-1.600e+00;
//--- check
if(w==50)
r=-1.673e+00;
//--- check
if(w==49)
r=-1.748e+00;
//--- check
if(w==48)
r=-1.825e+00;
//--- check
if(w==47)
r=-1.904e+00;
//--- check
if(w==46)
r=-1.986e+00;
//--- check
if(w==45)
r=-2.071e+00;
//--- check
if(w==44)
r=-2.158e+00;
//--- check
if(w==43)
r=-2.247e+00;
//--- check
if(w==42)
r=-2.339e+00;
//--- check
if(w==41)
r=-2.434e+00;
//--- check
if(w==40)
r=-2.532e+00;
//--- check
if(w==39)
r=-2.632e+00;
//--- check
if(w==38)
r=-2.735e+00;
//--- check
if(w==37)
r=-2.842e+00;
//--- check
if(w==36)
r=-2.951e+00;
//--- check
if(w==35)
r=-3.064e+00;
//--- check
if(w==34)
r=-3.179e+00;
//--- check
if(w==33)
r=-3.298e+00;
//--- check
if(w==32)
r=-3.420e+00;
//--- check
if(w==31)
r=-3.546e+00;
//--- check
if(w==30)
r=-3.676e+00;
//--- check
if(w==29)
r=-3.810e+00;
//--- check
if(w==28)
r=-3.947e+00;
//--- check
if(w==27)
r=-4.088e+00;
//--- check
if(w==26)
r=-4.234e+00;
//--- check
if(w==25)
r=-4.383e+00;
//--- check
if(w==24)
r=-4.538e+00;
//--- check
if(w==23)
r=-4.697e+00;
//--- check
if(w==22)
r=-4.860e+00;
//--- check
if(w==21)
r=-5.029e+00;
//--- check
if(w==20)
r=-5.204e+00;
//--- check
if(w==19)
r=-5.383e+00;
//--- check
if(w==18)
r=-5.569e+00;
//--- check
if(w==17)
r=-5.762e+00;
//--- check
if(w==16)
r=-5.960e+00;
//--- check
if(w==15)
r=-6.170e+00;
//--- check
if(w==14)
r=-6.390e+00;
//--- check
if(w==13)
r=-6.613e+00;
//--- check
if(w==12)
r=-6.842e+00;
//--- check
if(w==11)
r=-7.083e+00;
//--- check
if(w==10)
r=-7.329e+00;
//--- check
if(w==9)
r=-7.594e+00;
//--- check
if(w==8)
r=-7.871e+00;
//--- check
if(w==7)
r=-8.146e+00;
//--- check
if(w==6)
r=-8.451e+00;
//--- check
if(w==5)
r=-8.788e+00;
//--- check
if(w==4)
r=-9.144e+00;
//--- check
if(w==3)
r=-9.481e+00;
//--- check
if(w==2)
r=-9.992e+00;
//--- check
if(w==1)
r=-1.040e+01;
//--- check
if(w<=0)
r=-1.109e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 17) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W17(const double s)
{
//--- create variables
int w=(int)MathRound(-(2.112463e+01*s)+7.650000e+01);
double r=0;
//--- check
if(w>=76)
r=-6.931e-01;
//--- check
if(w==75)
r=-7.306e-01;
//--- check
if(w==74)
r=-7.695e-01;
//--- check
if(w==73)
r=-8.097e-01;
//--- check
if(w==72)
r=-8.514e-01;
//--- check
if(w==71)
r=-8.946e-01;
//--- check
if(w==70)
r=-9.392e-01;
//--- check
if(w==69)
r=-9.853e-01;
//--- check
if(w==68)
r=-1.033e+00;
//--- check
if(w==67)
r=-1.082e+00;
//--- check
if(w==66)
r=-1.133e+00;
//--- check
if(w==65)
r=-1.185e+00;
//--- check
if(w==64)
r=-1.240e+00;
//--- check
if(w==63)
r=-1.295e+00;
//--- check
if(w==62)
r=-1.353e+00;
//--- check
if(w==61)
r=-1.412e+00;
//--- check
if(w==60)
r=-1.473e+00;
//--- check
if(w==59)
r=-1.536e+00;
//--- check
if(w==58)
r=-1.600e+00;
//--- check
if(w==57)
r=-1.666e+00;
//--- check
if(w==56)
r=-1.735e+00;
//--- check
if(w==55)
r=-1.805e+00;
//--- check
if(w==54)
r=-1.877e+00;
//--- check
if(w==53)
r=-1.951e+00;
//--- check
if(w==52)
r=-2.028e+00;
//--- check
if(w==51)
r=-2.106e+00;
//--- check
if(w==50)
r=-2.186e+00;
//--- check
if(w==49)
r=-2.269e+00;
//--- check
if(w==48)
r=-2.353e+00;
//--- check
if(w==47)
r=-2.440e+00;
//--- check
if(w==46)
r=-2.530e+00;
//--- check
if(w==45)
r=-2.621e+00;
//--- check
if(w==44)
r=-2.715e+00;
//--- check
if(w==43)
r=-2.812e+00;
//--- check
if(w==42)
r=-2.911e+00;
//--- check
if(w==41)
r=-3.012e+00;
//--- check
if(w==40)
r=-3.116e+00;
//--- check
if(w==39)
r=-3.223e+00;
//--- check
if(w==38)
r=-3.332e+00;
//--- check
if(w==37)
r=-3.445e+00;
//--- check
if(w==36)
r=-3.560e+00;
//--- check
if(w==35)
r=-3.678e+00;
//--- check
if(w==34)
r=-3.799e+00;
//--- check
if(w==33)
r=-3.924e+00;
//--- check
if(w==32)
r=-4.052e+00;
//--- check
if(w==31)
r=-4.183e+00;
//--- check
if(w==30)
r=-4.317e+00;
//--- check
if(w==29)
r=-4.456e+00;
//--- check
if(w==28)
r=-4.597e+00;
//--- check
if(w==27)
r=-4.743e+00;
//--- check
if(w==26)
r=-4.893e+00;
//--- check
if(w==25)
r=-5.047e+00;
//--- check
if(w==24)
r=-5.204e+00;
//--- check
if(w==23)
r=-5.367e+00;
//--- check
if(w==22)
r=-5.534e+00;
//--- check
if(w==21)
r=-5.706e+00;
//--- check
if(w==20)
r=-5.884e+00;
//--- check
if(w==19)
r=-6.066e+00;
//--- check
if(w==18)
r=-6.254e+00;
//--- check
if(w==17)
r=-6.451e+00;
//--- check
if(w==16)
r=-6.654e+00;
//--- check
if(w==15)
r=-6.864e+00;
//--- check
if(w==14)
r=-7.083e+00;
//--- check
if(w==13)
r=-7.306e+00;
//--- check
if(w==12)
r=-7.535e+00;
//--- check
if(w==11)
r=-7.776e+00;
//--- check
if(w==10)
r=-8.022e+00;
//--- check
if(w==9)
r=-8.287e+00;
//--- check
if(w==8)
r=-8.565e+00;
//--- check
if(w==7)
r=-8.839e+00;
//--- check
if(w==6)
r=-9.144e+00;
//--- check
if(w==5)
r=-9.481e+00;
//--- check
if(w==4)
r=-9.838e+00;
//--- check
if(w==3)
r=-1.017e+01;
//--- check
if(w==2)
r=-1.068e+01;
//--- check
if(w==1)
r=-1.109e+01;
//--- check
if(w<=0)
r=-1.178e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 18) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W18(const double s)
{
//--- create variables
int w=(int)MathRound(-(2.296193e+01*s)+8.550000e+01);
double r=0;
//--- check
if(w>=85)
r=-6.931e-01;
//--- check
if(w==84)
r=-7.276e-01;
//--- check
if(w==83)
r=-7.633e-01;
//--- check
if(w==82)
r=-8.001e-01;
//--- check
if(w==81)
r=-8.381e-01;
//--- check
if(w==80)
r=-8.774e-01;
//--- check
if(w==79)
r=-9.179e-01;
//--- check
if(w==78)
r=-9.597e-01;
//--- check
if(w==77)
r=-1.003e+00;
//--- check
if(w==76)
r=-1.047e+00;
//--- check
if(w==75)
r=-1.093e+00;
//--- check
if(w==74)
r=-1.140e+00;
//--- check
