aherbert commented on a change in pull request #26: URL: https://github.com/apache/commons-statistics/pull/26#discussion_r579769392
########## File path: commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/TruncatedNormalDistributionTest.java ########## @@ -0,0 +1,239 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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. + */ + +package org.apache.commons.statistics.distribution; + +import org.junit.jupiter.api.Assertions; +import org.junit.jupiter.api.BeforeEach; +import org.junit.jupiter.api.Test; + +/** + * Test class for {@link TruncatedNormalDistribution}. + * All test values were computed using Python with SciPy v1.6.0. + */ +class TruncatedNormalDistributionTest extends ContinuousDistributionAbstractTest { + /** Distribution to test with. */ + private TruncatedNormalDistribution distribution = new TruncatedNormalDistribution(1.9, 1.3, -1.1, 3.4); + /** Percentiles to test with. */ + private double[] ppfValues = new double[]{0, 0.0001, 0.001, 0.01, 0.025, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, + 0.975, 0.99, 0.999, 0.9999, 1}; + /** Expected cumulative values for percentiles. */ + private double[] cdfValues = new double[]{-1.1, -1.09597275767544, -1.0609616183922, -0.79283350106842, + -0.505331829887808, -0.192170173599874, 0.21173317261645, + 0.925791281910463, 1.71399518338879, 2.43413009451536, 2.94473113856785, + 3.15310057075828, 3.27036798398733, 3.34641874981679, 3.39452729074341, + 3.39945153287941, 3.4}; + /** Expected density values for percentiles. */ + private double[] pdfValues = new double[]{0.0247422752302618, 0.0249196707321102, 0.0265057408263321, + 0.0415071096500185, 0.0640403254340905, 0.0971457789636, + 0.152622492901864, 0.267853863255995, 0.35107475879338, 0.325977522502844, + 0.25680502248913, 0.222886115806507, 0.203494915087054, 0.190997946666992, + 0.183167918885238, 0.182370706542209, 0.182281965373914}; + /** Expected distribution mean. */ + private double mean = 1.63375792365723; + /** Expected distribution variance. */ + private double variance = 1.03158703914439; + + /** Overrides tolerance and sets up distribution. */ + @BeforeEach + void setUp() { + setTolerance(1e-7); + super.setUp(); + } + + /** {@inheritDoc} */ + @Override + public ContinuousDistribution makeDistribution() { + return distribution; + } + + /** {@inheritDoc} */ + @Override + public double[] makeCumulativeTestPoints() { + return cdfValues; + } + + /** {@inheritDoc} */ + @Override + public double[] makeCumulativeTestValues() { + return ppfValues; + } + + /** {@inheritDoc} */ + @Override + public double[] makeDensityTestValues() { + return pdfValues; + } + + /** + * Configures new test values and runs relevant tests in this class and {@link ContinuousDistributionAbstractTest}. + * + * @param testDistribution distribution to test with. + * @param expectedPpfValues expected percentiles to test with. + * @param expectedCdfValues expected cumulative values for percentiles. + * @param expectedPdfValues expected density values for percentiles. + * @param expectedMean expected mean. + * @param expectedVariance expected variance. + */ + private void testAdditionalDistribution( + TruncatedNormalDistribution testDistribution, + double[] expectedPpfValues, + double[] expectedCdfValues, + double[] expectedPdfValues, + double expectedMean, + double expectedVariance + ) { + this.distribution = testDistribution; + this.ppfValues = expectedPpfValues; + this.cdfValues = expectedCdfValues; + this.pdfValues = expectedPdfValues; + this.mean = expectedMean; + this.variance = expectedVariance; + + setUp(); + + testMoments(); + + testConsistency(); + testSampler(); + testOutsideSupport(); + testDensities(); + testLogDensities(); + testOutsideSupport(); + testInverseCumulativeProbabilities(); + testDensityIntegrals(); + testCumulativeProbabilities(); + testIsSupportConnected(); + testPrecondition1(); + testPrecondition2(); + testPrecondition3(); + } + + /** Test a one-sided truncation with a lower tail. */ + @Test + void testOneSidedLowerTail() { + testAdditionalDistribution( + new TruncatedNormalDistribution(12, 2.4, Double.NEGATIVE_INFINITY, 7.1), + new double[]{0, 0.00108276414971883, 0.00433032247708514, 0.0155754809421998, 0.0504271331622245, + 0.147106879016387, 0.387159643321778, 0.920668099879139, 1}, + new double[]{Double.NEGATIVE_INFINITY, 2.20249292901062, 3.00511196424565, 3.80773099948069, + 4.61035003471573, 5.41296906995077, 6.21558810518581, 7.01820714042084, 7.1}, + new double[]{0, 0.00194181137319567, 0.00719165311538403, 0.0238165586714952, 0.0705273999981105, + 0.186752027463317, 0.442182309739316, 0.936194292830215, 1.00423817618302}, + 6.21558810518581, + 0.644197315721623 Review comment: Remove the extra new line before `);` ########## File path: commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/TruncatedNormalDistributionTest.java ########## @@ -0,0 +1,239 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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. + */ + +package org.apache.commons.statistics.distribution; + +import org.junit.jupiter.api.Assertions; +import org.junit.jupiter.api.BeforeEach; +import org.junit.jupiter.api.Test; + +/** + * Test class for {@link TruncatedNormalDistribution}. + * All test values were computed using Python with SciPy v1.6.0. + */ +class TruncatedNormalDistributionTest extends ContinuousDistributionAbstractTest { + /** Distribution to test with. */ + private TruncatedNormalDistribution distribution = new TruncatedNormalDistribution(1.9, 1.3, -1.1, 3.4); + /** Percentiles to test with. */ + private double[] ppfValues = new double[]{0, 0.0001, 0.001, 0.01, 0.025, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, + 0.975, 0.99, 0.999, 0.9999, 1}; + /** Expected cumulative values for percentiles. */ + private double[] cdfValues = new double[]{-1.1, -1.09597275767544, -1.0609616183922, -0.79283350106842, + -0.505331829887808, -0.192170173599874, 0.21173317261645, + 0.925791281910463, 1.71399518338879, 2.43413009451536, 2.94473113856785, + 3.15310057075828, 3.27036798398733, 3.34641874981679, 3.39452729074341, + 3.39945153287941, 3.4}; + /** Expected density values for percentiles. */ + private double[] pdfValues = new double[]{0.0247422752302618, 0.0249196707321102, 0.0265057408263321, + 0.0415071096500185, 0.0640403254340905, 0.0971457789636, + 0.152622492901864, 0.267853863255995, 0.35107475879338, 0.325977522502844, + 0.25680502248913, 0.222886115806507, 0.203494915087054, 0.190997946666992, + 0.183167918885238, 0.182370706542209, 0.182281965373914}; + /** Expected distribution mean. */ + private double mean = 1.63375792365723; + /** Expected distribution variance. */ + private double variance = 1.03158703914439; + + /** Overrides tolerance and sets up distribution. */ + @BeforeEach + void setUp() { + setTolerance(1e-7); + super.setUp(); + } + + /** {@inheritDoc} */ + @Override + public ContinuousDistribution makeDistribution() { + return distribution; + } + + /** {@inheritDoc} */ + @Override + public double[] makeCumulativeTestPoints() { + return cdfValues; + } + + /** {@inheritDoc} */ + @Override + public double[] makeCumulativeTestValues() { + return ppfValues; + } + + /** {@inheritDoc} */ + @Override + public double[] makeDensityTestValues() { + return pdfValues; + } + + /** + * Configures new test values and runs relevant tests in this class and {@link ContinuousDistributionAbstractTest}. + * + * @param testDistribution distribution to test with. + * @param expectedPpfValues expected percentiles to test with. + * @param expectedCdfValues expected cumulative values for percentiles. + * @param expectedPdfValues expected density values for percentiles. + * @param expectedMean expected mean. + * @param expectedVariance expected variance. + */ + private void testAdditionalDistribution( + TruncatedNormalDistribution testDistribution, + double[] expectedPpfValues, + double[] expectedCdfValues, + double[] expectedPdfValues, + double expectedMean, + double expectedVariance Review comment: Remove the extra newline before the `) {` ########## File path: commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java ########## @@ -0,0 +1,183 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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. + */ + +package org.apache.commons.statistics.distribution; + +/** + * Implementation of the truncated normal distribution. + * + * @see <a href="http://en.wikipedia.org/wiki/Truncated_normal_distribution";> + * Truncated normal distribution (Wikipedia)</a> + */ +public class TruncatedNormalDistribution extends AbstractContinuousDistribution { + /** Mean of parent normal distribution. */ + private final double parentMean; + /** Standard deviation of parent normal distribution. */ + private final double parentSd; + /** Mean of this distribution. */ + private final double mean; + /** Variance of this distribution. */ + private final double variance; + /** Lower bound of this distribution. */ + private final double lower; + /** Upper bound of this distribution. */ + private final double upper; + + /** A standard normal distribution used for calculations. */ + private final NormalDistribution standardNormal; + /** Stored value of @{code standardNormal.cumulativeProbability((lower - mean) / sd)} for faster computations. */ + private final double cdfAlpha; + /** + * Stored value of @{code standardNormal.cumulativeProbability((upper - mean) / sd) - cdfAlpha} + * for faster computations. + */ + private final double cdfDelta; + Review comment: Remove the double line break. ---------------------------------------------------------------- This is an automated message from the Apache Git Service. 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