add numerical recipes library

lib/nr/cpp/recipes/spear.cpp

@@ -0,0 +1,39 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::spear(Vec_I_DP &data1, Vec_I_DP &data2, DP &d, DP &zd, DP &probd,
+	DP &rs, DP &probrs)
+{
+	int j;
+	DP vard,t,sg,sf,fac,en3n,en,df,aved;
+
+	int n=data1.size();
+	Vec_DP wksp1(n),wksp2(n);
+	for (j=0;j<n;j++) {
+		wksp1[j]=data1[j];
+		wksp2[j]=data2[j];
+	}
+	sort2(wksp1,wksp2);
+	crank(wksp1,sf);
+	sort2(wksp2,wksp1);
+	crank(wksp2,sg);
+	d=0.0;
+	for (j=0;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;
+}