133 lines
4.8 KiB
C
133 lines
4.8 KiB
C
/* plfit.h
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*
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* Copyright (C) 2010-2011 Tamas Nepusz
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 2 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#ifndef PLFIT_H
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#define PLFIT_H
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#include <stdlib.h>
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#include "plfit_decls.h"
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#include "plfit_error.h"
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#include "plfit_mt.h"
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#include "plfit_sampling.h"
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#include "plfit_version.h"
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PLFIT_BEGIN_C_DECLS
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typedef unsigned short int plfit_bool_t;
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typedef enum {
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PLFIT_LINEAR_ONLY,
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PLFIT_STRATIFIED_SAMPLING,
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PLFIT_GSS_OR_LINEAR,
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PLFIT_DEFAULT_CONTINUOUS_METHOD = PLFIT_STRATIFIED_SAMPLING
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} plfit_continuous_method_t;
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typedef enum {
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PLFIT_LBFGS,
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PLFIT_LINEAR_SCAN,
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PLFIT_PRETEND_CONTINUOUS,
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PLFIT_DEFAULT_DISCRETE_METHOD = PLFIT_LBFGS
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} plfit_discrete_method_t;
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typedef enum {
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PLFIT_P_VALUE_SKIP,
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PLFIT_P_VALUE_APPROXIMATE,
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PLFIT_P_VALUE_EXACT,
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PLFIT_DEFAULT_P_VALUE_METHOD = PLFIT_P_VALUE_EXACT
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} plfit_p_value_method_t;
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typedef struct _plfit_result_t {
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double alpha; /* fitted power-law exponent */
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double xmin; /* cutoff where the power-law behaviour kicks in */
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double L; /* log-likelihood of the sample */
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double D; /* test statistic for the KS test */
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double p; /* p-value of the KS test */
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} plfit_result_t;
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/********** structure that holds the options of plfit **********/
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typedef struct _plfit_continuous_options_t {
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plfit_bool_t finite_size_correction;
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plfit_continuous_method_t xmin_method;
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plfit_p_value_method_t p_value_method;
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double p_value_precision;
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plfit_mt_rng_t* rng;
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} plfit_continuous_options_t;
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typedef struct _plfit_discrete_options_t {
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plfit_bool_t finite_size_correction;
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plfit_discrete_method_t alpha_method;
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struct {
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double min;
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double max;
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double step;
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} alpha;
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plfit_p_value_method_t p_value_method;
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double p_value_precision;
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plfit_mt_rng_t* rng;
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} plfit_discrete_options_t;
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PLFIT_EXPORT int plfit_continuous_options_init(plfit_continuous_options_t* options);
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PLFIT_EXPORT int plfit_discrete_options_init(plfit_discrete_options_t* options);
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PLFIT_EXPORT extern const plfit_continuous_options_t plfit_continuous_default_options;
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PLFIT_EXPORT extern const plfit_discrete_options_t plfit_discrete_default_options;
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/********** continuous power law distribution fitting **********/
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PLFIT_EXPORT int plfit_log_likelihood_continuous(const double* xs, size_t n, double alpha,
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double xmin, double* l);
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PLFIT_EXPORT int plfit_estimate_alpha_continuous(const double* xs, size_t n, double xmin,
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const plfit_continuous_options_t* options, plfit_result_t* result);
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PLFIT_EXPORT int plfit_continuous(const double* xs, size_t n,
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const plfit_continuous_options_t* options, plfit_result_t* result);
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/*********** discrete power law distribution fitting ***********/
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PLFIT_EXPORT int plfit_estimate_alpha_discrete(const double* xs, size_t n, double xmin,
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const plfit_discrete_options_t* options, plfit_result_t *result);
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PLFIT_EXPORT int plfit_log_likelihood_discrete(const double* xs, size_t n, double alpha, double xmin, double* l);
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PLFIT_EXPORT int plfit_discrete(const double* xs, size_t n, const plfit_discrete_options_t* options,
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plfit_result_t* result);
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/***** resampling routines to generate synthetic replicates ****/
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PLFIT_EXPORT int plfit_resample_continuous(const double* xs, size_t n, double alpha, double xmin,
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size_t num_samples, plfit_mt_rng_t* rng, double* result);
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PLFIT_EXPORT int plfit_resample_discrete(const double* xs, size_t n, double alpha, double xmin,
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size_t num_samples, plfit_mt_rng_t* rng, double* result);
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/******** calculating the p-value of a fitted model only *******/
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PLFIT_EXPORT int plfit_calculate_p_value_continuous(const double* xs, size_t n,
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const plfit_continuous_options_t* options, plfit_bool_t xmin_fixed,
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plfit_result_t *result);
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PLFIT_EXPORT int plfit_calculate_p_value_discrete(const double* xs, size_t n,
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const plfit_discrete_options_t* options, plfit_bool_t xmin_fixed,
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plfit_result_t *result);
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/************* calculating descriptive statistics **************/
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PLFIT_EXPORT int plfit_moments(const double* data, size_t n, double* mean, double* variance,
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double* skewness, double* kurtosis);
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PLFIT_END_C_DECLS
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#endif /* PLFIT_H */
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