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- # include <cstdlib>
- # include <iostream>
- # include <iomanip>
- # include <cmath>
- # include <ctime>
- using namespace std;
- # include "truncated_normal.hpp"
- int main ( );
- void i4_uniform_ab_test ( );
- void normal_01_cdf_test ( );
- void normal_01_cdf_inv_test ( );
- void normal_01_mean_test ( );
- void normal_01_moment_test ( );
- void normal_01_pdf_test ( );
- void normal_01_sample_test ( );
- void normal_01_variance_test ( );
- void normal_ms_cdf_test ( );
- void normal_ms_cdf_inv_test ( );
- void normal_ms_mean_test ( );
- void normal_ms_moment_test ( );
- void normal_ms_moment_central_test ( );
- void normal_ms_pdf_test ( );
- void normal_ms_sample_test ( );
- void normal_ms_variance_test ( );
- void r8_choose_test ( );
- void r8_factorial2_test ( );
- void r8_mop_test ( );
- void r8_uniform_01_test ( );
- void r8poly_print_test ( );
- void r8poly_value_horner_test ( );
- void r8vec_linspace_new_test ( );
- void r8vec_print_test ( );
- void truncated_normal_a_cdf_test ( );
- void truncated_normal_a_cdf_inv_test ( );
- void truncated_normal_a_mean_test ( );
- void truncated_normal_a_moment_test ( );
- void truncated_normal_a_pdf_test ( );
- void truncated_normal_a_sample_test ( );
- void truncated_normal_a_variance_test ( );
- void truncated_normal_ab_cdf_test ( );
- void truncated_normal_ab_cdf_inv_test ( );
- void truncated_normal_ab_mean_test ( );
- void truncated_normal_ab_moment_test ( );
- void truncated_normal_ab_pdf_test ( );
- void truncated_normal_ab_sample_test ( );
- void truncated_normal_ab_variance_test ( );
- void truncated_normal_b_cdf_test ( );
- void truncated_normal_b_cdf_inv_test ( );
- void truncated_normal_b_mean_test ( );
- void truncated_normal_b_moment_test ( );
- void truncated_normal_b_pdf_test ( );
- void truncated_normal_b_sample_test ( );
- void truncated_normal_b_variance_test ( );
- //****************************************************************************80
- int main ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // MAIN is the main program for TRUNCATED_NORMAL_PRB.
- //
- // Discussion:
- //
- // TRUNCATED_NORMAL_PRB tests the TRUNCATED_NORMAL library.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- timestamp ( );
- cout << "\n";
- cout << "TRUNCATED_NORMAL_PRB\n";
- cout << " C++ version.\n";
- cout << " Test the TRUNCATED_NORMAL library.\n";
- //
- // Utilities.
- //
- i4_uniform_ab_test ( );
- r8_choose_test ( );
- r8_factorial2_test ( );
- r8_mop_test ( );
- r8_uniform_01_test ( );
- r8poly_print_test ( );
- r8poly_value_horner_test ( );
- r8vec_linspace_new_test ( );
- r8vec_print_test ( );
- //
- // Library.
- //
- normal_01_cdf_test ( );
- normal_01_cdf_inv_test ( );
- normal_01_mean_test ( );
- normal_01_moment_test ( );
- normal_01_pdf_test ( );
- normal_01_sample_test ( );
- normal_01_variance_test ( );
- normal_ms_cdf_test ( );
- normal_ms_cdf_inv_test ( );
- normal_ms_mean_test ( );
- normal_ms_moment_test ( );
- normal_ms_moment_central_test ( );
- normal_ms_pdf_test ( );
- normal_ms_sample_test ( );
- normal_ms_variance_test ( );
- truncated_normal_a_cdf_test ( );
- truncated_normal_a_cdf_inv_test ( );
- truncated_normal_a_mean_test ( );
- truncated_normal_a_moment_test ( );
- truncated_normal_a_pdf_test ( );
- truncated_normal_a_sample_test ( );
- truncated_normal_a_variance_test ( );
- truncated_normal_ab_cdf_test ( );
- truncated_normal_ab_cdf_inv_test ( );
- truncated_normal_ab_mean_test ( );
- truncated_normal_ab_moment_test ( );
- truncated_normal_ab_pdf_test ( );
- truncated_normal_ab_sample_test ( );
- truncated_normal_ab_variance_test ( );
- truncated_normal_b_cdf_test ( );
- truncated_normal_b_cdf_inv_test ( );
- truncated_normal_b_mean_test ( );
- truncated_normal_b_moment_test ( );
- truncated_normal_b_pdf_test ( );
- truncated_normal_b_sample_test ( );
- truncated_normal_b_variance_test ( );
- //
- // Terminate.
