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From pste...@apache.org
Subject svn commit: r811685 [16/24] - in /commons/proper/math/trunk: ./ src/main/java/org/apache/commons/math/ src/main/java/org/apache/commons/math/analysis/ src/main/java/org/apache/commons/math/analysis/integration/ src/main/java/org/apache/commons/math/ana...
Date Sat, 05 Sep 2009 17:37:05 GMT
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/BinomialDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/BinomialDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/BinomialDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/BinomialDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -20,11 +20,11 @@
  * Test cases for BinomialDistribution.
  * Extends IntegerDistributionAbstractTest.  See class javadoc for
  * IntegerDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class BinomialDistributionTest extends IntegerDistributionAbstractTest {
-    
+
     /**
      * Constructor for BinomialDistributionTest.
      * @param name
@@ -32,48 +32,48 @@
     public BinomialDistributionTest(String name) {
         super(name);
     }
-    
+
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default discrete distribution instance to use in tests. */
     @Override
     public IntegerDistribution makeDistribution() {
         return new BinomialDistributionImpl(10,0.70);
     }
-    
+
     /** Creates the default probability density test input values */
     @Override
     public int[] makeDensityTestPoints() {
         return new int[] {-1, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11};
     }
-    
+
     /** Creates the default probability density test expected values */
     @Override
     public double[] makeDensityTestValues() {
-        return new double[] {0d, 0.0000d, 0.0001d, 0.0014d, 0.0090d, 0.0368d, 0.1029d, 
+        return new double[] {0d, 0.0000d, 0.0001d, 0.0014d, 0.0090d, 0.0368d, 0.1029d,
                 0.2001d, 0.2668d, 0.2335d, 0.1211d, 0.0282d, 0d};
     }
-    
+
     /** Creates the default cumulative probability density test input values */
     @Override
     public int[] makeCumulativeTestPoints() {
         return makeDensityTestPoints();
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0d, 0.0000d, 0.0001d, 0.0016d, 0.0106d, 0.0473d,
                 0.1503d, 0.3504d, 0.6172d, 0.8507d, 0.9718d, 1d, 1d};
         }
-    
+
     /** Creates the default inverse cumulative probability test input values */
     @Override
     public double[] makeInverseCumulativeTestPoints() {
         return new double[] {0, 0.001d, 0.010d, 0.025d, 0.050d, 0.100d, 0.999d,
-                0.990d, 0.975d, 0.950d, 0.900d,1}; 
+                0.990d, 0.975d, 0.950d, 0.900d,1};
         }
-    
+
     /** Creates the default inverse cumulative probability density test expected values */
     @Override
     public int[] makeInverseCumulativeTestValues() {
@@ -81,7 +81,7 @@
     }
 
     //----------------- Additional test cases ---------------------------------
-   
+
     /** Test degenerate case p = 0   */
     public void testDegenerate0() throws Exception {
         setDistribution(new BinomialDistributionImpl(5,0.0d));
@@ -93,9 +93,9 @@
         setInverseCumulativeTestValues(new int[] {-1, -1});
         verifyDensities();
         verifyCumulativeProbabilities();
-        verifyInverseCumulativeProbabilities();     
+        verifyInverseCumulativeProbabilities();
     }
-    
+
     /** Test degenerate case p = 1   */
     public void testDegenerate1() throws Exception {
         setDistribution(new BinomialDistributionImpl(5,1.0d));
@@ -107,7 +107,7 @@
         setInverseCumulativeTestValues(new int[] {4, 4});
         verifyDensities();
         verifyCumulativeProbabilities();
-        verifyInverseCumulativeProbabilities();     
+        verifyInverseCumulativeProbabilities();
     }
 
 }

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/CauchyDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/CauchyDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/CauchyDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/CauchyDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -21,11 +21,11 @@
  * Test cases for CauchyDistribution.
  * Extends ContinuousDistributionAbstractTest.  See class javadoc for
  * ContinuousDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class CauchyDistributionTest extends ContinuousDistributionAbstractTest  {
-    
+
     /**
      * Constructor for CauchyDistributionTest.
      * @param arg0
@@ -33,54 +33,54 @@
     public CauchyDistributionTest(String arg0) {
         super(arg0);
     }
-    
+
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default continuous distribution instance to use in tests. */
     @Override
     public ContinuousDistribution makeDistribution() {
         return new CauchyDistributionImpl(1.2, 2.1);
-    }   
-    
+    }
+
     /** Creates the default cumulative probability distribution test input values */
     @Override
     public double[] makeCumulativeTestPoints() {
-        // quantiles computed using Mathematica 
+        // quantiles computed using Mathematica
         return new double[] {-667.2485619d, -65.6230835d, -25.48302995d,
                 -12.05887818d, -5.263135428d, 7.663135428d, 14.45887818d,
                 27.88302995d, 68.0230835d, 669.6485619d};
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.900d, 0.950d,
                 0.975d, 0.990d, 0.999d};
     }
-    
+
     //---------------------------- Additional test cases -------------------------
-    
+
     public void testInverseCumulativeProbabilityExtremes() throws Exception {
         setInverseCumulativeTestPoints(new double[] {0.0, 1.0});
         setInverseCumulativeTestValues(
                 new double[] {Double.NEGATIVE_INFINITY, Double.POSITIVE_INFINITY});
         verifyInverseCumulativeProbabilities();
     }
-    
+
     public void testMedian() {
         CauchyDistribution distribution = (CauchyDistribution) getDistribution();
         double expected = Math.random();
         distribution.setMedian(expected);
         assertEquals(expected, distribution.getMedian(), 0.0);
     }
-    
+
     public void testScale() {
         CauchyDistribution distribution = (CauchyDistribution) getDistribution();
         double expected = Math.random();
         distribution.setScale(expected);
         assertEquals(expected, distribution.getScale(), 0.0);
     }
-    
+
     public void testSetScale() {
         CauchyDistribution distribution = (CauchyDistribution) getDistribution();
         try {
@@ -89,7 +89,7 @@
         } catch (IllegalArgumentException ex) {
             // success
         }
-        
+
         try {
             distribution.setScale(-1.0);
             fail("Can not have negative scale.");

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ChiSquareDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ChiSquareDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ChiSquareDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ChiSquareDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -21,11 +21,11 @@
  * Test cases for ChiSquareDistribution.
  * Extends ContinuousDistributionAbstractTest.  See class javadoc for
  * ContinuousDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class ChiSquareDistributionTest extends ContinuousDistributionAbstractTest {
-    
+
     /**
      * Constructor for ChiSquareDistributionTest.
      * @param name
@@ -33,45 +33,45 @@
     public ChiSquareDistributionTest(String name) {
         super(name);
     }
-    
+
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default continuous distribution instance to use in tests. */
     @Override
     public ContinuousDistribution makeDistribution() {
         return new ChiSquaredDistributionImpl(5.0);
-    }   
-    
+    }
+
     /** Creates the default cumulative probability distribution test input values */
     @Override
     public double[] makeCumulativeTestPoints() {
         // quantiles computed using R version 1.8.1 (linux version)
-        return new double[] {0.210216d, 0.5542981d, 0.8312116d, 1.145476d, 1.610308d, 
+        return new double[] {0.210216d, 0.5542981d, 0.8312116d, 1.145476d, 1.610308d,
                 20.51501d, 15.08627d, 12.83250d, 11.07050d, 9.236357d};
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d,
-                0.990d, 0.975d, 0.950d, 0.900d}; 
+                0.990d, 0.975d, 0.950d, 0.900d};
     }
-    
+
     /** Creates the default inverse cumulative probability test input values */
     @Override
     public double[] makeInverseCumulativeTestPoints() {
         return new double[] {0, 0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d,
-                0.990d, 0.975d, 0.950d, 0.900d, 1};     
+                0.990d, 0.975d, 0.950d, 0.900d, 1};
     }
-    
+
     /** Creates the default inverse cumulative probability density test expected values */
     @Override
     public double[] makeInverseCumulativeTestValues() {
-        return new double[] {0, 0.210216d, 0.5542981d, 0.8312116d, 1.145476d, 1.610308d, 
-                20.51501d, 15.08627d, 12.83250d, 11.07050d, 9.236357d, 
+        return new double[] {0, 0.210216d, 0.5542981d, 0.8312116d, 1.145476d, 1.610308d,
+                20.51501d, 15.08627d, 12.83250d, 11.07050d, 9.236357d,
                 Double.POSITIVE_INFINITY};
     }
-    
+
  // --------------------- Override tolerance  --------------
     @Override
     protected void setUp() throws Exception {
@@ -80,20 +80,20 @@
     }
 
