truncated_normal_rule_test

truncated_normal_rule_test, a Fortran77 code which calls truncated_normal_rule(), which computes a quadrature rule for a normal probability density function (PDF), sometimes called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Licensing:

The computer code and data files made available on this web page are distributed under the MIT license

Related Data and Programs:

truncated_normal_rule, a Fortran77 code which computes a quadrature rule for a normal probability density function (PDF), sometimes called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Source Code:

• truncated_normal_rule_test.sh, runs all the tests.
• truncated_normal_rule_test.txt, the output file.

"OPTION0" computes a quadrature rule for the normal distribution, n = 5, mu = 1.0, sigma = 2.0;

• option0_input.txt, the input file.
• option0_r.txt, the output "region" file.
• option0_w.txt, the output "weight" file.
• option0_x.txt, the output "point" file.

"OPTION1" computes a quadrature rule for the lower truncated normal distribution, n = 9, mu = 2.0, sigma = 0.5, a = 0.0;

• option1_input.txt, the input file.
• option1_r.txt, the output "region" file.
• option1_w.txt, the output "weight" file.
• option1_x.txt, the output "point" file.

"OPTION2" computes a quadrature rule for the upper truncated normal distribution, n = 9, mu = 2.0, sigma = 0.5, b = 3.0;

• option2_input.txt, the input file.
• option2_r.txt, the output "region" file.
• option2_w.txt, the output "weight" file.
• option2_x.txt, the output "point" file.

"OPTION3" computes a quadrature rule for the doubly truncated normal distribution, n = 5, mu = 100.0, sigma = 25.0, a = 50.0, b = 100.0;

• option3_input.txt, the input file.
• option3_r.txt, the output "region" file.
• option3_w.txt, the output "weight" file.
• option3_x.txt, the output "point" file.