- //
- cout << "\n";
- cout << "TRUNCATED_NORMAL_PRB\n";
- cout << " Normal end of execution.\n";
- cout << "\n";
- timestamp ( );
- return 0;
- }
- //****************************************************************************80
- void i4_uniform_ab_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // I4_UNIFORM_AB_TEST tests I4_UNIFORM_AB.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 27 October 2014
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int a = -100;
- int b = 200;
- int i;
- int j;
- int seed = 123456789;
- cout << "\n";
- cout << "I4_UNIFORM_AB_TEST\n";
- cout << " I4_UNIFORM_AB computes pseudorandom values\n";
- cout << " in an interval [A,B].\n";
- cout << "\n";
- cout << " The lower endpoint A = " << a << "\n";
- cout << " The upper endpoint B = " << b << "\n";
- cout << " The initial seed is " << seed << "\n";
- cout << "\n";
- for ( i = 1; i <= 20; i++ )
- {
- j = i4_uniform_ab ( a, b, seed );
- cout << " " << setw(8) << i
- << " " << setw(8) << j << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_01_cdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_01_CDF_TEST tests NORMAL_01_CDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 27 February 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double cdf1;
- double cdf2;
- int n_data;
- double x;
- cout << "\n";
- cout << "NORMAL_01_CDF_TEST\n";
- cout << " NORMAL_01_CDF evaluates the Normal 01 CDF;\n";
- cout << "\n";
- cout << " X CDF CDF\n";
- cout << " (exact) (computed)\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- normal_01_cdf_values ( n_data, x, cdf1 );
- if ( n_data == 0 )
- {
- break;
- }
- cdf2 = normal_01_cdf ( x );
- cout << " " << setw(14) << x
- << " " << setw(24) << cdf1
- << " " << setw(24) << cdf2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_01_cdf_inv_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_01_CDF_INV_TEST tests NORMAL_01_CDF_INV.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 28 February 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double cdf;
- int n_data;
- double x1;
- double x2;
- cout << "\n";
- cout << "NORMAL_01_CDF_INV_TEST\n";
- cout << " NORMAL_01_CDF_INV inverts the Normal 01 CDF;\n";
- cout << "\n";
- cout << " CDF X X\n";
- cout << " (exact) (computed)\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- normal_01_cdf_values ( n_data, x1, cdf );
- if ( n_data == 0 )
- {
- break;
- }
- x2 = normal_01_cdf_inv ( cdf );
- cout << " " << setw(14) << cdf
- << " " << setw(24) << x1
- << " " << setw(24) << x2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_01_mean_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_01_MEAN_TEST tests NORMAL_01_MEAN.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 01 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i;
- double mean;
- int sample_num;
- int seed = 123456789;
- double *x;
- double xmax;
- double xmin;
- cout << "\n";
- cout << "NORMAL_01_MEAN_TEST\n";
- cout << " NORMAL_01_MEAN computes the Normal 01 mean;\n";
- mean = normal_01_mean ( );
- cout << "\n";
- cout << " PDF mean = " << mean << "\n";
- sample_num = 1000;
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = normal_01_sample ( seed );
- }
- mean = r8vec_mean ( sample_num, x );
- xmax = r8vec_max ( sample_num, x );
- xmin = r8vec_min ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample mean = " << mean << "\n";
- cout << " Sample maximum = " << xmax << "\n";
- cout << " Sample minimum = " << xmin << "\n";
- delete [] x;
- return;
- }
- //****************************************************************************80
- void normal_01_moment_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_01_MOMENT_TEST tests NORMAL_01_MOMENT.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 01 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double moment;
- int order;
- cout << "\n";
- cout << "NORMAL_01_MOMENT_TEST\n";
- cout << " NORMAL_01_MOMENT evaluates Normal 01 moments;\n";
- cout << "\n";
- cout << " Order Moment\n";
- cout << "\n";
- for ( order = 0; order <= 10; order++ )
- {
- moment = normal_01_moment ( order );
- cout << " " << setw(14) << order
- << " " << setw(14) << moment << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_01_pdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_01_PDF_TEST tests NORMAL_01_PDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 01 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i;
- double pdf;
- double x;
- cout << "\n";
- cout << "NORMAL_01_PDF_TEST\n";
- cout << " NORMAL_01_PDF evaluates the Normal 01 PDF;\n";
- cout << "\n";
- cout << " X PDF\n";
- cout << "\n";
- for ( i = - 20; i <= 20; i++ )
- {
- x = ( double ) ( i ) / 10.0;
- pdf = normal_01_pdf ( x );
- cout << " " << setw(14) << x
- << " " << setw(14) << pdf << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_01_sample_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_01_SAMPLE_TEST tests NORMAL_01_SAMPLE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 26 February 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i;
- int seed;
- double x;
- cout << "\n";
- cout << "NORMAL_01_SAMPLE_TEST\n";
- cout << " NORMAL_01_SAMPLE returns samples from the normal\n";
- cout << " distribution with mean 0 and standard deviation 1.\n";
- cout << "\n";
- seed = 123456789;
- for ( i = 1; i <= 10; i++ )
- {
- x = normal_01_sample ( seed );
- cout << " " << setw(4) << i
- << " " << setw(14) << x << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_01_variance_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_01_VARIANCE_TEST tests NORMAL_01_VARIANCE;
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 02 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i;
- int sample_num;
- int seed = 123456789;
- double variance;
- double *x;
- cout << "\n";
- cout << "NORMAL_01_VARIANCE_TEST\n";
- cout << " NORMAL_01_VARIANCE computes the Normal 01 variance;\n";
- variance = normal_01_variance ( );
- cout << "\n";
- cout << " PDF variance = " << variance << "\n";
- sample_num = 1000;
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = normal_01_sample ( seed );
- }
- variance = r8vec_variance ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample variance = " << variance << "\n";