  //---------------------------- Additional test cases -------------------------
-    
+
     public void testSmallDf() throws Exception {
         setDistribution(new ChiSquaredDistributionImpl(0.1d));
         setTolerance(1E-4);
         // quantiles computed using R version 1.8.1 (linux version)
-        setCumulativeTestPoints(new double[] {1.168926E-60, 1.168926E-40, 1.063132E-32, 
-                1.144775E-26, 1.168926E-20, 5.472917, 2.175255, 1.13438, 
+        setCumulativeTestPoints(new double[] {1.168926E-60, 1.168926E-40, 1.063132E-32,
+                1.144775E-26, 1.168926E-20, 5.472917, 2.175255, 1.13438,
                 0.5318646, 0.1526342});
         setInverseCumulativeTestValues(getCumulativeTestPoints());
         setInverseCumulativeTestPoints(getCumulativeTestValues());
         verifyCumulativeProbabilities();
         verifyInverseCumulativeProbabilities();
     }
-    
+
     public void testDfAccessors() {
         ChiSquaredDistribution distribution = (ChiSquaredDistribution) getDistribution();
         assertEquals(5d, distribution.getDegreesOfFreedom(), Double.MIN_VALUE);

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ContinuousDistributionAbstractTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -39,7 +39,7 @@
  * <p>
  * To implement additional test cases with different distribution instances and
  * test data, use the setXxx methods for the instance data in test cases and
- * call the verifyXxx methods to verify results. 
+ * call the verifyXxx methods to verify results.
  * <p>
  * Error tolerance can be overriden by implementing getTolerance().
  * <p>
@@ -50,32 +50,32 @@
  * <p>
  * See {@link NormalDistributionTest} and {@link ChiSquareDistributionTest}
  * for examples.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public abstract class ContinuousDistributionAbstractTest extends TestCase {
-    
+
 //-------------------- Private test instance data -------------------------
     /**  Distribution instance used to perform tests */
     private ContinuousDistribution distribution;
-    
+
     /** Tolerance used in comparing expected and returned values */
     private double tolerance = 1E-4;
-    
+
     /** Arguments used to test cumulative probability density calculations */
     private double[] cumulativeTestPoints;
-    
+
     /** Values used to test cumulative probability density calculations */
     private double[] cumulativeTestValues;
-    
+
     /** Arguments used to test inverse cumulative probability density calculations */
     private double[] inverseCumulativeTestPoints;
-    
+
     /** Values used to test inverse cumulative probability density calculations */
     private double[] inverseCumulativeTestValues;
-    
+
     //-------------------------------------------------------------------------
-    
+
     /**
      * Constructor for ContinuousDistributionAbstractTest.
      * @param name
@@ -83,34 +83,34 @@
     public ContinuousDistributionAbstractTest(String name) {
         super(name);
     }
-    
+
     //-------------------- Abstract methods -----------------------------------
-    
+
     /** Creates the default continuous distribution instance to use in tests. */
     public abstract ContinuousDistribution makeDistribution();
-    
+
     /** Creates the default cumulative probability density test input values */
     public abstract double[] makeCumulativeTestPoints();
-    
+
     /** Creates the default cumulative probability density test expected values */
     public abstract double[] makeCumulativeTestValues();
-    
+
     //---- Default implementations of inverse test data generation methods ----
-    
+
     /** Creates the default inverse cumulative probability test input values */
     public double[] makeInverseCumulativeTestPoints() {
         return makeCumulativeTestValues();
     }
-    
+
     /** Creates the default inverse cumulative probability density test expected values */
     public double[] makeInverseCumulativeTestValues() {
         return makeCumulativeTestPoints();
     }
-    
+
     //-------------------- Setup / tear down ----------------------------------
-     
+
     /**
-     * Setup sets all test instance data to default values 
+     * Setup sets all test instance data to default values
      */
     @Override
     protected void setUp() throws Exception {
@@ -119,90 +119,90 @@
         cumulativeTestPoints = makeCumulativeTestPoints();
         cumulativeTestValues = makeCumulativeTestValues();
         inverseCumulativeTestPoints = makeInverseCumulativeTestPoints();
-        inverseCumulativeTestValues = makeInverseCumulativeTestValues();   
+        inverseCumulativeTestValues = makeInverseCumulativeTestValues();
     }
-    
+
     /**
      * Cleans up test instance data
      */
     @Override
-    protected void tearDown() throws Exception {      
+    protected void tearDown() throws Exception {
         super.tearDown();
         distribution = null;
         cumulativeTestPoints = null;
         cumulativeTestValues = null;
         inverseCumulativeTestPoints = null;
-        inverseCumulativeTestValues = null;   
+        inverseCumulativeTestValues = null;
     }
-    
+
     //-------------------- Verification methods -------------------------------
-    
+
     /**
      * Verifies that cumulative probability density calculations match expected values
      * using current test instance data
-     */   
+     */
     protected void verifyCumulativeProbabilities() throws Exception {
         for (int i = 0; i < cumulativeTestPoints.length; i++) {
-            TestUtils.assertEquals("Incorrect cumulative probability value returned for " 
-                + cumulativeTestPoints[i], cumulativeTestValues[i], 
-                distribution.cumulativeProbability(cumulativeTestPoints[i]), 
+            TestUtils.assertEquals("Incorrect cumulative probability value returned for "
+                + cumulativeTestPoints[i], cumulativeTestValues[i],
+                distribution.cumulativeProbability(cumulativeTestPoints[i]),
                 getTolerance());
-        }           
+        }
     }
-    
+
     /**
      * Verifies that inverse cumulative probability density calculations match expected values
      * using current test instance data
      */
     protected void verifyInverseCumulativeProbabilities() throws Exception {
         for (int i = 0; i < inverseCumulativeTestPoints.length; i++) {
-            TestUtils.assertEquals("Incorrect inverse cumulative probability value returned for " 
-                + inverseCumulativeTestPoints[i], inverseCumulativeTestValues[i], 
-                 distribution.inverseCumulativeProbability(inverseCumulativeTestPoints[i]), 
+            TestUtils.assertEquals("Incorrect inverse cumulative probability value returned for "
+                + inverseCumulativeTestPoints[i], inverseCumulativeTestValues[i],
+                 distribution.inverseCumulativeProbability(inverseCumulativeTestPoints[i]),
                  getTolerance());
-        }           
+        }
     }
-    
+
     //------------------------ Default test cases -----------------------------
-    
+
     /**
      * Verifies that cumulative probability density calculations match expected values
      * using default test instance data
      */
     public void testCumulativeProbabilities() throws Exception {
-        verifyCumulativeProbabilities();      
+        verifyCumulativeProbabilities();
     }
-    
+
     /**
      * Verifies that inverse cumulative probability density calculations match expected values
      * using default test instance data
      */
     public void testInverseCumulativeProbabilities() throws Exception {
-        verifyInverseCumulativeProbabilities();       
+        verifyInverseCumulativeProbabilities();
     }
-    
+
     /**
      * Verifies that probability computations are consistent
      */
     public void testConsistency() throws Exception {
         for (int i=1; i < cumulativeTestPoints.length; i++) {
-            
+
             // check that cdf(x, x) = 0
-            TestUtils.assertEquals(0d, 
+            TestUtils.assertEquals(0d,
                distribution.cumulativeProbability
                  (cumulativeTestPoints[i], cumulativeTestPoints[i]), tolerance);
-            
+
             // check that P(a < X < b) = P(X < b) - P(X < a)
             double upper = Math.max(cumulativeTestPoints[i], cumulativeTestPoints[i -1]);
             double lower = Math.min(cumulativeTestPoints[i], cumulativeTestPoints[i -1]);
-            double diff = distribution.cumulativeProbability(upper) - 
+            double diff = distribution.cumulativeProbability(upper) -
                 distribution.cumulativeProbability(lower);
             double direct = distribution.cumulativeProbability(lower, upper);
-            TestUtils.assertEquals("Inconsistent cumulative probabilities for (" 
+            TestUtils.assertEquals("Inconsistent cumulative probabilities for ("
                     + lower + "," + upper + ")", diff, direct, tolerance);
         }
     }
-    
+
     /**
      * Verifies that illegal arguments are correctly handled
      */
@@ -224,9 +224,9 @@
             fail("Expecting IllegalArgumentException for p = 2");
         } catch (IllegalArgumentException ex) {
             // expected
-        }       
+        }
     }
-    
+
     //------------------ Getters / Setters for test instance data -----------
     /**
      * @return Returns the cumulativeTestPoints.

