add numerical recipes library

lib/nr/ansi/examples/xkstwo.c

@@ -0,0 +1,37 @@
+
+/* Driver for routine kstwo */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define N1 2000
+#define N2 1000
+#define EPS 0.1
+
+int main(void)
+{
+	long idum=(-1357);
+	int i,j;
+	float d,factr,prob,varnce,*data1,*data2;
+
+	data1=vector(1,N1);
+	data2=vector(1,N2);
+	for (i=1;i<=N1;i++) data1[i]=gasdev(&idum);
+	printf("%18s %15s %14s\n",
+		"variance ratio","k-s statistic","probability");
+	for (i=1;i<=11;i++) {
+		varnce=1.0+(i-1)*EPS;
+		factr=sqrt(varnce);
+		for (j=1;j<=N2;j++)
+				data2[j]=factr*gasdev(&idum);
+		kstwo(data1,N1,data2,N2,&d,&prob);
+		printf("%15.6f %15.6f %15.6f\n",varnce,d,prob);
+	}
+	free_vector(data2,1,N2);
+	free_vector(data1,1,N1);
+	return 0;
+}
+#undef NRANSI