- delete [] x;
- return;
- }
- //****************************************************************************80
- void normal_ms_cdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_MS_CDF_TEST tests NORMAL_MS_CDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 05 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double cdf;
- int i;
- double mu;
- double sigma;
- double x;
- cout << "\n";
- cout << "NORMAL_MS_CDF_TEST\n";
- cout << " NORMAL_MS_CDF evaluates the Normal MS CDF;\n";
- mu = 100.0;
- sigma = 15.0;
- cout << "\n";
- cout << " Parameter MU = " << mu << "\n";
- cout << " Parameteter SIGMA = " << sigma << "\n";
- cout << "\n";
- cout << " X CDF\n";
- cout << "\n";
- for ( i = - 20; i <= +20; i++ )
- {
- x = mu + sigma * ( double ) ( i ) / 10.0;
- cdf = normal_ms_cdf ( x, mu, sigma );
- cout << " " << setw(14) << x
- << " " << setw(24) << cdf << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_ms_cdf_inv_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_MS_CDF_INV_TEST tests NORMAL_MS_CDF_INV.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 04 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double cdf;
- int i;
- double mu;
- double sigma;
- double x;
- double x2;
- cout << "\n";
- cout << "NORMAL_MS_CDF_INV_TEST\n";
- cout << " NORMAL_MS_CDF_INV inverts the Normal MS CDF;\n";
- mu = 100.0;
- sigma = 15.0;
- cout << "\n";
- cout << " Parameter MU = " << mu << "\n";
- cout << " Parameteter SIGMA = " << sigma << "\n";
- cout << "\n";
- cout << " X CDF CDF_INV\n";
- cout << "\n";
- for ( i = - 20; i <= +20; i++ )
- {
- x = mu + sigma * ( double ) ( i ) / 10.0;
- cdf = normal_ms_cdf ( x, mu, sigma );
- x2 = normal_ms_cdf_inv ( cdf, mu, sigma );
- cout << " " << setw(14) << x
- << " " << setw(14) << cdf
- << " " << setw(14) << x2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_ms_mean_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_MS_MEAN_TEST tests NORMAL_MS_MEAN.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 04 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i;
- double mean;
- double mu;
- int sample_num;
- int seed = 123456789;
- double sigma;
- double *x;
- double xmax;
- double xmin;
- cout << "\n";
- cout << "NORMAL_MS_MEAN_TEST\n";
- cout << " NORMAL_MS_MEAN computes the Normal MS mean.\n";
- mu = 100.0;
- sigma = 15.0;
- cout << "\n";
- cout << " Parameter MU = " << mu << "\n";
- cout << " Parameteter SIGMA = " << sigma << "\n";
- mean = normal_ms_mean ( mu, sigma );
- cout << "\n";
- cout << " PDF mean = " << mean << "\n";
- sample_num = 1000;
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = normal_ms_sample ( mu, sigma, seed );
- }
- mean = r8vec_mean ( sample_num, x );
- xmax = r8vec_max ( sample_num, x );
- xmin = r8vec_min ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample mean = " << mean << "\n";
- cout << " Sample maximum = " << xmax << "\n";
- cout << " Sample minimum = " << xmin << "\n";
- delete [] x;
- return;
- }
- //****************************************************************************80
- void normal_ms_moment_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_MOMENT_MS_TEST tests NORMAL_MS_MOMENT.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 31 August 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double moment1;
- double moment2;
- double mu;
- double mu_test[4] = { 0.0, 2.0, 10.0, 0.0 };
- int order;
- double sigma;
- double sigma_test[4] = { 1.0, 1.0, 2.0, 2.0 };
- int test;
- int test_num = 4;
-
- cout << "\n";
- cout << "NORMAL_MOMENT_MS_TEST\n";
- cout << " NORMAL_MS_MOMENT evaluates the moments of the Normal MS distribution.\n";
- for ( test = 0; test < test_num; test++ )
- {
- mu = mu_test[test];
- sigma = sigma_test[test];
- cout << "\n";
- cout << " Mu = " << mu
- << " Sigma = " << sigma << "\n";
- cout << " Order Moment\n";
- cout << "\n";
- for ( order = 0; order <= 8; order++ )
- {
- moment1 = normal_ms_moment ( order, mu, sigma );
- moment2 = normal_ms_moment_values ( order, mu, sigma );
- cout << " " << setw(2) << order
- << " " << setw(14) << moment1
- << " " << setw(14) << moment2 << "\n";
- }
- }
- return;
- }
- //****************************************************************************80
- void normal_ms_moment_central_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_MS_MOMENT_CENTRAL_TEST tests NORMAL_MS_MOMENT_CENTRAL.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 31 August 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double moment1;
- double moment2;
- double mu;
- double mu_test[4] = { 0.0, 2.0, 10.0, 0.0 };
- int order;
- double sigma;
- double sigma_test[4] = { 1.0, 1.0, 2.0, 2.0 };
- int test;
- int test_num = 4;
-
- cout << "\n";
- cout << "NORMAL_MS_MOMENT_CENTRAL_TEST\n";
- cout << " NORMAL_MS_MOMENT_CENTRAL evaluates the central moments of the\n";
- cout << " Normal MS distribution.\n";
- for ( test = 0; test < test_num; test++ )
- {
- mu = mu_test[test];
- sigma = sigma_test[test];
- cout << "\n";
- cout << " Mu = " << mu
- << " Sigma = " << sigma << "\n";
- cout << " Order Moment\n";
- cout << "\n";
- for ( order = 0; order <= 8; order++ )
- {
- moment1 = normal_ms_moment_central ( order, mu, sigma );
- moment2 = normal_ms_moment_central_values ( order, mu, sigma );
- cout << " " << setw(2) << order
- << " " << setw(14) << moment1
- << " " << setw(14) << moment2 << "\n";
- }
- }
- return;
- }
- //****************************************************************************80
- void normal_ms_pdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_MS_PDF_TEST tests NORMAL_MS_PDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 04 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i;
- double mu;
- double pdf;
- double sigma;
- double x;
- cout << "\n";
- cout << "NORMAL_MS_PDF_TEST\n";
- cout << " NORMAL_MS_PDF evaluates the Normal MS PDF;\n";
- mu = 100.0;
- sigma = 15.0;
- cout << "\n";
- cout << " Parameter MU = " << mu << "\n";
- cout << " Parameteter SIGMA = " << sigma << "\n";
- cout << "\n";
- cout << " X PDF\n";
- cout << "\n";
- for ( i = - 20; i <= +20; i++ )
- {
- x = mu + sigma * ( double ) ( i ) / 10.0;
