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Monster Media 1996 #15
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DWYER.ZIP
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PERMUTE.TST
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DESCRIPTION OF THE PERMUTATION TEST
Introduction
------------
The permutation test analyzes the _order_ in which variates are
generated. Suppose that you generate a sequence of N variates
so that it can be divided into n groups of t elements each. The
number of relative orderings that are possible is t! for each
t-group. The idea is to count the number of times that each
_ordering_ appears and apply a chi-square test. The number of
categories is t! and 1/t! is the probability of each ordering.
The algorithm used to determine the ordering is described by
Knuth [K1, p. 64].
The permutation test is implemented as program permutst. This
program performs a Kolmogorov-Smirnov analysis on probabilities
from 100 chi-square tests. The parameters that determine how
the chi-square tests are performed are specified by you. These
parameters are read from the console unless you redirect the input
device. As usual, prompts and messages are written to stderr and
results are written to stdout.
Running the Permutation Test
----------------------------
To start program permutst, you can say simply
permutst
and you will be prompted for the required inputs.
Alternatively, you can say
permutst < [myfile.inp]
and the program will take its input data from myfile.inp.
Six input parameters are required:
1. Seed for the random number generator (-1 = Time of day)
If you do not specify -1, the value entered must be less
than 65536.
2. Specification of generator to be tested
If you are working interactively, you will see a list
of the generators that can be selected. You enter the
character that represents your generator. If you enter
a character that is not in the list, the library rand()
function will be used.
3. Number of elements per permutation (t)
This is parameter t mentioned in the introduction.
The program limits your choices to the range 3-7.
4. Expected number of events per category (E)
This number is used to calculate the minimum number of
variates required per chi-square test: t! * E.
Since 100 chi-square tests are performed, the number of
variates produced per run will be at least E * t! * 100.
The program limits your choices to the range 5-10.