simulate.js (2108B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2020 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var incrspace = require( '@stdlib/array/incrspace' ); 24 var sample = require( '@stdlib/random/sample' ); 25 var Float64Array = require( '@stdlib/array/float64' ); 26 var dfill = require( '@stdlib/blas/ext/base/dfill' ); 27 var tabulate = require( './tabulate.js' ); 28 var testStatistic = require( './statistic.js' ); 29 30 31 // MAIN // 32 33 /** 34 * Performs a Monte-Carlo simulation. 35 * 36 * @private 37 * @param {NonNegativeInteger} N - number of indexed elements 38 * @param {Float64Array} expected - expected number of observations 39 * @param {NumericArray} p - probabilities 40 * @param {number} stat - test statistic 41 * @param {NonNegativeInteger} nobs - total number of observations 42 * @param {NonNegativeInteger} niter - number of iterations 43 * @returns {number} p-value 44 */ 45 function simulate( N, expected, p, stat, nobs, niter ) { 46 var pool; 47 var opts; 48 var freq; 49 var cnt; 50 var v; 51 var i; 52 53 pool = incrspace( 0, N, 1 ); // TODO: replace with strided interface 54 opts = { 55 'size': nobs, 56 'probs': p 57 }; 58 freq = new Float64Array( N ); 59 cnt = 1; 60 for ( i = 0; i < niter; i++ ) { 61 v = sample( pool, opts ); // TODO: use `sample.factory` method once sample pkg is updated 62 freq = tabulate( N, v, 1, freq, 1 ); 63 if ( testStatistic( N, freq, 1, expected, 1 ) >= stat ) { // TODO: consider replacing with low-level double-precision strided interface 64 cnt += 1; 65 } 66 if ( i < niter-1 ) { 67 dfill( N, 0.0, freq, 1 ); 68 } 69 } 70 return cnt / ( niter+1 ); 71 } 72 73 74 // EXPORTS // 75 76 module.exports = simulate;