- pdf = normal_ms_pdf ( mu, sigma, x );
- cout << " " << setw(14) << x
- << " " << setw(24) << pdf << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_ms_sample_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_MS_SAMPLE_TEST tests NORMAL_MS_SAMPLE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 04 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i;
- double mu;
- int seed;
- double sigma;
- double x;
- cout << "\n";
- cout << "NORMAL_MS_SAMPLE_TEST\n";
- cout << " NORMAL_MS_SAMPLE returns samples from the Normal MS PDF.\n";
- mu = 100.0;
- sigma = 15.0;
- cout << "\n";
- cout << " Parameter MU = " << mu << "\n";
- cout << " Parameteter SIGMA = " << sigma << "\n";
- cout << "\n";
- seed = 123456789;
- for ( i = 1; i <= 10; i++ )
- {
- x = normal_ms_sample ( mu, sigma, seed );
- cout << " " << setw(4) << i
- << " " << setw(14) << x << "\n";
- }
- return;
- }
- //****************************************************************************80
- void normal_ms_variance_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // NORMAL_MS_VARIANCE_TEST tests NORMAL_MS_VARIANCE;
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 04 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i;
- double mu;
- int sample_num;
- int seed = 123456789;
- double sigma;
- double variance;
- double *x;
- cout << "\n";
- cout << "NORMAL_MS_VARIANCE_TEST\n";
- cout << " NORMAL_MS_VARIANCE computes the Normal MS variance;\n";
- mu = 100.0;
- sigma = 15.0;
- cout << "\n";
- cout << " Parameter MU = " << mu << "\n";
- cout << " Parameteter SIGMA = " << sigma << "\n";
- variance = normal_ms_variance ( mu, sigma );
- cout << "\n";
- cout << " PDF variance = " << variance << "\n";
- sample_num = 1000;
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = normal_ms_sample ( mu, sigma, seed );
- }
- variance = r8vec_variance ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample variance = " << variance << "\n";
- delete [] x;
- return;
- }
- //****************************************************************************80
- void r8_choose_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // R8_CHOOSE_TEST tests R8_CHOOSE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 26 July 2014
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double cnk;
- int k;
- int n;
- cout << "\n";
- cout << "R8_CHOOSE_TEST\n";
- cout << " R8_CHOOSE evaluates C(N,K).\n";
- cout << "\n";
- cout << " N K CNK\n";
-
- for ( n = 0; n <= 5; n++ )
- {
- cout << "\n";
- for ( k = 0; k <= n; k++ )
- {
- cnk = r8_choose ( n, k );
- cout << setw(10) << n << " "
- << setw(8) << k << " "
- << setw(14) << cnk << "\n";
- }
- }
-
- return;
- }
- //****************************************************************************80
- void r8_factorial2_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // R8_FACTORIAL2_TEST tests R8_FACTORIAL2.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 08 February 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double f1;
- double f2;
- int n;
- int n_data;
- streamsize ss;
- //
- // Save the current precision.
- //
- ss = cout.precision ( );
- cout << "\n";
- cout << "R8_FACTORIAL2_TEST\n";
- cout << " R8_FACTORIAL2 evaluates the double factorial function.\n";
- cout << "\n";
- cout << " N Exact Computed\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- r8_factorial2_values ( n_data, n, f1 );
- if ( n_data == 0 )
- {
- break;
- }
- f2 = r8_factorial2 ( n );
- cout << " "
- << setw(4) << n << " "
- << setprecision(16) << setw(24) << f1 << " "
- << setprecision(16) << setw(24) << f2 << "\n";
- }
- //
- // Restore the default precision.
- //
- cout.precision ( ss );
- return;
- }
- //****************************************************************************80
- void r8_mop_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // R8_MOP_TEST tests R8_MOP.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 06 December 2014
- //
- // Author:
- //
- // John Burkardt
- //
- {
- int i4;
- int i4_max;
- int i4_min;
- double r8;
- int seed = 123456789;
- int test;
- cout << "\n";
- cout << "R8_MOP_TEST\n";
- cout << " R8_MOP evaluates (-1.0)^I4 as an R8.\n";
- cout << "\n";
- cout << " I4 R8_MOP(I4)\n";
- cout << "\n";
- i4_min = -100;
- i4_max = +100;
- for ( test = 1; test <= 10; test++ )
- {
- i4 = i4_uniform_ab ( i4_min, i4_max, seed );
- r8 = r8_mop ( i4 );
- cout << " "
- << setw(4) << i4 << " "
- << setw(4) <<r8 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void r8_uniform_01_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // R8_UNIFORM_01_TEST tests R8_UNIFORM_01.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 12 September 2005
- //
- // Author:
- //
- // John Burkardt
- //
- {
- # define N 1000
- int i;
- double max;
- double mean;
- double min;
- int n;
- int seed = 123456789;
- double x[N];
- double variance;
- cout << "\n";
- cout << "R8_UNIFORM_01_TEST\n";
- cout << " R8_UNIFORM_01 samples a uniform random distribution in [0,1].\n";
- cout << " distributed random numbers.\n";
- cout << " Using initial random number seed = " << seed << "\n";
- for ( i = 0; i < N; i++ )
- {
- x[i] = r8_uniform_01 ( seed );
- }
- cout << "\n";
- cout << " First few values:\n";
- cout << "\n";
- for ( i = 0; i < 10; i++ )
- {
- cout << " " << setw(6) << i
- << " " << setw(14) << x[i] << "\n";
- }
- min = r8vec_min ( N, x );
- max = r8vec_max ( N, x );
- mean = r8vec_mean ( N, x );
- variance = r8vec_variance ( N, x );
- cout << "\n";
- cout << " Number of samples was " << N << "\n";
- cout << " Minimum value was " << min << "\n";
- cout << " Maximum value was " << max << "\n";
- cout << " Average value was " << mean << "\n";
- cout << " Variance was " << variance << "\n";
- return;
- # undef N
- }
- //****************************************************************************80
- void r8poly_print_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // R8POLY_PRINT_TEST tests R8POLY_PRINT.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 03 January 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double c[6] = { 2.0, -3.4, 56.0, 0.0, 0.78, 9.0 };
- int m = 5;
- cout << "\n";
- cout << "R8POLY_PRINT_TEST\n";
