From 00151562145df50cc65e9902d52d5fa77f89fe50 Mon Sep 17 00:00:00 2001
From: Daniel Baumann <daniel.baumann@progress-linux.org>
Date: Thu, 9 Jun 2022 06:52:47 +0200
Subject: Merging upstream version 1.35.0.

Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
---
 database/KolmogorovSmirnovDist.h | 91 ++++++++++++++++++++++++++++++++++++++++
 1 file changed, 91 insertions(+)
 create mode 100644 database/KolmogorovSmirnovDist.h

(limited to 'database/KolmogorovSmirnovDist.h')

diff --git a/database/KolmogorovSmirnovDist.h b/database/KolmogorovSmirnovDist.h
new file mode 100644
index 000000000..cf455042a
--- /dev/null
+++ b/database/KolmogorovSmirnovDist.h
@@ -0,0 +1,91 @@
+// SPDX-License-Identifier: GPL-3.0
+
+#ifndef KOLMOGOROVSMIRNOVDIST_H
+#define KOLMOGOROVSMIRNOVDIST_H
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+
+/********************************************************************
+ *
+ * File:          KolmogorovSmirnovDist.h
+ * Environment:   ISO C99 or ANSI C89
+ * Author:        Richard Simard
+ * Organization:  DIRO, Université de Montréal
+ * Date:          1 February 2012
+ * Version        1.1
+ *
+ * Copyright March 2010 by Université de Montréal,
+                           Richard Simard and Pierre L'Ecuyer
+ =====================================================================
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, version 3 of the License.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+ =====================================================================*/
+/*
+ *
+ * The Kolmogorov-Smirnov test statistic D_n is defined by
+ *
+ *        D_n = sup_x |F(x) - S_n(x)|
+ *
+ * where n is the sample size, F(x) is a completely specified theoretical
+ * distribution, and S_n(x) is an empirical distribution function.
+ *
+ *
+ * The function
+ *
+ *        double KScdf (int n, double x);
+ *
+ * computes the cumulative probability P[D_n <= x] of the 2-sided 1-sample
+ * Kolmogorov-Smirnov distribution with sample size n at x.
+ * It returns at least 13 decimal digits of precision for n <= 500,
+ * at least 7 decimal digits of precision for 500 < n <= 100000,
+ * and a few correct decimal digits for n > 100000.
+ *
+ */
+
+double KScdf (int n, double x);
+
+
+/*
+ * The function
+ *
+ *        double KSfbar (int n, double x);
+ *
+ * computes the complementary cumulative probability P[D_n >= x] of the
+ * 2-sided 1-sample Kolmogorov-Smirnov distribution with sample size n at x.
+ * It returns at least 10 decimal digits of precision for n <= 500,
+ * at least 6 decimal digits of precision for 500 < n <= 200000,
+ * and a few correct decimal digits for n > 200000.
+ *
+ */
+
+double KSfbar (int n, double x);
+
+
+/*
+ * NOTE:
+ * The ISO C99 function log1p of the standard math library does not exist in
+ * ANSI C89. Here, it is programmed explicitly in KolmogorovSmirnovDist.c.
+
+ * For ANSI C89 compilers, change the preprocessor condition to make it
+ * available.
+ */
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif
-- 
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