Add testcase and fix bugs

Project.toml

@@ -6,6 +6,7 @@ version = "1.3.0"
 [deps]
 CommonSolve = "38540f10-b2f7-11e9-35d8-d573e4eb0ff2"
 DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
+Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 HCubature = "19dc6840-f33b-545b-b366-655c7e3ffd49"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"

src/Quadrature.jl

@@ -54,7 +54,7 @@ function transform_inf(t , p , f)
 end
 
 function transform_semiinf(t , p , f , lb)
- v(t) = lb .+ t ./ (1 .- t)
+ v(t) = lb .+ (t ./ (1 .- t))
  if t isa Number
  j = ForwardDiff.derivative(v, t)
  else
@@ -80,7 +80,7 @@ function transformation_if_inf(prob)
  prob = QuadratureProblem(h , lb ,ub, p = prob.p , nout = prob.nout , batch = prob.batch , prob.kwargs)
  elseif (!(prob.lb isa Number) && !all(prob.lb .== -Inf) && all(prob.ub .== Inf)) || (prob.lb != -Inf && prob.ub == Inf)
  if prob.lb isa Number
- lb = -1.00
+ lb = 0.00
  else
  lb = zeros(size(prob.lb)[1])
  end
@@ -194,7 +194,7 @@ function __init__()
  reltol = 1e-8, abstol = 1e-8,
  maxiters = typemax(Int),
  kwargs...)
- prob = transformation_if_inf(prob) #intercept for infinite transformation 
+ prob = transformation_if_inf(prob) #intercept for infinite transformation
  nout = prob.nout
  if nout == 1
  if prob.batch == 0

test/inf_integral_tests.jl

@@ -0,0 +1,19 @@
+using Quadrature , Distributions , Test
+
+μ = [0.00 , 0.00]
+Σ = [0.4 0.0 ; 0.00 0.4]
+d = MvNormal(μ , Σ)
+m(x , p) = pdf(d, x)
+prob = QuadratureProblem(m, [-Inf , -Inf] , [Inf , Inf])
+sol = solve(prob,HCubatureJL(),reltol=1e-3,abstol=1e-3)
+@test (1.00 - sol.u)^2 < 1e-6
+
+f(x , p) = pdf(Normal(0.00 , 1.00) , x)
+prob = QuadratureProblem(f, -Inf , Inf)
+sol = solve(prob,HCubatureJL(),reltol=1e-3,abstol=1e-3)
+@test (1.00 - sol.u)^2 < 1e-6
+
+f(x , p) = (1 / (x^2 + 1))
+prob = QuadratureProblem(f, 0 , Inf)
+sol = solve(prob,HCubatureJL(),reltol=1e-3,abstol=1e-3)
+@test (pi/2 - sol.u)^2 < 1e-6

test/runtests.jl

@@ -4,3 +4,4 @@ using Test
 
 @time @safetestset "Interface Tests" begin include("interface_tests.jl") end
 @time @safetestset "Derivative Tests" begin include("derivative_tests.jl") end
+@time @safetestset "Infinite Integral Tests" begin include("inf_integral_tests.jl") end