https://github.com/ntamas/plfit
Tip revision: c8c2a3b09e9612e4ce1bc65173d44b09b6847371 authored by Tamas Nepusz on 01 December 2021, 20:18:15 UTC
chore: bumped version to 0.9.1
chore: bumped version to 0.9.1
Tip revision: c8c2a3b
plfit.h
/* vim:set ts=4 sw=4 sts=4 et: */
/* plfit.h
*
* Copyright (C) 2010-2011 Tamas Nepusz
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#ifndef __PLFIT_H__
#define __PLFIT_H__
#include <stdlib.h>
#include <plfit_mt.h>
#include <plfit_version.h>
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
__BEGIN_DECLS
typedef unsigned short int plfit_bool_t;
typedef enum {
PLFIT_LINEAR_ONLY,
PLFIT_STRATIFIED_SAMPLING,
PLFIT_GSS_OR_LINEAR,
PLFIT_DEFAULT_CONTINUOUS_METHOD = PLFIT_STRATIFIED_SAMPLING
} plfit_continuous_method_t;
typedef enum {
PLFIT_LBFGS,
PLFIT_LINEAR_SCAN,
PLFIT_PRETEND_CONTINUOUS,
PLFIT_DEFAULT_DISCRETE_METHOD = PLFIT_LBFGS
} plfit_discrete_method_t;
typedef enum {
PLFIT_P_VALUE_SKIP,
PLFIT_P_VALUE_APPROXIMATE,
PLFIT_P_VALUE_EXACT,
PLFIT_DEFAULT_P_VALUE_METHOD = PLFIT_P_VALUE_EXACT
} plfit_p_value_method_t;
typedef struct _plfit_result_t {
double alpha; /* fitted power-law exponent */
double xmin; /* cutoff where the power-law behaviour kicks in */
double L; /* log-likelihood of the sample */
double D; /* test statistic for the KS test */
double p; /* p-value of the KS test */
} plfit_result_t;
/********** structure that holds the options of plfit **********/
typedef struct _plfit_continuous_options_t {
plfit_bool_t finite_size_correction;
plfit_continuous_method_t xmin_method;
plfit_p_value_method_t p_value_method;
double p_value_precision;
plfit_mt_rng_t* rng;
} plfit_continuous_options_t;
typedef struct _plfit_discrete_options_t {
plfit_bool_t finite_size_correction;
plfit_discrete_method_t alpha_method;
struct {
double min;
double max;
double step;
} alpha;
plfit_p_value_method_t p_value_method;
double p_value_precision;
plfit_mt_rng_t* rng;
} plfit_discrete_options_t;
int plfit_continuous_options_init(plfit_continuous_options_t* options);
int plfit_discrete_options_init(plfit_discrete_options_t* options);
extern const plfit_continuous_options_t plfit_continuous_default_options;
extern const plfit_discrete_options_t plfit_discrete_default_options;
/********** continuous power law distribution fitting **********/
int plfit_log_likelihood_continuous(double* xs, size_t n, double alpha,
double xmin, double* l);
int plfit_estimate_alpha_continuous(double* xs, size_t n, double xmin,
const plfit_continuous_options_t* options, plfit_result_t* result);
int plfit_continuous(double* xs, size_t n,
const plfit_continuous_options_t* options, plfit_result_t* result);
/*********** discrete power law distribution fitting ***********/
int plfit_estimate_alpha_discrete(double* xs, size_t n, double xmin,
const plfit_discrete_options_t* options, plfit_result_t *result);
int plfit_log_likelihood_discrete(double* xs, size_t n, double alpha, double xmin, double* l);
int plfit_discrete(double* xs, size_t n, const plfit_discrete_options_t* options,
plfit_result_t* result);
/***** resampling routines to generate synthetic replicates ****/
int plfit_resample_continuous(double* xs, size_t n, double alpha, double xmin,
size_t num_samples, plfit_mt_rng_t* rng, double* result);
int plfit_resample_discrete(double* xs, size_t n, double alpha, double xmin,
size_t num_samples, plfit_mt_rng_t* rng, double* result);
/******** calculating the p-value of a fitted model only *******/
int plfit_calculate_p_value_continuous(double* xs, size_t n,
const plfit_continuous_options_t* options, plfit_bool_t xmin_fixed,
plfit_result_t *result);
int plfit_calculate_p_value_discrete(double* xs, size_t n,
const plfit_discrete_options_t* options, plfit_bool_t xmin_fixed,
plfit_result_t *result);
/************* calculating descriptive statistics **************/
int plfit_moments(double* data, size_t n, double* mean, double* variance,
double* skewness, double* kurtosis);
__END_DECLS
#endif /* __PLFIT_H__ */