# Copyright 2004 The Apache Software Foundation # # 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. # #------------------------------------------------------------------------------ # R source file to validate Normal distribution tests in # org.apache.commons.math.distribution.NormalDistributionTest # # To run the test, install R, put this file and testFunctions # into the same directory, launch R from this directory and then enter # source("") # # R functions used # pnorm(q, mean=0, sd=1, lower.tail = TRUE, log.p = FALSE) <-- distribution #----------------------------------------------------------------------------- tol <- 1E-7 # Function definitions source("testFunctions") # utility test functions # function to verify distribution computations verifyDistribution <- function(points, expected, mu, sigma, tol) { rDistValues <- rep(0, length(points)) i <- 0 for (point in points) { i <- i + 1 rDistValues[i] <- pnorm(point, mu, sigma, log = FALSE) } output <- c("Distribution test mu = ",mu,", sigma = ", sigma) if (assertEquals(expected, rDistValues, tol, "Distribution Values")) { displayPadded(output, SUCCEEDED, WIDTH) } else { displayPadded(output, FAILED, WIDTH) } } #-------------------------------------------------------------------------- cat("Normal test cases\n") mu <- 2.1 sigma <- 1.4 distributionValues <- c(0.001, 0.01, 0.025, 0.05, 0.1, 0.999, 0.990, 0.975, 0.950, 0.900) distributionPoints <- c(-2.226325, -1.156887, -0.6439496, -0.2027951, 0.3058278, 6.426325, 5.356887, 4.84395, 4.402795, 3.894172) verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol) distributionValues <- c(0.02275013, 0.1586553, 0.5, 0.8413447, 0.9772499, 0.9986501, 0.9999683, 0.9999997) distributionPoints <- c(mu - 2 *sigma, mu - sigma, mu, mu + sigma, mu + 2 * sigma, mu + 3 * sigma, mu + 4 * sigma, mu + 5 * sigma) verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol) mu <- 0 sigma <- 1 distributionPoints <- c(mu - 2 *sigma, mu - sigma, mu, mu + sigma, mu + 2 * sigma, mu + 3 * sigma, mu + 4 * sigma, mu + 5 * sigma) verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol) mu <- 0 sigma <- 0.1 distributionPoints <- c(mu - 2 *sigma, mu - sigma, mu, mu + sigma, mu + 2 * sigma, mu + 3 * sigma, mu + 4 * sigma, mu + 5 * sigma) verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol) displayDashes(WIDTH)