truncated_normal_sparse_grid_test

truncated_normal_sparse_grid_test, a MATLAB code which calls truncated_normal_sparse_grid(), which computes a sparse grid based on a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Licensing:

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

Related Data and Programs:

truncated_normal_sparse_grid, a MATLAB code which computes a sparse grid based on a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Source Code:

truncated_normal_sparse_grid_test.m calls all the tests.
truncated_normal_sparse_grid_test.sh runs all the tests.
truncated_normal_sparse_grid_test.txt the output file;

tno_order_test.m tests tno_order().
tno_test.m tests tno().
tno_persistence_test.m tests the persistence of the data computed by tno() and stored internally for reuse.
tno_sparse_grid_size_test.m returns the sizes of sparse grids of various dimensions and levels, based on the TNO family.
tno_sparse_grid_test.m returns sparse grids of various dimensions and levels, based on the TNO family.
tno_sparse_grid_write_test.m computes TNO sparse grids of dimension 2 and levels 1 through 7 and writes them to files.

TNO_SPARSE_GRID_WRITE_TEST creates pairs of X and W files.

Last revised on 11 April 2019.