[gnumeric] Add ADTEST (Anderson-Darling Test for Normality).

[Andreas J. Guelzow <guelzow src gnome org>]

commit a1ce75d03bb5158c60a96f6e7cd9657eb8626a51
Author: Andreas J. Guelzow <aguelzow pyrshep ca>
Date:   Thu Nov 19 18:13:40 2009 -0700

    Add ADTEST (Anderson-Darling Test for Normality).
    
    2009-11-19  Andreas J. Guelzow <aguelzow pyrshep ca>
    
    	* plugin.xml.in: add ADTEST
    	* functions.c (help_adtest): new
    	(gnumeric_adtest): new
    	(stat_functions): add ADTEST

 NEWS                          |    1 +
 plugins/fn-stat/ChangeLog     |    9 ++++-
 plugins/fn-stat/functions.c   |   85 +++++++++++++++++++++++++++++++++++++++++
 plugins/fn-stat/plugin.xml.in |    1 +
 4 files changed, 95 insertions(+), 1 deletions(-)
---
diff --git a/NEWS b/NEWS
index 586ba18..fe974c9 100644
--- a/NEWS
+++ b/NEWS
@@ -6,6 +6,7 @@ Andreas:
 	* Turn view properties dialog into instant-apply dialog.
 	* Temporarily remember the sort setups. [#100541]
 	* Work around GTK bug #601922.
+	* Add ADTEST (Anderson-Darling Test for Normality).
 
 Jean:
 	* Fix cursor and cell edition on dark backgrounds. [#600656]
diff --git a/plugins/fn-stat/ChangeLog b/plugins/fn-stat/ChangeLog
index 72a261c..c05b87a 100644
--- a/plugins/fn-stat/ChangeLog
+++ b/plugins/fn-stat/ChangeLog
@@ -1,10 +1,17 @@
+2009-11-19  Andreas J. Guelzow <aguelzow pyrshep ca>
+
+	* plugin.xml.in: add ADTEST
+	* functions.c (help_adtest): new
+	(gnumeric_adtest): new
+	(stat_functions): add ADTEST
+
 2009-11-01  Morten Welinder <terra gnome org>
 
 	* Release 1.9.15
 
 2009-10-24  Andreas J. Guelzow <aguelzow pyrshep ca>
 
-	* functions.c (help_binom_dist-range): new
+	* functions.c (help_binom_dist_range): new
 	(gnumeric_binom_dist_range): new
 	(stat_functions): add BINOM.DIST.RANGE
 	* plugin.xml.in: add BINOM.DIST.RANGE
diff --git a/plugins/fn-stat/functions.c b/plugins/fn-stat/functions.c
index 484f12b..5f028ec 100644
--- a/plugins/fn-stat/functions.c
+++ b/plugins/fn-stat/functions.c
@@ -4860,7 +4860,92 @@ gnumeric_permutationa (GnmFuncEvalInfo *ei, GnmValue const * const *argv)
 
 /***************************************************************************/
 
+static GnmFuncHelp const help_adtest[] = {
+	{ GNM_FUNC_HELP_NAME, F_("ADTEST:Anderson-Darling Test of Normality") },
+	{ GNM_FUNC_HELP_ARG, F_("x:array of sample values") },
+	{ GNM_FUNC_HELP_DESCRIPTION, F_("This function returns an array with the first row giving the p-value of the Anderson-Darling Test,"
+					" the second row the test statistic of the test, and the third the number of observations in the sample.")},
+	{ GNM_FUNC_HELP_NOTE, "If there are less than 8 sample values, ADTEST returns #VALUE!" },
+	{ GNM_FUNC_HELP_SEEALSO, "CHITEST" },
+	{ GNM_FUNC_HELP_EXTREF, F_("wiki:en:Andersonâ??Darling_test") },
+	{ GNM_FUNC_HELP_END }
+};
+
+static GnmValue *
+gnumeric_adtest (GnmFuncEvalInfo *ei, GnmValue const * const *argv)
+{
+	gnm_float *xs;
+	int n;
+	GnmValue *result = NULL;
+	gnm_float mu = 0.;
+	gnm_float sigma = 1.;
+
+	xs = collect_floats_value (argv[0], ei->pos,
+				   COLLECT_IGNORE_STRINGS |
+				   COLLECT_IGNORE_BOOLS |
+				   COLLECT_IGNORE_BLANKS |
+				   COLLECT_ORDER_IRRELEVANT,
+				   &n, &result);
+
+	if (result)
+		goto out;
+
+	result = value_new_array (1, 3);
+	value_array_set (result, 0, 2,
+			 value_new_int (n));
+
+	if ((n < 8) || gnm_range_average (xs, n, &mu) 
+	    || gnm_range_stddev_est (xs, n, &sigma)) {
+		value_array_set (result, 0, 0,
+				 value_new_error_VALUE (ei->pos));
+		value_array_set (result, 0, 1,
+				 value_new_error_VALUE (ei->pos));
+	} else {
+		int i;
+		gnm_float total = 0.;
+		gnm_float p;
+		gnm_float *ys;
+
+		ys = range_sort (xs, n);
+
+		for (i = 0; i < n; i++) {
+			gnm_float val = (pnorm (ys[i], mu, sigma, TRUE, TRUE) + pnorm (ys[n - i - 1], mu, sigma, FALSE, TRUE));
+			total += ((2*i+1)* val);
+		}
+
+		total = - n - total/n;
+		value_array_set (result, 0, 1,
+				 value_new_float (total));
+
+		g_free (ys);
+	
+		total *= (1 + 0.75 / n + 2.25 / (n * n));
+		if (total < 0.2)
+			p = 1. - gnm_exp (-13.436 + 101.14 * total - 223.73 * total * total);
+		else if (total < 0.34)	
+			p = 1. - gnm_exp (-8.318 + 42.796 * total - 59.938 * total * total);
+		else if (total < 0.6)
+			p = gnm_exp (0.9177 - 4.279  * total - 1.38 * total * total);
+		else
+			p = gnm_exp (1.2937 - 5.709 * total + 0.0186 * total * total);
+
+		value_array_set (result, 0, 0,
+				 value_new_float (p));
+	}
+	
+ out:
+	g_free (xs);
+
+	return result;
+}
+
+/***************************************************************************/
+
 GnmFuncDescriptor const stat_functions[] = {
+	{ "adtest",       "A",
+	  help_adtest, gnumeric_adtest, NULL, NULL, NULL, NULL,
+	  GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, 
+	  GNM_FUNC_TEST_STATUS_NO_TESTSUITE},
         { "avedev", NULL,
 	  help_avedev, NULL, gnumeric_avedev, NULL, NULL, NULL,
 	  GNM_FUNC_SIMPLE + GNM_FUNC_AUTO_FIRST,
diff --git a/plugins/fn-stat/plugin.xml.in b/plugins/fn-stat/plugin.xml.in
index 2e5e909..72e4eee 100644
--- a/plugins/fn-stat/plugin.xml.in
+++ b/plugins/fn-stat/plugin.xml.in
@@ -11,6 +11,7 @@
 		<service type="function_group" id="stat">
 			<_category>Statistics</_category>
 			<functions textdomain="gnumeric-functions">
+				<function name="adtest"/>
 				<function name="avedev"/>
 				<function name="average"/>
 				<function name="averagea"/>