- cout << " R8POLY_PRINT prints an R8POLY.\n";
- r8poly_print ( m, c, " The R8POLY:" );
- return;
- }
- //****************************************************************************80
- void r8poly_value_horner_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // R8POLY_VALUE_HORNER_TEST tests R8POLY_VALUE_HORNER.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 02 January 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double c[5] = { 24.0, -50.0, +35.0, -10.0, 1.0 };
- int i;
- int m = 4;
- int n = 16;
- double p;
- double *x;
- double x_hi;
- double x_lo;
- cout << "\n";
- cout << "R8POLY_VALUE_HORNER_TEST\n";
- cout << " R8POLY_VALUE_HORNER evaluates a polynomial at\n";
- cout << " one point, using Horner's method.\n";
- r8poly_print ( m, c, " The polynomial coefficients:" );
- x_lo = 0.0;
- x_hi = 5.0;
- x = r8vec_linspace_new ( n, x_lo, x_hi );
- cout << "\n";
- cout << " I X P(X)\n";
- cout << "\n";
- for ( i = 0; i < n; i++ )
- {
- p = r8poly_value_horner ( m, c, x[i] );
- cout << " " << setw(2) << i
- << " " << setw(8) << x[i]
- << " " << setw(14) << p << "\n";
- }
- delete [] x;
- return;
- }
- //****************************************************************************80
- void r8vec_linspace_new_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // R8VEC_LINSPACE_NEW_TEST tests R8VEC_LINSPACE_NEW.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 03 June 2012
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double b;
- int n = 5;
- double *x;
- cout << "\n";
- cout << "R8VEC_LINSPACE_NEW_TEST\n";
- cout << " For a R8VEC:\n";
- cout << " R8VEC_LINSPACE_NEW: evenly spaced points between A and B;\n";
- a = 10.0;
- b = 20.0;
- x = r8vec_linspace_new ( n, a, b );
- r8vec_print ( n, x, " r8vec_linspace ( 5, 10, 20 )" );
- delete [] x;
- return;
- }
- //****************************************************************************80
- void r8vec_print_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // R8VEC_PRINT_TEST tests R8VEC_PRINT.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 31 August 2014
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a[4] = { 123.456, 0.000005, -1.0E+06, 3.14159265 };
- int n = 4;
- cout << "\n";
- cout << "TEST1335\n";
- cout << " R8VEC_PRINT prints an R8VEC.\n";
- r8vec_print ( n, a, " The R8VEC:" );
- return;
- }
- //****************************************************************************80
- void truncated_normal_a_cdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_A_CDF_TEST tests TRUNCATED_NORMAL_A_CDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 14 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double cdf1;
- double cdf2;
- double mu;
- int n_data;
- double sigma;
- double x;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_A_CDF_TEST:\n";
- cout << " TRUNCATED_NORMAL_A_CDF evaluates\n";
- cout << " the lower Truncated Normal Cumulative Density Function.\n";
- cout << "\n";
- cout << " MU S A X CDF1 CDF2\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- truncated_normal_a_cdf_values ( n_data, mu, sigma, a, x, cdf1 );
- if ( n_data == 0 )
- {
- break;
- }
- cdf2 = truncated_normal_a_cdf ( x, mu, sigma, a );
- cout << " " << setw(8) << mu
- << " " << setw(8) << sigma
- << " " << setw(8) << a
- << " " << setw(8) << x
- << " " << setprecision(16) << setw(24) << cdf1
- << " " << setprecision(16) << setw(24) << cdf2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_a_cdf_inv_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_A_CDF_INV_TEST tests TRUNCATED_NORMAL_A_CDF_INV.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double cdf;
- int i;
- double mu;
- int sample_num = 10;
- int seed;
- double sigma;
- double x;
- double x2;
- a = 50.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_A_CDF_INV_TEST:\n";
- cout << " TRUNCATED_NORMAL_A_CDF_INV inverts the CDF of\n";
- cout << " the lower Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval [" << a << ",+oo)\n";
- cout << "\n";
- cout << " X CDF CDF_INV\n";
- cout << "\n";
- for ( i = 0; i < sample_num; i++ )
- {
- x = truncated_normal_a_sample ( mu, sigma, a, seed );
- cdf = truncated_normal_a_cdf ( x, mu, sigma, a );
- x2 = truncated_normal_a_cdf_inv ( cdf, mu, sigma, a );
- cout << " " << setw(2) << i
- << " " << setw(14) << x
- << " " << setw(14) << cdf
- << " " << setw(14) << x2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_a_mean_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_A_MEAN_TEST tests TRUNCATED_NORMAL_A_MEAN.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- int i;
- double mean;
- double mu;
- int sample_num = 1000;
- int seed;
- double sigma;
- double *x;
- double xmax;
- double xmin;
- a = 50.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_A_MEAN_TEST\n";
- cout << " TRUNCATED_NORMAL_A_MEAN computes the mean\n";
- cout << " of the lower Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval [" << a << ",+oo)\n";
- mean = truncated_normal_a_mean ( mu, sigma, a );
- cout << "\n";
- cout << " PDF mean = " << mean << "\n";
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = truncated_normal_a_sample ( mu, sigma, a, seed );
- }
- mean = r8vec_mean ( sample_num, x );
- xmax = r8vec_max ( sample_num, x );
- xmin = r8vec_min ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample mean = " << mean << "\n";
- cout << " Sample maximum = " << xmax << "\n";
- cout << " Sample minimum = " << xmin << "\n";
- delete [] x;
- return;
- }
- //****************************************************************************80
- void truncated_normal_a_moment_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_A_MOMENT_TEST tests TRUNCATED_NORMAL_A_MOMENT.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 11 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double a_test[6] = {
- 0.0, -10.0, 10.0, -10.0, 10.0, -10.0 };
- double moment;
- double mu;
- double mu_test[6] = {
- 0.0, 0.0, 0.0, 0.0, 0.0, -5.0 };
- int order;
- double sigma;
- double sigma_test[6] = {
- 1.0, 1.0, 1.0, 2.0, 2.0, 1.0 };
- int test;
- int test_num;
- test_num = 6;
-
- cout << "\n";
- cout << "TRUNCATED_NORMAL_A_MOMENT_TEST\n";
- cout << " TRUNCATED_NORMAL_A_MOMENT evaluates the moments\n";
