add numerical recipes library

lib/nr/cpp/recipes/kendl2.cpp

@@ -0,0 +1,37 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::kendl2(Mat_I_DP &tab, DP &tau, DP &z, DP &prob)
+{
+	int k,l,nn,mm,m2,m1,lj,li,kj,ki;
+	DP svar,s=0.0,points,pairs,en2=0.0,en1=0.0;
+
+	int i=tab.nrows();
+	int j=tab.ncols();
+	nn=i*j;
+	points=tab[i-1][j-1];
+	for (k=0;k<=nn-2;k++) {
+		ki=(k/j);
+		kj=k-j*ki;
+		points += tab[ki][kj];
+		for (l=k+1;l<=nn-1;l++) {
+			li=l/j;
+			lj=l-j*li;
+			mm=(m1=li-ki)*(m2=lj-kj);
+			pairs=tab[ki][kj]*tab[li][lj];
+			if (mm != 0) {
+				en1 += pairs;
+				en2 += pairs;
+				s += (mm > 0 ? pairs : -pairs);
+			} else {
+				if (m1 != 0) en1 += pairs;
+				if (m2 != 0) en2 += pairs;
+			}
+		}
+	}
+	tau=s/sqrt(en1*en2);
+	svar=(4.0*points+10.0)/(9.0*points*(points-1.0));
+	z=tau/sqrt(svar);
+	prob=erfcc(fabs(z)/1.4142136);
+}