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ExponentialDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ExponentialDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ExponentialDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ExponentialDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -20,7 +20,7 @@
  * Test cases for ExponentialDistribution.
  * Extends ContinuousDistributionAbstractTest.  See class javadoc for
  * ContinuousDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class ExponentialDistributionTest extends ContinuousDistributionAbstractTest {
@@ -34,30 +34,30 @@
     }
 
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default continuous distribution instance to use in tests. */
     @Override
     public ContinuousDistribution makeDistribution() {
         return new ExponentialDistributionImpl(5.0);
-    }   
-    
+    }
+
     /** Creates the default cumulative probability distribution test input values */
     @Override
     public double[] makeCumulativeTestPoints() {
         // quantiles computed using R version 1.8.1 (linux version)
-        return new double[] {0.005002502d, 0.05025168d, 0.1265890d, 0.2564665d, 0.5268026d, 
+        return new double[] {0.005002502d, 0.05025168d, 0.1265890d, 0.2564665d, 0.5268026d,
                 34.53878d, 23.02585d, 18.44440d, 14.97866d, 11.51293d};
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d,
-                0.990d, 0.975d, 0.950d, 0.900d}; 
+                0.990d, 0.975d, 0.950d, 0.900d};
     }
-    
+
     //------------ Additional tests -------------------------------------------
- 
+
     public void testCumulativeProbabilityExtremes() throws Exception {
         setCumulativeTestPoints(new double[] {-2, 0});
         setCumulativeTestValues(new double[] {0, 0});
@@ -91,7 +91,7 @@
         // computed using  print(dexp(2, rate=1/3), digits=10) in R 2.5
         assertEquals(0.1711390397, d2.density(2.0), 1e-8);
     }
-    
+
     public void testMeanAccessors() {
         ExponentialDistribution distribution = (ExponentialDistribution) getDistribution();
         assertEquals(5d, distribution.getMean(), Double.MIN_VALUE);
@@ -104,5 +104,5 @@
             // expected
         }
     }
-   
+
 }

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/FDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/FDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/FDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/FDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -21,7 +21,7 @@
  * Test cases for FDistribution.
  * Extends ContinuousDistributionAbstractTest.  See class javadoc for
  * ContinuousDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class FDistributionTest extends ContinuousDistributionAbstractTest {
@@ -35,29 +35,29 @@
     }
 
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default continuous distribution instance to use in tests. */
     @Override
     public ContinuousDistribution makeDistribution() {
         return new FDistributionImpl(5.0, 6.0);
-    }   
-    
+    }
+
     /** Creates the default cumulative probability distribution test input values */
     @Override
     public double[] makeCumulativeTestPoints() {
         // quantiles computed using R version 1.8.1 (linux version)
         return new double[] {0.03468084d ,0.09370091d, 0.1433137d,
-            0.2020084d, 0.2937283d, 20.80266d, 8.745895d, 5.987565d, 
+            0.2020084d, 0.2937283d, 20.80266d, 8.745895d, 5.987565d,
             4.387374d, 3.107512d};
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d,
-                0.990d, 0.975d, 0.950d, 0.900d}; 
+                0.990d, 0.975d, 0.950d, 0.900d};
     }
-    
+
     // --------------------- Override tolerance  --------------
     @Override
     protected void setUp() throws Exception {
@@ -78,7 +78,7 @@
         setInverseCumulativeTestValues(new double[] {0, Double.POSITIVE_INFINITY});
         verifyInverseCumulativeProbabilities();
     }
-    
+
     public void testDfAccessors() {
         FDistribution distribution = (FDistribution) getDistribution();
         assertEquals(5d, distribution.getNumeratorDegreesOfFreedom(), Double.MIN_VALUE);
@@ -99,7 +99,7 @@
         } catch (IllegalArgumentException ex) {
             // expected
         }
-    } 
+    }
 
     public void testLargeDegreesOfFreedom() throws Exception {
         org.apache.commons.math.distribution.FDistributionImpl fd =

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/GammaDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/GammaDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/GammaDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/GammaDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -21,11 +21,11 @@
  * Test cases for GammaDistribution.
  * Extends ContinuousDistributionAbstractTest.  See class javadoc for
  * ContinuousDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class GammaDistributionTest extends ContinuousDistributionAbstractTest {
-    
+
     /**
      * Constructor for GammaDistributionTest.
      * @param name

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/HypergeometricDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/HypergeometricDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/HypergeometricDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/HypergeometricDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -23,7 +23,7 @@
  * Test cases for HyperGeometriclDistribution.
  * Extends IntegerDistributionAbstractTest.  See class javadoc for
  * IntegerDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class HypergeometricDistributionTest extends IntegerDistributionAbstractTest {
@@ -37,54 +37,54 @@
     }
 
 //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default discrete distribution instance to use in tests. */
     @Override
     public IntegerDistribution makeDistribution() {
         return new HypergeometricDistributionImpl(10,5, 5);
     }
-    
+
     /** Creates the default probability density test input values */
     @Override
     public int[] makeDensityTestPoints() {
         return new int[] {-1, 0, 1, 2, 3, 4, 5, 10};
     }
-    
+
     /** Creates the default probability density test expected values */
     @Override
     public double[] makeDensityTestValues() {
-        return new double[] {0d, 0.003968d, 0.099206d, 0.396825d, 0.396825d, 
+        return new double[] {0d, 0.003968d, 0.099206d, 0.396825d, 0.396825d,
                 0.099206d, 0.003968d, 0d};
     }
-    
+
     /** Creates the default cumulative probability density test input values */
     @Override
     public int[] makeCumulativeTestPoints() {
         return makeDensityTestPoints();
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0d, .003968d, .103175d, .50000d, .896825d, .996032d,
                 1.00000d, 1d};
     }
-    
+
     /** Creates the default inverse cumulative probability test input values */
     @Override
     public double[] makeInverseCumulativeTestPoints() {
         return new double[] {0d, 0.001d, 0.010d, 0.025d, 0.050d, 0.100d, 0.999d,
-                0.990d, 0.975d, 0.950d, 0.900d, 1d}; 
+                0.990d, 0.975d, 0.950d, 0.900d, 1d};
     }
-    
+
     /** Creates the default inverse cumulative probability density test expected values */
     @Override
     public int[] makeInverseCumulativeTestValues() {
         return new int[] {-1, -1, 0, 0, 0, 0, 4, 3, 3, 3, 3, 5};
     }
-    
+
     //-------------------- Additional test cases ------------------------------
-    
+
     /** Verify that if there are no failures, mass is concentrated on sampleSize */
     public void testDegenerateNoFailures() throws Exception {
         setDistribution(new HypergeometricDistributionImpl(5,5,3));
@@ -96,9 +96,9 @@
         setInverseCumulativeTestValues(new int[] {2, 2});
         verifyDensities();
         verifyCumulativeProbabilities();
-        verifyInverseCumulativeProbabilities();     
+        verifyInverseCumulativeProbabilities();
     }
-    
+
     /** Verify that if there are no successes, mass is concentrated on 0 */
     public void testDegenerateNoSuccesses() throws Exception {
         setDistribution(new HypergeometricDistributionImpl(5,0,3));
@@ -110,9 +110,9 @@
         setInverseCumulativeTestValues(new int[] {-1, -1});
         verifyDensities();
         verifyCumulativeProbabilities();
-        verifyInverseCumulativeProbabilities();     
+        verifyInverseCumulativeProbabilities();
     }
-    
+
     /** Verify that if sampleSize = populationSize, mass is concentrated on numberOfSuccesses */
     public void testDegenerateFullSample() throws Exception {
         setDistribution(new HypergeometricDistributionImpl(5,3,5));
@@ -124,7 +124,7 @@
         setInverseCumulativeTestValues(new int[] {2, 2});
         verifyDensities();
         verifyCumulativeProbabilities();
-        verifyInverseCumulativeProbabilities();     
+        verifyInverseCumulativeProbabilities();
     }
 
