Line data    Source code

       1             : !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
       2             : !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
       3             : !!!!                                                                                                                            !!!!
       4             : !!!!    ParaMonte: Parallel Monte Carlo and Machine Learning Library.                                                           !!!!
       5             : !!!!                                                                                                                            !!!!
       6             : !!!!    Copyright (C) 2012-present, The Computational Data Science Lab                                                          !!!!
       7             : !!!!                                                                                                                            !!!!
       8             : !!!!    This file is part of the ParaMonte library.                                                                             !!!!
       9             : !!!!                                                                                                                            !!!!
      10             : !!!!    LICENSE                                                                                                                 !!!!
      11             : !!!!                                                                                                                            !!!!
      12             : !!!!       https://github.com/cdslaborg/paramonte/blob/main/LICENSE.md                                                          !!!!
      13             : !!!!                                                                                                                            !!!!
      14             : !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
      15             : !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
      16             : 
      17             : !>  \brief
      18             : !>  This include file contains the implementation of procedures in [pm_distNegExp](@ref pm_distNegExp).
      19             : !>
      20             : !>  \finmain
      21             : !>
      22             : !>  \author
      23             : !>  \AmirShahmoradi, Oct 16, 2009, 11:14 AM, Michigan
      24             : 
      25             : !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
      26             : 
      27             :         !%%%%%%%%%%%%%%%%%%%%%%
      28             : #if     getNegExpLogPDF_ENABLED
      29             :         !%%%%%%%%%%%%%%%%%%%%%%
      30             : 
      31        2016 :         if (present(mu)) then
      32        2008 :             if (present(invSigma)) then
      33        2004 :                 call setNegExpLogPDF(logPDF, x, mu, invSigma, log(invSigma))
      34             :             else
      35           4 :                 call setNegExpLogPDF(logPDF, x, mu)
      36             :             end if
      37             :         else
      38           8 :             if (present(invSigma)) then
      39           4 :                 call setNegExpLogPDF(logPDF, x, invSigma, log(invSigma))
      40             :             else
      41           4 :                 call setNegExpLogPDF(logPDF, x)
      42             :             end if
      43             :         end if
      44             : 
      45             :         !%%%%%%%%%%%%%%%%%%%%%%
      46             : #elif   setNegExpLogPDF_ENABLED
      47             :         !%%%%%%%%%%%%%%%%%%%%%%
      48             : 
      49             :         ! Validate the input.
      50             : 
      51             : #if     DDD_ENABLED || DIL_ENABLED
      52          16 :         CHECK_ASSERTION(__LINE__, x <= 0._RKC, SK_"@setNegExpPDF(): The condition `x <= 0._RKC` must hold. x = "//getStr(x)) ! fpp
      53             : #elif   MDD_ENABLED || MIL_ENABLED
      54       12048 :         CHECK_ASSERTION(__LINE__, x <= mu, SK_"@setNegExpPDF(): The condition `x <= mu` must hold. x = "//getStr([x, mu])) ! fpp
      55             : #else
      56             : #error  "Unrecognized interface."
      57             : #endif
      58             : 
      59             : #if     DIL_ENABLED || MIL_ENABLED
      60        4016 :         CHECK_ASSERTION(__LINE__, 0._RKC < invSigma, SK_"@setNegExpPDF(): The condition `0._RKC < invSigma` must hold. invSigma = "//getStr(invSigma)) ! fpp
      61       12048 :         CHECK_ASSERTION(__LINE__, abs(log(invSigma) - logInvSigma) < epsilon(0._RKC) * 10, SK_"@setNegExpPDF(): The condition `log(invSigma) == logInvSigma` must hold. invSigma, logInvSigma = "//getStr([invSigma, logInvSigma])) ! fpp
      62             : #elif   !(DDD_ENABLED || MDD_ENABLED)
      63             : #error  "Unrecognized interface."
      64             : #endif
      65             : 
      66             :         ! Compute the PDF.
      67             : 
      68             : #if     DDD_ENABLED
      69           8 :         logPDF = x
      70             : #elif   MDD_ENABLED
      71           8 :         logPDF = x - mu
      72             : #elif   DIL_ENABLED
      73           8 :         logPDF = logInvSigma + x * invSigma
      74             : #elif   MIL_ENABLED
      75        4008 :         logPDF = logInvSigma + (x - mu) * invSigma
      76             : #else
      77             : #error  "Unrecognized interface."
