truncated_normal_sparse_grid_test

truncated_normal_sparse_grid_test, an Octave 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 information on this web page is distributed under the MIT license.

Related Data and Programs:

truncated_normal_sparse_grid, an Octave 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.

• tno_d2_level1_w.txt
• tno_d2_level1_x.txt
• tno_d2_level2_w.txt
• tno_d2_level2_x.txt
• tno_d2_level3_w.txt
• tno_d2_level3_x.txt
• tno_d2_level4_w.txt
• tno_d2_level4_x.txt
• tno_d2_level5_w.txt
• tno_d2_level5_x.txt
• tno_d2_level6_w.txt
• tno_d2_level6_x.txt
• tno_d2_level7_w.txt
• tno_d2_level7_x.txt