     public void testPopulationSize() {
@@ -134,11 +134,11 @@
             fail("negative population size.  IllegalArgumentException expected");
         } catch(IllegalArgumentException ex) {
         }
-        
+
         dist.setPopulationSize(10);
         assertEquals(10, dist.getPopulationSize());
     }
-    
+
     public void testLargeValues() {
         int populationSize = 3456;
         int sampleSize = 789;
@@ -150,20 +150,20 @@
             {3.0, 1.32724172984193e-8, 1.46736255879763e-8, 0.999999998598792},
             {4.0, 9.94501711734089e-8, 1.14123796761385e-7, 0.999999985326375},
             {5.0, 5.89080768883643e-7, 7.03204565645028e-7, 0.999999885876203},
-            {20.0, 0.0760051397707708, 0.27349758476299, 0.802507555007781}, 
-            {21.0, 0.087144222047629, 0.360641806810619, 0.72650241523701}, 
-            {22.0, 0.0940378846881819, 0.454679691498801, 0.639358193189381}, 
-            {23.0, 0.0956897500614809, 0.550369441560282, 0.545320308501199}, 
-            {24.0, 0.0919766921922999, 0.642346133752582, 0.449630558439718}, 
-            {25.0, 0.083641637261095, 0.725987771013677, 0.357653866247418}, 
+            {20.0, 0.0760051397707708, 0.27349758476299, 0.802507555007781},
+            {21.0, 0.087144222047629, 0.360641806810619, 0.72650241523701},
+            {22.0, 0.0940378846881819, 0.454679691498801, 0.639358193189381},
+            {23.0, 0.0956897500614809, 0.550369441560282, 0.545320308501199},
+            {24.0, 0.0919766921922999, 0.642346133752582, 0.449630558439718},
+            {25.0, 0.083641637261095, 0.725987771013677, 0.357653866247418},
             {96.0, 5.93849188852098e-57, 1.0, 6.01900244560712e-57},
-            {97.0, 7.96593036832547e-59, 1.0, 8.05105570861321e-59}, 
+            {97.0, 7.96593036832547e-59, 1.0, 8.05105570861321e-59},
             {98.0, 8.44582921934367e-61, 1.0, 8.5125340287733e-61},
-            {99.0, 6.63604297068222e-63, 1.0, 6.670480942963e-63}, 
+            {99.0, 6.63604297068222e-63, 1.0, 6.670480942963e-63},
             {100.0, 3.43501099007557e-65, 1.0, 3.4437972280786e-65},
             {101.0, 8.78623800302957e-68, 1.0, 8.78623800302957e-68},
         };
-        
+
         testHypergeometricDistributionProbabilities(populationSize, sampleSize, numberOfSucceses, data);
     }
 
@@ -184,30 +184,30 @@
             TestUtils.assertRelativelyEquals(cdf1, actualCdf1, 1.0e-9);
         }
     }
-    
+
     public void testMoreLargeValues() {
         int populationSize = 26896;
         int sampleSize = 895;
         int numberOfSucceses = 55;
         double[][] data = {
-            {0.0, 0.155168304750504, 0.155168304750504, 1.0}, 
-            {1.0, 0.29437545000746, 0.449543754757964, 0.844831695249496}, 
-            {2.0, 0.273841321577003, 0.723385076334967, 0.550456245242036}, 
-            {3.0, 0.166488572570786, 0.889873648905753, 0.276614923665033}, 
-            {4.0, 0.0743969744713231, 0.964270623377076, 0.110126351094247}, 
-            {5.0, 0.0260542785784855, 0.990324901955562, 0.0357293766229237}, 
-            {20.0, 3.57101101678792e-16, 1.0, 3.78252101622096e-16}, 
-            {21.0, 2.00551638598312e-17, 1.0, 2.11509999433041e-17}, 
-            {22.0, 1.04317070180562e-18, 1.0, 1.09583608347287e-18}, 
-            {23.0, 5.03153504903308e-20, 1.0, 5.266538166725e-20}, 
-            {24.0, 2.2525984149695e-21, 1.0, 2.35003117691919e-21}, 
-            {25.0, 9.3677424515947e-23, 1.0, 9.74327619496943e-23}, 
-            {50.0, 9.83633962945521e-69, 1.0, 9.8677629437617e-69}, 
-            {51.0, 3.13448949497553e-71, 1.0, 3.14233143064882e-71}, 
-            {52.0, 7.82755221928122e-74, 1.0, 7.84193567329055e-74}, 
-            {53.0, 1.43662126065532e-76, 1.0, 1.43834540093295e-76}, 
-            {54.0, 1.72312692517348e-79, 1.0, 1.7241402776278e-79}, 
-            {55.0, 1.01335245432581e-82, 1.0, 1.01335245432581e-82},        
+            {0.0, 0.155168304750504, 0.155168304750504, 1.0},
+            {1.0, 0.29437545000746, 0.449543754757964, 0.844831695249496},
+            {2.0, 0.273841321577003, 0.723385076334967, 0.550456245242036},
+            {3.0, 0.166488572570786, 0.889873648905753, 0.276614923665033},
+            {4.0, 0.0743969744713231, 0.964270623377076, 0.110126351094247},
+            {5.0, 0.0260542785784855, 0.990324901955562, 0.0357293766229237},
+            {20.0, 3.57101101678792e-16, 1.0, 3.78252101622096e-16},
+            {21.0, 2.00551638598312e-17, 1.0, 2.11509999433041e-17},
+            {22.0, 1.04317070180562e-18, 1.0, 1.09583608347287e-18},
+            {23.0, 5.03153504903308e-20, 1.0, 5.266538166725e-20},
+            {24.0, 2.2525984149695e-21, 1.0, 2.35003117691919e-21},
+            {25.0, 9.3677424515947e-23, 1.0, 9.74327619496943e-23},
+            {50.0, 9.83633962945521e-69, 1.0, 9.8677629437617e-69},
+            {51.0, 3.13448949497553e-71, 1.0, 3.14233143064882e-71},
+            {52.0, 7.82755221928122e-74, 1.0, 7.84193567329055e-74},
+            {53.0, 1.43662126065532e-76, 1.0, 1.43834540093295e-76},
+            {54.0, 1.72312692517348e-79, 1.0, 1.7241402776278e-79},
+            {55.0, 1.01335245432581e-82, 1.0, 1.01335245432581e-82},
         };
         testHypergeometricDistributionProbabilities(populationSize, sampleSize, numberOfSucceses, data);
     }

