Update folded normal distribution reference data

Add mean/var values computed using SciPy foldnorm.
apache · Aug 15, 2024 · 5ac7332 · 5ac7332
1 parent 664cc15
commit 5ac7332
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Showing 6 changed files with 13 additions and 21 deletions.
diff --git a/...rc/test/java/org/apache/commons/statistics/distribution/FoldedNormalDistributionTest.java b/...rc/test/java/org/apache/commons/statistics/distribution/FoldedNormalDistributionTest.java
@@ -59,9 +59,7 @@ protected double getRelativeTolerance() {
      * Test the mean. This is performed using the folding together of two truncated
      * normal distributions, with the truncation at the origin.
      *
-     * <p>This test cross-validates the mean computation as the scipy reference
-     * implementation only supports a positive mu (and no sigma); and the R
-     * reference library VGAM does not provide mean computation.
+     * <p>This test cross-validates the mean computation.
      */
     @ParameterizedTest
     @MethodSource

diff --git a/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.1.properties b/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.1.properties
@@ -16,10 +16,9 @@
 # Standard half-normal distribution
 parameters = 0.0 1.0
 
-# Computed using sqrt(2/pi)
-mean = 0.797884560802865406
-# Computed using 1 - 2/pi
-variance = 0.363380227632418618
+# Computed using scipy.stats.foldnorm(0, 0, 1.0) v1.11
+mean = 0.7978845608028654
+variance = 0.3633802276324186
 lower = 0
 
 # Computed using R 4.4.1; library VGAM 1.1-11; foldnorm

diff --git a/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.2.properties b/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.2.properties
@@ -16,10 +16,9 @@
 # Scaled folded normal distribution
 parameters = 0.0 0.75
 
-# Computed using 0.75 * sqrt(2/pi)
+# Computed using scipy.stats.foldnorm(0, 0, 0.75) v1.11
 mean = 0.5984134206021491
-# Computed using 0.75^2 * (1 - 2/pi)
-variance = 0.20440137804323547
+variance = 0.2044013780432355
 lower = 0
 
 # Computed using R 4.4.1; library VGAM 1.1-11; foldnorm

diff --git a/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.3.properties b/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.3.properties
@@ -16,7 +16,7 @@
 # Shifted folded normal distribution
 parameters = 1.5 1.0
 
-# Computed using scipy.stats.foldnorm 1.11
+# Computed using scipy.stats.foldnorm(1.5) v1.11
 mean = 1.5586135875252092
 variance = 0.8207236847817971
 lower = 0

diff --git a/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.4.properties b/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.4.properties
@@ -16,11 +16,9 @@
 # Shifted and scaled folded normal distribution
 parameters = 1.5 0.75
 
-# Computed in R 4.4.1: u=1.5; s=0.75;
-# m=s*sqrt(2/pi)*exp(-u*u/(2*s*s))+u*(1-2*pnorm(-u/s))
-# v=u*u+s*s-m*m
-mean = 1.51273605392524457
-variance = 0.524129631154679476
+# Computed using scipy.stats.foldnorm(1.5/0.75, 0, 0.75) v1.11
+mean = 1.5127360539252446
+variance = 0.5241296311546797
 lower = 0
 
 # Computed using R 4.4.1; library VGAM 1.1-11; foldnorm

diff --git a/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.5.properties b/.../test/resources/org/apache/commons/statistics/distribution/test.foldednormal.5.properties
@@ -16,11 +16,9 @@
 # Shifted and scaled folded normal distribution
 parameters = -1.5 1.25
 
-# Computed in R 4.4.1: u=1.5; s=0.75;
-# m=s*sqrt(2/pi)*exp(-u*u/(2*s*s))+u*(1-2*pnorm(-u/s))
-# v=u*u+s*s-m*m
-mean = 1.64025612679290766
-variance = 1.12205983851832869
+# Computed using scipy.stats.foldnorm(1.5/1.25, 0, 1.25) v1.11
+mean = 1.6402561267929074
+variance = 1.1220598385183294
 lower = 0
 
 # Computed using R 4.4.1; library VGAM 1.1-11; foldnorm