if(w==73)
r=-1.188e+00;
//--- check
if(w==72)
r=-1.238e+00;
//--- check
if(w==71)
r=-1.289e+00;
//--- check
if(w==70)
r=-1.342e+00;
//--- check
if(w==69)
r=-1.396e+00;
//--- check
if(w==68)
r=-1.452e+00;
//--- check
if(w==67)
r=-1.509e+00;
//--- check
if(w==66)
r=-1.568e+00;
//--- check
if(w==65)
r=-1.628e+00;
//--- check
if(w==64)
r=-1.690e+00;
//--- check
if(w==63)
r=-1.753e+00;
//--- check
if(w==62)
r=-1.818e+00;
//--- check
if(w==61)
r=-1.885e+00;
//--- check
if(w==60)
r=-1.953e+00;
//--- check
if(w==59)
r=-2.023e+00;
//--- check
if(w==58)
r=-2.095e+00;
//--- check
if(w==57)
r=-2.168e+00;
//--- check
if(w==56)
r=-2.244e+00;
//--- check
if(w==55)
r=-2.321e+00;
//--- check
if(w==54)
r=-2.400e+00;
//--- check
if(w==53)
r=-2.481e+00;
//--- check
if(w==52)
r=-2.564e+00;
//--- check
if(w==51)
r=-2.648e+00;
//--- check
if(w==50)
r=-2.735e+00;
//--- check
if(w==49)
r=-2.824e+00;
//--- check
if(w==48)
r=-2.915e+00;
//--- check
if(w==47)
r=-3.008e+00;
//--- check
if(w==46)
r=-3.104e+00;
//--- check
if(w==45)
r=-3.201e+00;
//--- check
if(w==44)
r=-3.301e+00;
//--- check
if(w==43)
r=-3.403e+00;
//--- check
if(w==42)
r=-3.508e+00;
//--- check
if(w==41)
r=-3.615e+00;
//--- check
if(w==40)
r=-3.724e+00;
//--- check
if(w==39)
r=-3.836e+00;
//--- check
if(w==38)
r=-3.950e+00;
//--- check
if(w==37)
r=-4.068e+00;
//--- check
if(w==36)
r=-4.188e+00;
//--- check
if(w==35)
r=-4.311e+00;
//--- check
if(w==34)
r=-4.437e+00;
//--- check
if(w==33)
r=-4.565e+00;
//--- check
if(w==32)
r=-4.698e+00;
//--- check
if(w==31)
r=-4.833e+00;
//--- check
if(w==30)
r=-4.971e+00;
//--- check
if(w==29)
r=-5.113e+00;
//--- check
if(w==28)
r=-5.258e+00;
//--- check
if(w==27)
r=-5.408e+00;
//--- check
if(w==26)
r=-5.561e+00;
//--- check
if(w==25)
r=-5.717e+00;
//--- check
if(w==24)
r=-5.878e+00;
//--- check
if(w==23)
r=-6.044e+00;
//--- check
if(w==22)
r=-6.213e+00;
//--- check
if(w==21)
r=-6.388e+00;
//--- check
if(w==20)
r=-6.569e+00;
//--- check
if(w==19)
r=-6.753e+00;
//--- check
if(w==18)
r=-6.943e+00;
//--- check
if(w==17)
r=-7.144e+00;
//--- check
if(w==16)
r=-7.347e+00;
//--- check
if(w==15)
r=-7.557e+00;
//--- check
if(w==14)
r=-7.776e+00;
//--- check
if(w==13)
r=-7.999e+00;
//--- check
if(w==12)
r=-8.228e+00;
//--- check
if(w==11)
r=-8.469e+00;
//--- check
if(w==10)
r=-8.715e+00;
//--- check
if(w==9)
r=-8.980e+00;
//--- check
if(w==8)
r=-9.258e+00;
//--- check
if(w==7)
r=-9.532e+00;
//--- check
if(w==6)
r=-9.838e+00;
//--- check
if(w==5)
r=-1.017e+01;
//--- check
if(w==4)
r=-1.053e+01;
//--- check
if(w==3)
r=-1.087e+01;
//--- check
if(w==2)
r=-1.138e+01;
//--- check
if(w==1)
r=-1.178e+01;
//--- check
if(w<=0)
r=-1.248e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 19) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W19(const double s)
{
//--- create variables
int w=(int)MathRound(-(2.484955e+01*s)+9.500000e+01);
double r=0;
//--- check
if(w>=95)
r=-6.776e-01;
//--- check
if(w==94)
r=-7.089e-01;
//--- check
if(w==93)
r=-7.413e-01;
//--- check
if(w==92)
r=-7.747e-01;
//--- check
if(w==91)
r=-8.090e-01;
//--- check
if(w==90)
r=-8.445e-01;
//--- check
if(w==89)
r=-8.809e-01;
//--- check
if(w==88)
r=-9.185e-01;
//--- check
if(w==87)
r=-9.571e-01;
//--- check
if(w==86)
r=-9.968e-01;
//--- check
if(w==85)
r=-1.038e+00;
//--- check
if(w==84)
r=-1.080e+00;
//--- check
if(w==83)
r=-1.123e+00;
//--- check
if(w==82)
r=-1.167e+00;
//--- check
if(w==81)
r=-1.213e+00;
//--- check
if(w==80)
r=-1.259e+00;
//--- check
if(w==79)
r=-1.307e+00;
//--- check
if(w==78)
r=-1.356e+00;
//--- check
if(w==77)
r=-1.407e+00;
//--- check
if(w==76)
r=-1.458e+00;
//--- check
if(w==75)
r=-1.511e+00;
//--- check
if(w==74)
r=-1.565e+00;
//--- check
if(w==73)
r=-1.621e+00;
//--- check
if(w==72)
r=-1.678e+00;
//--- check
if(w==71)
r=-1.736e+00;
//--- check
if(w==70)
r=-1.796e+00;
//--- check
if(w==69)
r=-1.857e+00;
//--- check
if(w==68)
r=-1.919e+00;
//--- check
if(w==67)
r=-1.983e+00;
//--- check
if(w==66)
r=-2.048e+00;
//--- check
if(w==65)
r=-2.115e+00;
//--- check
if(w==64)
r=-2.183e+00;
//--- check
if(w==63)
r=-2.253e+00;
//--- check
if(w==62)
r=-2.325e+00;
//--- check
if(w==61)
r=-2.398e+00;
//--- check
if(w==60)
r=-2.472e+00;
//--- check
if(w==59)
r=-2.548e+00;
//--- check
if(w==58)
r=-2.626e+00;
//--- check
if(w==57)
r=-2.706e+00;
//--- check
if(w==56)
r=-2.787e+00;
//--- check
if(w==55)
r=-2.870e+00;
//--- check
if(w==54)
r=-2.955e+00;
//--- check
if(w==53)
r=-3.042e+00;
//--- check
if(w==52)
r=-3.130e+00;
//--- check
if(w==51)
r=-3.220e+00;
//--- check
if(w==50)
r=-3.313e+00;
//--- check
if(w==49)
r=-3.407e+00;
//--- check
if(w==48)
r=-3.503e+00;
//--- check
if(w==47)
r=-3.601e+00;
//--- check
if(w==46)
r=-3.702e+00;
//--- check
if(w==45)
r=-3.804e+00;
//--- check
if(w==44)
r=-3.909e+00;
//--- check
if(w==43)
r=-4.015e+00;
//--- check
if(w==42)
r=-4.125e+00;
//--- check
if(w==41)
r=-4.236e+00;
//--- check
if(w==40)
r=-4.350e+00;
//--- check
if(w==39)
r=-4.466e+00;
//--- check
if(w==38)
r=-4.585e+00;
//--- check
if(w==37)
r=-4.706e+00;
//--- check
if(w==36)
r=-4.830e+00;
//--- check
if(w==35)
r=-4.957e+00;
//--- check
if(w==34)
r=-5.086e+00;
//--- check
if(w==33)
r=-5.219e+00;
//--- check
if(w==32)
r=-5.355e+00;
//--- check
if(w==31)
r=-5.493e+00;
//--- check
if(w==30)
r=-5.634e+00;
//--- check
if(w==29)
r=-5.780e+00;
//--- check
if(w==28)
r=-5.928e+00;
//--- check
if(w==27)
r=-6.080e+00;
//--- check
if(w==26)
r=-6.235e+00;
//--- check
if(w==25)
r=-6.394e+00;
//--- check
if(w==24)
r=-6.558e+00;
//--- check
if(w==23)
