| # 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("<name-of-this-file>") |
| # |
| # 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) |