# 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. # #------------------------------------------------------------------------------ # 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-9 # 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) } } # function to verify density computations verifyDensity <- function(points, expected, mu, sigma, tol) { rDensityValues <- rep(0, length(points)) i <- 0 for (point in points) { i <- i + 1 rDensityValues[i] <- dnorm(point, mu, sigma, log = FALSE) } output <- c("Density test mu = ",mu,", sigma = ", sigma) if (assertEquals(expected, rDensityValues, tol, "Density 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) densityValues <- c(0.00240506434076, 0.0190372444310, 0.0417464784322, 0.0736683145538, 0.125355951380, 0.00240506434076, 0.0190372444310, 0.0417464784322, 0.0736683145538, 0.125355951380) distributionPoints <- c(-2.226325228634938, -1.156887023657177, -0.643949578356075, -0.2027950777320613, 0.305827808237559, 6.42632522863494, 5.35688702365718, 4.843949578356074, 4.40279507773206, 3.89417219176244) verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol) verifyDensity(distributionPoints, densityValues, mu, sigma, tol) distributionValues <- c( 0.0227501319482, 0.158655253931, 0.5, 0.841344746069, 0.977249868052, 0.998650101968, 0.999968328758, 0.999999713348) densityValues <- c(0.0385649760808, 0.172836231799, 0.284958771715, 0.172836231799, 0.0385649760808, 0.00316560600853, 9.55930184035e-05, 1.06194251052e-06) 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) verifyDensity(distributionPoints, densityValues, 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) densityValues <- c(0.0539909665132, 0.241970724519, 0.398942280401, 0.241970724519, 0.0539909665132, 0.00443184841194, 0.000133830225765, 1.48671951473e-06) verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol) verifyDensity(distributionPoints, densityValues, 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) densityValues <- c(0.539909665132, 2.41970724519, 3.98942280401, 2.41970724519, 0.539909665132, 0.0443184841194, 0.00133830225765, 1.48671951473e-05) verifyDistribution(distributionPoints, distributionValues, mu, sigma, tol) verifyDensity(distributionPoints, densityValues, mu, sigma, tol) displayDashes(WIDTH)