r=-6.726e+00;
//--- check
if(w==22)
r=-6.897e+00;
//--- check
if(w==21)
r=-7.074e+00;
//--- check
if(w==20)
r=-7.256e+00;
//--- check
if(w==19)
r=-7.443e+00;
//--- check
if(w==18)
r=-7.636e+00;
//--- check
if(w==17)
r=-7.837e+00;
//--- check
if(w==16)
r=-8.040e+00;
//--- check
if(w==15)
r=-8.250e+00;
//--- check
if(w==14)
r=-8.469e+00;
//--- check
if(w==13)
r=-8.692e+00;
//--- check
if(w==12)
r=-8.921e+00;
//--- check
if(w==11)
r=-9.162e+00;
//--- check
if(w==10)
r=-9.409e+00;
//--- check
if(w==9)
r=-9.673e+00;
//--- check
if(w==8)
r=-9.951e+00;
//--- check
if(w==7)
r=-1.023e+01;
//--- check
if(w==6)
r=-1.053e+01;
//--- check
if(w==5)
r=-1.087e+01;
//--- check
if(w==4)
r=-1.122e+01;
//--- check
if(w==3)
r=-1.156e+01;
//--- check
if(w==2)
r=-1.207e+01;
//--- check
if(w==1)
r=-1.248e+01;
//--- check
if(w<=0)
r=-1.317e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 20) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W20(const double s)
{
//--- create variables
int w=(int)MathRound(-(2.678619e+01*s)+1.050000e+02);
double r=0;
//--- check
if(w>=105)
r=-6.787e-01;
//--- check
if(w==104)
r=-7.078e-01;
//--- check
if(w==103)
r=-7.378e-01;
//--- check
if(w==102)
r=-7.686e-01;
//--- check
if(w==101)
r=-8.004e-01;
//--- check
if(w==100)
r=-8.330e-01;
//--- check
if(w==99)
r=-8.665e-01;
//--- check
if(w==98)
r=-9.010e-01;
//--- check
if(w==97)
r=-9.363e-01;
//--- check
if(w==96)
r=-9.726e-01;
//--- check
if(w==95)
r=-1.010e+00;
//--- check
if(w==94)
r=-1.048e+00;
//--- check
if(w==93)
r=-1.087e+00;
//--- check
if(w==92)
r=-1.128e+00;
//--- check
if(w==91)
r=-1.169e+00;
//--- check
if(w==90)
r=-1.211e+00;
//--- check
if(w==89)
r=-1.254e+00;
//--- check
if(w==88)
r=-1.299e+00;
//--- check
if(w==87)
r=-1.344e+00;
//--- check
if(w==86)
r=-1.390e+00;
//--- check
if(w==85)
r=-1.438e+00;
//--- check
if(w==84)
r=-1.486e+00;
//--- check
if(w==83)
r=-1.536e+00;
//--- check
if(w==82)
r=-1.587e+00;
//--- check
if(w==81)
r=-1.639e+00;
//--- check
if(w==80)
r=-1.692e+00;
//--- check
if(w==79)
r=-1.746e+00;
//--- check
if(w==78)
r=-1.802e+00;
//--- check
if(w==77)
r=-1.859e+00;
//--- check
if(w==76)
r=-1.916e+00;
//--- check
if(w==75)
r=-1.976e+00;
//--- check
if(w==74)
r=-2.036e+00;
//--- check
if(w==73)
r=-2.098e+00;
//--- check
if(w==72)
r=-2.161e+00;
//--- check
if(w==71)
r=-2.225e+00;
//--- check
if(w==70)
r=-2.290e+00;
//--- check
if(w==69)
r=-2.357e+00;
//--- check
if(w==68)
r=-2.426e+00;
//--- check
if(w==67)
r=-2.495e+00;
//--- check
if(w==66)
r=-2.566e+00;
//--- check
if(w==65)
r=-2.639e+00;
//--- check
if(w==64)
r=-2.713e+00;
//--- check
if(w==63)
r=-2.788e+00;
//--- check
if(w==62)
r=-2.865e+00;
//--- check
if(w==61)
r=-2.943e+00;
//--- check
if(w==60)
r=-3.023e+00;
//--- check
if(w==59)
r=-3.104e+00;
//--- check
if(w==58)
r=-3.187e+00;
//--- check
if(w==57)
r=-3.272e+00;
//--- check
if(w==56)
r=-3.358e+00;
//--- check
if(w==55)
r=-3.446e+00;
//--- check
if(w==54)
r=-3.536e+00;
//--- check
if(w==53)
r=-3.627e+00;
//--- check
if(w==52)
r=-3.721e+00;
//--- check
if(w==51)
r=-3.815e+00;
//--- check
if(w==50)
r=-3.912e+00;
//--- check
if(w==49)
r=-4.011e+00;
//--- check
if(w==48)
r=-4.111e+00;
//--- check
if(w==47)
r=-4.214e+00;
//--- check
if(w==46)
r=-4.318e+00;
//--- check
if(w==45)
r=-4.425e+00;
//--- check
if(w==44)
r=-4.534e+00;
//--- check
if(w==43)
r=-4.644e+00;
//--- check
if(w==42)
r=-4.757e+00;
//--- check
if(w==41)
r=-4.872e+00;
//--- check
if(w==40)
r=-4.990e+00;
//--- check
if(w==39)
r=-5.109e+00;
//--- check
if(w==38)
r=-5.232e+00;
//--- check
if(w==37)
r=-5.356e+00;
//--- check
if(w==36)
r=-5.484e+00;
//--- check
if(w==35)
r=-5.614e+00;
//--- check
if(w==34)
r=-5.746e+00;
//--- check
if(w==33)
r=-5.882e+00;
//--- check
if(w==32)
r=-6.020e+00;
//--- check
if(w==31)
r=-6.161e+00;
//--- check
if(w==30)
r=-6.305e+00;
//--- check
if(w==29)
r=-6.453e+00;
//--- check
if(w==28)
r=-6.603e+00;
//--- check
if(w==27)
r=-6.757e+00;
//--- check
if(w==26)
r=-6.915e+00;
//--- check
if(w==25)
r=-7.076e+00;
//--- check
if(w==24)
r=-7.242e+00;
//--- check
if(w==23)
r=-7.411e+00;
//--- check
if(w==22)
r=-7.584e+00;
//--- check
if(w==21)
r=-7.763e+00;
//--- check
if(w==20)
r=-7.947e+00;
//--- check
if(w==19)
r=-8.136e+00;
//--- check
if(w==18)
r=-8.330e+00;
//--- check
if(w==17)
r=-8.530e+00;
//--- check
if(w==16)
r=-8.733e+00;
//--- check
if(w==15)
r=-8.943e+00;
//--- check
if(w==14)
r=-9.162e+00;
//--- check
if(w==13)
r=-9.386e+00;
//--- check
if(w==12)
r=-9.614e+00;
//--- check
if(w==11)
r=-9.856e+00;
//--- check
if(w==10)
r=-1.010e+01;
//--- check
if(w==9)
r=-1.037e+01;
//--- check
if(w==8)
r=-1.064e+01;
//--- check
if(w==7)
r=-1.092e+01;
//--- check
if(w==6)
r=-1.122e+01;
//--- check
if(w==5)
r=-1.156e+01;
//--- check
if(w==4)
r=-1.192e+01;
//--- check
if(w==3)
r=-1.225e+01;
//--- check
if(w==2)
r=-1.276e+01;
//--- check
if(w==1)
r=-1.317e+01;
//--- check
if(w<=0)
r=-1.386e+01;
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 21) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W21(const double s)
{
//--- create variables
int w=(int)MathRound(-(2.877064e+01*s)+1.155000e+02);
double r=0;
//--- check
if(w>=115)
r=-6.931e-01;
//--- check
if(w==114)
r=-7.207e-01;
//--- check
if(w==113)
r=-7.489e-01;
//--- check
if(w==112)
r=-7.779e-01;
//--- check
if(w==111)
r=-8.077e-01;
//--- check
if(w==110)
r=-8.383e-01;
//--- check
if(w==109)
r=-8.697e-01;
//--- check
if(w==108)
r=-9.018e-01;
//--- check
if(w==107)
r=-9.348e-01;
//--- check
if(w==106)
r=-9.685e-01;
//--- check
if(w==105)
