add numerical recipes library

lib/nr/ansi/examples/xtutest.c

@@ -0,0 +1,43 @@
+
+/* Driver for routine tutest */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define NPTS 5000
+#define MPTS 1000
+#define EPS 0.02
+#define VAR1 1.0
+#define VAR2 4.0
+#define NSHFT 10
+
+int main(void)
+{
+	long idum=(-51773);
+	int i,j;
+	float fctr1,fctr2,prob,t,*data1,*data2;
+
+	data1=vector(1,NPTS);
+	data2=vector(1,MPTS);
+	/* Generate two gaussian distributions of different variance */
+	fctr1=sqrt(VAR1);
+	for (i=1;i<=NPTS;i++) data1[i]=fctr1*gasdev(&idum);
+	fctr2=sqrt(VAR2);
+	for (i=1;i<=MPTS;i++)
+		data2[i]=NSHFT/2.0*EPS+fctr2*gasdev(&idum);
+	printf("\nDistribution #1 : variance = %6.2f\n",VAR1);
+	printf("Distribution #2 : variance = %6.2f\n\n",VAR2);
+	printf("%7s %8s %16s\n","shift","t","probability");
+	for (i=1;i<=NSHFT+1;i++) {
+		tutest(data1,NPTS,data2,MPTS,&t,&prob);
+		printf("%6.2f %10.2f %11.2f\n",(i-1)*EPS,t,prob);
+		for (j=1;j<=NPTS;j++) data1[j] += EPS;
+	}
+	free_vector(data2,1,MPTS);
+	free_vector(data1,1,NPTS);
+	return 0;
+}
+#undef NRANSI