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One test still fails. Need to investigate. Added tests and test helpers.
Seems like ther emay be an issue with cdf/quantile for chi-squared.
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Transforming a distribution via truncation is a neat idea. I'll take a look at the chi-squared issue. |
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I added a truncated distribution that takes a distribution and returns another distribution that is truncated to a given range. I mostly wanted it for a truncated normal, but thought I may as well make it more general.
I wrote some tests for it. They seem to work, other than the chi-squared.
I have added some comments documenting the parameters for which I get the failure.
Not sure where the real problem is. There could be a problem in cdf/quantile for chi-squared.
Or, it could be that I just need to restrict the range of parameters used in the test, so that the values stay within a reasonable range. If so, please let me know and I will make the changes.
Would you please take a look?
Thanks