Clamp cdf and ccdf of Truncated (#1865)

Author: devmotion

src/truncate.jl

@@ -166,7 +166,8 @@ function logpdf(d::Truncated, x::Real)
 end
 
 function cdf(d::Truncated, x::Real)
-    result = (cdf(d.untruncated, x) - d.lcdf) / d.tp
+    result = clamp((cdf(d.untruncated, x) - d.lcdf) / d.tp, 0, 1)
+    # Special cases for values outside of the support to avoid e.g. NaN issues with `Binomial`
     return if d.lower !== nothing && x < d.lower
         zero(result)
     elseif d.upper !== nothing && x >= d.upper
@@ -188,7 +189,8 @@ function logcdf(d::Truncated, x::Real)
 end
 
 function ccdf(d::Truncated, x::Real)
-    result = (d.ucdf - cdf(d.untruncated, x)) / d.tp
+    result = clamp((d.ucdf - cdf(d.untruncated, x)) / d.tp, 0, 1)
+    # Special cases for values outside of the support to avoid e.g. NaN issues with `Binomial`
     return if d.lower !== nothing && x <= d.lower
         one(result)
     elseif d.upper !== nothing && x > d.upper

test/truncate.jl

@@ -214,3 +214,21 @@ end
 
   @test isa(quantile(d, ForwardDiff.Dual(1.,0.)), ForwardDiff.Dual)
 end
+
+@testset "cdf outside of [0, 1] (#1854)" begin
+    dist = truncated(Normal(2.5, 0.2); lower=0.0)
+    @test @inferred(cdf(dist, 3.741058503233821e-17)) === 0.0
+    @test @inferred(ccdf(dist, 3.741058503233821e-17)) === 1.0
+    @test @inferred(cdf(dist, 1.4354474178676617e-18)) === 0.0
+    @test @inferred(ccdf(dist, 1.4354474178676617e-18)) === 1.0
+    @test @inferred(cdf(dist, 8.834854780587132e-18)) === 0.0
+    @test @inferred(ccdf(dist, 8.834854780587132e-18)) === 1.0
+
+    dist = truncated(
+        Normal(2.122039143928797, 0.07327367710864985);
+        lower = 1.9521656132878236,
+        upper = 2.8274429454898398,
+    )
+    @test @inferred(cdf(dist, 2.82)) === 1.0
+    @test @inferred(ccdf(dist, 2.82)) === 0.0
+end