- cout << " of the Lower Truncated Normal Distribution.\n";
- for ( test = 0; test < test_num; test++ )
- {
- mu = mu_test[test];
- sigma = sigma_test[test];
- a = a_test[test];
- cout << "\n";
- cout << " Test = " << test
- << ", Mu = " << mu
- << ", Sigma = " << sigma
- << ", A = " << a << "\n";
- cout << " Order Moment\n";
- cout << "\n";
- for ( order = 0; order <= 8; order++ )
- {
- moment = truncated_normal_a_moment ( order, mu, sigma, a );
- cout << " " << setw(2) << order
- << " " << setw(14) << moment << "\n";
- }
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_a_pdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_A_PDF_TEST tests TRUNCATED_NORMAL_A_PDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 14 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double mu;
- int n_data;
- double pdf1;
- double pdf2;
- double sigma;
- double x;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_A_PDF_TEST:\n";
- cout << " TRUNCATED_NORMAL_A_PDF evaluates the PDF of\n";
- cout << " the lower Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " MU S A X PDF1 PDF2\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- truncated_normal_a_pdf_values ( n_data, mu, sigma, a, x, pdf1 );
- if ( n_data == 0 )
- {
- break;
- }
- pdf2 = truncated_normal_a_pdf ( x, mu, sigma, a );
- cout << " " << setw(8) << mu
- << " " << setw(8) << sigma
- << " " << setw(8) << a
- << " " << setw(8) << x
- << " " << setprecision(16) << setw(24) << pdf1
- << " " << setprecision(16)<< setw(24) << pdf2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_a_sample_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_A_SAMPLE_TEST tests TRUNCATED_NORMAL_A_SAMPLE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- int i;
- double mu;
- int sample_num = 10;
- int seed;
- double sigma;
- double x;
- a = 50.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_A_SAMPLE_TEST:\n";
- cout << " TRUNCATED_NORMAL_A_SAMPLE samples\n";
- cout << " the lower Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval [" << a << ",+oo)\n";
- cout << "\n";
- for ( i = 0; i < sample_num; i++ )
- {
- x = truncated_normal_a_sample ( mu, sigma, a, seed );
- cout << " " << setw(2) << i
- << " " << setw(14) << x << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_a_variance_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_A_VARIANCE_TEST tests TRUNCATED_NORMAL_A_VARIANCE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- int i;
- double mu;
- int sample_num = 1000;
- int seed;
- double sigma;
- double variance;
- double *x;
- a = 50.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_A_VARIANCE_TEST\n";
- cout << " TRUNCATED_NORMAL_A_VARIANCE computes the variance\n";
- cout << " of the lower Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval [" << a << ",+oo)\n";
- variance = truncated_normal_a_variance ( mu, sigma, a );
- cout << "\n";
- cout << " PDF variance = " << variance << "\n";
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = truncated_normal_a_sample ( mu, sigma, a, seed );
- }
- variance = r8vec_variance ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample variance = " << variance << "\n";
-
- delete [] x;
- return;
- }
- //****************************************************************************80
- void truncated_normal_ab_cdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_AB_CDF_TEST tests TRUNCATED_NORMAL_AB_CDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 13 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double b;
- double cdf1;
- double cdf2;
- double mu;
- int n_data;
- double sigma;
- double x;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_AB_CDF_TEST:\n";
- cout << " TRUNCATED_NORMAL_AB_CDF evaluates\n";
- cout << " the Truncated Normal Cumulative Density Function.\n";
- cout << "\n";
- cout << " MU S A B X CDF1 CDF2\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- truncated_normal_ab_cdf_values ( n_data, mu, sigma, a, b, x, cdf1 );
- if ( n_data == 0 )
- {
- break;
- }
- cdf2 = truncated_normal_ab_cdf ( x, mu, sigma, a, b );
- cout << " " << setw(8) << mu
- << " " << setw(8) << sigma
- << " " << setw(8) << a
- << " " << setw(8) << b
- << " " << setw(8) << x
- << " " << setprecision(16) << setw(24) << cdf1
- << " " << setprecision(16) << setw(24) << cdf2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_ab_cdf_inv_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_AB_CDF_INV_TEST tests TRUNCATED_NORMAL_AB_CDF_INV.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double b;
- double cdf;
- int i;
- double mu;
- int sample_num = 10;
- int seed;
- double sigma;
- double x;
- double x2;
- a = 50.0;
- b = 150.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_AB_CDF_INV_TEST:\n";
- cout << " TRUNCATED_NORMAL_AB_CDF_INV inverts the CDF of\n";
- cout << " the Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval [" << a << "," << b << "]\n";
- cout << "\n";
- cout << " X CDF CDF_INV\n";
- cout << "\n";
- for ( i = 0; i < sample_num; i++ )
- {
- x = truncated_normal_ab_sample ( mu, sigma, a, b, seed );
- cdf = truncated_normal_ab_cdf ( x, mu, sigma, a, b );
- x2 = truncated_normal_ab_cdf_inv ( cdf, mu, sigma, a, b );
- cout << " " << setw(2) << i
- << " " << setw(14) << x
- << " " << setw(14) << cdf
- << " " << setw(14) << x2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_ab_mean_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_AB_MEAN_TEST tests TRUNCATED_NORMAL_AB_MEAN.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double b;
- int i;
- double mean;
- double mu;
- int sample_num = 1000;
- int seed;
- double sigma;
- double *x;
- double xmax;
- double xmin;
- a = 50.0;
- b = 150.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_AB_MEAN_TEST\n";
- cout << " TRUNCATED_NORMAL_AB_MEAN computes the mean\n";
- cout << " of the Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval [" << a << "," << b << "]\n";
- mean = truncated_normal_ab_mean ( mu, sigma, a, b );
- cout << "\n";
- cout << " PDF mean = " << mean << "\n";
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = truncated_normal_ab_sample ( mu, sigma, a, b, seed );
- }
- mean = r8vec_mean ( sample_num, x );
