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new 5ac7332 Update folded normal distribution reference data
5ac7332 is described below
commit 5ac73323fc7c692111fa7cb8a9f645b0e4ae4b52
Author: Alex Herbert <[email protected]>
AuthorDate: Thu Aug 15 16:23:12 2024 +0100
Update folded normal distribution reference data
Add mean/var values computed using SciPy foldnorm.
---
.../statistics/distribution/FoldedNormalDistributionTest.java | 4 +---
.../statistics/distribution/test.foldednormal.1.properties | 7 +++----
.../statistics/distribution/test.foldednormal.2.properties | 5 ++---
.../statistics/distribution/test.foldednormal.3.properties | 2 +-
.../statistics/distribution/test.foldednormal.4.properties | 8 +++-----
.../statistics/distribution/test.foldednormal.5.properties | 8 +++-----
6 files changed, 13 insertions(+), 21 deletions(-)
diff --git
a/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/FoldedNormalDistributionTest.java
b/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/FoldedNormalDistributionTest.java
index dee604f..3a8dd8d 100644
---
a/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/FoldedNormalDistributionTest.java
+++
b/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/FoldedNormalDistributionTest.java
@@ -59,9 +59,7 @@ class FoldedNormalDistributionTest extends
BaseContinuousDistributionTest {
* Test the mean. This is performed using the folding together of two
truncated
* normal distributions, with the truncation at the origin.
*
- * <p>This test cross-validates the mean computation as the scipy reference
- * implementation only supports a positive mu (and no sigma); and the R
- * reference library VGAM does not provide mean computation.
+ * <p>This test cross-validates the mean computation.
*/
@ParameterizedTest
@MethodSource
diff --git
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.1.properties
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.1.properties
index 6d25937..b3febac 100644
---
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.1.properties
+++
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.1.properties
@@ -16,10 +16,9 @@
# Standard half-normal distribution
parameters = 0.0 1.0
-# Computed using sqrt(2/pi)
-mean = 0.797884560802865406
-# Computed using 1 - 2/pi
-variance = 0.363380227632418618
+# Computed using scipy.stats.foldnorm(0, 0, 1.0) v1.11
+mean = 0.7978845608028654
+variance = 0.3633802276324186
lower = 0
# Computed using R 4.4.1; library VGAM 1.1-11; foldnorm
diff --git
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.2.properties
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.2.properties
index 1ec5b26..1939a23 100644
---
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.2.properties
+++
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.2.properties
@@ -16,10 +16,9 @@
# Scaled folded normal distribution
parameters = 0.0 0.75
-# Computed using 0.75 * sqrt(2/pi)
+# Computed using scipy.stats.foldnorm(0, 0, 0.75) v1.11
mean = 0.5984134206021491
-# Computed using 0.75^2 * (1 - 2/pi)
-variance = 0.20440137804323547
+variance = 0.2044013780432355
lower = 0
# Computed using R 4.4.1; library VGAM 1.1-11; foldnorm
diff --git
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.3.properties
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.3.properties
index 4225062..b1a9aee 100644
---
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.3.properties
+++
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.3.properties
@@ -16,7 +16,7 @@
# Shifted folded normal distribution
parameters = 1.5 1.0
-# Computed using scipy.stats.foldnorm 1.11
+# Computed using scipy.stats.foldnorm(1.5) v1.11
mean = 1.5586135875252092
variance = 0.8207236847817971
lower = 0
diff --git
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.4.properties
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.4.properties
index 5a73500..422ca4c 100644
---
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.4.properties
+++
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.4.properties
@@ -16,11 +16,9 @@
# Shifted and scaled folded normal distribution
parameters = 1.5 0.75
-# Computed in R 4.4.1: u=1.5; s=0.75;
-# m=s*sqrt(2/pi)*exp(-u*u/(2*s*s))+u*(1-2*pnorm(-u/s))
-# v=u*u+s*s-m*m
-mean = 1.51273605392524457
-variance = 0.524129631154679476
+# Computed using scipy.stats.foldnorm(1.5/0.75, 0, 0.75) v1.11
+mean = 1.5127360539252446
+variance = 0.5241296311546797
lower = 0
# Computed using R 4.4.1; library VGAM 1.1-11; foldnorm
diff --git
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.5.properties
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.5.properties
index ef2e451..526c2ff 100644
---
a/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.5.properties
+++
b/commons-statistics-distribution/src/test/resources/org/apache/commons/statistics/distribution/test.foldednormal.5.properties
@@ -16,11 +16,9 @@
# Shifted and scaled folded normal distribution
parameters = -1.5 1.25
-# Computed in R 4.4.1: u=1.5; s=0.75;
-# m=s*sqrt(2/pi)*exp(-u*u/(2*s*s))+u*(1-2*pnorm(-u/s))
-# v=u*u+s*s-m*m
-mean = 1.64025612679290766
-variance = 1.12205983851832869
+# Computed using scipy.stats.foldnorm(1.5/1.25, 0, 1.25) v1.11
+mean = 1.6402561267929074
+variance = 1.1220598385183294
lower = 0
# Computed using R 4.4.1; library VGAM 1.1-11; foldnorm