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/IntegerDistributionAbstractTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/IntegerDistributionAbstractTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/IntegerDistributionAbstractTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/IntegerDistributionAbstractTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -22,9 +22,9 @@
  * Abstract base class for {@link IntegerDistribution} tests.
  * <p>
  * To create a concrete test class for an integer distribution implementation,
- *  implement makeDistribution() to return a distribution instance to use in 
+ *  implement makeDistribution() to return a distribution instance to use in
  *  tests and each of the test data generation methods below.  In each case, the
- *  test points and test values arrays returned represent parallel arrays of 
+ *  test points and test values arrays returned represent parallel arrays of
  *  inputs and expected values for the distribution returned by makeDistribution().
  *  <p>
  *  makeDensityTestPoints() -- arguments used to test probability density calculation
@@ -36,39 +36,39 @@
  * <p>
  *  To implement additional test cases with different distribution instances and test data,
  *  use the setXxx methods for the instance data in test cases and call the verifyXxx methods
- *  to verify results. 
- * 
+ *  to verify results.
+ *
  * @version $Revision$ $Date$
  */
 public abstract class IntegerDistributionAbstractTest extends TestCase {
-    
+
 //-------------------- Private test instance data -------------------------
     /** Discrete distribution instance used to perform tests */
     private IntegerDistribution distribution;
-    
+
     /** Tolerance used in comparing expected and returned values */
     private double tolerance = 1E-4;
-    
+
     /** Arguments used to test probability density calculations */
     private int[] densityTestPoints;
-    
+
     /** Values used to test probability density calculations */
     private double[] densityTestValues;
-    
+
     /** Arguments used to test cumulative probability density calculations */
     private int[] cumulativeTestPoints;
-    
+
     /** Values used to test cumulative probability density calculations */
     private double[] cumulativeTestValues;
-    
+
     /** Arguments used to test inverse cumulative probability density calculations */
     private double[] inverseCumulativeTestPoints;
-    
+
     /** Values used to test inverse cumulative probability density calculations */
     private int[] inverseCumulativeTestValues;
-    
+
     //-------------------------------------------------------------------------
-    
+
     /**
      * Constructor for IntegerDistributionAbstractTest.
      * @param name
@@ -76,34 +76,34 @@
     public IntegerDistributionAbstractTest(String name) {
         super(name);
     }
-    
+
     //-------------------- Abstract methods -----------------------------------
-    
+
     /** Creates the default discrete distribution instance to use in tests. */
     public abstract IntegerDistribution makeDistribution();
-    
+
     /** Creates the default probability density test input values */
     public abstract int[] makeDensityTestPoints();
-    
+
     /** Creates the default probability density test expected values */
     public abstract double[] makeDensityTestValues();
-    
+
     /** Creates the default cumulative probability density test input values */
     public abstract int[] makeCumulativeTestPoints();
-    
+
     /** Creates the default cumulative probability density test expected values */
     public abstract double[] makeCumulativeTestValues();
-    
+
     /** Creates the default inverse cumulative probability test input values */
     public abstract double[] makeInverseCumulativeTestPoints();
-    
+
     /** Creates the default inverse cumulative probability density test expected values */
     public abstract int[] makeInverseCumulativeTestValues();
-    
+
     //-------------------- Setup / tear down ----------------------------------
-     
+
     /**
-     * Setup sets all test instance data to default values 
+     * Setup sets all test instance data to default values
      */
     @Override
     protected void setUp() throws Exception {
@@ -114,14 +114,14 @@
         cumulativeTestPoints = makeCumulativeTestPoints();
         cumulativeTestValues = makeCumulativeTestValues();
         inverseCumulativeTestPoints = makeInverseCumulativeTestPoints();
-        inverseCumulativeTestValues = makeInverseCumulativeTestValues();   
+        inverseCumulativeTestValues = makeInverseCumulativeTestValues();
     }
-    
+
     /**
      * Cleans up test instance data
      */
     @Override
-    protected void tearDown() throws Exception {      
+    protected void tearDown() throws Exception {
         super.tearDown();
         distribution = null;
         densityTestPoints = null;
@@ -129,11 +129,11 @@
         cumulativeTestPoints = null;
         cumulativeTestValues = null;
         inverseCumulativeTestPoints = null;
-        inverseCumulativeTestValues = null;   
+        inverseCumulativeTestValues = null;
     }
-    
+
     //-------------------- Verification methods -------------------------------
-    
+
     /**
      * Verifies that probability density calculations match expected values
      * using current test instance data
@@ -141,36 +141,36 @@
     protected void verifyDensities() throws Exception {
         for (int i = 0; i < densityTestPoints.length; i++) {
             assertEquals("Incorrect density value returned for " + densityTestPoints[i],
-                    densityTestValues[i], 
+                    densityTestValues[i],
                     distribution.probability(densityTestPoints[i]), tolerance);
-        }     
+        }
     }
-    
+
     /**
      * Verifies that cumulative probability density calculations match expected values
      * using current test instance data
-     */   
+     */
     protected void verifyCumulativeProbabilities() throws Exception {
         for (int i = 0; i < cumulativeTestPoints.length; i++) {
             assertEquals("Incorrect cumulative probability value returned for " + cumulativeTestPoints[i],
-                    cumulativeTestValues[i], 
+                    cumulativeTestValues[i],
                     distribution.cumulativeProbability(cumulativeTestPoints[i]), tolerance);
-        }           
+        }
     }
-    
-    
+
+
     /**
      * Verifies that inverse cumulative probability density calculations match expected values
      * using current test instance data
      */
     protected void verifyInverseCumulativeProbabilities() throws Exception {
         for (int i = 0; i < inverseCumulativeTestPoints.length; i++) {
-            assertEquals("Incorrect inverse cumulative probability value returned for " 
-                    + inverseCumulativeTestPoints[i], inverseCumulativeTestValues[i], 
+            assertEquals("Incorrect inverse cumulative probability value returned for "
+                    + inverseCumulativeTestPoints[i], inverseCumulativeTestValues[i],
                     distribution.inverseCumulativeProbability(inverseCumulativeTestPoints[i]));
-        }           
+        }
     }
-    
+
     //------------------------ Default test cases -----------------------------
 
     /**
@@ -178,17 +178,17 @@
      * using default test instance data
      */
     public void testDensities() throws Exception {
-        verifyDensities();     
+        verifyDensities();
     }
-    
+
     /**
      * Verifies that cumulative probability density calculations match expected values
      * using default test instance data
      */
     public void testCumulativeProbabilities() throws Exception {
-        verifyCumulativeProbabilities();      
+        verifyCumulativeProbabilities();
     }
-    
+
     /**
      * Verifies that floating point arguments are correctly handled by
      * cumulativeProbablility(-,-)
@@ -200,7 +200,7 @@
             assertEquals(
                     "Incorrect cumulative probability value returned for " +
                     cumulativeTestPoints[i],
-                    cumulativeTestValues[i], 
+                    cumulativeTestValues[i],
                     distribution.cumulativeProbability(arg), tolerance);
             if (i < cumulativeTestPoints.length - 1) {
                 double arg2 = cumulativeTestPoints[i + 1];
@@ -219,33 +219,33 @@
                            cumulativeTestPoints[i + 1]),
                    distribution.cumulativeProbability(arg, arg2), tolerance);
             }
-        } 
+        }
         int one = 1;
         int ten = 10;
         int two = 2;
         double oned = one;
         double twod = two;
         double tend = ten;
-        assertEquals(distribution.cumulativeProbability(one, two), 
+        assertEquals(distribution.cumulativeProbability(one, two),
                 distribution.cumulativeProbability(oned, twod), tolerance);
-        assertEquals(distribution.cumulativeProbability(one, two), 
+        assertEquals(distribution.cumulativeProbability(one, two),
                 distribution.cumulativeProbability(oned - tolerance,
                         twod + 0.9), tolerance);
-        assertEquals(distribution.cumulativeProbability(two, ten), 
+        assertEquals(distribution.cumulativeProbability(two, ten),
                 distribution.cumulativeProbability(twod, tend), tolerance);
-        assertEquals(distribution.cumulativeProbability(two, ten), 
+        assertEquals(distribution.cumulativeProbability(two, ten),
                 distribution.cumulativeProbability(twod - tolerance,
                         tend + 0.9), tolerance);
     }
-    
+
     /**
      * Verifies that inverse cumulative probability density calculations match expected values
      * using default test instance data
      */
     public void testInverseCumulativeProbabilities() throws Exception {
-        verifyInverseCumulativeProbabilities();       
+        verifyInverseCumulativeProbabilities();
     }
-    
+
     /**
      * Verifies that illegal arguments are correctly handled
      */
@@ -267,9 +267,9 @@
             fail("Expecting IllegalArgumentException for p = 2");
         } catch (IllegalArgumentException ex) {
             // expected
-        }       
+        }
     }
-    
+
     //------------------ Getters / Setters for test instance data -----------
     /**
      * @return Returns the cumulativeTestPoints.