r=-1.003e+00;
//--- check
if(w==104)
r=-1.039e+00;
//--- check
if(w==103)
r=-1.075e+00;
//--- check
if(w==102)
r=-1.112e+00;
//--- check
if(w==101)
r=-1.150e+00;
//--- check
if(w==100)
r=-1.189e+00;
//--- check
if(w==99)
r=-1.229e+00;
//--- check
if(w==98)
r=-1.269e+00;
//--- check
if(w==97)
r=-1.311e+00;
//--- check
if(w==96)
r=-1.353e+00;
//--- check
if(w==95)
r=-1.397e+00;
//--- check
if(w==94)
r=-1.441e+00;
//--- check
if(w==93)
r=-1.486e+00;
//--- check
if(w==92)
r=-1.533e+00;
//--- check
if(w==91)
r=-1.580e+00;
//--- check
if(w==90)
r=-1.628e+00;
//--- check
if(w==89)
r=-1.677e+00;
//--- check
if(w==88)
r=-1.728e+00;
//--- check
if(w==87)
r=-1.779e+00;
//--- check
if(w==86)
r=-1.831e+00;
//--- check
if(w==85)
r=-1.884e+00;
//--- check
if(w==84)
r=-1.939e+00;
//--- check
if(w==83)
r=-1.994e+00;
//--- check
if(w==82)
r=-2.051e+00;
//--- check
if(w==81)
r=-2.108e+00;
//--- check
if(w==80)
r=-2.167e+00;
//--- check
if(w==79)
r=-2.227e+00;
//--- check
if(w==78)
r=-2.288e+00;
//--- check
if(w==77)
r=-2.350e+00;
//--- check
if(w==76)
r=-2.414e+00;
//--- check
if(w==75)
r=-2.478e+00;
//--- check
if(w==74)
r=-2.544e+00;
//--- check
if(w==73)
r=-2.611e+00;
//--- check
if(w==72)
r=-2.679e+00;
//--- check
if(w==71)
r=-2.748e+00;
//--- check
if(w==70)
r=-2.819e+00;
//--- check
if(w==69)
r=-2.891e+00;
//--- check
if(w==68)
r=-2.964e+00;
//--- check
if(w==67)
r=-3.039e+00;
//--- check
if(w==66)
r=-3.115e+00;
//--- check
if(w==65)
r=-3.192e+00;
//--- check
if(w==64)
r=-3.270e+00;
//--- check
if(w==63)
r=-3.350e+00;
//--- check
if(w==62)
r=-3.432e+00;
//--- check
if(w==61)
r=-3.515e+00;
//--- check
if(w==60)
r=-3.599e+00;
//--- check
if(w==59)
r=-3.685e+00;
//--- check
if(w==58)
r=-3.772e+00;
//--- check
if(w==57)
r=-3.861e+00;
//--- check
if(w==56)
r=-3.952e+00;
//--- check
if(w==55)
r=-4.044e+00;
//--- check
if(w==54)
r=-4.138e+00;
//--- check
if(w==53)
r=-4.233e+00;
//--- check
if(w==52)
r=-4.330e+00;
//--- check
if(w==51)
r=-4.429e+00;
//--- check
if(w==50)
r=-4.530e+00;
//--- check
if(w==49)
r=-4.632e+00;
//--- check
if(w==48)
r=-4.736e+00;
//--- check
if(w==47)
r=-4.842e+00;
//--- check
if(w==46)
r=-4.950e+00;
//--- check
if(w==45)
r=-5.060e+00;
//--- check
if(w==44)
r=-5.172e+00;
//--- check
if(w==43)
r=-5.286e+00;
//--- check
if(w==42)
r=-5.402e+00;
//--- check
if(w==41)
r=-5.520e+00;
//--- check
if(w==40)
r=-5.641e+00;
//--- check
if(w==39)
r=-5.763e+00;
//--- check
if(w==38)
r=-5.889e+00;
//--- check
if(w==37)
r=-6.016e+00;
//--- check
if(w==36)
r=-6.146e+00;
//--- check
if(w==35)
r=-6.278e+00;
//--- check
if(w==34)
r=-6.413e+00;
//--- check
if(w==33)
r=-6.551e+00;
//--- check
if(w==32)
r=-6.692e+00;
//--- check
if(w==31)
r=-6.835e+00;
//--- check
if(w==30)
r=-6.981e+00;
//--- check
if(w==29)
r=-7.131e+00;
//--- check
if(w==28)
r=-7.283e+00;
//--- check
if(w==27)
r=-7.439e+00;
//--- check
if(w==26)
r=-7.599e+00;
//--- check
if(w==25)
r=-7.762e+00;
//--- check
if(w==24)
r=-7.928e+00;
//--- check
if(w==23)
r=-8.099e+00;
//--- check
if(w==22)
r=-8.274e+00;
//--- check
if(w==21)
r=-8.454e+00;
//--- check
if(w==20)
r=-8.640e+00;
//--- check
if(w==19)
r=-8.829e+00;
//--- check
if(w==18)
r=-9.023e+00;
//--- check
if(w==17)
r=-9.223e+00;
//--- check
if(w==16)
r=-9.426e+00;
//--- check
if(w==15)
r=-9.636e+00;
//--- check
if(w==14)
r=-9.856e+00;
//--- check
if(w==13)
r=-1.008e+01;
//--- check
if(w==12)
r=-1.031e+01;
//--- check
if(w==11)
r=-1.055e+01;
//--- check
if(w==10)
r=-1.079e+01;
//--- check
if(w==9)
r=-1.106e+01;
//--- check
if(w==8)
r=-1.134e+01;
//--- check
if(w==7)
r=-1.161e+01;
//--- check
if(w==6)
r=-1.192e+01;
//--- check
if(w==5)
r=-1.225e+01;
//--- check
if(w==4)
r=-1.261e+01;
//--- check
if(w==3)
r=-1.295e+01;
//--- check
if(w==2)
r=-1.346e+01;
//--- check
if(w==1)
r=-1.386e+01;
//--- check
if(w<=0)
r=-1.456e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 22) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W22(const double s)
{
//--- create variables
int w=(int)MathRound(-(3.080179e+01*s)+1.265000e+02);
double r=0;
//--- check
if(w>=126)
r=-6.931e-01;
//--- check
if(w==125)
r=-7.189e-01;
//--- check
if(w==124)
r=-7.452e-01;
//--- check
if(w==123)
r=-7.722e-01;
//--- check
if(w==122)
r=-7.999e-01;
//--- check
if(w==121)
r=-8.283e-01;
//--- check
if(w==120)
r=-8.573e-01;
//--- check
if(w==119)
r=-8.871e-01;
//--- check
if(w==118)
r=-9.175e-01;
//--- check
if(w==117)
r=-9.486e-01;
//--- check
if(w==116)
r=-9.805e-01;
//--- check
if(w==115)
r=-1.013e+00;
//--- check
if(w==114)
r=-1.046e+00;
//--- check
if(w==113)
r=-1.080e+00;
//--- check
if(w==112)
r=-1.115e+00;
//--- check
if(w==111)
r=-1.151e+00;
//--- check
if(w==110)
r=-1.187e+00;
//--- check
if(w==109)
r=-1.224e+00;
//--- check
if(w==108)
r=-1.262e+00;
//--- check
if(w==107)
r=-1.301e+00;
//--- check
if(w==106)
r=-1.340e+00;
//--- check
if(w==105)
r=-1.381e+00;
//--- check
if(w==104)
r=-1.422e+00;
//--- check
if(w==103)
r=-1.464e+00;
//--- check
if(w==102)
r=-1.506e+00;
//--- check
if(w==101)
r=-1.550e+00;
//--- check
if(w==100)
r=-1.594e+00;
//--- check
if(w==99)
r=-1.640e+00;
//--- check
if(w==98)
r=-1.686e+00;
//--- check
if(w==97)
r=-1.733e+00;
//--- check
if(w==96)
r=-1.781e+00;
//--- check
if(w==95)
r=-1.830e+00;
//--- check
if(w==94)
r=-1.880e+00;
//--- check
if(w==93)
r=-1.930e+00;
//--- check
if(w==92)
r=-1.982e+00;
//--- check
if(w==91)
r=-2.034e+00;
//--- check
if(w==90)
r=-2.088e+00;
//--- check
if(w==89)
r=-2.142e+00;
//--- check
if(w==88)
r=-2.198e+00;
//--- check
if(w==87)
r=-2.254e+00;
//--- check