      78             : #endif
      79             : 
      80             :         !%%%%%%%%%%%%%%%%%%%
      81             : #elif   getNegExpCDF_ENABLED
      82             :         !%%%%%%%%%%%%%%%%%%%
      83             : 
      84        2016 :         if (present(mu)) then
      85        2008 :             if (present(invSigma)) then
      86        2004 :                 call setNegExpCDF(cdf, x, mu, invSigma)
      87             :             else
      88           4 :                 call setNegExpCDF(cdf, x - mu)
      89             :             end if
      90             :         else
      91           8 :             if (present(invSigma)) then
      92           4 :                 call setNegExpCDF(cdf, x, invSigma)
      93             :             else
      94           4 :                 call setNegExpCDF(cdf, x)
      95             :             end if
      96             :         end if
      97             : 
      98             :         !%%%%%%%%%%%%%%%%%%%
      99             : #elif   setNegExpCDF_ENABLED
     100             :         !%%%%%%%%%%%%%%%%%%%
     101             : 
     102             :         ! Validate the input.
     103             : 
     104             : #if     XDD_ENABLED || XDI_ENABLED
     105          20 :         CHECK_ASSERTION(__LINE__, x <= 0._RKC, SK_"@setNegExpCDF(): The condition `x <= 0._RKC` must hold. x = "//getStr(x)) ! fpp
     106             : #elif   XMI_ENABLED
     107       12024 :         CHECK_ASSERTION(__LINE__, x <= mu, SK_"@setNegExpCDF(): The condition `x <= mu` must hold. x = "//getStr([x, mu])) ! fpp
     108             : #else
     109             : #error  "Unrecognized interface."
     110             : #endif
     111             : 
     112             : #if     XDI_ENABLED || XMI_ENABLED
     113        4016 :         CHECK_ASSERTION(__LINE__, 0._RKC < invSigma, SK_"@setNegExpCDF(): The condition `0._RKC < invSigma` must hold. invSigma = "//getStr(invSigma)) ! fpp
     114             : #elif   !XDD_ENABLED
     115             : #error  "Unrecognized interface."
     116             : #endif
     117             : 
     118             :         ! Compute the CDF.
     119             : 
     120             : #if     XDD_ENABLED
     121          12 :         cdf = exp(x)
     122             : #elif   XDI_ENABLED
     123           8 :         cdf = exp(x * invSigma)
     124             : #elif   XMI_ENABLED
     125        4008 :         cdf = exp((x - mu) * invSigma)
     126             : #else
     127             : #error  "Unrecognized interface."
     128             : #endif
     129             : 
     130             :         !%%%%%%%%%%%%%%%%%%%%
     131             : #elif   getNegExpRand_ENABLED
     132             :         !%%%%%%%%%%%%%%%%%%%%
     133             : 
     134             :         use pm_distUnif, only: getUnifRand
     135       80062 :         call setNegExpRand(rand, getUnifRand(0._RKC, 1._RKC), sigma)
     136       80062 :         if (present(mu)) rand = rand + mu
     137             : 
     138             :         !%%%%%%%%%%%%%%%%%%%%
     139             : #elif   setNegExpRand_ENABLED
     140             :         !%%%%%%%%%%%%%%%%%%%%
     141             : 
     142       82124 :         CHECK_ASSERTION(__LINE__, 0._RKC < urand, SK_"@setNegExpRand(): The condition `0._RKC < urand` must hold. urand = "//getStr(urand)) ! fpp
     143       82124 :         CHECK_ASSERTION(__LINE__, urand <= 1._RKC, SK_"@setNegExpRand(): The condition `urand <= 1._RKC` must hold. urand = "//getStr(urand)) ! fpp
     144             : #if     USD_ENABLED || USM_ENABLED
     145       82093 :         CHECK_ASSERTION(__LINE__, 0._RKC < sigma, SK_"@setNegExpRand(): The condition `0._RKC < sigma` must hold. sigma = "//getStr(sigma)) ! fpp
     146             : #endif
     147             : #if     UDD_ENABLED
     148          31 :         rand = log(1._RKC - urand)
     149             : #elif   USD_ENABLED
     150       80093 :         rand = log(1._RKC - urand) * sigma
     151             : #elif   USM_ENABLED
     152        2000 :         rand = log(1._RKC - urand) * sigma + mu
     153             : #else
     154             : #error  "Unrecognized interface."
     155             : #endif
     156             : 
     157             : #else
     158             :         !%%%%%%%%%%%%%%%%%%%%%%%%
     159             : #error  "Unrecognized interface."
     160             :         !%%%%%%%%%%%%%%%%%%%%%%%%
     161             : #endif