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/NormalDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/NormalDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/NormalDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/NormalDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -23,11 +23,11 @@
  * Test cases for NormalDistribution.
  * Extends ContinuousDistributionAbstractTest.  See class javadoc for
  * ContinuousDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class NormalDistributionTest extends ContinuousDistributionAbstractTest  {
-    
+
     /**
      * Constructor for NormalDistributionTest.
      * @param arg0
@@ -35,52 +35,52 @@
     public NormalDistributionTest(String arg0) {
         super(arg0);
     }
-    
+
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default continuous distribution instance to use in tests. */
     @Override
     public ContinuousDistribution makeDistribution() {
         return new NormalDistributionImpl(2.1, 1.4);
-    }   
-    
+    }
+
     /** Creates the default cumulative probability distribution test input values */
     @Override
     public double[] makeCumulativeTestPoints() {
-        // quantiles computed using R 
-        return new double[] {-2.226325d, -1.156887d, -0.6439496d, -0.2027951d, 0.3058278d, 
+        // quantiles computed using R
+        return new double[] {-2.226325d, -1.156887d, -0.6439496d, -0.2027951d, 0.3058278d,
                 6.426325d, 5.356887d, 4.84395d, 4.402795d, 3.894172d};
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.999d,
-                0.990d, 0.975d, 0.950d, 0.900d}; 
+                0.990d, 0.975d, 0.950d, 0.900d};
     }
-    
+
     // --------------------- Override tolerance  --------------
     @Override
     protected void setUp() throws Exception {
         super.setUp();
         setTolerance(1E-6);
     }
-    
+
     //---------------------------- Additional test cases -------------------------
-    
+
     private void verifyQuantiles() throws Exception {
         NormalDistribution distribution = (NormalDistribution) getDistribution();
         double mu = distribution.getMean();
         double sigma = distribution.getStandardDeviation();
-        setCumulativeTestPoints( new double[] {mu - 2 *sigma, mu - sigma, 
+        setCumulativeTestPoints( new double[] {mu - 2 *sigma, mu - sigma,
                 mu, mu + sigma, mu +2 * sigma,  mu +3 * sigma, mu + 4 * sigma,
                 mu + 5 * sigma});
         // Quantiles computed using R (same as Mathematica)
-        setCumulativeTestValues(new double[] {0.02275013, 0.1586553, 0.5, 0.8413447, 
+        setCumulativeTestValues(new double[] {0.02275013, 0.1586553, 0.5, 0.8413447,
                 0.9772499, 0.9986501, 0.9999683,  0.9999997});
-        verifyCumulativeProbabilities();       
+        verifyCumulativeProbabilities();
     }
-    
+
     public void testQuantiles() throws Exception {
         verifyQuantiles();
         setDistribution(new NormalDistributionImpl(0, 1));
@@ -88,31 +88,31 @@
         setDistribution(new NormalDistributionImpl(0, 0.1));
         verifyQuantiles();
     }
-    
+
     public void testInverseCumulativeProbabilityExtremes() throws Exception {
         setInverseCumulativeTestPoints(new double[] {0, 1});
         setInverseCumulativeTestValues(
                 new double[] {Double.NEGATIVE_INFINITY, Double.POSITIVE_INFINITY});
         verifyInverseCumulativeProbabilities();
     }
-    
+
     public void testGetMean() {
         NormalDistribution distribution = (NormalDistribution) getDistribution();
         assertEquals(2.1, distribution.getMean(), 0);
     }
-    
+
     public void testSetMean() throws Exception {
         double mu = Math.random();
         NormalDistribution distribution = (NormalDistribution) getDistribution();
         distribution.setMean(mu);
         verifyQuantiles();
     }
-    
+
     public void testGetStandardDeviation() {
         NormalDistribution distribution = (NormalDistribution) getDistribution();
-        assertEquals(1.4, distribution.getStandardDeviation(), 0);  
+        assertEquals(1.4, distribution.getStandardDeviation(), 0);
     }
-    
+
     public void testSetStandardDeviation() throws Exception {
         double sigma = 0.1d + Math.random();
         NormalDistribution distribution = (NormalDistribution) getDistribution();
@@ -131,7 +131,7 @@
         double [] x = new double[]{-2, -1, 0, 1, 2};
         // R 2.5: print(dnorm(c(-2,-1,0,1,2)), digits=10)
         checkDensity(0, 1, x, new double[]{0.05399096651, 0.24197072452, 0.39894228040, 0.24197072452, 0.05399096651});
-        // R 2.5: print(dnorm(c(-2,-1,0,1,2), mean=1.1), digits=10) 
+        // R 2.5: print(dnorm(c(-2,-1,0,1,2), mean=1.1), digits=10)
         checkDensity(1.1, 1, x, new double[]{0.003266819056,0.043983595980,0.217852177033,0.396952547477,0.266085249899});
     }
 
@@ -161,7 +161,7 @@
                 assertTrue(lowerTail < 0.00001);
                 assertTrue(upperTail > 0.99999);
             }
-        } 
+        }
    }
 
     public void testMath280() throws MathException {

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/PascalDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/PascalDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/PascalDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/PascalDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -20,11 +20,11 @@
  * Test cases for PascalDistribution.
  * Extends IntegerDistributionAbstractTest.  See class javadoc for
  * IntegerDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class PascalDistributionTest extends IntegerDistributionAbstractTest {
-    
+
     /**
      * Constructor for PascalDistributionTest.
      * @param name
@@ -32,48 +32,48 @@
     public PascalDistributionTest(String name) {
         super(name);
     }
-    
+
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default discrete distribution instance to use in tests. */
     @Override
     public IntegerDistribution makeDistribution() {
         return new PascalDistributionImpl(10,0.70);
     }
-    
+
     /** Creates the default probability density test input values */
     @Override
     public int[] makeDensityTestPoints() {
       return new int[] {-1, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11};
     }
-    
+
     /** Creates the default probability density test expected values */
     @Override
     public double[] makeDensityTestValues() {
-      return new double[] {0d, 0.02824d, 0.08474d, 0.13982d, 
+      return new double[] {0d, 0.02824d, 0.08474d, 0.13982d,
           0.16779d, 0.16359d, 0.1374d, 0.10306d, 0.070673d, 0.04505d, 0.02703d, 0.01540d, 0.0084};
     }
-    
+
     /** Creates the default cumulative probability density test input values */
     @Override
     public int[] makeCumulativeTestPoints() {
       return makeDensityTestPoints();
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
       return new double[] {0d, 0.02824d, 0.11299d, 0.25281d, 0.42060d, 0.58420d,
           0.72162d, 0.82468d, 0.89535d, 0.94041d, 0.967446d, 0.98285, 0.99125d};
         }
-    
+
     /** Creates the default inverse cumulative probability test input values */
     @Override
     public double[] makeInverseCumulativeTestPoints() {
       return new double[] {0, 0.001d, 0.010d, 0.025d, 0.050d, 0.100d, 0.999d,
-          0.990d, 0.975d, 0.950d, 0.900d, 1}; 
+          0.990d, 0.975d, 0.950d, 0.900d, 1};
         }
-    
+
     /** Creates the default inverse cumulative probability density test expected values */
     @Override
     public int[] makeInverseCumulativeTestValues() {
@@ -81,7 +81,7 @@
     }
 
     //----------------- Additional test cases ---------------------------------
-   
+
     /** Test degenerate case p = 0   */
     public void testDegenerate0() throws Exception {
         setDistribution(new PascalDistributionImpl(5,0.0d));
@@ -93,9 +93,9 @@
         setInverseCumulativeTestValues(new int[] {Integer.MAX_VALUE - 1, Integer.MAX_VALUE - 1});
         verifyDensities();
         verifyCumulativeProbabilities();
-        verifyInverseCumulativeProbabilities();     
+        verifyInverseCumulativeProbabilities();
     }
-    
+
     /** Test degenerate case p = 1   */
     public void testDegenerate1() throws Exception {
         setDistribution(new PascalDistributionImpl(5,1.0d));
@@ -107,6 +107,6 @@
         setInverseCumulativeTestValues(new int[] {-1, -1});
         verifyDensities();
         verifyCumulativeProbabilities();
-        verifyInverseCumulativeProbabilities();     
+        verifyInverseCumulativeProbabilities();
     }
 }

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/PoissonDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/PoissonDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/PoissonDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/PoissonDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -20,7 +20,7 @@
 
 /**
  * <code>PoissonDistributionTest</code>
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class PoissonDistributionTest extends IntegerDistributionAbstractTest {
@@ -39,15 +39,15 @@
         setTolerance(1e-12);
     }
 
