Some C programs

| | Martin Möhle

Stochastics Group - Mathematical Institute - University of Tübingen

Some C programs

This page provides the source code of some C programs. Each of these programs is relatively small and solves a specific problem mainly coming from the statistical area. The idea behind is that other programers in the field may use (parts of) the source code for their own projects. The author has made an effort to make the programs as error-free as possible and to document the source code as good as possible. However, the author is not responsible for any errors in the programs or for any problems caused when the programs are further modified. The programs are self-explaining. Just compile them as indicated and run them afterwards.

The page contains so far two projects. More programs will be (hopefully) provided in the near future.

Random number generation

Two-parameter Mittag–Leffler distribution: mittagleffler.zip
Description: The zip archive mittagleffler.zip contains four files mitlef_v1.c, mitlef_v2.c (C99 programs) and ml_v1.cpp, ml_v2.cpp (C++11 programs). The Version 1 programs mitlef_v1.c and ml_v1.cpp do exactly the same. They generate pseudo random numbers distributed according to the two-parameter Mittag–Leffler distribution ML(a,b) of type two (having moments of all orders). The algorithm is based on a rejection method, which is efficient and accurate for all parameter values 0<a<1 and b>0. Details are provided in Section 8 of Möhle, M. (2021) A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution, 58, no. 4, 978–1006 (MR4342591, Zbl07437440, DOI). The newer (Version 2) programs mitlef_v2.c and ml_v2.cpp even work for negative parameter b (> -a), a case which is not discussed in the mentioned article. In addition, the Version 2 programs provide some information on the efficiency of the algorithms.
Remark: There exists a GitHub-Version of this project.

Statistical hypothesis testing

Homozygosity test and Ewens–Watterson–Slatkin test: simul.zip
Description: The zip archive simul.zip contains the two C program source codes mcmc_c.c and is_c.c together with five include files data.h, memerr.h, printcon.h, rand.h and vecalloc.h, which are needed to compile both programs. The program mcmc_c.c approximates the p-values of the homozygosity test and the Ewens–Watterson–Slatkin test using the MCMC simulation method described in Möhle, M. (2005) Simulation algorithms for integrals of a class of sampling distributions arising in population genetics, 75, no. 9, 731–749 (MR2145177, Zbl1080.62091, DOI). The program is_c.c does the same, but uses an importance sampling method.

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| | Martin Möhle ]

Last Update: May 14, 2023