- xmax = r8vec_max ( sample_num, x );
- xmin = r8vec_min ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample mean = " << mean << "\n";
- cout << " Sample maximum = " << xmax << "\n";
- cout << " Sample minimum = " << xmin << "\n";
- delete [] x;
- return;
- }
- //****************************************************************************80
- void truncated_normal_ab_moment_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_AB_MOMENT_TEST tests TRUNCATED_NORMAL_AB_MOMENT.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 11 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double a_test[9] = {
- -1.0, 0.0, -1.0, -1.0, 0.0, 0.5, -2.0, -4.0, 4.0 };
- double b;
- double b_test[9] = {
- 1.0, 1.0, 0.0, 1.0, 2.0, 2.0, 2.0, 4.0, 7.0 };
- double moment;
- double mu;
- double mu_test[9] = {
- 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 5.0 };
- int order;
- double sigma;
- double sigma_test[9] = {
- 1.0, 1.0, 1.0, 2.0, 1.0, 1.0, 1.0, 1.0, 0.5 };
- int test;
- int test_num;
- test_num = 9;
-
- cout << "\n";
- cout << "TRUNCATED_NORMAL_AB_MOMENT_TEST\n";
- cout << " TRUNCATED_NORMAL_AB_MOMENT evaluates the moments\n";
- cout << " of the Truncated Normal PDF:\n";
- for ( test = 0; test < test_num; test++ )
- {
- mu = mu_test[test];
- sigma = sigma_test[test];
- a = a_test[test];
- b = b_test[test];
- cout << "\n";
- cout << " Test = " << test
- << ", Mu = " << mu
- << ", Sigma = " << sigma
- << ", A = " << a
- << ", B = " << b << "\n";
- cout << " Order Moment\n";
- cout << "\n";
- for ( order = 0; order <= 8; order++ )
- {
- moment = truncated_normal_ab_moment ( order, mu, sigma, a, b );
- cout << " " << setw(2) << order
- << " " << setw(14) << moment << "\n";
- }
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_ab_pdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_AB_PDF_TEST tests TRUNCATED_NORMAL_AB_PDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 13 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double b;
- double mu;
- int n_data;
- double pdf1;
- double pdf2;
- double sigma;
- double x;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_AB_PDF_TEST:\n";
- cout << " TRUNCATED_NORMAL_AB_PDF evaluates\n";
- cout << " the Truncated Normal Probability Density Function.\n";
- cout << "\n";
- cout << " MU S A B X PDF1 PDF2\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- truncated_normal_ab_pdf_values ( n_data, mu, sigma, a, b, x, pdf1 );
- if ( n_data == 0 )
- {
- break;
- }
- pdf2 = truncated_normal_ab_pdf ( x, mu, sigma, a, b );
- cout << " " << setw(8) << mu
- << " " << setw(8) << sigma
- << " " << setw(8) << a
- << " " << setw(8) << b
- << " " << setw(8) << x
- << " " << setprecision(16) << setw(24) << pdf1
- << " " << setprecision(16)<< setw(24) << pdf2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_ab_sample_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_AB_SAMPLE_TEST tests TRUNCATED_NORMAL_AB_SAMPLE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double b;
- int i;
- double mu;
- int sample_num = 10;
- int seed;
- double sigma;
- double x;
- a = 50.0;
- b = 150.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_AB_SAMPLE_TEST:\n";
- cout << " TRUNCATED_NORMAL_AB_SAMPLE samples\n";
- cout << " the Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval [" << a << "," << b << "]\n";
- cout << "\n";
- for ( i = 0; i < sample_num; i++ )
- {
- x = truncated_normal_ab_sample ( mu, sigma, a, b, seed );
- cout << " " << setw(2) << i
- << " " << setw(14) << x << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_ab_variance_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_AB_VARIANCE_TEST tests TRUNCATED_NORMAL_AB_VARIANCE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double a;
- double b;
- int i;
- double mu;
- int sample_num = 1000;
- int seed;
- double sigma;
- double variance;
- double *x;
- a = 50.0;
- b = 150.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_AB_VARIANCE_TEST\n";
- cout << " TRUNCATED_NORMAL_AB_VARIANCE computes the variance\n";
- cout << " of the Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval [" << a << "," << b << "]\n";
- variance = truncated_normal_ab_variance ( mu, sigma, a, b );
- cout << "\n";
- cout << " PDF variance = " << variance << "\n";
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = truncated_normal_ab_sample ( mu, sigma, a, b, seed );
- }
- variance = r8vec_variance ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample variance = " << variance << "\n";
-
- delete [] x;
- return;
- }
- //****************************************************************************80
- void truncated_normal_b_cdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_B_CDF_TEST tests TRUNCATED_NORMAL_B_CDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 14 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double b;
- double cdf1;
- double cdf2;
- double mu;
- int n_data;
- double sigma;
- double x;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_B_CDF_TEST:\n";
- cout << " TRUNCATED_NORMAL_B_CDF evaluates\n";
- cout << " the upper Truncated Normal Cumulative Density Function.\n";
- cout << "\n";
- cout << " MU S B X CDF1 CDF2\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- truncated_normal_b_cdf_values ( n_data, mu, sigma, b, x, cdf1 );
- if ( n_data == 0 )
- {
- break;
- }
- cdf2 = truncated_normal_b_cdf ( x, mu, sigma, b );
- cout << " " << setw(8) << mu
- << " " << setw(8) << sigma
- << " " << setw(8) << b
- << " " << setw(8) << x
- << " " << setprecision(16) << setw(24) << cdf1
- << " " << setprecision(16) << setw(24) << cdf2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_b_cdf_inv_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_B_CDF_INV_TEST tests TRUNCATED_NORMAL_B_CDF_INV.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double b;
- double cdf;
- int i;
- double mu;
- int sample_num = 10;
- int seed;
- double sigma;
- double x;
- double x2;
- b = 150.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_B_CDF_INV_TEST:\n";
- cout << " TRUNCATED_NORMAL_B_CDF_INV inverts the CDF of\n";
- cout << " the upper Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval (-oo," << b << "]\n";