-    /** 
-     * Creates the default discrete distribution instance to use in tests. 
+    /**
+     * Creates the default discrete distribution instance to use in tests.
      */
     @Override
     public IntegerDistribution makeDistribution() {
-        return new PoissonDistributionImpl(DEFAULT_TEST_POISSON_PARAMETER);  
+        return new PoissonDistributionImpl(DEFAULT_TEST_POISSON_PARAMETER);
     }
 
-    /** 
+    /**
      * Creates the default probability density test input values.
      */
     @Override
@@ -62,7 +62,7 @@
     @Override
     public double[] makeDensityTestValues() {
         return new double[] { 0d, 0.0183156388887d,  0.073262555555d,
-                0.14652511111d, 0.195366814813d, 0.195366814813, 
+                0.14652511111d, 0.195366814813d, 0.195366814813,
                 0.156293451851d, 0.00529247667642d, 8.27746364655e-09};
     }
 
@@ -79,20 +79,20 @@
      */
     @Override
     public double[] makeCumulativeTestValues() {
-        return new double[] { 0d,  0.0183156388887d, 0.0915781944437d, 
+        return new double[] { 0d,  0.0183156388887d, 0.0915781944437d,
                 0.238103305554d, 0.433470120367d, 0.62883693518,
                 0.78513038703d,  0.99716023388d, 0.999999998077 };
     }
 
-    /** 
+    /**
      * Creates the default inverse cumulative probability test input values.
      * Increased 3rd and 7th values slightly as computed cumulative
-     * probabilities for corresponding values exceeds the target value (still 
+     * probabilities for corresponding values exceeds the target value (still
      * within tolerance).
      */
     @Override
     public double[] makeInverseCumulativeTestPoints() {
-        return new double[] { 0d,  0.018315638889d, 0.0915781944437d, 
+        return new double[] { 0d,  0.018315638889d, 0.0915781944437d,
                 0.238103305554d, 0.433470120367d, 0.62883693518,
                 0.78513038704d,  0.99716023388d, 0.999999998077 };
     }
@@ -130,7 +130,7 @@
         assertEquals(Integer.MAX_VALUE, dist.inverseCumulativeProbability(1.0d));
         assertEquals(-1, dist.inverseCumulativeProbability(0d));
     }
-    
+
     public void testMean() {
         PoissonDistribution dist = new PoissonDistributionImpl(DEFAULT_TEST_POISSON_PARAMETER);
         try {
@@ -138,17 +138,17 @@
             fail("negative mean.  IllegalArgumentException expected");
         } catch(IllegalArgumentException ex) {
         }
-        
+
         dist.setMean(10.0);
         assertEquals(10.0, dist.getMean(), 0.0);
     }
-    
+
     public void testLargeMeanCumulativeProbability() {
         PoissonDistribution dist = new PoissonDistributionImpl(1.0);
         double mean = 1.0;
         while (mean <= 10000000.0) {
             dist.setMean(mean);
-            
+
             double x = mean * 2.0;
             double dx = x / 10.0;
             while (x >= 0) {
@@ -159,17 +159,17 @@
                 }
                 x -= dx;
             }
-            
+
             mean *= 10.0;
         }
     }
-    
+
     public void testLargeMeanInverseCumulativeProbability() {
         PoissonDistribution dist = new PoissonDistributionImpl(1.0);
         double mean = 1.0;
         while (mean <= 10000000.0) {
             dist.setMean(mean);
-            
+
             double p = 0.1;
             double dp = p;
             while (p < 1.0) {
@@ -180,8 +180,8 @@
                 }
                 p += dp;
             }
-            
+
             mean *= 10.0;
         }
     }
-}
\ No newline at end of file
+}

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/WeibullDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/WeibullDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/WeibullDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/WeibullDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -21,11 +21,11 @@
  * Test cases for WeibullDistribution.
  * Extends ContinuousDistributionAbstractTest.  See class javadoc for
  * ContinuousDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class WeibullDistributionTest extends ContinuousDistributionAbstractTest  {
-    
+
     /**
      * Constructor for CauchyDistributionTest.
      * @param arg0
@@ -33,54 +33,54 @@
     public WeibullDistributionTest(String arg0) {
         super(arg0);
     }
-    
+
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default continuous distribution instance to use in tests. */
     @Override
     public ContinuousDistribution makeDistribution() {
         return new WeibullDistributionImpl(1.2, 2.1);
-    }   
-    
+    }
+
     /** Creates the default cumulative probability distribution test input values */
     @Override
     public double[] makeCumulativeTestPoints() {
-        // quantiles computed using Mathematica 
+        // quantiles computed using Mathematica
         return new double[] {0.00664355181d, 0.04543282833d, 0.09811627374d,
                 0.1767135246d, 0.3219468654d, 4.207902826d, 5.23968437d,
                 6.232056007d, 7.497630467d, 10.51154969d};
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0.001d, 0.01d, 0.025d, 0.05d, 0.1d, 0.900d, 0.950d,
                 0.975d, 0.990d, 0.999d};
     }
-    
+
     //---------------------------- Additional test cases -------------------------
-    
+
     public void testInverseCumulativeProbabilityExtremes() throws Exception {
         setInverseCumulativeTestPoints(new double[] {0.0, 1.0});
         setInverseCumulativeTestValues(
                 new double[] {0.0, Double.POSITIVE_INFINITY});
         verifyInverseCumulativeProbabilities();
     }
-    
+
     public void testAlpha() {
         WeibullDistribution distribution = (WeibullDistribution) getDistribution();
         double expected = Math.random();
         distribution.setShape(expected);
         assertEquals(expected, distribution.getShape(), 0.0);
     }
-    
+
     public void testBeta() {
         WeibullDistribution distribution = (WeibullDistribution) getDistribution();
         double expected = Math.random();
         distribution.setScale(expected);
         assertEquals(expected, distribution.getScale(), 0.0);
     }
-    
+
     public void testSetAlpha() {
         WeibullDistribution distribution = (WeibullDistribution) getDistribution();
         try {
@@ -89,7 +89,7 @@
         } catch (IllegalArgumentException ex) {
             // success
         }
-        
+
         try {
             distribution.setShape(-1.0);
             fail("Can not have negative alpha.");
@@ -97,7 +97,7 @@
             // success
         }
     }
-    
+
     public void testSetBeta() {
         WeibullDistribution distribution = (WeibullDistribution) getDistribution();
         try {
@@ -106,7 +106,7 @@
         } catch (IllegalArgumentException ex) {
             // success
         }
-        
+
         try {
             distribution.setScale(-1.0);
             fail("Can not have negative beta.");

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ZipfDistributionTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ZipfDistributionTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ZipfDistributionTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/distribution/ZipfDistributionTest.java Sat Sep  5 17:36:48 2009
@@ -5,9 +5,9 @@
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
- * 
+ *
  *      http://www.apache.org/licenses/LICENSE-2.0
- * 
+ *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -21,58 +21,58 @@
  * Test cases for {@link ZipfDistribution}.
  * Extends IntegerDistributionAbstractTest.  See class javadoc for
  * IntegerDistributionAbstractTest for details.
- * 
+ *
  * @version $Revision$ $Date$
  */
 public class ZipfDistributionTest extends IntegerDistributionAbstractTest {
     public ZipfDistributionTest(String name) {
         super(name);
     }
-    
+
     //-------------- Implementations for abstract methods -----------------------
-    
+
     /** Creates the default discrete distribution instance to use in tests. */
     @Override
     public IntegerDistribution makeDistribution() {
         return new ZipfDistributionImpl(10, 1);
     }
-    
+
     /** Creates the default probability density test input values */
     @Override
     public int[] makeDensityTestPoints() {
         return new int[] {-1, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11};
     }
-    
+
     /** Creates the default probability density test expected values */
     @Override
     public double[] makeDensityTestValues() {
-        return new double[] {0d, 0d, 0.3414d, 0.1707d, 0.1138d, 0.0854d, 0.0683d, 
+        return new double[] {0d, 0d, 0.3414d, 0.1707d, 0.1138d, 0.0854d, 0.0683d,
                 0.0569d, 0.0488d, 0.0427d, 0.0379d, 0.0341d, 0d};
     }
-    
+
     /** Creates the default cumulative probability density test input values */
     @Override
     public int[] makeCumulativeTestPoints() {
         return makeDensityTestPoints();
     }
-    
+
     /** Creates the default cumulative probability density test expected values */
     @Override
     public double[] makeCumulativeTestValues() {
         return new double[] {0d, 0.0000d, 0.3414d, 0.5121d, 0.6259d, 0.7113d,
                 0.7796d, 0.8365d, 0.8852d, 0.9279d, 0.9659d, 1d, 1d};
         }
-    
+
     /** Creates the default inverse cumulative probability test input values */
     @Override
     public double[] makeInverseCumulativeTestPoints() {
         return new double[] {0, 0.001d, 0.010d, 0.025d, 0.050d, 0.3414d, 0.3415d, 0.999d,
-                0.990d, 0.975d, 0.950d, 0.900d, 1}; 
+                0.990d, 0.975d, 0.950d, 0.900d, 1};
         }
-    
+
     /** Creates the default inverse cumulative probability density test expected values */
     @Override
     public int[] makeInverseCumulativeTestValues() {
         return new int[] {0, 0, 0, 0, 0, 0, 1, 9, 9, 9, 8, 7, 10};
     }
-}
\ No newline at end of file
+}

