add numerical recipes library

lib/nr/k_and_r/recipes/spear.c

@@ -0,0 +1,44 @@
+
+#include <math.h>
+#include "nrutil.h"
+
+void spear(data1,data2,n,d,zd,probd,rs,probrs)
+float *d,*probd,*probrs,*rs,*zd,data1[],data2[];
+unsigned long n;
+{
+	float betai(),erfcc();
+	void crank(),sort2();
+	unsigned long j;
+	float vard,t,sg,sf,fac,en3n,en,df,aved,*wksp1,*wksp2;
+
+	wksp1=vector(1,n);
+	wksp2=vector(1,n);
+	for (j=1;j<=n;j++) {
+		wksp1[j]=data1[j];
+		wksp2[j]=data2[j];
+	}
+	sort2(n,wksp1,wksp2);
+	crank(n,wksp1,&sf);
+	sort2(n,wksp2,wksp1);
+	crank(n,wksp2,&sg);
+	*d=0.0;
+	for (j=1;j<=n;j++)
+		*d += SQR(wksp1[j]-wksp2[j]);
+	en=n;
+	en3n=en*en*en-en;
+	aved=en3n/6.0-(sf+sg)/12.0;
+	fac=(1.0-sf/en3n)*(1.0-sg/en3n);
+	vard=((en-1.0)*en*en*SQR(en+1.0)/36.0)*fac;
+	*zd=(*d-aved)/sqrt(vard);
+	*probd=erfcc(fabs(*zd)/1.4142136);
+	*rs=(1.0-(6.0/en3n)*(*d+(sf+sg)/12.0))/sqrt(fac);
+	fac=(*rs+1.0)*(1.0-(*rs));
+	if (fac > 0.0) {
+		t=(*rs)*sqrt((en-2.0)/fac);
+		df=en-2.0;
+		*probrs=betai(0.5*df,0.5,df/(df+t*t));
+	} else
+		*probrs=0.0;
+	free_vector(wksp2,1,n);
+	free_vector(wksp1,1,n);
+}