add numerical recipes library

lib/nr/ansi/recipes/kendl1.c

@@ -0,0 +1,31 @@
+
+#include <math.h>
+
+void kendl1(float data1[], float data2[], unsigned long n, float *tau,
+	float *z, float *prob)
+{
+	float erfcc(float x);
+	unsigned long n2=0,n1=0,k,j;
+	long is=0;
+	float svar,aa,a2,a1;
+
+	for (j=1;j<n;j++) {
+		for (k=(j+1);k<=n;k++) {
+			a1=data1[j]-data1[k];
+			a2=data2[j]-data2[k];
+			aa=a1*a2;
+			if (aa) {
+				++n1;
+				++n2;
+				aa > 0.0 ? ++is : --is;
+			} else {
+				if (a1) ++n1;
+				if (a2) ++n2;
+			}
+		}
+	}
+	*tau=is/(sqrt((double) n1)*sqrt((double) n2));
+	svar=(4.0*n+10.0)/(9.0*n*(n-1.0));
+	*z=(*tau)/sqrt(svar);
+	*prob=erfcc(fabs(*z)/1.4142136);
+}