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java Sat Sep  5 17:36:48 2009
@@ -27,7 +27,7 @@
 /**
  * <p>Some of the unit tests are re-implementations of the MINPACK <a
  * href="http://www.netlib.org/minpack/ex/file17">file17</a> and <a
- * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files. 
+ * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files.
  * The redistribution policy for MINPACK is available <a
  * href="http://www.netlib.org/minpack/disclaimer">here</a>, for
  * convenience, it is reproduced below.</p>

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/LevenbergMarquardtEstimatorTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/LevenbergMarquardtEstimatorTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/LevenbergMarquardtEstimatorTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/LevenbergMarquardtEstimatorTest.java Sat Sep  5 17:36:48 2009
@@ -27,7 +27,7 @@
 /**
  * <p>Some of the unit tests are re-implementations of the MINPACK <a
  * href="http://www.netlib.org/minpack/ex/file17">file17</a> and <a
- * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files. 
+ * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files.
  * The redistribution policy for MINPACK is available <a
  * href="http://www.netlib.org/minpack/disclaimer">here</a>, for
  * convenience, it is reproduced below.</p>
@@ -515,7 +515,7 @@
       double[] errors = estimator.guessParametersErrors(circle);
       assertEquals(1.384, errors[0], 0.001);
       assertEquals(0.905, errors[1], 0.001);
-  
+
       // add perfect measurements and check errors are reduced
       double cx = circle.getX();
       double cy = circle.getY();
@@ -622,7 +622,7 @@
       }
       return set.toArray(new EstimatedParameter[set.size()]);
     }
-  
+
     private LinearMeasurement[] measurements;
 
   }

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/MinpackTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/MinpackTest.java?rev=811685&r1=811684&r2=811685&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/MinpackTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/estimation/MinpackTest.java Sat Sep  5 17:36:48 2009
@@ -30,7 +30,7 @@
 /**
  * <p>Some of the unit tests are re-implementations of the MINPACK <a
  * href="http://www.netlib.org/minpack/ex/file17">file17</a> and <a
- * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files. 
+ * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files.
  * The redistribution policy for MINPACK is available <a
  * href="http://www.netlib.org/minpack/disclaimer">here</a>, for
  * convenience, it is reproduced below.</p>
@@ -133,7 +133,7 @@
     minpackTest(new HelicalValleyFunction(new double[] { -100.0, 0.0, 0.0},
                                           991.261822123701), false);
   }
-    
+
   public void testMinpackPowellSingular() {
     minpackTest(new PowellSingularFunction(new double[] { 3.0, -1.0, 0.0, 1.0 },
                                            14.6628782986152), false);
@@ -142,7 +142,7 @@
     minpackTest(new PowellSingularFunction(new double[] { 300.0, -100.0, 0.0, 100.0 },
                                            126887.903284750), false);
   }
-    
+
   public void testMinpackFreudensteinRoth() {
     minpackTest(new FreudensteinRothFunction(new double[] { 0.5, -2.0 },
                                              20.0124960961895, 6.99887517584575,
@@ -163,7 +163,7 @@
                                                -0.89680510749204
                                              }), false);
   }
-    
+
   public void testMinpackBard() {
     minpackTest(new BardFunction(1.0, 6.45613629515967, 0.0906359603390466,
                                  new double[] {
@@ -184,7 +184,7 @@
                                    -164464906.857771
                                  }), false);
   }
-    
+
   public void testMinpackKowalikOsborne() {
     minpackTest(new KowalikOsborneFunction(new double[] { 0.25, 0.39, 0.415, 0.39 },
                                            0.0728915102882945,
@@ -214,7 +214,7 @@
                                              0.134575665392506
                                            }), true);
   }
-    
+
   public void testMinpackMeyer() {
     minpackTest(new MeyerFunction(new double[] { 0.02, 4000.0, 250.0 },
                                   41153.4665543031, 9.37794514651874,
@@ -231,9 +231,9 @@
                                     901.268527953801
                                   }), true);
   }
-    
+
   public void testMinpackWatson() {
-  
+
     minpackTest(new WatsonFunction(6, 0.0,
                                    5.47722557505166, 0.0478295939097601,
                                    new double[] {
@@ -316,12 +316,12 @@
                                    }), false);
 
   }
-    
+
   public void testMinpackBox3Dimensional() {
     minpackTest(new Box3DimensionalFunction(10, new double[] { 0.0, 10.0, 20.0 },
                                             32.1115837449572), false);
   }
-    
+
   public void testMinpackJennrichSampson() {
     minpackTest(new JennrichSampsonFunction(10, new double[] { 0.3, 0.4 },
                                             64.5856498144943, 11.1517793413499,
@@ -353,7 +353,7 @@
                                          -0.403688070279258, 0.236665033746463
                                         }), false);
   }
-    
+
   public void testMinpackChebyquad() {
     minpackTest(new ChebyquadFunction(1, 8, 1.0,
                                       1.88623796907732, 1.88623796907732,
@@ -391,7 +391,7 @@
                                         0.833291216194063,  0.940379732824644
                                       }), false);
   }
-    
+
   public void testMinpackBrownAlmostLinear() {
     minpackTest(new BrownAlmostLinearFunction(10, 0.5,
                                               16.5302162063499, 0.0,
@@ -410,7 +410,7 @@
                                                0.979430303349865, 0.979430303349865,
                                                0.979430303349865, 0.979430303349865,
                                                0.979430303349865, 1.20569696650135
-                                              }), false);  
+                                              }), false);
     minpackTest(new BrownAlmostLinearFunction(10, 50.0,
                                               0.9765625e17, 0.0,
                                               new double[] {
@@ -459,7 +459,7 @@
                                                 0.999999999999121
                                               }), false);
     }
-    
+
   public void testMinpackOsborne1() {
       minpackTest(new Osborne1Function(new double[] { 0.5, 1.5, -1.0, 0.01, 0.02, },
                                        0.937564021037838, 0.00739249260904843,
@@ -469,9 +469,9 @@
                                          0.0221227011813076
                                        }), false);
     }
-    
+
   public void testMinpackOsborne2() {
-      
+
     minpackTest(new Osborne2Function(new double[] {
                                        1.3, 0.65, 0.65, 0.7, 0.6,
                                        3.0, 5.0, 7.0, 2.0, 4.5, 5.5
@@ -505,7 +505,7 @@
   }
 
   private static abstract class MinpackFunction implements EstimationProblem {
- 
+
     protected MinpackFunction(int m,
                               double[] startParams,
                               double   theoreticalStartCost,
@@ -564,7 +564,7 @@
       }
       return true;
     }
- 
+
     public WeightedMeasurement[] getMeasurements() {
       WeightedMeasurement[] measurements = new WeightedMeasurement[m];
       for (int i = 0; i < m; ++i) {
@@ -1043,7 +1043,7 @@
       34780.0, 28610.0, 23650.0, 19630.0,
       16370.0, 13720.0, 11540.0,  9744.0,
        8261.0,  7030.0,  6005.0,  5147.0,
-       4427.0,  3820.0,  3307.0,  2872.0                  
+       4427.0,  3820.0,  3307.0,  2872.0
     };
 
   }



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