80 lines
1.8 KiB
C
80 lines
1.8 KiB
C
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#include <math.h>
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#include "nrutil.h"
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#define TWOPID 6.2831853071795865
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void period(x,y,n,ofac,hifac,px,py,np,nout,jmax,prob)
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float *prob,hifac,ofac,px[],py[],x[],y[];
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int *jmax,*nout,n,np;
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{
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void avevar();
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int i,j;
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float ave,c,cc,cwtau,effm,expy,pnow,pymax,s,ss,sumc,sumcy,sums,sumsh,
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sumsy,swtau,var,wtau,xave,xdif,xmax,xmin,yy;
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double arg,wtemp,*wi,*wpi,*wpr,*wr;
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wi=dvector(1,n);
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wpi=dvector(1,n);
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wpr=dvector(1,n);
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wr=dvector(1,n);
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*nout=0.5*ofac*hifac*n;
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if (*nout > np) nrerror("output arrays too short in period");
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avevar(y,n,&ave,&var);
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if (var == 0.0) nrerror("zero variance in period");
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xmax=xmin=x[1];
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for (j=1;j<=n;j++) {
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if (x[j] > xmax) xmax=x[j];
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if (x[j] < xmin) xmin=x[j];
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}
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xdif=xmax-xmin;
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xave=0.5*(xmax+xmin);
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pymax=0.0;
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pnow=1.0/(xdif*ofac);
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for (j=1;j<=n;j++) {
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arg=TWOPID*((x[j]-xave)*pnow);
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wpr[j] = -2.0*SQR(sin(0.5*arg));
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wpi[j]=sin(arg);
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wr[j]=cos(arg);
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wi[j]=wpi[j];
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}
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for (i=1;i<=(*nout);i++) {
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px[i]=pnow;
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sumsh=sumc=0.0;
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for (j=1;j<=n;j++) {
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c=wr[j];
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s=wi[j];
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sumsh += s*c;
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sumc += (c-s)*(c+s);
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}
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wtau=0.5*atan2(2.0*sumsh,sumc);
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swtau=sin(wtau);
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cwtau=cos(wtau);
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sums=sumc=sumsy=sumcy=0.0;
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for (j=1;j<=n;j++) {
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s=wi[j];
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c=wr[j];
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ss=s*cwtau-c*swtau;
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cc=c*cwtau+s*swtau;
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sums += ss*ss;
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sumc += cc*cc;
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yy=y[j]-ave;
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sumsy += yy*ss;
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sumcy += yy*cc;
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wr[j]=((wtemp=wr[j])*wpr[j]-wi[j]*wpi[j])+wr[j];
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wi[j]=(wi[j]*wpr[j]+wtemp*wpi[j])+wi[j];
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}
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py[i]=0.5*(sumcy*sumcy/sumc+sumsy*sumsy/sums)/var;
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if (py[i] >= pymax) pymax=py[(*jmax=i)];
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pnow += 1.0/(ofac*xdif);
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}
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expy=exp(-pymax);
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effm=2.0*(*nout)/ofac;
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*prob=effm*expy;
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if (*prob > 0.01) *prob=1.0-pow(1.0-expy,effm);
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free_dvector(wr,1,n);
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free_dvector(wpr,1,n);
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free_dvector(wpi,1,n);
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free_dvector(wi,1,n);
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}
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#undef TWOPID
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