if(w==86)
r=-2.312e+00;
//--- check
if(w==85)
r=-2.370e+00;
//--- check
if(w==84)
r=-2.429e+00;
//--- check
if(w==83)
r=-2.490e+00;
//--- check
if(w==82)
r=-2.551e+00;
//--- check
if(w==81)
r=-2.614e+00;
//--- check
if(w==80)
r=-2.677e+00;
//--- check
if(w==79)
r=-2.742e+00;
//--- check
if(w==78)
r=-2.808e+00;
//--- check
if(w==77)
r=-2.875e+00;
//--- check
if(w==76)
r=-2.943e+00;
//--- check
if(w==75)
r=-3.012e+00;
//--- check
if(w==74)
r=-3.082e+00;
//--- check
if(w==73)
r=-3.153e+00;
//--- check
if(w==72)
r=-3.226e+00;
//--- check
if(w==71)
r=-3.300e+00;
//--- check
if(w==70)
r=-3.375e+00;
//--- check
if(w==69)
r=-3.451e+00;
//--- check
if(w==68)
r=-3.529e+00;
//--- check
if(w==67)
r=-3.607e+00;
//--- check
if(w==66)
r=-3.687e+00;
//--- check
if(w==65)
r=-3.769e+00;
//--- check
if(w==64)
r=-3.851e+00;
//--- check
if(w==63)
r=-3.935e+00;
//--- check
if(w==62)
r=-4.021e+00;
//--- check
if(w==61)
r=-4.108e+00;
//--- check
if(w==60)
r=-4.196e+00;
//--- check
if(w==59)
r=-4.285e+00;
//--- check
if(w==58)
r=-4.376e+00;
//--- check
if(w==57)
r=-4.469e+00;
//--- check
if(w==56)
r=-4.563e+00;
//--- check
if(w==55)
r=-4.659e+00;
//--- check
if(w==54)
r=-4.756e+00;
//--- check
if(w==53)
r=-4.855e+00;
//--- check
if(w==52)
r=-4.955e+00;
//--- check
if(w==51)
r=-5.057e+00;
//--- check
if(w==50)
r=-5.161e+00;
//--- check
if(w==49)
r=-5.266e+00;
//--- check
if(w==48)
r=-5.374e+00;
//--- check
if(w==47)
r=-5.483e+00;
//--- check
if(w==46)
r=-5.594e+00;
//--- check
if(w==45)
r=-5.706e+00;
//--- check
if(w==44)
r=-5.821e+00;
//--- check
if(w==43)
r=-5.938e+00;
//--- check
if(w==42)
r=-6.057e+00;
//--- check
if(w==41)
r=-6.177e+00;
//--- check
if(w==40)
r=-6.300e+00;
//--- check
if(w==39)
r=-6.426e+00;
//--- check
if(w==38)
r=-6.553e+00;
//--- check
if(w==37)
r=-6.683e+00;
//--- check
if(w==36)
r=-6.815e+00;
//--- check
if(w==35)
r=-6.949e+00;
//--- check
if(w==34)
r=-7.086e+00;
//--- check
if(w==33)
r=-7.226e+00;
//--- check
if(w==32)
r=-7.368e+00;
//--- check
if(w==31)
r=-7.513e+00;
//--- check
if(w==30)
r=-7.661e+00;
//--- check
if(w==29)
r=-7.813e+00;
//--- check
if(w==28)
r=-7.966e+00;
//--- check
if(w==27)
r=-8.124e+00;
//--- check
if(w==26)
r=-8.285e+00;
//--- check
if(w==25)
r=-8.449e+00;
//--- check
if(w==24)
r=-8.617e+00;
//--- check
if(w==23)
r=-8.789e+00;
//--- check
if(w==22)
r=-8.965e+00;
//--- check
if(w==21)
r=-9.147e+00;
//--- check
if(w==20)
r=-9.333e+00;
//--- check
if(w==19)
r=-9.522e+00;
//--- check
if(w==18)
r=-9.716e+00;
//--- check
if(w==17)
r=-9.917e+00;
//--- check
if(w==16)
r=-1.012e+01;
//--- check
if(w==15)
r=-1.033e+01;
//--- check
if(w==14)
r=-1.055e+01;
//--- check
if(w==13)
r=-1.077e+01;
//--- check
if(w==12)
r=-1.100e+01;
//--- check
if(w==11)
r=-1.124e+01;
//--- check
if(w==10)
r=-1.149e+01;
//--- check
if(w==9)
r=-1.175e+01;
//--- check
if(w==8)
r=-1.203e+01;
//--- check
if(w==7)
r=-1.230e+01;
//--- check
if(w==6)
r=-1.261e+01;
//--- check
if(w==5)
r=-1.295e+01;
//--- check
if(w==4)
r=-1.330e+01;
//--- check
if(w==3)
r=-1.364e+01;
//--- check
if(w==2)
r=-1.415e+01;
//--- check
if(w==1)
r=-1.456e+01;
//--- check
if(w<=0)
r=-1.525e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 23) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W23(const double s)
{
//--- create variables
int w=(int)MathRound(-(3.287856e+01*s)+1.380000e+02);
double r=0;
//--- check
if(w>=138)
r=-6.813e-01;
//--- check
if(w==137)
r=-7.051e-01;
//--- check
if(w==136)
r=-7.295e-01;
//--- check
if(w==135)
r=-7.544e-01;
//--- check
if(w==134)
r=-7.800e-01;
//--- check
if(w==133)
r=-8.061e-01;
//--- check
if(w==132)
r=-8.328e-01;
//--- check
if(w==131)
r=-8.601e-01;
//--- check
if(w==130)
r=-8.880e-01;
//--- check
if(w==129)
r=-9.166e-01;
//--- check
if(w==128)
r=-9.457e-01;
//--- check
if(w==127)
r=-9.755e-01;
//--- check
if(w==126)
r=-1.006e+00;
//--- check
if(w==125)
r=-1.037e+00;
//--- check
if(w==124)
r=-1.069e+00;
//--- check
if(w==123)
r=-1.101e+00;
//--- check
if(w==122)
r=-1.134e+00;
//--- check
if(w==121)
r=-1.168e+00;
//--- check
if(w==120)
r=-1.202e+00;
//--- check
if(w==119)
r=-1.237e+00;
//--- check
if(w==118)
r=-1.273e+00;
//--- check
if(w==117)
r=-1.309e+00;
//--- check
if(w==116)
r=-1.347e+00;
//--- check
if(w==115)
r=-1.384e+00;
//--- check
if(w==114)
r=-1.423e+00;
//--- check
if(w==113)
r=-1.462e+00;
//--- check
if(w==112)
r=-1.502e+00;
//--- check
if(w==111)
r=-1.543e+00;
//--- check
if(w==110)
r=-1.585e+00;
//--- check
if(w==109)
r=-1.627e+00;
//--- check
if(w==108)
r=-1.670e+00;
//--- check
if(w==107)
r=-1.714e+00;
//--- check
if(w==106)
r=-1.758e+00;
//--- check
if(w==105)
r=-1.804e+00;
//--- check
if(w==104)
r=-1.850e+00;
//--- check
if(w==103)
r=-1.897e+00;
//--- check
if(w==102)
r=-1.944e+00;
//--- check
if(w==101)
r=-1.993e+00;
//--- check
if(w==100)
r=-2.042e+00;
//--- check
if(w==99)
r=-2.093e+00;
//--- check
if(w==98)
r=-2.144e+00;
//--- check
if(w==97)
r=-2.195e+00;
//--- check
if(w==96)
r=-2.248e+00;
//--- check
if(w==95)
r=-2.302e+00;
//--- check
if(w==94)
r=-2.356e+00;
//--- check
if(w==93)
r=-2.412e+00;
//--- check
if(w==92)
r=-2.468e+00;
//--- check
if(w==91)
r=-2.525e+00;
//--- check
if(w==90)
r=-2.583e+00;
//--- check
if(w==89)
r=-2.642e+00;
//--- check
if(w==88)
r=-2.702e+00;
//--- check
if(w==87)
r=-2.763e+00;
//--- check
if(w==86)
r=-2.825e+00;
//--- check
if(w==85)
r=-2.888e+00;
//--- check
if(w==84)
r=-2.951e+00;
//--- check
if(w==83)
r=-3.016e+00;
//--- check
if(w==82)
r=-3.082e+00;
//--- check
if(w==81)
r=-3.149e+00;
//--- check
if(w==80)
