/** * @license Apache-2.0 * * Copyright (c) 2020 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var incrspace = require( '@stdlib/array/incrspace' ); var sample = require( '@stdlib/random/sample' ); var Float64Array = require( '@stdlib/array/float64' ); var dfill = require( '@stdlib/blas/ext/base/dfill' ); var tabulate = require( './tabulate.js' ); var testStatistic = require( './statistic.js' ); // MAIN // /** * Performs a Monte-Carlo simulation. * * @private * @param {NonNegativeInteger} N - number of indexed elements * @param {Float64Array} expected - expected number of observations * @param {NumericArray} p - probabilities * @param {number} stat - test statistic * @param {NonNegativeInteger} nobs - total number of observations * @param {NonNegativeInteger} niter - number of iterations * @returns {number} p-value */ function simulate( N, expected, p, stat, nobs, niter ) { var pool; var opts; var freq; var cnt; var v; var i; pool = incrspace( 0, N, 1 ); // TODO: replace with strided interface opts = { 'size': nobs, 'probs': p }; freq = new Float64Array( N ); cnt = 1; for ( i = 0; i < niter; i++ ) { v = sample( pool, opts ); // TODO: use `sample.factory` method once sample pkg is updated freq = tabulate( N, v, 1, freq, 1 ); if ( testStatistic( N, freq, 1, expected, 1 ) >= stat ) { // TODO: consider replacing with low-level double-precision strided interface cnt += 1; } if ( i < niter-1 ) { dfill( N, 0.0, freq, 1 ); } } return cnt / ( niter+1 ); } // EXPORTS // module.exports = simulate;