- cout << "\n";
- cout << " X CDF CDF_INV\n";
- cout << "\n";
- for ( i = 0; i < sample_num; i++ )
- {
- x = truncated_normal_b_sample ( mu, sigma, b, seed );
- cdf = truncated_normal_b_cdf ( x, mu, sigma, b );
- x2 = truncated_normal_b_cdf_inv ( cdf, mu, sigma, b );
- cout << " " << setw(2) << i
- << " " << setw(14) << x
- << " " << setw(14) << cdf
- << " " << setw(14) << x2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_b_mean_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_B_MEAN_TEST tests TRUNCATED_NORMAL_B_MEAN.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double b;
- int i;
- double mean;
- double mu;
- int sample_num = 1000;
- int seed;
- double sigma;
- double *x;
- double xmax;
- double xmin;
- b = 150.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_B_MEAN_TEST\n";
- cout << " TRUNCATED_NORMAL_B_MEAN computes the mean\n";
- cout << " of the upper Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval (-oo," << b << "]\n";
- mean = truncated_normal_b_mean ( mu, sigma, b );
- cout << "\n";
- cout << " PDF mean = " << mean << "\n";
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = truncated_normal_b_sample ( mu, sigma, b, seed );
- }
- mean = r8vec_mean ( sample_num, x );
- xmax = r8vec_max ( sample_num, x );
- xmin = r8vec_min ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample mean = " << mean << "\n";
- cout << " Sample maximum = " << xmax << "\n";
- cout << " Sample minimum = " << xmin << "\n";
- delete [] x;
- return;
- }
- //****************************************************************************80
- void truncated_normal_b_moment_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_B_MOMENT_TEST tests TRUNCATED_NORMAL_B_MOMENT.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 03 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double b;
- double b_test[6] = {
- 0.0, 10.0, -10.0, 10.0, -10.0, 10.0 };
- double moment;
- double mu;
- double mu_test[6] = {
- 0.0, 0.0, 0.0, 0.0, 0.0, 5.0 };
- int order;
- double sigma;
- double sigma_test[6] = {
- 1.0, 1.0, 1.0, 2.0, 2.0, 1.0 };
- int test;
- int test_num;
- test_num = 6;
-
- cout << "\n";
- cout << "TRUNCATED_NORMAL_B_MOMENT_TEST\n";
- cout << " For the Upper Truncated Normal PDF:\n";
- cout << " TRUNCATED_NORMAL_B_MOMENT evaluates the moments.\n";
- for ( test = 0; test < test_num; test++ )
- {
- mu = mu_test[test];
- sigma = sigma_test[test];
- b = b_test[test];
- cout << "\n";
- cout << " Test = " << test
- << ", Mu = " << mu
- << ", Sigma = " << sigma
- << ", B = " << b << "\n";
- cout << " Order Moment\n";
- cout << "\n";
- for ( order = 0; order <= 8; order++ )
- {
- moment = truncated_normal_b_moment ( order, mu, sigma, b );
- cout << " " << setw(2) << order
- << " " << setw(14) << moment << "\n";
- }
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_b_pdf_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_B_PDF_TEST tests TRUNCATED_NORMAL_B_PDF.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 14 September 2013
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double b;
- double mu;
- int n_data;
- double pdf1;
- double pdf2;
- double sigma;
- double x;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_B_PDF_TEST:\n";
- cout << " TRUNCATED_NORMAL_B_PDF evaluates\n";
- cout << " the upper Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " MU S B X PDF1 PDF2\n";
- cout << "\n";
- n_data = 0;
- for ( ; ; )
- {
- truncated_normal_b_pdf_values ( n_data, mu, sigma, b, x, pdf1 );
- if ( n_data == 0 )
- {
- break;
- }
- pdf2 = truncated_normal_b_pdf ( x, mu, sigma, b );
- cout << " " << setw(8) << mu
- << " " << setw(8) << sigma
- << " " << setw(8) << b
- << " " << setw(8) << x
- << " " << setprecision(16) << setw(24) << pdf1
- << " " << setprecision(16)<< setw(24) << pdf2 << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_b_sample_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_B_SAMPLE_TEST tests TRUNCATED_NORMAL_B_SAMPLE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double b;
- int i;
- double mu;
- int sample_num = 10;
- int seed;
- double sigma;
- double x;
- b = 150.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_B_SAMPLE_TEST:\n";
- cout << " TRUNCATED_NORMAL_B_SAMPLE samples\n";
- cout << " the upper Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval (-oo," << b << "]\n";
- cout << "\n";
- for ( i = 0; i < sample_num; i++ )
- {
- x = truncated_normal_b_sample ( mu, sigma, b, seed );
- cout << " " << setw(2) << i
- << " " << setw(14) << x << "\n";
- }
- return;
- }
- //****************************************************************************80
- void truncated_normal_b_variance_test ( )
- //****************************************************************************80
- //
- // Purpose:
- //
- // TRUNCATED_NORMAL_B_VARIANCE_TEST tests TRUNCATED_NORMAL_B_VARIANCE.
- //
- // Licensing:
- //
- // This code is distributed under the GNU LGPL license.
- //
- // Modified:
- //
- // 07 March 2015
- //
- // Author:
- //
- // John Burkardt
- //
- {
- double b;
- int i;
- double mu;
- int sample_num = 1000;
- int seed;
- double sigma;
- double variance;
- double *x;
- b = 150.0;
- mu = 100.0;
- sigma = 25.0;
- seed = 123456789;
- cout << "\n";
- cout << "TRUNCATED_NORMAL_B_VARIANCE_TEST\n";
- cout << " TRUNCATED_NORMAL_B_VARIANCE computes the variance\n";
- cout << " of the upper Truncated Normal Distribution.\n";
- cout << "\n";
- cout << " The parent normal distribution has\n";
- cout << " mean = " << mu << "\n";
- cout << " standard deviation = " << sigma << "\n";
- cout << " The parent distribution is truncated to\n";
- cout << " the interval (-oo," << b << "]\n";
- variance = truncated_normal_b_variance ( mu, sigma, b );
- cout << "\n";
- cout << " PDF variance = " << variance << "\n";
- x = new double[sample_num];
- for ( i = 0; i < sample_num; i++ )
- {
- x[i] = truncated_normal_b_sample ( mu, sigma, b, seed );
- }
- variance = r8vec_variance ( sample_num, x );
- cout << "\n";
- cout << " Sample size = " << sample_num << "\n";
- cout << " Sample variance = " << variance << "\n";
-
- delete [] x;
- return;
- }
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