r=-3.216e+00;
//--- check
if(w==79)
r=-3.285e+00;
//--- check
if(w==78)
r=-3.355e+00;
//--- check
if(w==77)
r=-3.426e+00;
//--- check
if(w==76)
r=-3.498e+00;
//--- check
if(w==75)
r=-3.571e+00;
//--- check
if(w==74)
r=-3.645e+00;
//--- check
if(w==73)
r=-3.721e+00;
//--- check
if(w==72)
r=-3.797e+00;
//--- check
if(w==71)
r=-3.875e+00;
//--- check
if(w==70)
r=-3.953e+00;
//--- check
if(w==69)
r=-4.033e+00;
//--- check
if(w==68)
r=-4.114e+00;
//--- check
if(w==67)
r=-4.197e+00;
//--- check
if(w==66)
r=-4.280e+00;
//--- check
if(w==65)
r=-4.365e+00;
//--- check
if(w==64)
r=-4.451e+00;
//--- check
if(w==63)
r=-4.539e+00;
//--- check
if(w==62)
r=-4.628e+00;
//--- check
if(w==61)
r=-4.718e+00;
//--- check
if(w==60)
r=-4.809e+00;
//--- check
if(w==59)
r=-4.902e+00;
//--- check
if(w==58)
r=-4.996e+00;
//--- check
if(w==57)
r=-5.092e+00;
//--- check
if(w==56)
r=-5.189e+00;
//--- check
if(w==55)
r=-5.287e+00;
//--- check
if(w==54)
r=-5.388e+00;
//--- check
if(w==53)
r=-5.489e+00;
//--- check
if(w==52)
r=-5.592e+00;
//--- check
if(w==51)
r=-5.697e+00;
//--- check
if(w==50)
r=-5.804e+00;
//--- check
if(w==49)
r=-5.912e+00;
//--- check
if(w==48)
r=-6.022e+00;
//--- check
if(w==47)
r=-6.133e+00;
//--- check
if(w==46)
r=-6.247e+00;
//--- check
if(w==45)
r=-6.362e+00;
//--- check
if(w==44)
r=-6.479e+00;
//--- check
if(w==43)
r=-6.598e+00;
//--- check
if(w==42)
r=-6.719e+00;
//--- check
if(w==41)
r=-6.842e+00;
//--- check
if(w==40)
r=-6.967e+00;
//--- check
if(w==39)
r=-7.094e+00;
//--- check
if(w==38)
r=-7.224e+00;
//--- check
if(w==37)
r=-7.355e+00;
//--- check
if(w==36)
r=-7.489e+00;
//--- check
if(w==35)
r=-7.625e+00;
//--- check
if(w==34)
r=-7.764e+00;
//--- check
if(w==33)
r=-7.905e+00;
//--- check
if(w==32)
r=-8.049e+00;
//--- check
if(w==31)
r=-8.196e+00;
//--- check
if(w==30)
r=-8.345e+00;
//--- check
if(w==29)
r=-8.498e+00;
//--- check
if(w==28)
r=-8.653e+00;
//--- check
if(w==27)
r=-8.811e+00;
//--- check
if(w==26)
r=-8.974e+00;
//--- check
if(w==25)
r=-9.139e+00;
//--- check
if(w==24)
r=-9.308e+00;
//--- check
if(w==23)
r=-9.481e+00;
//--- check
if(w==22)
r=-9.658e+00;
//--- check
if(w==21)
r=-9.840e+00;
//--- check
if(w==20)
r=-1.003e+01;
//--- check
if(w==19)
r=-1.022e+01;
//--- check
if(w==18)
r=-1.041e+01;
//--- check
if(w==17)
r=-1.061e+01;
//--- check
if(w==16)
r=-1.081e+01;
//--- check
if(w==15)
r=-1.102e+01;
//--- check
if(w==14)
r=-1.124e+01;
//--- check
if(w==13)
r=-1.147e+01;
//--- check
if(w==12)
r=-1.169e+01;
//--- check
if(w==11)
r=-1.194e+01;
//--- check
if(w==10)
r=-1.218e+01;
//--- check
if(w==9)
r=-1.245e+01;
//--- check
if(w==8)
r=-1.272e+01;
//--- check
if(w==7)
r=-1.300e+01;
//--- check
if(w==6)
r=-1.330e+01;
//--- check
if(w==5)
r=-1.364e+01;
//--- check
if(w==4)
r=-1.400e+01;
//--- check
if(w==3)
r=-1.433e+01;
//--- check
if(w==2)
r=-1.484e+01;
//--- check
if(w==1)
r=-1.525e+01;
//--- check
if(w<=0)
r=-1.594e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 24) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W24(const double s)
{
//--- create variables
int w=(int)MathRound(-(3.500000e+01*s)+1.500000e+02);
double r=0;
//--- check
if(w>=150)
r=-6.820e-01;
//--- check
if(w==149)
r=-7.044e-01;
//--- check
if(w==148)
r=-7.273e-01;
//--- check
if(w==147)
r=-7.507e-01;
//--- check
if(w==146)
r=-7.746e-01;
//--- check
if(w==145)
r=-7.990e-01;
//--- check
if(w==144)
r=-8.239e-01;
//--- check
if(w==143)
r=-8.494e-01;
//--- check
if(w==142)
r=-8.754e-01;
//--- check
if(w==141)
r=-9.020e-01;
//--- check
if(w==140)
r=-9.291e-01;
//--- check
if(w==139)
r=-9.567e-01;
//--- check
if(w==138)
r=-9.849e-01;
//--- check
if(w==137)
r=-1.014e+00;
//--- check
if(w==136)
r=-1.043e+00;
//--- check
if(w==135)
r=-1.073e+00;
//--- check
if(w==134)
r=-1.103e+00;
//--- check
if(w==133)
r=-1.135e+00;
//--- check
if(w==132)
r=-1.166e+00;
//--- check
if(w==131)
r=-1.198e+00;
//--- check
if(w==130)
r=-1.231e+00;
//--- check
if(w==129)
r=-1.265e+00;
//--- check
if(w==128)
r=-1.299e+00;
//--- check
if(w==127)
r=-1.334e+00;
//--- check
if(w==126)
r=-1.369e+00;
//--- check
if(w==125)
r=-1.405e+00;
//--- check
if(w==124)
r=-1.441e+00;
//--- check
if(w==123)
r=-1.479e+00;
//--- check
if(w==122)
r=-1.517e+00;
//--- check
if(w==121)
r=-1.555e+00;
//--- check
if(w==120)
r=-1.594e+00;
//--- check
if(w==119)
r=-1.634e+00;
//--- check
if(w==118)
r=-1.675e+00;
//--- check
if(w==117)
r=-1.716e+00;
//--- check
if(w==116)
r=-1.758e+00;
//--- check
if(w==115)
r=-1.800e+00;
//--- check
if(w==114)
r=-1.844e+00;
//--- check
if(w==113)
r=-1.888e+00;
//--- check
if(w==112)
r=-1.932e+00;
//--- check
if(w==111)
r=-1.978e+00;
//--- check
if(w==110)
r=-2.024e+00;
//--- check
if(w==109)
r=-2.070e+00;
//--- check
if(w==108)
r=-2.118e+00;
//--- check
if(w==107)
r=-2.166e+00;
//--- check
if(w==106)
r=-2.215e+00;
//--- check
if(w==105)
r=-2.265e+00;
//--- check
if(w==104)
r=-2.316e+00;
//--- check
if(w==103)
r=-2.367e+00;
//--- check
if(w==102)
r=-2.419e+00;
//--- check
if(w==101)
r=-2.472e+00;
//--- check
if(w==100)
r=-2.526e+00;
//--- check
if(w==99)
r=-2.580e+00;
//--- check
if(w==98)
r=-2.636e+00;
//--- check
if(w==97)
r=-2.692e+00;
//--- check
if(w==96)
r=-2.749e+00;
//--- check
if(w==95)
r=-2.806e+00;
//--- check
if(w==94)
r=-2.865e+00;
//--- check
if(w==93)
r=-2.925e+00;
//--- check
if(w==92)
r=-2.985e+00;
//--- check
if(w==91)
r=-3.046e+00;
//--- check
if(w==90)
r=-3.108e+00;
//--- check
if(w==89)
r=-3.171e+00;
//--- check
if(w==88)
r=-3.235e+00;
//--- check
if(w==87)
r=-3.300e+00;
//--- check
if(w==86)
r=-3.365e+00;
//--- check
if(w==85)
r=-3.432e+00;
//--- check
if(w==84)
r=-3.499e+00;
//--- check
if(w==83)
r=-3.568e+00;
//--- check
if(w==82)
r=-3.637e+00;
//--- check
if(w==81)
r=-3.708e+00;
//--- check
if(w==80)
r=-3.779e+00;
//--- check
if(w==79)
r=-3.852e+00;
//--- check
if(w==78)
r=-3.925e+00;
//--- check
if(w==77)
r=-4.000e+00;
//--- check
if(w==76)
r=-4.075e+00;
//--- check
if(w==75)
r=-4.151e+00;
//--- check
if(w==74)
r=-4.229e+00;
//--- check
if(w==73)
r=-4.308e+00;
//--- check
if(w==72)
r=-4.387e+00;
//--- check
if(w==71)
r=-4.468e+00;
//--- check
if(w==70)
r=-4.550e+00;
//--- check
if(w==69)
r=-4.633e+00;
//--- check
if(w==68)
r=-4.718e+00;
//--- check
if(w==67)
r=-4.803e+00;
//--- check
if(w==66)
r=-4.890e+00;
//--- check
if(w==65)
r=-4.978e+00;
//--- check
if(w==64)
r=-5.067e+00;
//--- check
if(w==63)
r=-5.157e+00;
//--- check
if(w==62)
r=-5.249e+00;
//--- check
if(w==61)
r=-5.342e+00;
//--- check
if(w==60)
r=-5.436e+00;
//--- check
if(w==59)
r=-5.531e+00;
//--- check
if(w==58)
r=-5.628e+00;
//--- check
if(w==57)
r=-5.727e+00;
//--- check
if(w==56)
r=-5.826e+00;
//--- check
if(w==55)
r=-5.927e+00;
//--- check
if(w==54)
r=-6.030e+00;
//--- check
if(w==53)
r=-6.134e+00;
//--- check
if(w==52)
r=-6.240e+00;
//--- check
if(w==51)
r=-6.347e+00;
//--- check
if(w==50)
r=-6.456e+00;
//--- check
if(w==49)
r=-6.566e+00;
//--- check
if(w==48)
r=-6.678e+00;
//--- check
if(w==47)
r=-6.792e+00;
//--- check
if(w==46)
r=-6.907e+00;
//--- check
if(w==45)
r=-7.025e+00;
//--- check
if(w==44)
r=-7.144e+00;
//--- check
if(w==43)
r=-7.265e+00;
//--- check
if(w==42)
r=-7.387e+00;
//--- check
if(w==41)
r=-7.512e+00;
//--- check
if(w==40)
r=-7.639e+00;
//--- check
if(w==39)
r=-7.768e+00;
//--- check
if(w==38)
r=-7.899e+00;
//--- check
if(w==37)
r=-8.032e+00;
//--- check
if(w==36)
r=-8.167e+00;
//--- check
if(w==35)
r=-8.305e+00;
//--- check
if(w==34)
r=-8.445e+00;
//--- check
if(w==33)
r=-8.588e+00;
//--- check
if(w==32)
r=-8.733e+00;
//--- check
if(w==31)
r=-8.881e+00;
//--- check
if(w==30)
r=-9.031e+00;
//--- check
if(w==29)
r=-9.185e+00;
//--- check
if(w==28)
r=-9.341e+00;
//--- check
if(w==27)
r=-9.501e+00;
//--- check
if(w==26)
r=-9.664e+00;
//--- check
if(w==25)
r=-9.830e+00;
//--- check
if(w==24)
r=-1.000e+01;
//--- check
if(w==23)
r=-1.017e+01;
//--- check
if(w==22)
r=-1.035e+01;
//--- check
if(w==21)
r=-1.053e+01;
//--- check
if(w==20)
r=-1.072e+01;
//--- check
if(w==19)
r=-1.091e+01;
//--- check
if(w==18)
r=-1.110e+01;
//--- check
if(w==17)
r=-1.130e+01;
//--- check
if(w==16)
r=-1.151e+01;
//--- check
if(w==15)
r=-1.172e+01;
//--- check
if(w==14)
r=-1.194e+01;
//--- check
if(w==13)
r=-1.216e+01;
//--- check
if(w==12)
r=-1.239e+01;
//--- check
if(w==11)
r=-1.263e+01;
//--- check
if(w==10)
r=-1.287e+01;
//--- check
if(w==9)
r=-1.314e+01;
//--- check
if(w==8)
r=-1.342e+01;
//--- check
if(w==7)
r=-1.369e+01;
//--- check
if(w==6)
r=-1.400e+01;
//--- check
if(w==5)
r=-1.433e+01;
//--- check
if(w==4)
r=-1.469e+01;
//--- check
if(w==3)
r=-1.503e+01;
//--- check
if(w==2)
r=-1.554e+01;
//--- check
if(w==1)
r=-1.594e+01;
//--- check
if(w<=0)
r=-1.664e+01;
//--- return result
return(r);
}
//+------------------------------------------------------------------+
//| Tail(S, 25) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W25(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-5.150509e+00,tj,tj1,result);
WCheb(x,-5.695528e+00,tj,tj1,result);
WCheb(x,-1.437637e+00,tj,tj1,result);
WCheb(x,-2.611906e-01,tj,tj1,result);
WCheb(x,-7.625722e-02,tj,tj1,result);
WCheb(x,-2.579892e-02,tj,tj1,result);
WCheb(x,-1.086876e-02,tj,tj1,result);
WCheb(x,-2.906543e-03,tj,tj1,result);
WCheb(x,-2.354881e-03,tj,tj1,result);
WCheb(x,1.007195e-04,tj,tj1,result);
WCheb(x,-8.437327e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 26) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W26(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-5.117622e+00,tj,tj1,result);
WCheb(x,-5.635159e+00,tj,tj1,result);
WCheb(x,-1.395167e+00,tj,tj1,result);
WCheb(x,-2.382823e-01,tj,tj1,result);
WCheb(x,-6.531987e-02,tj,tj1,result);
WCheb(x,-2.060112e-02,tj,tj1,result);
WCheb(x,-8.203697e-03,tj,tj1,result);
WCheb(x,-1.516523e-03,tj,tj1,result);
WCheb(x,-1.431364e-03,tj,tj1,result);
WCheb(x,6.384553e-04,tj,tj1,result);
WCheb(x,-3.238369e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 27) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W27(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-5.089731e+00,tj,tj1,result);
WCheb(x,-5.584248e+00,tj,tj1,result);
WCheb(x,-1.359966e+00,tj,tj1,result);
WCheb(x,-2.203696e-01,tj,tj1,result);
WCheb(x,-5.753344e-02,tj,tj1,result);
WCheb(x,-1.761891e-02,tj,tj1,result);
WCheb(x,-7.096897e-03,tj,tj1,result);
WCheb(x,-1.419108e-03,tj,tj1,result);
WCheb(x,-1.581214e-03,tj,tj1,result);
WCheb(x,3.033766e-04,tj,tj1,result);
WCheb(x,-5.901441e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 28) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W28(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-5.065046e+00,tj,tj1,result);
WCheb(x,-5.539163e+00,tj,tj1,result);
WCheb(x,-1.328939e+00,tj,tj1,result);
WCheb(x,-2.046376e-01,tj,tj1,result);
WCheb(x,-5.061515e-02,tj,tj1,result);
WCheb(x,-1.469271e-02,tj,tj1,result);
WCheb(x,-5.711578e-03,tj,tj1,result);
WCheb(x,-8.389153e-04,tj,tj1,result);
WCheb(x,-1.250575e-03,tj,tj1,result);
WCheb(x,4.047245e-04,tj,tj1,result);
WCheb(x,-5.128555e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 29) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W29(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-5.043413e+00,tj,tj1,result);
WCheb(x,-5.499756e+00,tj,tj1,result);
WCheb(x,-1.302137e+00,tj,tj1,result);
WCheb(x,-1.915129e-01,tj,tj1,result);
WCheb(x,-4.516329e-02,tj,tj1,result);
WCheb(x,-1.260064e-02,tj,tj1,result);
WCheb(x,-4.817269e-03,tj,tj1,result);
WCheb(x,-5.478130e-04,tj,tj1,result);
WCheb(x,-1.111668e-03,tj,tj1,result);
WCheb(x,4.093451e-04,tj,tj1,result);
WCheb(x,-5.135860e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 30) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W30(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-5.024071e+00,tj,tj1,result);
WCheb(x,-5.464515e+00,tj,tj1,result);
WCheb(x,-1.278342e+00,tj,tj1,result);
WCheb(x,-1.800030e-01,tj,tj1,result);
WCheb(x,-4.046294e-02,tj,tj1,result);
WCheb(x,-1.076162e-02,tj,tj1,result);
WCheb(x,-3.968677e-03,tj,tj1,result);
WCheb(x,-1.911679e-04,tj,tj1,result);
WCheb(x,-8.619185e-04,tj,tj1,result);
WCheb(x,5.125362e-04,tj,tj1,result);
WCheb(x,-3.984370e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 40) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W40(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-4.904809e+00,tj,tj1,result);
WCheb(x,-5.248327e+00,tj,tj1,result);
WCheb(x,-1.136698e+00,tj,tj1,result);
WCheb(x,-1.170982e-01,tj,tj1,result);
WCheb(x,-1.824427e-02,tj,tj1,result);
WCheb(x,-3.888648e-03,tj,tj1,result);
WCheb(x,-1.344929e-03,tj,tj1,result);
WCheb(x,2.790407e-04,tj,tj1,result);
WCheb(x,-4.619858e-04,tj,tj1,result);
WCheb(x,3.359121e-04,tj,tj1,result);
WCheb(x,-2.883026e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 60) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W60(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-4.809656e+00,tj,tj1,result);
WCheb(x,-5.077191e+00,tj,tj1,result);
WCheb(x,-1.029402e+00,tj,tj1,result);
WCheb(x,-7.507931e-02,tj,tj1,result);
WCheb(x,-6.506226e-03,tj,tj1,result);
WCheb(x,-1.391278e-03,tj,tj1,result);
WCheb(x,-4.263635e-04,tj,tj1,result);
WCheb(x,2.302271e-04,tj,tj1,result);
WCheb(x,-2.384348e-04,tj,tj1,result);
WCheb(x,1.865587e-04,tj,tj1,result);
WCheb(x,-1.622355e-04,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 120) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W120(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-4.729426e+00,tj,tj1,result);
WCheb(x,-4.934426e+00,tj,tj1,result);
WCheb(x,-9.433231e-01,tj,tj1,result);
WCheb(x,-4.492504e-02,tj,tj1,result);
WCheb(x,1.673948e-05,tj,tj1,result);
WCheb(x,-6.077014e-04,tj,tj1,result);
WCheb(x,-7.215768e-05,tj,tj1,result);
WCheb(x,9.086734e-05,tj,tj1,result);
WCheb(x,-8.447980e-05,tj,tj1,result);
WCheb(x,6.705028e-05,tj,tj1,result);
WCheb(x,-5.828507e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S, 200) |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::W200(const double s)
{
//--- create variables
double result=0;
double x=MathMin(2*(s-0.000000e+00)/4.000000e+00-1,1.0);
double tj=1;
double tj1=x;
//--- interpolating
WCheb(x,-4.700240e+00,tj,tj1,result);
WCheb(x,-4.883080e+00,tj,tj1,result);
WCheb(x,-9.132168e-01,tj,tj1,result);
WCheb(x,-3.512684e-02,tj,tj1,result);
WCheb(x,1.726342e-03,tj,tj1,result);
WCheb(x,-5.189796e-04,tj,tj1,result);
WCheb(x,-1.628659e-06,tj,tj1,result);
WCheb(x,4.261786e-05,tj,tj1,result);
WCheb(x,-4.002498e-05,tj,tj1,result);
WCheb(x,3.146287e-05,tj,tj1,result);
WCheb(x,-2.727576e-05,tj,tj1,result);
//--- return result
return(result);
}
//+------------------------------------------------------------------+
//| Tail(S,N), S>=0 |
//+------------------------------------------------------------------+
double CWilcoxonSignedRank::WSigma(const double s,const int n)
{
//--- create variables
double f0;
double f1;
double f2;
double f3;
double f4;
double x0;
double x1;
double x2;
double x3;
double x4;
double x;
//--- initialization
f4=0;
//--- check
if(n==5)
return(W5(s));
//--- check
if(n==6)
return(W6(s));
//--- check
if(n==7)
return(W7(s));
//--- check
if(n==8)
return(W8(s));
//--- check
if(n==9)
return(W9(s));
//--- check
if(n==10)
return(W10(s));
//--- check
if(n==11)
return(W11(s));
//--- check
if(n==12)
return(W12(s));
//--- check
if(n==13)
return(W13(s));
//--- check
if(n==14)
return(W14(s));
//--- check
if(n==15)
return(W15(s));
//--- check
if(n==16)
return(W16(s));
//--- check
if(n==17)
return(W17(s));
//--- check
if(n==18)
return(W18(s));
//--- check
if(n==19)
return(W19(s));
//--- check
if(n==20)
return(W20(s));
//--- check
if(n==21)
return(W21(s));
//--- check
if(n==22)
return(W22(s));
//--- check
if(n==23)
return(W23(s));
//--- check
if(n==24)
return(W24(s));
//--- check
if(n==25)
return(W25(s));
//--- check
if(n==26)
return(W26(s));
//--- check
if(n==27)
return(W27(s));
//--- check
if(n==28)
return(W28(s));
//--- check
if(n==29)
return(W29(s));
//--- check
if(n==30)
return(W30(s));
//--- check
if(n>30)
{
x=1.0/n;
x0=1.0/30;
f0=W30(s);
x1=1.0/40;
f1=W40(s);
x2=1.0/60;
f2=W60(s);
x3=1.0/120;
f3=W120(s);
x4=1.0/200;
f4=W200(s);
//--- get result
f1=((x-x0)*f1-(x-x1)*f0)/(x1-x0);
f2=((x-x0)*f2-(x-x2)*f0)/(x2-x0);
f3=((x-x0)*f3-(x-x3)*f0)/(x3-x0);
f4=((x-x0)*f4-(x-x4)*f0)/(x4-x0);
f2=((x-x1)*f2-(x-x2)*f1)/(x2-x1);
f3=((x-x1)*f3-(x-x3)*f1)/(x3-x1);
f4=((x-x1)*f4-(x-x4)*f1)/(x4-x1);
f3=((x-x2)*f3-(x-x3)*f2)/(x3-x2);
f4=((x-x2)*f4-(x-x4)*f2)/(x4-x2);
f4=((x-x3)*f4-(x-x4)*f3)/(x4-x3);
}
//--- return result
return(f4);
}
//+------------------------------------------------------------------+
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